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Add FloatRegressionAggregation
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maciejgrzybek committed Jul 13, 2016
1 parent e5448c4 commit e52bcde
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Expand Up @@ -41,6 +41,7 @@
import com.facebook.presto.operator.aggregation.FloatCovarianceAggregation;
import com.facebook.presto.operator.aggregation.FloatGeometricMeanAggregations;
import com.facebook.presto.operator.aggregation.FloatHistogramAggregation;
import com.facebook.presto.operator.aggregation.FloatRegressionAggregation;
import com.facebook.presto.operator.aggregation.FloatSumAggregation;
import com.facebook.presto.operator.aggregation.GeometricMeanAggregations;
import com.facebook.presto.operator.aggregation.InternalAggregationFunction;
Expand Down Expand Up @@ -373,6 +374,7 @@ public WindowFunctionSupplier load(SpecializedFunctionKey key)
.aggregate(DoubleCovarianceAggregation.class)
.aggregate(FloatCovarianceAggregation.class)
.aggregate(DoubleRegressionAggregation.class)
.aggregate(FloatRegressionAggregation.class)
.aggregate(CorrelationAggregation.class)
.scalars(SequenceFunction.class)
.scalars(StringFunctions.class)
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@@ -0,0 +1,69 @@
/*
* Licensed 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.
*/
package com.facebook.presto.operator.aggregation;

import com.facebook.presto.operator.aggregation.state.RegressionState;
import com.facebook.presto.spi.block.BlockBuilder;
import com.facebook.presto.spi.type.StandardTypes;
import com.facebook.presto.type.SqlType;

import static com.facebook.presto.operator.aggregation.AggregationUtils.getRegressionIntercept;
import static com.facebook.presto.operator.aggregation.AggregationUtils.getRegressionSlope;
import static com.facebook.presto.spi.type.FloatType.FLOAT;
import static java.lang.Float.floatToRawIntBits;
import static java.lang.Float.intBitsToFloat;

@AggregationFunction("")
public class FloatRegressionAggregation
{
private FloatRegressionAggregation() {}

@InputFunction
public static void input(RegressionState state, @SqlType(StandardTypes.FLOAT) long dependentValue, @SqlType(StandardTypes.FLOAT) long independentValue)
{
DoubleRegressionAggregation.input(state, intBitsToFloat((int) dependentValue), intBitsToFloat((int) independentValue));
}

@CombineFunction
public static void combine(RegressionState state, RegressionState otherState)
{
DoubleRegressionAggregation.combine(state, otherState);
}

@AggregationFunction("regr_slope")
@OutputFunction(StandardTypes.FLOAT)
public static void regrSlope(RegressionState state, BlockBuilder out)
{
double result = getRegressionSlope(state);
if (Double.isFinite(result)) {
FLOAT.writeLong(out, floatToRawIntBits((float) result));
}
else {
out.appendNull();
}
}

@AggregationFunction("regr_intercept")
@OutputFunction(StandardTypes.FLOAT)
public static void regrIntercept(RegressionState state, BlockBuilder out)
{
double result = getRegressionIntercept(state);
if (Double.isFinite(result)) {
FLOAT.writeLong(out, floatToRawIntBits((float) result));
}
else {
out.appendNull();
}
}
}
@@ -0,0 +1,79 @@
/*
* Licensed 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.
*/
package com.facebook.presto.operator.aggregation;

import com.facebook.presto.spi.block.Block;
import com.facebook.presto.spi.type.StandardTypes;
import com.google.common.collect.ImmutableList;
import org.apache.commons.math3.stat.regression.SimpleRegression;
import org.testng.annotations.Test;

import java.util.List;

import static com.facebook.presto.block.BlockAssertions.createFloatSequenceBlock;
import static com.facebook.presto.block.BlockAssertions.createFloatsBlock;
import static com.google.common.base.Preconditions.checkArgument;

public class TestFloatRegrInterceptAggregation
extends AbstractTestAggregationFunction
{
@Override
public Block[] getSequenceBlocks(int start, int length)
{
return new Block[] {createFloatSequenceBlock(start, start + length), createFloatSequenceBlock(start + 2, start + 2 + length)};
}

@Override
protected String getFunctionName()
{
return "regr_intercept";
}

@Override
protected List<String> getFunctionParameterTypes()
{
return ImmutableList.of(StandardTypes.FLOAT, StandardTypes.FLOAT);
}

@Override
public Object getExpectedValue(int start, int length)
{
if (length <= 1) {
return null;
}
SimpleRegression regression = new SimpleRegression();
for (int i = start; i < start + length; i++) {
regression.addData(i + 2, i);
}
return (float) regression.getIntercept();
}

@Test
public void testNonTrivialResult()
{
testNonTrivialAggregation(new Float[] {1.0f, 2.0f, 3.0f, 4.0f, 5.0f}, new Float[] {1.0f, 4.0f, 9.0f, 16.0f, 25.0f});
testNonTrivialAggregation(new Float[] {1.0f, 4.0f, 9.0f, 16.0f, 25.0f}, new Float[] {1.0f, 2.0f, 3.0f, 4.0f, 5.0f});
}

private void testNonTrivialAggregation(Float[] y, Float[] x)
{
SimpleRegression regression = new SimpleRegression();
for (int i = 0; i < x.length; i++) {
regression.addData(x[i], y[i]);
}
float expected = (float) regression.getIntercept();
checkArgument(Float.isFinite(expected) && expected != 0.f, "Expected result is trivial");
testAggregation(expected, createFloatsBlock(y), createFloatsBlock(x));
}
}
@@ -0,0 +1,79 @@
/*
* Licensed 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.
*/
package com.facebook.presto.operator.aggregation;

import com.facebook.presto.spi.block.Block;
import com.facebook.presto.spi.type.StandardTypes;
import com.google.common.collect.ImmutableList;
import org.apache.commons.math3.stat.regression.SimpleRegression;
import org.testng.annotations.Test;

import java.util.List;

import static com.facebook.presto.block.BlockAssertions.createFloatSequenceBlock;
import static com.facebook.presto.block.BlockAssertions.createFloatsBlock;
import static com.google.common.base.Preconditions.checkArgument;

public class TestFloatRegrSlopeAggregation
extends AbstractTestAggregationFunction
{
@Override
public Block[] getSequenceBlocks(int start, int length)
{
return new Block[] {createFloatSequenceBlock(start, start + length), createFloatSequenceBlock(start + 2, start + 2 + length)};
}

@Override
protected String getFunctionName()
{
return "regr_slope";
}

@Override
protected List<String> getFunctionParameterTypes()
{
return ImmutableList.of(StandardTypes.FLOAT, StandardTypes.FLOAT);
}

@Override
public Object getExpectedValue(int start, int length)
{
if (length <= 1) {
return null;
}
SimpleRegression regression = new SimpleRegression();
for (int i = start; i < start + length; i++) {
regression.addData(i + 2, i);
}
return (float) regression.getSlope();
}

@Test
public void testNonTrivialResult()
{
testNonTrivialAggregation(new Float[] {1.0f, 2.0f, 3.0f, 4.0f, 5.0f}, new Float[] {1.0f, 4.0f, 9.0f, 16.0f, 25.0f});
testNonTrivialAggregation(new Float[] {1.0f, 4.0f, 9.0f, 16.0f, 25.0f}, new Float[] {1.0f, 2.0f, 3.0f, 4.0f, 5.0f});
}

private void testNonTrivialAggregation(Float[] y, Float[] x)
{
SimpleRegression regression = new SimpleRegression();
for (int i = 0; i < x.length; i++) {
regression.addData(x[i], y[i]);
}
float expected = (float) regression.getSlope();
checkArgument(Float.isFinite(expected) && expected != 0.0f, "Expected result is trivial");
testAggregation(expected, createFloatsBlock(y), createFloatsBlock(x));
}
}

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