1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460
// 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::sync::Arc;
use crate::{AggregateExpr, PhysicalExpr};
use arrow::array::Float64Array;
use arrow::{
array::{ArrayRef, UInt64Array},
compute::cast,
datatypes::DataType,
datatypes::Field,
};
use datafusion_common::{downcast_value, unwrap_or_internal_err, ScalarValue};
use datafusion_common::{DataFusionError, Result};
use datafusion_expr::Accumulator;
use crate::aggregate::utils::down_cast_any_ref;
use crate::expressions::format_state_name;
#[derive(Debug)]
pub struct Regr {
name: String,
regr_type: RegrType,
expr_y: Arc<dyn PhysicalExpr>,
expr_x: Arc<dyn PhysicalExpr>,
}
#[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 Regr {
pub fn new(
expr_y: Arc<dyn PhysicalExpr>,
expr_x: Arc<dyn PhysicalExpr>,
name: impl Into<String>,
regr_type: RegrType,
return_type: DataType,
) -> Self {
// the result of regr_slope only support FLOAT64 data type.
assert!(matches!(return_type, DataType::Float64));
Self {
name: name.into(),
regr_type,
expr_y,
expr_x,
}
}
}
impl AggregateExpr for Regr {
fn as_any(&self) -> &dyn Any {
self
}
fn field(&self) -> Result<Field> {
Ok(Field::new(&self.name, DataType::Float64, true))
}
fn create_accumulator(&self) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(RegrAccumulator::try_new(&self.regr_type)?))
}
fn create_sliding_accumulator(&self) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(RegrAccumulator::try_new(&self.regr_type)?))
}
fn state_fields(&self) -> Result<Vec<Field>> {
Ok(vec![
Field::new(
format_state_name(&self.name, "count"),
DataType::UInt64,
true,
),
Field::new(
format_state_name(&self.name, "mean_x"),
DataType::Float64,
true,
),
Field::new(
format_state_name(&self.name, "mean_y"),
DataType::Float64,
true,
),
Field::new(
format_state_name(&self.name, "m2_x"),
DataType::Float64,
true,
),
Field::new(
format_state_name(&self.name, "m2_y"),
DataType::Float64,
true,
),
Field::new(
format_state_name(&self.name, "algo_const"),
DataType::Float64,
true,
),
])
}
fn expressions(&self) -> Vec<Arc<dyn PhysicalExpr>> {
vec![self.expr_y.clone(), self.expr_x.clone()]
}
fn name(&self) -> &str {
&self.name
}
}
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(&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 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(&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::Float64(Some(self.count as f64))),
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)
}
}