use std::fmt::Debug;
use arrow::{
array::{ArrayRef, Float64Array, UInt64Array},
compute::kernels::cast,
datatypes::{DataType, Field},
};
use datafusion_common::{
downcast_value, not_impl_err, plan_err, DataFusionError, Result, ScalarValue,
};
use datafusion_expr::{
function::{AccumulatorArgs, StateFieldsArgs},
utils::format_state_name,
Accumulator, AggregateUDFImpl, Signature, Volatility,
};
use datafusion_physical_expr_common::aggregate::stats::StatsType;
make_udaf_expr_and_func!(
VarianceSample,
var_sample,
expression,
"Computes the sample variance.",
var_samp_udaf
);
make_udaf_expr_and_func!(
VariancePopulation,
var_pop,
expression,
"Computes the population variance.",
var_pop_udaf
);
pub struct VarianceSample {
signature: Signature,
aliases: Vec<String>,
}
impl Debug for VarianceSample {
fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result {
f.debug_struct("VarianceSample")
.field("name", &self.name())
.field("signature", &self.signature)
.finish()
}
}
impl Default for VarianceSample {
fn default() -> Self {
Self::new()
}
}
impl VarianceSample {
pub fn new() -> Self {
Self {
aliases: vec![String::from("var_sample"), String::from("var_samp")],
signature: Signature::numeric(1, Volatility::Immutable),
}
}
}
impl AggregateUDFImpl for VarianceSample {
fn as_any(&self) -> &dyn std::any::Any {
self
}
fn name(&self) -> &str {
"var"
}
fn signature(&self) -> &Signature {
&self.signature
}
fn return_type(&self, arg_types: &[DataType]) -> Result<DataType> {
if !arg_types[0].is_numeric() {
return plan_err!("Variance requires numeric input types");
}
Ok(DataType::Float64)
}
fn state_fields(&self, args: StateFieldsArgs) -> Result<Vec<Field>> {
let name = args.name;
Ok(vec![
Field::new(format_state_name(name, "count"), DataType::UInt64, true),
Field::new(format_state_name(name, "mean"), DataType::Float64, true),
Field::new(format_state_name(name, "m2"), DataType::Float64, true),
])
}
fn accumulator(&self, acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
if acc_args.is_distinct {
return not_impl_err!("VAR(DISTINCT) aggregations are not available");
}
Ok(Box::new(VarianceAccumulator::try_new(StatsType::Sample)?))
}
fn aliases(&self) -> &[String] {
&self.aliases
}
}
pub struct VariancePopulation {
signature: Signature,
aliases: Vec<String>,
}
impl Debug for VariancePopulation {
fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result {
f.debug_struct("VariancePopulation")
.field("name", &self.name())
.field("signature", &self.signature)
.finish()
}
}
impl Default for VariancePopulation {
fn default() -> Self {
Self::new()
}
}
impl VariancePopulation {
pub fn new() -> Self {
Self {
aliases: vec![String::from("var_population")],
signature: Signature::numeric(1, Volatility::Immutable),
}
}
}
impl AggregateUDFImpl for VariancePopulation {
fn as_any(&self) -> &dyn std::any::Any {
self
}
fn name(&self) -> &str {
"var_pop"
}
fn signature(&self) -> &Signature {
&self.signature
}
fn return_type(&self, arg_types: &[DataType]) -> Result<DataType> {
if !arg_types[0].is_numeric() {
return plan_err!("Variance requires numeric input types");
}
Ok(DataType::Float64)
}
fn state_fields(&self, args: StateFieldsArgs) -> Result<Vec<Field>> {
let name = args.name;
Ok(vec![
Field::new(format_state_name(name, "count"), DataType::UInt64, true),
Field::new(format_state_name(name, "mean"), DataType::Float64, true),
Field::new(format_state_name(name, "m2"), DataType::Float64, true),
])
}
fn accumulator(&self, acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> {
if acc_args.is_distinct {
return not_impl_err!("VAR_POP(DISTINCT) aggregations are not available");
}
Ok(Box::new(VarianceAccumulator::try_new(
StatsType::Population,
)?))
}
fn aliases(&self) -> &[String] {
&self.aliases
}
}
#[derive(Debug)]
pub struct VarianceAccumulator {
m2: f64,
mean: f64,
count: u64,
stats_type: StatsType,
}
impl VarianceAccumulator {
pub fn try_new(s_type: StatsType) -> Result<Self> {
Ok(Self {
m2: 0_f64,
mean: 0_f64,
count: 0_u64,
stats_type: s_type,
})
}
pub fn get_count(&self) -> u64 {
self.count
}
pub fn get_mean(&self) -> f64 {
self.mean
}
pub fn get_m2(&self) -> f64 {
self.m2
}
}
impl Accumulator for VarianceAccumulator {
fn state(&mut self) -> Result<Vec<ScalarValue>> {
Ok(vec![
ScalarValue::from(self.count),
ScalarValue::from(self.mean),
ScalarValue::from(self.m2),
])
}
fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
let values = &cast(&values[0], &DataType::Float64)?;
let arr = downcast_value!(values, Float64Array).iter().flatten();
for value in arr {
let new_count = self.count + 1;
let delta1 = value - self.mean;
let new_mean = delta1 / new_count as f64 + self.mean;
let delta2 = value - new_mean;
let new_m2 = self.m2 + delta1 * delta2;
self.count += 1;
self.mean = new_mean;
self.m2 = new_m2;
}
Ok(())
}
fn retract_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
let values = &cast(&values[0], &DataType::Float64)?;
let arr = downcast_value!(values, Float64Array).iter().flatten();
for value in arr {
let new_count = self.count - 1;
let delta1 = self.mean - value;
let new_mean = delta1 / new_count as f64 + self.mean;
let delta2 = new_mean - value;
let new_m2 = self.m2 - delta1 * delta2;
self.count -= 1;
self.mean = new_mean;
self.m2 = new_m2;
}
Ok(())
}
fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> {
let counts = downcast_value!(states[0], UInt64Array);
let means = downcast_value!(states[1], Float64Array);
let m2s = downcast_value!(states[2], Float64Array);
for i in 0..counts.len() {
let c = counts.value(i);
if c == 0_u64 {
continue;
}
let new_count = self.count + c;
let new_mean = self.mean * self.count as f64 / new_count as f64
+ means.value(i) * c as f64 / new_count as f64;
let delta = self.mean - means.value(i);
let new_m2 = self.m2
+ m2s.value(i)
+ delta * delta * self.count as f64 * c as f64 / new_count as f64;
self.count = new_count;
self.mean = new_mean;
self.m2 = new_m2;
}
Ok(())
}
fn evaluate(&mut self) -> Result<ScalarValue> {
let count = match self.stats_type {
StatsType::Population => self.count,
StatsType::Sample => {
if self.count > 0 {
self.count - 1
} else {
self.count
}
}
};
Ok(ScalarValue::Float64(match self.count {
0 => None,
1 => {
if let StatsType::Population = self.stats_type {
Some(0.0)
} else {
None
}
}
_ => Some(self.m2 / count as f64),
}))
}
fn size(&self) -> usize {
std::mem::size_of_val(self)
}
fn supports_retract_batch(&self) -> bool {
true
}
}