Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/10960#discussion_r51533764
--- Diff:
sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/CentralMomentAgg.scala
---
@@ -57,173 +55,170 @@ abstract class CentralMomentAgg(child: Expression)
extends ImperativeAggregate w
override def dataType: DataType = DoubleType
- override def inputTypes: Seq[AbstractDataType] = Seq(NumericType)
+ override def inputTypes: Seq[AbstractDataType] = Seq(DoubleType)
+
+ protected val count = AttributeReference("count", DoubleType, nullable =
false)()
+ protected val avg = AttributeReference("avg", DoubleType, nullable =
false)()
+ protected val m2 = AttributeReference("m2", DoubleType, nullable =
false)()
+ protected val m3 = AttributeReference("m3", DoubleType, nullable =
false)()
+ protected val m4 = AttributeReference("m4", DoubleType, nullable =
false)()
+
+ override val aggBufferAttributes = Seq(count, avg, m2, m3,
m4).take(momentOrder + 1)
+
+ override val initialValues: Seq[Expression] = Seq(
+ /* count = */ Literal(0.0),
+ /* avg = */ Literal(0.0),
+ /* m2 = */ Literal(0.0),
+ /* m3 = */ Literal(0.0),
+ /* m4 = */ Literal(0.0)
+ ).take(momentOrder + 1)
+
+ override lazy val updateExpressions: Seq[Expression] = {
+ val n = count + Literal(1.0)
+ val delta = child - avg
+ val deltaN = delta / n
+ val newAvg = avg + deltaN
+ val newM2 = m2 + delta * (delta - deltaN)
+
+ val delta2 = delta * delta
+ val deltaN2 = deltaN * deltaN
+ val newM3 = m3 - Literal(3.0) * deltaN * newM2 + delta * (delta2 -
deltaN2)
+
+ val newM4 = m4 - Literal(4.0) * deltaN * newM3 - Literal(6.0) *
deltaN2 * newM2 +
+ delta * (delta * delta2 - deltaN * deltaN2)
+
+ if (child.nullable) {
+ Seq(
+ /* count = */ If(IsNull(child), count, n),
+ /* avg = */ If(IsNull(child), avg, newAvg),
+ /* m2 = */ If(IsNull(child), m2, newM2),
+ /* m3 = */ If(IsNull(child), m3, newM3),
+ /* m4 = */ If(IsNull(child), m4, newM4)
+ ).take(momentOrder + 1)
+ } else {
+ Seq(
+ /* count = */ n,
+ /* avg = */ newAvg,
+ /* m2 = */ newM2,
+ /* m3 = */ newM3,
+ /* m4 = */ newM4
+ ).take(momentOrder + 1)
+ }
+ }
- override def checkInputDataTypes(): TypeCheckResult =
- TypeUtils.checkForNumericExpr(child.dataType, s"function $prettyName")
+ override lazy val mergeExpressions: Seq[Expression] = {
- override def aggBufferSchema: StructType =
StructType.fromAttributes(aggBufferAttributes)
+ val n1 = count.left
+ val n2 = count.right
+ val n = n1 + n2
+ val delta = avg.right - avg.left
+ val deltaN = If(EqualTo(n, Literal(0.0)), Literal(0.0), delta / n)
+ val newAvg = avg.left + deltaN * n2
- /**
- * Size of aggregation buffer.
- */
- private[this] val bufferSize = 5
+ // higher order moments computed according to:
+ //
https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Higher-order_statistics
+ val newM2 = m2.left + m2.right + delta * deltaN * n1 * n2
+ val newM3 = if (momentOrder >= 3) {
+ m3.left + m3.right + deltaN * deltaN * delta * n1 * n2 * (n1 - n2) +
+ Literal(3.0) * deltaN * (n1 * m2.right - n2 * m2.left)
+ } else {
+ Literal(0.0)
+ }
+ val newM4 = if (momentOrder >= 4) {
+ m4.left + m4.right +
+ deltaN * deltaN * deltaN * delta * n1 * n2 * (n1 * n1 - n1 * n2 +
n2 * n2) +
+ Literal(6.0) * deltaN * deltaN * (n1 * n1 * m2.right + n2 * n2 *
m2.left) +
+ Literal(4.0) * deltaN * (n1 * m3.right - n2 * m3.left)
+ } else {
+ Literal(0.0)
+ }
- override val aggBufferAttributes: Seq[AttributeReference] =
Seq.tabulate(bufferSize) { i =>
- AttributeReference(s"M$i", DoubleType)()
+ Seq(
+ /* count = */ n,
+ /* avg = */ newAvg,
+ /* m2 = */ newM2,
+ /* m3 = */ newM3,
+ /* m4 = */ newM4
+ ).take(momentOrder + 1)
}
+}
- // Note: although this simply copies aggBufferAttributes, this common
code can not be placed
- // in the superclass because that will lead to initialization ordering
issues.
- override val inputAggBufferAttributes: Seq[AttributeReference] =
- aggBufferAttributes.map(_.newInstance())
-
- // buffer offsets
- private[this] val nOffset = mutableAggBufferOffset
- private[this] val meanOffset = mutableAggBufferOffset + 1
- private[this] val secondMomentOffset = mutableAggBufferOffset + 2
- private[this] val thirdMomentOffset = mutableAggBufferOffset + 3
- private[this] val fourthMomentOffset = mutableAggBufferOffset + 4
-
- // frequently used values for online updates
- private[this] var delta = 0.0
- private[this] var deltaN = 0.0
- private[this] var delta2 = 0.0
- private[this] var deltaN2 = 0.0
- private[this] var n = 0.0
- private[this] var mean = 0.0
- private[this] var m2 = 0.0
- private[this] var m3 = 0.0
- private[this] var m4 = 0.0
+// Compute the population standard deviation of a column
+case class StddevPop(child: Expression) extends CentralMomentAgg(child) {
- /**
- * Initialize all moments to zero.
- */
- override def initialize(buffer: MutableRow): Unit = {
- for (aggIndex <- 0 until bufferSize) {
- buffer.setDouble(mutableAggBufferOffset + aggIndex, 0.0)
- }
+ override protected def momentOrder = 2
+
+ override val evaluateExpression: Expression = {
+ If(EqualTo(count, Literal(0.0)), Literal.create(null, DoubleType),
+ Sqrt(m2 / count))
}
- /**
- * Update the central moments buffer.
- */
- override def update(buffer: MutableRow, input: InternalRow): Unit = {
- val v = Cast(child, DoubleType).eval(input)
- if (v != null) {
- val updateValue = v match {
- case d: Double => d
- }
-
- n = buffer.getDouble(nOffset)
- mean = buffer.getDouble(meanOffset)
-
- n += 1.0
- buffer.setDouble(nOffset, n)
- delta = updateValue - mean
- deltaN = delta / n
- mean += deltaN
- buffer.setDouble(meanOffset, mean)
-
- if (momentOrder >= 2) {
- m2 = buffer.getDouble(secondMomentOffset)
- m2 += delta * (delta - deltaN)
- buffer.setDouble(secondMomentOffset, m2)
- }
-
- if (momentOrder >= 3) {
- delta2 = delta * delta
- deltaN2 = deltaN * deltaN
- m3 = buffer.getDouble(thirdMomentOffset)
- m3 += -3.0 * deltaN * m2 + delta * (delta2 - deltaN2)
- buffer.setDouble(thirdMomentOffset, m3)
- }
-
- if (momentOrder >= 4) {
- m4 = buffer.getDouble(fourthMomentOffset)
- m4 += -4.0 * deltaN * m3 - 6.0 * deltaN2 * m2 +
- delta * (delta * delta2 - deltaN * deltaN2)
- buffer.setDouble(fourthMomentOffset, m4)
- }
- }
+ override def prettyName: String = "stddev_pop"
+}
+
+// Compute the sample standard deviation of a column
+case class StddevSamp(child: Expression) extends CentralMomentAgg(child) {
+
+ override protected def momentOrder = 2
+
+ override val evaluateExpression: Expression = {
+ If(EqualTo(count, Literal(0.0)), Literal.create(null, DoubleType),
--- End diff --
ditto on `EqualTo` => `===`
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