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Add skewness(x) in Aggregation function #6

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Sep 27, 2024
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1 change: 1 addition & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -84,4 +84,5 @@ SELECT min_by(x, y) FROM VALUES (1, 10), (2, 5), (3, 15), (4, 8) as tab(x, y);
- [x] `mode(expression) -> scalar` - Returns the most frequent (mode) value from a column of data.
- [x] `max_by(expression1, expression2) -> scalar` - Returns the value of `expression1` associated with the maximum value of `expression2`.
- [x] `min_by(expression1, expression2) -> scalar` - Returns the value of `expression1` associated with the minimum value of `expression2`.
- [x] `skewness(expression) -> scalar` - Computes the skewness value for `expression`.
- [x] `kurtois_pop(expression) -> scalar` - Computes the excess kurtosis (Fisher’s definition) without bias correction.
3 changes: 3 additions & 0 deletions src/lib.rs
Original file line number Diff line number Diff line change
Expand Up @@ -29,18 +29,21 @@ pub mod common;
pub mod kurtosis_pop;
pub mod max_min_by;
pub mod mode;
pub mod skewness;
pub mod expr_extra_fn {
pub use super::kurtosis_pop::kurtosis_pop;
pub use super::max_min_by::max_by;
pub use super::max_min_by::min_by;
pub use super::mode::mode;
pub use super::skewness::skewness;
}

pub fn all_extra_aggregate_functions() -> Vec<Arc<AggregateUDF>> {
vec![
mode_udaf(),
max_min_by::max_by_udaf(),
max_min_by::min_by_udaf(),
skewness::skewness_udaf(),
kurtosis_pop::kurtosis_pop_udaf(),
]
}
Expand Down
161 changes: 161 additions & 0 deletions src/skewness.rs
Original file line number Diff line number Diff line change
@@ -0,0 +1,161 @@
// 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 datafusion::arrow::datatypes::{DataType, Field};
use datafusion::common::ScalarValue;
use datafusion::logical_expr::{function::AccumulatorArgs, function::StateFieldsArgs};
use datafusion::logical_expr::{Accumulator, AggregateUDFImpl, Signature, Volatility};
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::coercible(vec![DataType::Float64], 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),
])
}
}

/// 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(())
}
}
54 changes: 54 additions & 0 deletions tests/main.rs
Original file line number Diff line number Diff line change
Expand Up @@ -310,3 +310,57 @@ async fn test_kurtosis_pop() {
- +--------------------+
"###);
}

#[tokio::test]
async fn test_skewness() {
let mut execution = TestExecution::new().await.unwrap().with_setup(TEST_TABLE).await;

// Test with int64
let actual = execution
.run_and_format("SELECT skewness(int64_col) FROM test_table")
.await;

insta::assert_yaml_snapshot!(actual, @r###"
- +--------------------------------+
- "| skewness(test_table.int64_col) |"
- +--------------------------------+
- "| -0.8573214099741201 |"
- +--------------------------------+
"###);

// Test with float64
let actual = execution
.run_and_format("SELECT skewness(float64_col) FROM test_table")
.await;

insta::assert_yaml_snapshot!(actual, @r###"
- +----------------------------------+
- "| skewness(test_table.float64_col) |"
- +----------------------------------+
- "| -0.8573214099741201 |"
- +----------------------------------+
"###);

// Test with single value
let actual = execution.run_and_format("SELECT skewness(1.0)").await;

insta::assert_yaml_snapshot!(actual, @r###"
- +----------------------+
- "| skewness(Float64(1)) |"
- +----------------------+
- "| |"
- +----------------------+
"###);

let actual = execution
.run_and_format("SELECT skewness(col) FROM VALUES (1.0), (2.0) as tab(col)")
.await;

insta::assert_yaml_snapshot!(actual, @r###"
- +-------------------+
- "| skewness(tab.col) |"
- +-------------------+
- "| |"
- +-------------------+
"###);
}
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