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feat: Supports Stddev (apache#348)
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* feat: Supports Stddev

* fix fmt

* update q39a.sql.out

* address comments

* disable q93a and q93b for now

* address comments

---------

Co-authored-by: Huaxin Gao <[email protected]>
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huaxingao and Huaxin Gao authored May 7, 2024
1 parent 19379a3 commit c40bc7c
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1 change: 1 addition & 0 deletions core/src/execution/datafusion/expressions/mod.rs
Original file line number Diff line number Diff line change
Expand Up @@ -29,6 +29,7 @@ pub mod avg_decimal;
pub mod bloom_filter_might_contain;
pub mod covariance;
pub mod stats;
pub mod stddev;
pub mod strings;
pub mod subquery;
pub mod sum_decimal;
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179 changes: 179 additions & 0 deletions core/src/execution/datafusion/expressions/stddev.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,179 @@
// 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 std::{any::Any, sync::Arc};

use crate::execution::datafusion::expressions::{
stats::StatsType, utils::down_cast_any_ref, variance::VarianceAccumulator,
};
use arrow::{
array::ArrayRef,
datatypes::{DataType, Field},
};
use datafusion::logical_expr::Accumulator;
use datafusion_common::{internal_err, Result, ScalarValue};
use datafusion_physical_expr::{expressions::format_state_name, AggregateExpr, PhysicalExpr};

/// STDDEV and STDDEV_SAMP (standard deviation) aggregate expression
/// The implementation mostly is the same as the DataFusion's implementation. The reason
/// we have our own implementation is that DataFusion has UInt64 for state_field `count`,
/// while Spark has Double for count. Also we have added `null_on_divide_by_zero`
/// to be consistent with Spark's implementation.
#[derive(Debug)]
pub struct Stddev {
name: String,
expr: Arc<dyn PhysicalExpr>,
stats_type: StatsType,
null_on_divide_by_zero: bool,
}

impl Stddev {
/// Create a new STDDEV aggregate function
pub fn new(
expr: Arc<dyn PhysicalExpr>,
name: impl Into<String>,
data_type: DataType,
stats_type: StatsType,
null_on_divide_by_zero: bool,
) -> Self {
// the result of stddev just support FLOAT64.
assert!(matches!(data_type, DataType::Float64));
Self {
name: name.into(),
expr,
stats_type,
null_on_divide_by_zero,
}
}
}

impl AggregateExpr for Stddev {
/// Return a reference to Any that can be used for downcasting
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(StddevAccumulator::try_new(
self.stats_type,
self.null_on_divide_by_zero,
)?))
}

fn create_sliding_accumulator(&self) -> Result<Box<dyn Accumulator>> {
Ok(Box::new(StddevAccumulator::try_new(
self.stats_type,
self.null_on_divide_by_zero,
)?))
}

fn state_fields(&self) -> Result<Vec<Field>> {
Ok(vec![
Field::new(
format_state_name(&self.name, "count"),
DataType::Float64,
true,
),
Field::new(
format_state_name(&self.name, "mean"),
DataType::Float64,
true,
),
Field::new(format_state_name(&self.name, "m2"), DataType::Float64, true),
])
}

fn expressions(&self) -> Vec<Arc<dyn PhysicalExpr>> {
vec![self.expr.clone()]
}

fn name(&self) -> &str {
&self.name
}
}

impl PartialEq<dyn Any> for Stddev {
fn eq(&self, other: &dyn Any) -> bool {
down_cast_any_ref(other)
.downcast_ref::<Self>()
.map(|x| {
self.name == x.name
&& self.expr.eq(&x.expr)
&& self.null_on_divide_by_zero == x.null_on_divide_by_zero
&& self.stats_type == x.stats_type
})
.unwrap_or(false)
}
}

/// An accumulator to compute the standard deviation
#[derive(Debug)]
pub struct StddevAccumulator {
variance: VarianceAccumulator,
}

impl StddevAccumulator {
/// Creates a new `StddevAccumulator`
pub fn try_new(s_type: StatsType, null_on_divide_by_zero: bool) -> Result<Self> {
Ok(Self {
variance: VarianceAccumulator::try_new(s_type, null_on_divide_by_zero)?,
})
}

pub fn get_m2(&self) -> f64 {
self.variance.get_m2()
}
}

impl Accumulator for StddevAccumulator {
fn state(&mut self) -> Result<Vec<ScalarValue>> {
Ok(vec![
ScalarValue::from(self.variance.get_count()),
ScalarValue::from(self.variance.get_mean()),
ScalarValue::from(self.variance.get_m2()),
])
}

fn update_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
self.variance.update_batch(values)
}

fn retract_batch(&mut self, values: &[ArrayRef]) -> Result<()> {
self.variance.retract_batch(values)
}

fn merge_batch(&mut self, states: &[ArrayRef]) -> Result<()> {
self.variance.merge_batch(states)
}

fn evaluate(&mut self) -> Result<ScalarValue> {
let variance = self.variance.evaluate()?;
match variance {
ScalarValue::Float64(Some(e)) => Ok(ScalarValue::Float64(Some(e.sqrt()))),
ScalarValue::Float64(None) => Ok(ScalarValue::Float64(None)),
_ => internal_err!("Variance should be f64"),
}
}

fn size(&self) -> usize {
std::mem::align_of_val(self) - std::mem::align_of_val(&self.variance) + self.variance.size()
}
}
2 changes: 0 additions & 2 deletions core/src/execution/datafusion/expressions/variance.rs
Original file line number Diff line number Diff line change
Expand Up @@ -15,8 +15,6 @@
// specific language governing permissions and limitations
// under the License.

//! Defines physical expressions that can evaluated at runtime during query execution
use std::{any::Any, sync::Arc};

use crate::execution::datafusion::expressions::{stats::StatsType, utils::down_cast_any_ref};
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25 changes: 25 additions & 0 deletions core/src/execution/datafusion/planner.rs
Original file line number Diff line number Diff line change
Expand Up @@ -71,6 +71,7 @@ use crate::{
if_expr::IfExpr,
scalar_funcs::create_comet_physical_fun,
stats::StatsType,
stddev::Stddev,
strings::{Contains, EndsWith, Like, StartsWith, StringSpaceExec, SubstringExec},
subquery::Subquery,
sum_decimal::SumDecimal,
Expand Down Expand Up @@ -1260,6 +1261,30 @@ impl PhysicalPlanner {
))),
}
}
AggExprStruct::Stddev(expr) => {
let child = self.create_expr(expr.child.as_ref().unwrap(), schema.clone())?;
let datatype = to_arrow_datatype(expr.datatype.as_ref().unwrap());
match expr.stats_type {
0 => Ok(Arc::new(Stddev::new(
child,
"stddev",
datatype,
StatsType::Sample,
expr.null_on_divide_by_zero,
))),
1 => Ok(Arc::new(Stddev::new(
child,
"stddev_pop",
datatype,
StatsType::Population,
expr.null_on_divide_by_zero,
))),
stats_type => Err(ExecutionError::GeneralError(format!(
"Unknown StatisticsType {:?} for stddev",
stats_type
))),
}
}
}
}

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8 changes: 8 additions & 0 deletions core/src/execution/proto/expr.proto
Original file line number Diff line number Diff line change
Expand Up @@ -95,6 +95,7 @@ message AggExpr {
CovSample covSample = 12;
CovPopulation covPopulation = 13;
Variance variance = 14;
Stddev stddev = 15;
}
}

Expand Down Expand Up @@ -178,6 +179,13 @@ message Variance {
StatisticsType stats_type = 4;
}

message Stddev {
Expr child = 1;
bool null_on_divide_by_zero = 2;
DataType datatype = 3;
StatisticsType stats_type = 4;
}

message Literal {
oneof value {
bool bool_val = 1;
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2 changes: 2 additions & 0 deletions docs/source/user-guide/expressions.md
Original file line number Diff line number Diff line change
Expand Up @@ -107,3 +107,5 @@ The following Spark expressions are currently available:
- CovSample
- VariancePop
- VarianceSamp
- StddevPop
- StddevSamp
42 changes: 41 additions & 1 deletion spark/src/main/scala/org/apache/comet/serde/QueryPlanSerde.scala
Original file line number Diff line number Diff line change
Expand Up @@ -23,7 +23,7 @@ import scala.collection.JavaConverters._

import org.apache.spark.internal.Logging
import org.apache.spark.sql.catalyst.expressions._
import org.apache.spark.sql.catalyst.expressions.aggregate.{AggregateExpression, Average, BitAndAgg, BitOrAgg, BitXorAgg, Count, CovPopulation, CovSample, Final, First, Last, Max, Min, Partial, Sum, VariancePop, VarianceSamp}
import org.apache.spark.sql.catalyst.expressions.aggregate.{AggregateExpression, Average, BitAndAgg, BitOrAgg, BitXorAgg, Count, CovPopulation, CovSample, Final, First, Last, Max, Min, Partial, StddevPop, StddevSamp, Sum, VariancePop, VarianceSamp}
import org.apache.spark.sql.catalyst.expressions.objects.StaticInvoke
import org.apache.spark.sql.catalyst.optimizer.{BuildRight, NormalizeNaNAndZero}
import org.apache.spark.sql.catalyst.plans._
Expand Down Expand Up @@ -506,6 +506,46 @@ object QueryPlanSerde extends Logging with ShimQueryPlanSerde {
withInfo(aggExpr, child)
None
}
case std @ StddevSamp(child, nullOnDivideByZero) =>
val childExpr = exprToProto(child, inputs, binding)
val dataType = serializeDataType(std.dataType)

if (childExpr.isDefined && dataType.isDefined) {
val stdBuilder = ExprOuterClass.Stddev.newBuilder()
stdBuilder.setChild(childExpr.get)
stdBuilder.setNullOnDivideByZero(nullOnDivideByZero)
stdBuilder.setDatatype(dataType.get)
stdBuilder.setStatsTypeValue(0)

Some(
ExprOuterClass.AggExpr
.newBuilder()
.setStddev(stdBuilder)
.build())
} else {
withInfo(aggExpr, child)
None
}
case std @ StddevPop(child, nullOnDivideByZero) =>
val childExpr = exprToProto(child, inputs, binding)
val dataType = serializeDataType(std.dataType)

if (childExpr.isDefined && dataType.isDefined) {
val stdBuilder = ExprOuterClass.Stddev.newBuilder()
stdBuilder.setChild(childExpr.get)
stdBuilder.setNullOnDivideByZero(nullOnDivideByZero)
stdBuilder.setDatatype(dataType.get)
stdBuilder.setStatsTypeValue(1)

Some(
ExprOuterClass.AggExpr
.newBuilder()
.setStddev(stdBuilder)
.build())
} else {
withInfo(aggExpr, child)
None
}
case fn =>
val msg = s"unsupported Spark aggregate function: ${fn.prettyName}"
emitWarning(msg)
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Original file line number Diff line number Diff line change
Expand Up @@ -1169,6 +1169,49 @@ class CometAggregateSuite extends CometTestBase with AdaptiveSparkPlanHelper {
}
}

test("stddev_pop and stddev_samp") {
withSQLConf(CometConf.COMET_EXEC_SHUFFLE_ENABLED.key -> "true") {
Seq(true, false).foreach { cometColumnShuffleEnabled =>
withSQLConf(
CometConf.COMET_COLUMNAR_SHUFFLE_ENABLED.key -> cometColumnShuffleEnabled.toString) {
Seq(true, false).foreach { dictionary =>
withSQLConf("parquet.enable.dictionary" -> dictionary.toString) {
Seq(true, false).foreach { nullOnDivideByZero =>
withSQLConf(
"spark.sql.legacy.statisticalAggregate" -> nullOnDivideByZero.toString) {
val table = "test"
withTable(table) {
sql(s"create table $table(col1 int, col2 int, col3 int, col4 float, " +
"col5 double, col6 int) using parquet")
sql(s"insert into $table values(1, null, null, 1.1, 2.2, 1), " +
"(2, null, null, 3.4, 5.6, 1), (3, null, 4, 7.9, 2.4, 2)")
val expectedNumOfCometAggregates = 2
checkSparkAnswerWithTolAndNumOfAggregates(
"SELECT stddev_samp(col1), stddev_samp(col2), stddev_samp(col3), " +
"stddev_samp(col4), stddev_samp(col5) FROM test",
expectedNumOfCometAggregates)
checkSparkAnswerWithTolAndNumOfAggregates(
"SELECT stddev_pop(col1), stddev_pop(col2), stddev_pop(col3), " +
"stddev_pop(col4), stddev_pop(col5) FROM test",
expectedNumOfCometAggregates)
checkSparkAnswerAndNumOfAggregates(
"SELECT stddev_samp(col1), stddev_samp(col2), stddev_samp(col3), " +
"stddev_samp(col4), stddev_samp(col5) FROM test GROUP BY col6",
expectedNumOfCometAggregates)
checkSparkAnswerWithTolAndNumOfAggregates(
"SELECT stddev_pop(col1), stddev_pop(col2), stddev_pop(col3), " +
"stddev_pop(col4), stddev_pop(col5) FROM test GROUP BY col6",
expectedNumOfCometAggregates)
}
}
}
}
}
}
}
}
}

protected def checkSparkAnswerAndNumOfAggregates(query: String, numAggregates: Int): Unit = {
val df = sql(query)
checkSparkAnswer(df)
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Original file line number Diff line number Diff line change
Expand Up @@ -73,8 +73,13 @@ class CometTPCDSQuerySuite
"q36",
"q37",
"q38",
"q39a",
"q39b",
// TODO: https://github.com/apache/datafusion-comet/issues/392
// comment out 39a and 39b for now because the expected result for stddev failed:
// expected: 1.5242630430075292, actual: 1.524263043007529.
// Will change the comparison logic to detect floating-point numbers and compare
// with epsilon
// "q39a",
// "q39b",
"q40",
"q41",
"q42",
Expand Down

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