[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16511876#comment-16511876
]
Hyukjin Kwon commented on SPARK-22239:
--
Sure, please go ahead.
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Assignee: Li Jin
>Priority: Major
> Fix For: 2.4.0
>
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16511495#comment-16511495
]
Li Jin commented on SPARK-22239:
[~hyukjin.kwon] I actually don't think this Jira is done. The PR only resolves
the unbounded window case, do you mind if I edit the Jira to reflect what's
done and create a new Jira for rolling window case?
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Assignee: Li Jin
>Priority: Major
> Fix For: 2.4.0
>
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16452977#comment-16452977
]
Li Jin commented on SPARK-22239:
[~hvanhovell], I have done a bit further research of UDF over rolling windows
and posted my results here:
[https://docs.google.com/document/d/14EjeY5z4-NC27-SmIP9CsMPCANeTcvxN44a7SIJtZPc/edit?usp=sharing]
TL; DR I think we can implement efficiently by computing window indices in the
JVM and pass the indices along with the window Python and do rolling over the
indices in Python. I have not addressed the issue of splitting the window
partition into smaller batches but I think it's doable as well. Would you be
interested in taking a look and let me know what you think?
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Priority: Major
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16440094#comment-16440094
]
Apache Spark commented on SPARK-22239:
--
User 'icexelloss' has created a pull request for this issue:
https://github.com/apache/spark/pull/21082
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Priority: Major
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
--
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16411465#comment-16411465
]
Li Jin commented on SPARK-22239:
Yeah unbounded windows are really just "groupby" in this case. I need to think
more about bounded windows. I will send out some doc/ideas before implementing
bounded windows. For now I will just do unbounded windows.
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Priority: Major
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16410521#comment-16410521
]
Herman van Hovell commented on SPARK-22239:
---
Unbouded windows should be relatively straightforward. We buffer all the rows
in a window before we apply the function window functions. We could turn that
buffer into vectors and send it to python. There are two key issues here:
* Very large windows, we shouldn't pass these to python in one go.
* Nice python integration. We might need to create a python window frame
processor.
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Priority: Major
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
--
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[jira] [Commented] (SPARK-22239) User-defined window functions with pandas udf
[
https://issues.apache.org/jira/browse/SPARK-22239?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16408639#comment-16408639
]
Li Jin commented on SPARK-22239:
I am looking into this. I will start with unbounded window first, i.e.,
Window.partitionBy(df.id). Growing/Shrinking/Moving windows are much more
complicated because we don't want to send the each window to python worker. I
will try to solve the simple case (unbounded window) first.
> User-defined window functions with pandas udf
> -
>
> Key: SPARK-22239
> URL: https://issues.apache.org/jira/browse/SPARK-22239
> Project: Spark
> Issue Type: Sub-task
> Components: PySpark
>Affects Versions: 2.2.0
> Environment:
>Reporter: Li Jin
>Priority: Major
>
> Window function is another place we can benefit from vectored udf and add
> another useful function to the pandas_udf suite.
> Example usage (preliminary):
> {code:java}
> w = Window.partitionBy('id').orderBy('time').rangeBetween(-200, 0)
> @pandas_udf(DoubleType())
> def ema(v1):
> return v1.ewm(alpha=0.5).mean().iloc[-1]
> df.withColumn('v1_ema', ema(df.v1).over(window))
> {code}
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