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Support skewness(x)
in Aggregation function
#12295
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329d937
add boilerplate
dharanad 053085f
impl skewness
dharanad 20c922a
docs
dharanad f992e1a
Merge branch 'main' into feat/12249-support-skewness
dharanad 20310d7
fix acc
dharanad 40daf18
add docs
dharanad 0deb487
typos
dharanad 327b031
add some logic tests
dharanad 7da616e
more logic tests
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// 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::{ArrayRef, AsArray}; | ||
use arrow::datatypes::{Float64Type, UInt64Type}; | ||
use arrow_schema::{DataType, Field}; | ||
use datafusion_common::ScalarValue; | ||
use datafusion_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility}; | ||
use datafusion_functions_aggregate_common::accumulator::{ | ||
AccumulatorArgs, StateFieldsArgs, | ||
}; | ||
use std::any::Any; | ||
use std::ops::{Div, Mul, Sub}; | ||
|
||
make_udaf_expr_and_func!( | ||
SkewnessFunc, | ||
skewness, | ||
x, | ||
"Computes the skewness value.", | ||
skewness_udaf | ||
); | ||
|
||
#[derive(Debug)] | ||
pub struct SkewnessFunc { | ||
name: String, | ||
signature: Signature, | ||
} | ||
|
||
impl Default for SkewnessFunc { | ||
fn default() -> Self { | ||
Self::new() | ||
} | ||
} | ||
|
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impl SkewnessFunc { | ||
pub fn new() -> Self { | ||
Self { | ||
name: "skewness".to_string(), | ||
signature: Signature::user_defined(Volatility::Immutable), | ||
} | ||
} | ||
} | ||
|
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impl AggregateUDFImpl for SkewnessFunc { | ||
fn as_any(&self) -> &dyn Any { | ||
self | ||
} | ||
fn name(&self) -> &str { | ||
&self.name | ||
} | ||
|
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fn signature(&self) -> &Signature { | ||
&self.signature | ||
} | ||
|
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fn return_type( | ||
&self, | ||
_arg_types: &[DataType], | ||
) -> datafusion_common::Result<DataType> { | ||
Ok(DataType::Float64) | ||
} | ||
|
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fn accumulator( | ||
&self, | ||
_acc_args: AccumulatorArgs, | ||
) -> datafusion_common::Result<Box<dyn Accumulator>> { | ||
Ok(Box::new(SkewnessAccumulator::new())) | ||
} | ||
|
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fn state_fields( | ||
&self, | ||
_args: StateFieldsArgs, | ||
) -> datafusion_common::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), | ||
]) | ||
} | ||
|
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fn coerce_types( | ||
&self, | ||
_arg_types: &[DataType], | ||
) -> datafusion_common::Result<Vec<DataType>> { | ||
Ok(vec![DataType::Float64]) | ||
} | ||
} | ||
|
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/// Accumulator for calculating the skewness | ||
/// This implementation follows the DuckDB implementation: | ||
/// <https://github.com/duckdb/duckdb/blob/main/src/core_functions/aggregate/distributive/skew.cpp> | ||
#[derive(Debug)] | ||
pub struct SkewnessAccumulator { | ||
count: u64, | ||
sum: f64, | ||
sum_sqr: f64, | ||
sum_cub: f64, | ||
} | ||
|
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impl SkewnessAccumulator { | ||
fn new() -> Self { | ||
Self { | ||
count: 0, | ||
sum: 0f64, | ||
sum_sqr: 0f64, | ||
sum_cub: 0f64, | ||
} | ||
} | ||
} | ||
|
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impl Accumulator for SkewnessAccumulator { | ||
fn update_batch(&mut self, values: &[ArrayRef]) -> datafusion_common::Result<()> { | ||
let array = values[0].as_primitive::<Float64Type>(); | ||
for val in array.iter().flatten() { | ||
self.count += 1; | ||
self.sum += val; | ||
self.sum_sqr += val.powi(2); | ||
self.sum_cub += val.powi(3); | ||
} | ||
Ok(()) | ||
} | ||
fn evaluate(&mut self) -> datafusion_common::Result<ScalarValue> { | ||
if self.count <= 2 { | ||
return Ok(ScalarValue::Float64(None)); | ||
} | ||
let count = self.count as f64; | ||
let t1 = 1f64 / count; | ||
let p = (t1 * (self.sum_sqr - self.sum * self.sum * t1)) | ||
.powi(3) | ||
.max(0f64); | ||
let div = p.sqrt(); | ||
if div == 0f64 { | ||
return Ok(ScalarValue::Float64(None)); | ||
} | ||
let t2 = count.mul(count.sub(1f64)).sqrt().div(count.sub(2f64)); | ||
let res = t2 | ||
* t1 | ||
* (self.sum_cub - 3f64 * self.sum_sqr * self.sum * t1 | ||
+ 2f64 * self.sum.powi(3) * t1 * t1) | ||
/ div; | ||
Ok(ScalarValue::Float64(Some(res))) | ||
} | ||
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fn size(&self) -> usize { | ||
std::mem::size_of_val(self) | ||
} | ||
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fn state(&mut self) -> datafusion_common::Result<Vec<ScalarValue>> { | ||
Ok(vec![ | ||
ScalarValue::from(self.count), | ||
ScalarValue::from(self.sum), | ||
ScalarValue::from(self.sum_sqr), | ||
ScalarValue::from(self.sum_cub), | ||
]) | ||
} | ||
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fn merge_batch(&mut self, states: &[ArrayRef]) -> datafusion_common::Result<()> { | ||
let counts = states[0].as_primitive::<UInt64Type>(); | ||
let sums = states[1].as_primitive::<Float64Type>(); | ||
let sum_sqrs = states[2].as_primitive::<Float64Type>(); | ||
let sum_cubs = states[3].as_primitive::<Float64Type>(); | ||
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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); | ||
} | ||
Ok(()) | ||
} | ||
} |
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I just realized we dont have any examples in
aggregate_functions.ms