njayaram2 opened a new pull request #422: Correlation: Process deconstruction 
in chunks for grouping
URL: https://github.com/apache/madlib/pull/422
 
 
   JIRA: MADLIB-1301
   While deconstructing the correlation matrix to create the output table,
   a big UNION ALL query was created, with one sub-query for each distinct
   grouping value. This was causing the memory, stack, and performance
   related issues.
   The fix is to run multiple queries, with each query processing the
   deconstruction of the correlation matrix for a limited number of
   groups (we have defaulted the value to 10). This value can be
   parameterized by the user with a newly introduced optional parameter
   named `n_groups_per_run` for both correlation and covariance.
   
   Co-authored-by: Orhan Kislal <[email protected]>

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