pub struct RegrAccumulator { /* private fields */ }
Expand description

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.

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impl RegrAccumulator

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pub fn try_new(regr_type: &RegrType) -> Result<Self>

Creates a new RegrAccumulator

Trait Implementations§

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impl Accumulator for RegrAccumulator

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fn state(&mut self) -> Result<Vec<ScalarValue>>

Returns the intermediate state of the accumulator, consuming the intermediate state. Read more
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fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()>

Updates the accumulator’s state from its input. Read more
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fn supports_retract_batch(&self) -> bool

Does the accumulator support incrementally updating its value by removing values. Read more
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fn retract_batch(&mut self, values: &[ArrayRef]) -> Result<()>

Retracts (removed) an update (caused by the given inputs) to accumulator’s state. Read more
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fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()>

Updates the accumulator’s state from an Array containing one or more intermediate values. Read more
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fn evaluate(&mut self) -> Result<ScalarValue>

Returns the final aggregate value, consuming the internal state. Read more
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fn size(&self) -> usize

Returns the allocated size required for this accumulator, in bytes, including Self. Read more
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impl Debug for RegrAccumulator

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> Allocation for T
where T: RefUnwindSafe + Send + Sync,