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Implement kurtosis_pop UDAF (#12273)
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* implement kurtosis_pop udaf

* add tests

* add empty end line

* fix MSRV check

* fix the null input and enhance tests

* refactor the aggregation

* address the review comments

* add the doc for kurtois_pop

* fix the doc style

* use coercible signature

* remove unused cast
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goldmedal authored Sep 4, 2024
1 parent f72622d commit 5ff5a6c
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190 changes: 190 additions & 0 deletions datafusion/functions-aggregate/src/kurtosis_pop.rs
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@@ -0,0 +1,190 @@
// Licensed to the Apache Software Foundation (ASF) under one
// or more contributor license agreements. See the NOTICE file
// distributed with this work for additional information
// regarding copyright ownership. The ASF licenses this file
// to you under the Apache License, Version 2.0 (the
// "License"); you may not use this file except in compliance
// with the License. You may obtain a copy of the License at
//
// http://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing,
// software distributed under the License is distributed on an
// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
// KIND, either express or implied. See the License for the
// specific language governing permissions and limitations
// under the License.

use arrow::array::{Array, ArrayRef, Float64Array, UInt64Array};
use arrow_schema::{DataType, Field};
use datafusion_common::cast::as_float64_array;
use datafusion_common::{downcast_value, DataFusionError, Result, ScalarValue};
use datafusion_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility};
use datafusion_functions_aggregate_common::accumulator::{
AccumulatorArgs, StateFieldsArgs,
};
use std::any::Any;
use std::fmt::Debug;

make_udaf_expr_and_func!(
KurtosisPopFunction,
kurtosis_pop,
x,
"Calculates the excess kurtosis (Fisher’s definition) without bias correction.",
kurtosis_pop_udaf
);

pub struct KurtosisPopFunction {
signature: Signature,
}

impl Debug for KurtosisPopFunction {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
f.debug_struct("KurtosisPopFunction")
.field("signature", &self.signature)
.finish()
}
}

impl Default for KurtosisPopFunction {
fn default() -> Self {
Self::new()
}
}

impl KurtosisPopFunction {
pub fn new() -> Self {
Self {
signature: Signature::coercible(
vec![DataType::Float64],
Volatility::Immutable,
),
}
}
}

impl AggregateUDFImpl for KurtosisPopFunction {
fn as_any(&self) -> &dyn Any {
self
}

fn name(&self) -> &str {
"kurtosis_pop"
}

fn signature(&self) -> &Signature {
&self.signature
}

fn return_type(&self, _arg_types: &[DataType]) -> Result<DataType> {
Ok(DataType::Float64)
}

fn state_fields(&self, _args: StateFieldsArgs) -> Result<Vec<Field>> {
Ok(vec![
Field::new("count", DataType::UInt64, true),
Field::new("sum", DataType::Float64, true),
Field::new("sum_sqr", DataType::Float64, true),
Field::new("sum_cub", DataType::Float64, true),
Field::new("sum_four", DataType::Float64, true),
])
}

fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(KurtosisPopAccumulator::new()))
}
}

/// Accumulator for calculating the excess kurtosis (Fisher’s definition) without bias correction.
/// This implementation follows the [DuckDB implementation]:
/// <https://github.com/duckdb/duckdb/blob/main/src/core_functions/aggregate/distributive/kurtosis.cpp>
#[derive(Debug, Default)]
pub struct KurtosisPopAccumulator {
count: u64,
sum: f64,
sum_sqr: f64,
sum_cub: f64,
sum_four: f64,
}

impl KurtosisPopAccumulator {
pub fn new() -> Self {
Self {
count: 0,
sum: 0.0,
sum_sqr: 0.0,
sum_cub: 0.0,
sum_four: 0.0,
}
}
}

impl Accumulator for KurtosisPopAccumulator {
fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
let array = as_float64_array(&values[0])?;
for value in array.iter().flatten() {
self.count += 1;
self.sum += value;
self.sum_sqr += value.powi(2);
self.sum_cub += value.powi(3);
self.sum_four += value.powi(4);
}
Ok(())
}

fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> {
let counts = downcast_value!(states[0], UInt64Array);
let sums = downcast_value!(states[1], Float64Array);
let sum_sqrs = downcast_value!(states[2], Float64Array);
let sum_cubs = downcast_value!(states[3], Float64Array);
let sum_fours = downcast_value!(states[4], Float64Array);

for i in 0..counts.len() {
let c = counts.value(i);
if c == 0 {
continue;
}
self.count += c;
self.sum += sums.value(i);
self.sum_sqr += sum_sqrs.value(i);
self.sum_cub += sum_cubs.value(i);
self.sum_four += sum_fours.value(i);
}

Ok(())
}

fn evaluate(&mut self) -> Result<ScalarValue> {
if self.count < 1 {
return Ok(ScalarValue::Float64(None));
}

let count_64 = 1_f64 / self.count as f64;
let m4 = count_64
* (self.sum_four - 4.0 * self.sum_cub * self.sum * count_64
+ 6.0 * self.sum_sqr * self.sum.powi(2) * count_64.powi(2)
- 3.0 * self.sum.powi(4) * count_64.powi(3));

let m2 = (self.sum_sqr - self.sum.powi(2) * count_64) * count_64;
if m2 <= 0.0 {
return Ok(ScalarValue::Float64(None));
}

let target = m4 / (m2.powi(2)) - 3.0;
Ok(ScalarValue::Float64(Some(target)))
}

fn size(&self) -> usize {
std::mem::size_of_val(self)
}

fn state(&mut self) -> Result<Vec<ScalarValue>> {
Ok(vec![
ScalarValue::from(self.count),
ScalarValue::from(self.sum),
ScalarValue::from(self.sum_sqr),
ScalarValue::from(self.sum_cub),
ScalarValue::from(self.sum_four),
])
}
}
2 changes: 2 additions & 0 deletions datafusion/functions-aggregate/src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -78,6 +78,7 @@ pub mod average;
pub mod bit_and_or_xor;
pub mod bool_and_or;
pub mod grouping;
pub mod kurtosis_pop;
pub mod nth_value;
pub mod string_agg;

Expand Down Expand Up @@ -170,6 +171,7 @@ pub fn all_default_aggregate_functions() -> Vec<Arc<AggregateUDF>> {
average::avg_udaf(),
grouping::grouping_udaf(),
nth_value::nth_value_udaf(),
kurtosis_pop::kurtosis_pop_udaf(),
]
}

Expand Down
2 changes: 2 additions & 0 deletions datafusion/proto/tests/cases/roundtrip_logical_plan.rs
Original file line number Diff line number Diff line change
Expand Up @@ -73,6 +73,7 @@ use datafusion_functions_aggregate::expr_fn::{
approx_distinct, array_agg, avg, bit_and, bit_or, bit_xor, bool_and, bool_or, corr,
nth_value,
};
use datafusion_functions_aggregate::kurtosis_pop::kurtosis_pop;
use datafusion_functions_aggregate::string_agg::string_agg;
use datafusion_proto::bytes::{
logical_plan_from_bytes, logical_plan_from_bytes_with_extension_codec,
Expand Down Expand Up @@ -904,6 +905,7 @@ async fn roundtrip_expr_api() -> Result<()> {
vec![lit(10), lit(20), lit(30)],
),
row_number(),
kurtosis_pop(lit(1)),
nth_value(col("b"), 1, vec![]),
nth_value(
col("b"),
Expand Down
61 changes: 61 additions & 0 deletions datafusion/sqllogictest/test_files/aggregate.slt
Original file line number Diff line number Diff line change
Expand Up @@ -5863,3 +5863,64 @@ ORDER BY k;
----
1 1.8125 6.8007813 Float16 Float16
2 8.5 8.5 Float16 Float16

# The result is 0.19432323191699075 actually
query R
SELECT kurtosis_pop(col) FROM VALUES (1), (10), (100), (10), (1) as tab(col);
----
0.194323231917

# The result is -1.153061224489787 actually
query R
SELECT kurtosis_pop(col) FROM VALUES (1), (2), (3), (2), (1) as tab(col);
----
-1.15306122449

query R
SELECT kurtosis_pop(col) FROM VALUES (1.0), (10.0), (100.0), (10.0), (1.0) as tab(col);
----
0.194323231917

query R
SELECT kurtosis_pop(col) FROM VALUES ('1'), ('10'), ('100'), ('10'), ('1') as tab(col);
----
0.194323231917

query R
SELECT kurtosis_pop(col) FROM VALUES (1.0) as tab(col);
----
NULL

query R
SELECT kurtosis_pop(1)
----
NULL

query R
SELECT kurtosis_pop(1.0)
----
NULL

query R
SELECT kurtosis_pop(null)
----
NULL

statement ok
CREATE TABLE t1(c1 int);

query R
SELECT kurtosis_pop(c1) FROM t1;
----
NULL

statement ok
INSERT INTO t1 VALUES (1), (10), (100), (10), (1);

query R
SELECT kurtosis_pop(c1) FROM t1;
----
0.194323231917

statement ok
DROP TABLE t1;
14 changes: 14 additions & 0 deletions docs/source/user-guide/sql/aggregate_functions.md
Original file line number Diff line number Diff line change
Expand Up @@ -252,6 +252,7 @@ last_value(expression [ORDER BY expression])
- [regr_sxx](#regr_sxx)
- [regr_syy](#regr_syy)
- [regr_sxy](#regr_sxy)
- [kurtosis_pop](#kurtosis_pop)

### `corr`

Expand Down Expand Up @@ -527,6 +528,19 @@ regr_sxy(expression_y, expression_x)
- **expression_x**: Independent variable.
Can be a constant, column, or function, and any combination of arithmetic operators.

### `kurtosis_pop`

Computes the excess kurtosis (Fisher’s definition) without bias correction.

```
kurtois_pop(expression)
```

#### Arguments

- **expression**: Expression to operate on.
Can be a constant, column, or function, and any combination of arithmetic operators.

## Approximate

- [approx_distinct](#approx_distinct)
Expand Down

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