Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Support skewness(x) in Aggregation function #12295

Closed
wants to merge 9 commits into from
Closed
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 2 additions & 0 deletions datafusion/functions-aggregate/src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,7 @@ pub mod bit_and_or_xor;
pub mod bool_and_or;
pub mod grouping;
pub mod nth_value;
pub mod skewness;
pub mod string_agg;

use crate::approx_percentile_cont::approx_percentile_cont_udaf;
Expand Down Expand Up @@ -170,6 +171,7 @@ pub fn all_default_aggregate_functions() -> Vec<Arc<AggregateUDF>> {
average::avg_udaf(),
grouping::grouping_udaf(),
nth_value::nth_value_udaf(),
skewness::skewness_udaf(),
]
}

Expand Down
190 changes: 190 additions & 0 deletions datafusion/functions-aggregate/src/skewness.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,190 @@
// 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()
}
}

impl SkewnessFunc {
pub fn new() -> Self {
Self {
name: "skewness".to_string(),
signature: Signature::user_defined(Volatility::Immutable),
}
}
}

impl AggregateUDFImpl for SkewnessFunc {
fn as_any(&self) -> &dyn Any {
self
}
fn name(&self) -> &str {
&self.name
}

fn signature(&self) -> &Signature {
&self.signature
}

fn return_type(
&self,
_arg_types: &[DataType],
) -> datafusion_common::Result<DataType> {
Ok(DataType::Float64)
}

fn accumulator(
&self,
_acc_args: AccumulatorArgs,
) -> datafusion_common::Result<Box<dyn Accumulator>> {
Ok(Box::new(SkewnessAccumulator::new()))
}

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),
])
}

fn coerce_types(
&self,
_arg_types: &[DataType],
) -> datafusion_common::Result<Vec<DataType>> {
Ok(vec![DataType::Float64])
}
}

/// 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,
}

impl SkewnessAccumulator {
fn new() -> Self {
Self {
count: 0,
sum: 0f64,
sum_sqr: 0f64,
sum_cub: 0f64,
}
}
}

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)))
}

fn size(&self) -> usize {
std::mem::size_of_val(self)
}

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),
])
}

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>();

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(())
}
}
2 changes: 2 additions & 0 deletions datafusion/proto/tests/cases/roundtrip_logical_plan.rs
Original file line number Diff line number Diff line change
Expand Up @@ -73,6 +73,7 @@ use datafusion_functions_aggregate::expr_fn::{
approx_distinct, array_agg, avg, bit_and, bit_or, bit_xor, bool_and, bool_or, corr,
nth_value,
};
use datafusion_functions_aggregate::skewness::skewness;
use datafusion_functions_aggregate::string_agg::string_agg;
use datafusion_proto::bytes::{
logical_plan_from_bytes, logical_plan_from_bytes_with_extension_codec,
Expand Down Expand Up @@ -916,6 +917,7 @@ async fn roundtrip_expr_api() -> Result<()> {
-1,
vec![col("a").sort(false, false), col("b").sort(true, false)],
),
skewness(lit(1.1)),
];

// ensure expressions created with the expr api can be round tripped
Expand Down
79 changes: 79 additions & 0 deletions datafusion/sqllogictest/test_files/aggregate.slt
Original file line number Diff line number Diff line change
Expand Up @@ -5863,3 +5863,82 @@ ORDER BY k;
----
1 1.8125 6.8007813 Float16 Float16
2 8.5 8.5 Float16 Float16

query R
SELECT skewness(col) FROM VALUES (-10), (-20), (100), (1000), (1000) AS tab(col);
----
0.574511614753

query R
SELECT skewness(DISTINCT col) FROM VALUES (-10), (-20), (100), (1000), (1000) AS tab(col);
----
1.928752451203

query R
SELECT skewness(1);
----
NULL

query R
select skewness(NULL);
----
NULL

query error
select skewness(*);

# out of range
query R
SELECT skewness(DISTINCT col) FROM VALUES (-2e307), (0), (2e307) AS tab(col);
----
NaN

statement ok
create table aggr(k int, v decimal(10,2), v2 decimal(10, 2));

statement ok
insert into aggr values
(1, 10, null),
(2, 10, 11),
(2, 10, 15),
(2, 10, 18),
(2, 20, 22),
(2, 20, 25),
(2, 25, null),
(2, 30, 35),
(2, 30, 40),
(2, 30, 50),
(2, 30, 51);

query RRR
select skewness(k), skewness(v), skewness(v2) from aggr;
----
-3.316624790355 -0.163443669352 0.365400851103

query R
select skewness(v2) as sv2 from aggr group by v ORDER BY sv2;
----
-0.423273160268
-0.330140951366
NULL
NULL

# Window Function
query R
select skewness(v2) over (partition by v)
from aggr order by v;
----
-0.423273160268
-0.423273160268
-0.423273160268
-0.423273160268
NULL
NULL
NULL
-0.330140951366
-0.330140951366
-0.330140951366
-0.330140951366

statement ok
drop table aggr;
14 changes: 14 additions & 0 deletions docs/source/user-guide/sql/aggregate_functions.md
Original file line number Diff line number Diff line change
Expand Up @@ -252,6 +252,7 @@ last_value(expression [ORDER BY expression])
- [regr_sxx](#regr_sxx)
- [regr_syy](#regr_syy)
- [regr_sxy](#regr_sxy)
- [skewness](#skewness)

### `corr`

Expand Down Expand Up @@ -527,6 +528,19 @@ regr_sxy(expression_y, expression_x)
- **expression_x**: Independent variable.
Can be a constant, column, or function, and any combination of arithmetic operators.

### `skewness`

Computes the skewness value.

```
skewness(expression)
```

#### Arguments
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

I just realized we dont have any examples in aggregate_functions.ms


- **expression**: Expression to operate on.
Can be a constant, column, or function, and any combination of arithmetic operators.

## Approximate

- [approx_distinct](#approx_distinct)
Expand Down