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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.
//! Defines physical expressions that can evaluated at runtime during query execution
use std::any::Any;
use std::fmt::Debug;
use arrow::array::Float64Array;
use arrow::{
array::{ArrayRef, UInt64Array},
compute::cast,
datatypes::DataType,
datatypes::Field,
};
use datafusion_common::{downcast_value, plan_err, unwrap_or_internal_err, ScalarValue};
use datafusion_common::{DataFusionError, Result};
use datafusion_expr::function::{AccumulatorArgs, StateFieldsArgs};
use datafusion_expr::type_coercion::aggregates::NUMERICS;
use datafusion_expr::utils::format_state_name;
use datafusion_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility};
macro_rules! make_regr_udaf_expr_and_func {
($EXPR_FN:ident, $AGGREGATE_UDF_FN:ident, $REGR_TYPE:expr) => {
make_udaf_expr!($EXPR_FN, expr_y expr_x, concat!("Compute a linear regression of type [", stringify!($REGR_TYPE), "]"), $AGGREGATE_UDF_FN);
create_func!($EXPR_FN, $AGGREGATE_UDF_FN, Regr::new($REGR_TYPE, stringify!($EXPR_FN)));
}
}
make_regr_udaf_expr_and_func!(regr_slope, regr_slope_udaf, RegrType::Slope);
make_regr_udaf_expr_and_func!(regr_intercept, regr_intercept_udaf, RegrType::Intercept);
make_regr_udaf_expr_and_func!(regr_count, regr_count_udaf, RegrType::Count);
make_regr_udaf_expr_and_func!(regr_r2, regr_r2_udaf, RegrType::R2);
make_regr_udaf_expr_and_func!(regr_avgx, regr_avgx_udaf, RegrType::AvgX);
make_regr_udaf_expr_and_func!(regr_avgy, regr_avgy_udaf, RegrType::AvgY);
make_regr_udaf_expr_and_func!(regr_sxx, regr_sxx_udaf, RegrType::SXX);
make_regr_udaf_expr_and_func!(regr_syy, regr_syy_udaf, RegrType::SYY);
make_regr_udaf_expr_and_func!(regr_sxy, regr_sxy_udaf, RegrType::SXY);
pub struct Regr {
signature: Signature,
regr_type: RegrType,
func_name: &'static str,
}
impl Debug for Regr {
fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result {
f.debug_struct("regr")
.field("name", &self.name())
.field("signature", &self.signature)
.finish()
}
}
impl Regr {
pub fn new(regr_type: RegrType, func_name: &'static str) -> Self {
Self {
signature: Signature::uniform(2, NUMERICS.to_vec(), Volatility::Immutable),
regr_type,
func_name,
}
}
}
/*
#[derive(Debug)]
pub struct Regr {
name: String,
regr_type: RegrType,
expr_y: Arc<dyn PhysicalExpr>,
expr_x: Arc<dyn PhysicalExpr>,
}
impl Regr {
pub fn get_regr_type(&self) -> RegrType {
self.regr_type.clone()
}
}
*/
#[derive(Debug, Clone)]
#[allow(clippy::upper_case_acronyms)]
pub enum RegrType {
/// Variant for `regr_slope` aggregate expression
/// Returns the slope of the linear regression line for non-null pairs in aggregate columns.
/// Given input column Y and X: `regr_slope(Y, X)` returns the slope (k in Y = k*X + b) using minimal
/// RSS (Residual Sum of Squares) fitting.
Slope,
/// Variant for `regr_intercept` aggregate expression
/// Returns the intercept of the linear regression line for non-null pairs in aggregate columns.
/// Given input column Y and X: `regr_intercept(Y, X)` returns the intercept (b in Y = k*X + b) using minimal
/// RSS fitting.
Intercept,
/// Variant for `regr_count` aggregate expression
/// Returns the number of input rows for which both expressions are not null.
/// Given input column Y and X: `regr_count(Y, X)` returns the count of non-null pairs.
Count,
/// Variant for `regr_r2` aggregate expression
/// Returns the coefficient of determination (R-squared value) of the linear regression line for non-null pairs in aggregate columns.
/// The R-squared value represents the proportion of variance in Y that is predictable from X.
R2,
/// Variant for `regr_avgx` aggregate expression
/// Returns the average of the independent variable for non-null pairs in aggregate columns.
/// Given input column X: `regr_avgx(Y, X)` returns the average of X values.
AvgX,
/// Variant for `regr_avgy` aggregate expression
/// Returns the average of the dependent variable for non-null pairs in aggregate columns.
/// Given input column Y: `regr_avgy(Y, X)` returns the average of Y values.
AvgY,
/// Variant for `regr_sxx` aggregate expression
/// Returns the sum of squares of the independent variable for non-null pairs in aggregate columns.
/// Given input column X: `regr_sxx(Y, X)` returns the sum of squares of deviations of X from its mean.
SXX,
/// Variant for `regr_syy` aggregate expression
/// Returns the sum of squares of the dependent variable for non-null pairs in aggregate columns.
/// Given input column Y: `regr_syy(Y, X)` returns the sum of squares of deviations of Y from its mean.
SYY,
/// Variant for `regr_sxy` aggregate expression
/// Returns the sum of products of pairs of numbers for non-null pairs in aggregate columns.
/// Given input column Y and X: `regr_sxy(Y, X)` returns the sum of products of the deviations of Y and X from their respective means.
SXY,
}
impl AggregateUDFImpl for Regr {
fn as_any(&self) -> &dyn Any {
self
}
fn name(&self) -> &str {
self.func_name
}
fn signature(&self) -> &Signature {
&self.signature
}
fn return_type(&self, arg_types: &[DataType]) -> Result<DataType> {
if !arg_types[0].is_numeric() {
return plan_err!("Covariance requires numeric input types");
}
if matches!(self.regr_type, RegrType::Count) {
Ok(DataType::UInt64)
} else {
Ok(DataType::Float64)
}
}
fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(RegrAccumulator::try_new(&self.regr_type)?))
}
fn state_fields(&self, args: StateFieldsArgs) -> Result<Vec<Field>> {
Ok(vec![
Field::new(
format_state_name(args.name, "count"),
DataType::UInt64,
true,
),
Field::new(
format_state_name(args.name, "mean_x"),
DataType::Float64,
true,
),
Field::new(
format_state_name(args.name, "mean_y"),
DataType::Float64,
true,
),
Field::new(
format_state_name(args.name, "m2_x"),
DataType::Float64,
true,
),
Field::new(
format_state_name(args.name, "m2_y"),
DataType::Float64,
true,
),
Field::new(
format_state_name(args.name, "algo_const"),
DataType::Float64,
true,
),
])
}
}
/*
impl PartialEq<dyn Any> for Regr {
fn eq(&self, other: &dyn Any) -> bool {
down_cast_any_ref(other)
.downcast_ref::<Self>()
.map(|x| {
self.name == x.name
&& self.expr_y.eq(&x.expr_y)
&& self.expr_x.eq(&x.expr_x)
})
.unwrap_or(false)
}
}
*/
/// `RegrAccumulator` is used to compute linear regression aggregate functions
/// by maintaining statistics needed to compute them in an online fashion.
///
/// This struct uses Welford's online algorithm for calculating variance and covariance:
/// <https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Welford's_online_algorithm>
///
/// Given the statistics, the following aggregate functions can be calculated:
///
/// - `regr_slope(y, x)`: Slope of the linear regression line, calculated as:
/// cov_pop(x, y) / var_pop(x).
/// It represents the expected change in Y for a one-unit change in X.
///
/// - `regr_intercept(y, x)`: Intercept of the linear regression line, calculated as:
/// mean_y - (regr_slope(y, x) * mean_x).
/// It represents the expected value of Y when X is 0.
///
/// - `regr_count(y, x)`: Count of the non-null(both x and y) input rows.
///
/// - `regr_r2(y, x)`: R-squared value (coefficient of determination), calculated as:
/// (cov_pop(x, y) ^ 2) / (var_pop(x) * var_pop(y)).
/// It provides a measure of how well the model's predictions match the observed data.
///
/// - `regr_avgx(y, x)`: Average of the independent variable X, calculated as: mean_x.
///
/// - `regr_avgy(y, x)`: Average of the dependent variable Y, calculated as: mean_y.
///
/// - `regr_sxx(y, x)`: Sum of squares of the independent variable X, calculated as:
/// m2_x.
///
/// - `regr_syy(y, x)`: Sum of squares of the dependent variable Y, calculated as:
/// m2_y.
///
/// - `regr_sxy(y, x)`: Sum of products of paired values, calculated as:
/// algo_const.
///
/// Here's how the statistics maintained in this struct are calculated:
/// - `cov_pop(x, y)`: algo_const / count.
/// - `var_pop(x)`: m2_x / count.
/// - `var_pop(y)`: m2_y / count.
#[derive(Debug)]
pub struct RegrAccumulator {
count: u64,
mean_x: f64,
mean_y: f64,
m2_x: f64,
m2_y: f64,
algo_const: f64,
regr_type: RegrType,
}
impl RegrAccumulator {
/// Creates a new `RegrAccumulator`
pub fn try_new(regr_type: &RegrType) -> Result<Self> {
Ok(Self {
count: 0_u64,
mean_x: 0_f64,
mean_y: 0_f64,
m2_x: 0_f64,
m2_y: 0_f64,
algo_const: 0_f64,
regr_type: regr_type.clone(),
})
}
}
impl Accumulator for RegrAccumulator {
fn state(&mut self) -> Result<Vec<ScalarValue>> {
Ok(vec![
ScalarValue::from(self.count),
ScalarValue::from(self.mean_x),
ScalarValue::from(self.mean_y),
ScalarValue::from(self.m2_x),
ScalarValue::from(self.m2_y),
ScalarValue::from(self.algo_const),
])
}
fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
// regr_slope(Y, X) calculates k in y = k*x + b
let values_y = &cast(&values[0], &DataType::Float64)?;
let values_x = &cast(&values[1], &DataType::Float64)?;
let mut arr_y = downcast_value!(values_y, Float64Array).iter().flatten();
let mut arr_x = downcast_value!(values_x, Float64Array).iter().flatten();
for i in 0..values_y.len() {
// skip either x or y is NULL
let value_y = if values_y.is_valid(i) {
arr_y.next()
} else {
None
};
let value_x = if values_x.is_valid(i) {
arr_x.next()
} else {
None
};
if value_y.is_none() || value_x.is_none() {
continue;
}
// Update states for regr_slope(y,x) [using cov_pop(x,y)/var_pop(x)]
let value_y = unwrap_or_internal_err!(value_y);
let value_x = unwrap_or_internal_err!(value_x);
self.count += 1;
let delta_x = value_x - self.mean_x;
let delta_y = value_y - self.mean_y;
self.mean_x += delta_x / self.count as f64;
self.mean_y += delta_y / self.count as f64;
let delta_x_2 = value_x - self.mean_x;
let delta_y_2 = value_y - self.mean_y;
self.m2_x += delta_x * delta_x_2;
self.m2_y += delta_y * delta_y_2;
self.algo_const += delta_x * (value_y - self.mean_y);
}
Ok(())
}
fn supports_retract_batch(&self) -> bool {
true
}
fn retract_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
let values_y = &cast(&values[0], &DataType::Float64)?;
let values_x = &cast(&values[1], &DataType::Float64)?;
let mut arr_y = downcast_value!(values_y, Float64Array).iter().flatten();
let mut arr_x = downcast_value!(values_x, Float64Array).iter().flatten();
for i in 0..values_y.len() {
// skip either x or y is NULL
let value_y = if values_y.is_valid(i) {
arr_y.next()
} else {
None
};
let value_x = if values_x.is_valid(i) {
arr_x.next()
} else {
None
};
if value_y.is_none() || value_x.is_none() {
continue;
}
// Update states for regr_slope(y,x) [using cov_pop(x,y)/var_pop(x)]
let value_y = unwrap_or_internal_err!(value_y);
let value_x = unwrap_or_internal_err!(value_x);
if self.count > 1 {
self.count -= 1;
let delta_x = value_x - self.mean_x;
let delta_y = value_y - self.mean_y;
self.mean_x -= delta_x / self.count as f64;
self.mean_y -= delta_y / self.count as f64;
let delta_x_2 = value_x - self.mean_x;
let delta_y_2 = value_y - self.mean_y;
self.m2_x -= delta_x * delta_x_2;
self.m2_y -= delta_y * delta_y_2;
self.algo_const -= delta_x * (value_y - self.mean_y);
} else {
self.count = 0;
self.mean_x = 0.0;
self.m2_x = 0.0;
self.m2_y = 0.0;
self.mean_y = 0.0;
self.algo_const = 0.0;
}
}
Ok(())
}
fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> {
let count_arr = downcast_value!(states[0], UInt64Array);
let mean_x_arr = downcast_value!(states[1], Float64Array);
let mean_y_arr = downcast_value!(states[2], Float64Array);
let m2_x_arr = downcast_value!(states[3], Float64Array);
let m2_y_arr = downcast_value!(states[4], Float64Array);
let algo_const_arr = downcast_value!(states[5], Float64Array);
for i in 0..count_arr.len() {
let count_b = count_arr.value(i);
if count_b == 0_u64 {
continue;
}
let (count_a, mean_x_a, mean_y_a, m2_x_a, m2_y_a, algo_const_a) = (
self.count,
self.mean_x,
self.mean_y,
self.m2_x,
self.m2_y,
self.algo_const,
);
let (count_b, mean_x_b, mean_y_b, m2_x_b, m2_y_b, algo_const_b) = (
count_b,
mean_x_arr.value(i),
mean_y_arr.value(i),
m2_x_arr.value(i),
m2_y_arr.value(i),
algo_const_arr.value(i),
);
// Assuming two different batches of input have calculated the states:
// batch A of Y, X -> {count_a, mean_x_a, mean_y_a, m2_x_a, algo_const_a}
// batch B of Y, X -> {count_b, mean_x_b, mean_y_b, m2_x_b, algo_const_b}
// The merged states from A and B are {count_ab, mean_x_ab, mean_y_ab, m2_x_ab,
// algo_const_ab}
//
// Reference for the algorithm to merge states:
// https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
let count_ab = count_a + count_b;
let (count_a, count_b) = (count_a as f64, count_b as f64);
let d_x = mean_x_b - mean_x_a;
let d_y = mean_y_b - mean_y_a;
let mean_x_ab = mean_x_a + d_x * count_b / count_ab as f64;
let mean_y_ab = mean_y_a + d_y * count_b / count_ab as f64;
let m2_x_ab =
m2_x_a + m2_x_b + d_x * d_x * count_a * count_b / count_ab as f64;
let m2_y_ab =
m2_y_a + m2_y_b + d_y * d_y * count_a * count_b / count_ab as f64;
let algo_const_ab = algo_const_a
+ algo_const_b
+ d_x * d_y * count_a * count_b / count_ab as f64;
self.count = count_ab;
self.mean_x = mean_x_ab;
self.mean_y = mean_y_ab;
self.m2_x = m2_x_ab;
self.m2_y = m2_y_ab;
self.algo_const = algo_const_ab;
}
Ok(())
}
fn evaluate(&mut self) -> Result<ScalarValue> {
let cov_pop_x_y = self.algo_const / self.count as f64;
let var_pop_x = self.m2_x / self.count as f64;
let var_pop_y = self.m2_y / self.count as f64;
let nullif_or_stat = |cond: bool, stat: f64| {
if cond {
Ok(ScalarValue::Float64(None))
} else {
Ok(ScalarValue::Float64(Some(stat)))
}
};
match self.regr_type {
RegrType::Slope => {
// Only 0/1 point or slope is infinite
let nullif_cond = self.count <= 1 || var_pop_x == 0.0;
nullif_or_stat(nullif_cond, cov_pop_x_y / var_pop_x)
}
RegrType::Intercept => {
let slope = cov_pop_x_y / var_pop_x;
// Only 0/1 point or slope is infinite
let nullif_cond = self.count <= 1 || var_pop_x == 0.0;
nullif_or_stat(nullif_cond, self.mean_y - slope * self.mean_x)
}
RegrType::Count => Ok(ScalarValue::UInt64(Some(self.count))),
RegrType::R2 => {
// Only 0/1 point or all x(or y) is the same
let nullif_cond = self.count <= 1 || var_pop_x == 0.0 || var_pop_y == 0.0;
nullif_or_stat(
nullif_cond,
(cov_pop_x_y * cov_pop_x_y) / (var_pop_x * var_pop_y),
)
}
RegrType::AvgX => nullif_or_stat(self.count < 1, self.mean_x),
RegrType::AvgY => nullif_or_stat(self.count < 1, self.mean_y),
RegrType::SXX => nullif_or_stat(self.count < 1, self.m2_x),
RegrType::SYY => nullif_or_stat(self.count < 1, self.m2_y),
RegrType::SXY => nullif_or_stat(self.count < 1, self.algo_const),
}
}
fn size(&self) -> usize {
std::mem::size_of_val(self)
}
}