feat: Port Datafusion Covariance to Comet #234
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## main #234 +/- ##
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+ Coverage 33.32% 33.36% +0.04%
- Complexity 769 776 +7
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Files 107 108 +1
Lines 37037 37179 +142
Branches 8106 8194 +88
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- Misses 22098 22154 +56
- Partials 2598 2621 +23 ☔ View full report in Codecov by Sentry. |
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| expr1: Arc<dyn PhysicalExpr>, | ||
| expr2: Arc<dyn PhysicalExpr>, |
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Is there better names for these two children expressions?
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Spark uses left and right.
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I will leave this as is unless you prefer left and right.
| fn create_accumulator(&self) -> Result<Box<dyn Accumulator>> { | ||
| Ok(Box::new(CovarianceAccumulator::try_new( | ||
| StatsType::Population, | ||
| )?)) | ||
| } |
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Looks like the difference between CovariancePop and Covariance is only the StatsType parameter when creating CovarianceAccumulator?
If so, maybe we only need Covariance and make StatsType as parameter when creating Covariance?
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https://github.com/apache/arrow-datafusion-comet/blob/955a0b9b9b026b477b5b527aba133d9e1402bd7e/core/src/execution/datafusion/expressions/covariance.rs#L368
Population Covariance is calculated over the entire dataset(N) whereas Sample Covariance is calculated over a sample (N-1)
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Yea, but the behavior is decided in CovarianceAccumulator based on its StatsType.
I mean this two struct CovariancePop and Covariance. They are basically the same, except that name and StatsType are different.
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Looks like we can simply have one Covariance and add one more parameter of StatsType.
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| PhysicalExpr, | ||
| }; | ||
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| /// COVAR_SAMP and COVAR_POP aggregate expression |
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It is better to mention why we need to port it in Comet.
| message CovSample { | ||
| Expr child1 = 1; | ||
| Expr child2 = 2; | ||
| bool null_on_divide_by_zero = 3; |
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I also don't see it is specified in JVM side.
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Right, this is not used yet. I will have a follow up to address this.
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Merged. Thanks. |
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Thanks @viirya |
* feat: Port Datafusion Covariance to Comet * feat: Port Datafusion Covariance to Comet * fmt * update EXPRESSIONS.md * combine COVAR_SAMP and COVAR_POP * fix fmt * address comment --------- Co-authored-by: Huaxin Gao <huaxin.gao@apple.com> Co-authored-by: Liang-Chi Hsieh <viirya@gmail.com>
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Which issue does this PR close?
Closes #.
Port
Covariancein Comet. The reason we can't use DataFusionCovarianceimplementation is that SparkCovarianceaggregate expression's state is different from DataFusion's state.Rationale for this change
What changes are included in this PR?
How are these changes tested?