GH-45755: [C++][Python][Compute] Add winsorize function #45763
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| // 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. | ||
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| #include <functional> | ||
| #include <memory> | ||
| #include <optional> | ||
| #include <utility> | ||
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| #include "arrow/compute/api_aggregate.h" | ||
| #include "arrow/compute/api_vector.h" | ||
| #include "arrow/compute/exec.h" | ||
| #include "arrow/compute/function.h" | ||
| #include "arrow/compute/kernel.h" | ||
| #include "arrow/compute/kernels/codegen_internal.h" | ||
| #include "arrow/compute/registry.h" | ||
| #include "arrow/result.h" | ||
| #include "arrow/scalar.h" | ||
| #include "arrow/status.h" | ||
| #include "arrow/util/bit_run_reader.h" | ||
| #include "arrow/util/checked_cast.h" | ||
| #include "arrow/util/logging.h" | ||
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| namespace arrow::compute::internal { | ||
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| using ::arrow::internal::checked_cast; | ||
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| namespace { | ||
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| Status ValidateOptions(const WinsorizeOptions& options) { | ||
| if (!(options.lower_limit >= 0 && options.lower_limit <= 1) || | ||
| !(options.upper_limit >= 0 && options.upper_limit <= 1)) { | ||
| return Status::Invalid("winsorize limits must be between 0 and 1"); | ||
| } | ||
| if (options.lower_limit > options.upper_limit) { | ||
| return Status::Invalid( | ||
| "winsorize upper limit must be equal or greater than lower limit"); | ||
| } | ||
| return Status::OK(); | ||
| } | ||
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| using WinsorizeState = internal::OptionsWrapper<WinsorizeOptions>; | ||
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| // We have a first unused template parameter for compatibility with GenerateNumeric. | ||
| template <typename Unused, typename Type> | ||
| struct Winsorize { | ||
| using ArrayType = typename TypeTraits<Type>::ArrayType; | ||
| using CType = typename TypeTraits<Type>::CType; | ||
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| static Status Exec(KernelContext* ctx, const ExecSpan& batch, ExecResult* out) { | ||
| const auto& options = WinsorizeState::Get(ctx); | ||
| RETURN_NOT_OK(ValidateOptions(options)); | ||
| auto data = batch.values[0].array.ToArrayData(); | ||
| ARROW_ASSIGN_OR_RAISE(auto maybe_quantiles, GetQuantileValues(ctx, data, options)); | ||
| auto out_data = out->array_data_mutable(); | ||
| if (!maybe_quantiles.has_value()) { | ||
| // Only nulls and NaNs => return input as-is | ||
| out_data->null_count = data->null_count.load(); | ||
| out_data->length = data->length; | ||
| out_data->buffers = data->buffers; | ||
| return Status::OK(); | ||
| } | ||
| return ClipValues(*data, maybe_quantiles.value(), out_data, ctx); | ||
| } | ||
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| static Status ExecChunked(KernelContext* ctx, const ExecBatch& batch, Datum* out) { | ||
| const auto& options = WinsorizeState::Get(ctx); | ||
| RETURN_NOT_OK(ValidateOptions(options)); | ||
| const auto& chunked_array = batch.values[0].chunked_array(); | ||
| ARROW_ASSIGN_OR_RAISE(auto maybe_quantiles, | ||
| GetQuantileValues(ctx, chunked_array, options)); | ||
| if (!maybe_quantiles.has_value()) { | ||
| // Only nulls and NaNs => return input as-is | ||
| *out = chunked_array; | ||
| return Status::OK(); | ||
| } | ||
| ArrayVector out_chunks; | ||
| out_chunks.reserve(chunked_array->num_chunks()); | ||
| for (const auto& chunk : chunked_array->chunks()) { | ||
| auto out_data = chunk->data()->Copy(); | ||
| RETURN_NOT_OK( | ||
| ClipValues(*chunk->data(), maybe_quantiles.value(), out_data.get(), ctx)); | ||
| out_chunks.push_back(MakeArray(out_data)); | ||
| } | ||
| return ChunkedArray::Make(std::move(out_chunks)).Value(out); | ||
| } | ||
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| struct QuantileValues { | ||
| CType lower_bound, upper_bound; | ||
| }; | ||
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| static Result<std::optional<QuantileValues>> GetQuantileValues( | ||
| KernelContext* ctx, const Datum& input, const WinsorizeOptions& options) { | ||
| // We use "nearest" to avoid the conversion of quantile values to double. | ||
| QuantileOptions quantile_options(/*q=*/{options.lower_limit, options.upper_limit}, | ||
| QuantileOptions::NEAREST); | ||
| ARROW_ASSIGN_OR_RAISE( | ||
| auto quantile, | ||
| CallFunction("quantile", {input}, &quantile_options, ctx->exec_context())); | ||
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| auto quantile_array = quantile.array_as<ArrayType>(); | ||
| DCHECK_EQ(quantile_array->length(), 2); | ||
| // The quantile function outputs either all nulls or no nulls at all. | ||
| if (quantile_array->null_count() == 2) { | ||
| return std::nullopt; | ||
| } | ||
| DCHECK_EQ(quantile_array->null_count(), 0); | ||
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| return QuantileValues{CType(quantile_array->Value(0)), | ||
| CType(quantile_array->Value(1))}; | ||
| } | ||
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| static Status ClipValues(const ArrayData& data, QuantileValues quantiles, | ||
| ArrayData* out, KernelContext* ctx) { | ||
| DCHECK_EQ(out->buffers.size(), data.buffers.size()); | ||
| out->null_count = data.null_count.load(); | ||
| out->length = data.length; | ||
| out->buffers[0] = data.buffers[0]; | ||
| ARROW_ASSIGN_OR_RAISE(out->buffers[1], ctx->Allocate(out->length * sizeof(CType))); | ||
| // Avoid leaving uninitialized memory under null entries | ||
| std::memset(out->buffers[1]->mutable_data(), 0, out->length * sizeof(CType)); | ||
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| const CType* in_values = data.GetValues<CType>(1); | ||
| CType* out_values = out->GetMutableValues<CType>(1); | ||
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| auto visit = [&](int64_t position, int64_t length) { | ||
| for (int64_t i = position; i < position + length; ++i) { | ||
| if (in_values[i] < quantiles.lower_bound) { | ||
| out_values[i] = quantiles.lower_bound; | ||
| } else if (in_values[i] > quantiles.upper_bound) { | ||
| out_values[i] = quantiles.upper_bound; | ||
| } else { | ||
| // NaNs also fall here | ||
| out_values[i] = in_values[i]; | ||
| } | ||
| } | ||
| }; | ||
| arrow::internal::VisitSetBitRunsVoid(data.buffers[0], data.offset, data.length, | ||
| visit); | ||
| return Status::OK(); | ||
| } | ||
| }; | ||
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| template <typename Unused, typename Type> | ||
| struct WinsorizeChunked { | ||
| static Status Exec(KernelContext* ctx, const ExecBatch& batch, Datum* out) { | ||
| return Winsorize<Unused, Type>::ExecChunked(ctx, batch, out); | ||
| } | ||
| }; | ||
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| Result<TypeHolder> ResolveWinsorizeOutput(KernelContext* ctx, | ||
| const std::vector<TypeHolder>& in_types) { | ||
| DCHECK_EQ(in_types.size(), 1); | ||
| return in_types[0]; | ||
| } | ||
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| const FunctionDoc winsorize_doc( | ||
| "Winsorize an array", | ||
| ("This function applies a winsorization transform to the input array\n" | ||
| "so as to reduce the influence of potential outliers.\n" | ||
| "NaNs and nulls in the input are ignored for the purpose of computing\n" | ||
| "the lower and upper quantiles.\n" | ||
| "The quantile limits can be changed in WinsorizeOptions."), | ||
| {"array"}, "WinsorizeOptions", /*options_required=*/true); | ||
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| } // namespace | ||
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| void RegisterVectorStatistics(FunctionRegistry* registry) { | ||
| static const auto default_winsorize_options = WinsorizeOptions(); | ||
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| auto winsorize = std::make_shared<VectorFunction>( | ||
| "winsorize", Arity::Unary(), winsorize_doc, &default_winsorize_options); | ||
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| VectorKernel base; | ||
| base.init = WinsorizeState::Init; | ||
| base.mem_allocation = MemAllocation::NO_PREALLOCATE; | ||
| base.null_handling = NullHandling::COMPUTED_NO_PREALLOCATE; | ||
| base.can_execute_chunkwise = false; | ||
| // The variable is ill-named, but since we output a ChunkedArray ourselves, | ||
| // the function execution logic shouldn't try to wrap it again. | ||
| base.output_chunked = false; | ||
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| for (const auto& ty : NumericTypes()) { | ||
| base.signature = KernelSignature::Make({ty->id()}, &ResolveWinsorizeOutput); | ||
| base.exec = GenerateNumeric<Winsorize, /*Unused*/ void>(ty->id()); | ||
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| base.exec_chunked = GenerateNumeric<WinsorizeChunked, /*Unused*/ void>(ty->id()); | ||
| DCHECK_OK(winsorize->AddKernel(base)); | ||
| } | ||
| for (auto type_id : DecimalTypeIds()) { | ||
| base.signature = KernelSignature::Make({type_id}, &ResolveWinsorizeOutput); | ||
| base.exec = GenerateDecimal<Winsorize, /*Unused*/ void>(type_id); | ||
| base.exec_chunked = GenerateDecimal<WinsorizeChunked, /*Unused*/ void>(type_id); | ||
| DCHECK_OK(winsorize->AddKernel(base)); | ||
| } | ||
| DCHECK_OK(registry->AddFunction(std::move(winsorize))); | ||
| } | ||
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| } // namespace arrow::compute::internal | ||
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