/*
* 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.block.Block;
import com.facebook.presto.block.BlockBuilder;
import com.facebook.presto.block.BlockCursor;
import com.facebook.presto.operator.GroupByIdBlock;
import com.facebook.presto.tuple.TupleInfo.Type;
import com.facebook.presto.util.array.DoubleBigArray;
import com.facebook.presto.util.array.LongBigArray;
import com.google.common.base.Optional;
import io.airlift.slice.Slice;
import static com.facebook.presto.operator.aggregation.VarianceAggregation.createIntermediate;
import static com.facebook.presto.operator.aggregation.VarianceAggregation.getCount;
import static com.facebook.presto.operator.aggregation.VarianceAggregation.getM2;
import static com.facebook.presto.operator.aggregation.VarianceAggregation.getMean;
import static com.facebook.presto.tuple.TupleInfo.SINGLE_VARBINARY;
import static com.facebook.presto.tuple.TupleInfo.Type.DOUBLE;
import static com.facebook.presto.tuple.TupleInfo.Type.FIXED_INT_64;
import static com.google.common.base.Preconditions.checkState;
public class ApproximateAverageAggregation
extends SimpleAggregationFunction
{
private final boolean inputIsLong;
public ApproximateAverageAggregation(Type parameterType)
{
// Intermediate type should be a fixed width structure
super(SINGLE_VARBINARY, SINGLE_VARBINARY, parameterType);
if (parameterType == FIXED_INT_64) {
this.inputIsLong = true;
}
else if (parameterType == DOUBLE) {
this.inputIsLong = false;
}
else {
throw new IllegalArgumentException("Expected parameter type to be FIXED_INT_64 or DOUBLE, but was " + parameterType);
}
}
@Override
protected GroupedAccumulator createGroupedAccumulator(Optional<Integer> maskChannel, int valueChannel)
{
return new ApproximateAverageGroupedAccumulator(valueChannel, inputIsLong, maskChannel);
}
public static class ApproximateAverageGroupedAccumulator
extends SimpleGroupedAccumulator
{
private final boolean inputIsLong;
private final LongBigArray counts;
private final DoubleBigArray means;
private final DoubleBigArray m2s;
private ApproximateAverageGroupedAccumulator(int valueChannel, boolean inputIsLong, Optional<Integer> maskChannel)
{
super(valueChannel, SINGLE_VARBINARY, SINGLE_VARBINARY, maskChannel);
this.inputIsLong = inputIsLong;
this.counts = new LongBigArray();
this.means = new DoubleBigArray();
this.m2s = new DoubleBigArray();
}
@Override
public long getEstimatedSize()
{
return counts.sizeOf() + means.sizeOf() + m2s.sizeOf();
}
@Override
protected void processInput(GroupByIdBlock groupIdsBlock, Block valuesBlock, Optional<Block> maskBlock)
{
counts.ensureCapacity(groupIdsBlock.getGroupCount());
means.ensureCapacity(groupIdsBlock.getGroupCount());
m2s.ensureCapacity(groupIdsBlock.getGroupCount());
BlockCursor values = valuesBlock.cursor();
BlockCursor masks = null;
if (maskBlock.isPresent()) {
masks = maskBlock.get().cursor();
}
for (int position = 0; position < groupIdsBlock.getPositionCount(); position++) {
checkState(values.advanceNextPosition());
checkState(masks == null || masks.advanceNextPosition());
if (!values.isNull() && (masks == null || masks.getBoolean())) {
long groupId = groupIdsBlock.getGroupId(position);
double inputValue;
if (inputIsLong) {
inputValue = values.getLong();
}
else {
inputValue = values.getDouble();
}
long currentCount = counts.get(groupId);
double currentMean = means.get(groupId);
// Use numerically stable variant
currentCount++;
double delta = inputValue - currentMean;
currentMean += (delta / currentCount);
// update m2 inline
m2s.add(groupId, (delta * (inputValue - currentMean)));
// write values back out
counts.set(groupId, currentCount);
means.set(groupId, currentMean);
}
}
checkState(!values.advanceNextPosition());
}
@Override
protected void processIntermediate(GroupByIdBlock groupIdsBlock, Block valuesBlock)
{
counts.ensureCapacity(groupIdsBlock.getGroupCount());
means.ensureCapacity(groupIdsBlock.getGroupCount());
m2s.ensureCapacity(groupIdsBlock.getGroupCount());
BlockCursor values = valuesBlock.cursor();
for (int position = 0; position < groupIdsBlock.getPositionCount(); position++) {
checkState(values.advanceNextPosition());
if (!values.isNull()) {
long groupId = groupIdsBlock.getGroupId(position);
Slice slice = values.getSlice();
long inputCount = getCount(slice);
double inputMean = getMean(slice);
double inputM2 = getM2(slice);
long currentCount = counts.get(groupId);
double currentMean = means.get(groupId);
double currentM2 = m2s.get(groupId);
// Use numerically stable variant
long newCount = currentCount + inputCount;
double newMean = ((currentCount * currentMean) + (inputCount * inputMean)) / newCount;
double delta = inputMean - currentMean;
double newM2 = currentM2 + inputM2 + ((delta * delta) * (currentCount * inputCount)) / newCount;
counts.set(groupId, newCount);
means.set(groupId, newMean);
m2s.set(groupId, newM2);
}
}
checkState(!values.advanceNextPosition());
}
@Override
public void evaluateIntermediate(int groupId, BlockBuilder output)
{
long count = counts.get((long) groupId);
double mean = means.get((long) groupId);
double m2 = m2s.get((long) groupId);
output.append(createIntermediate(count, mean, m2));
}
@Override
public void evaluateFinal(int groupId, BlockBuilder output)
{
long count = counts.get((long) groupId);
if (count == 0) {
output.appendNull();
}
else {
double mean = means.get((long) groupId);
double m2 = m2s.get((long) groupId);
double variance = m2 / count;
String result = formatApproximateAverage(count, mean, variance);
output.append(result);
}
}
}
@Override
protected Accumulator createAccumulator(Optional<Integer> maskChannel, int valueChannel)
{
return new ApproximateAverageAccumulator(valueChannel, inputIsLong, maskChannel);
}
public static class ApproximateAverageAccumulator
extends SimpleAccumulator
{
private final boolean inputIsLong;
private long currentCount;
private double currentMean;
private double currentM2;
private ApproximateAverageAccumulator(int valueChannel, boolean inputIsLong, Optional<Integer> maskChannel)
{
super(valueChannel, SINGLE_VARBINARY, SINGLE_VARBINARY, maskChannel);
this.inputIsLong = inputIsLong;
}
@Override
protected void processInput(Block block, Optional<Block> maskBlock)
{
BlockCursor values = block.cursor();
BlockCursor masks = null;
if (maskBlock.isPresent()) {
masks = maskBlock.get().cursor();
}
for (int position = 0; position < block.getPositionCount(); position++) {
checkState(values.advanceNextPosition());
checkState(masks == null || masks.advanceNextPosition());
if (!values.isNull() && (masks == null || masks.getBoolean())) {
double inputValue;
if (inputIsLong) {
inputValue = values.getLong();
}
else {
inputValue = values.getDouble();
}
// Use numerically stable variant
currentCount++;
double delta = inputValue - currentMean;
currentMean += (delta / currentCount);
// update m2 inline
currentM2 += (delta * (inputValue - currentMean));
}
}
checkState(!values.advanceNextPosition());
}
@Override
protected void processIntermediate(Block block)
{
BlockCursor values = block.cursor();
for (int position = 0; position < block.getPositionCount(); position++) {
checkState(values.advanceNextPosition());
if (!values.isNull()) {
Slice slice = values.getSlice();
long inputCount = getCount(slice);
double inputMean = getMean(slice);
double inputM2 = getM2(slice);
// Use numerically stable variant
long newCount = currentCount + inputCount;
double newMean = ((currentCount * currentMean) + (inputCount * inputMean)) / newCount;
double delta = inputMean - currentMean;
double newM2 = currentM2 + inputM2 + ((delta * delta) * (currentCount * inputCount)) / newCount;
currentCount = newCount;
currentMean = newMean;
currentM2 = newM2;
}
}
checkState(!values.advanceNextPosition());
}
@Override
public void evaluateIntermediate(BlockBuilder output)
{
output.append(createIntermediate(currentCount, currentMean, currentM2));
}
@Override
public void evaluateFinal(BlockBuilder output)
{
if (currentCount == 0) {
output.appendNull();
}
else {
String result = formatApproximateAverage(currentCount, currentMean, currentM2 / currentCount);
output.append(result);
}
}
}
private static String formatApproximateAverage(long count, double mean, double variance)
{
// The multiplier 2.575 corresponds to the z-score of 99% confidence interval
// (http://upload.wikimedia.org/wikipedia/commons/b/bb/Normal_distribution_and_scales.gif)
double zScore = 2.575;
// Error bars at 99% confidence interval
StringBuilder sb = new StringBuilder();
sb.append(mean);
sb.append(" +/- ");
sb.append(zScore * Math.sqrt(variance / count));
return sb.toString();
}
}