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https://issues.apache.org/jira/browse/SPARK-28006?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16863186#comment-16863186
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Li Jin edited comment on SPARK-28006 at 6/13/19 3:36 PM:
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Hi [~viirya] good questions!
>> Can we use pandas agg udfs as window function?
pandas agg udfs as window function is supported. With both unbounded and
bounded window.
>> Because the proposed GROUPED_XFORM udf calculates output values for all rows
>> in the group, looks like the proposed GROUPED_XFORM udf can only use window
>> frame (UnboundedPreceding, UnboundedFollowing)
This is correct. It is really using unbounded window as groups here (because
there is no groupby transform API in Spark sql).
was (Author: icexelloss):
Hi [~viirya] good questions:
>> Can we use pandas agg udfs as window function?
pandas agg udfs as window function is supported. With both unbounded and
bounded window.
>> Because the proposed GROUPED_XFORM udf calculates output values for all rows
>> in the group, looks like the proposed GROUPED_XFORM udf can only use window
>> frame (UnboundedPreceding, UnboundedFollowing)
This is correct. It is really using unbounded window as groups here (because
there is no groupby transform API in Spark sql).
> User-defined grouped transform pandas_udf for window operations
> ---------------------------------------------------------------
>
> Key: SPARK-28006
> URL: https://issues.apache.org/jira/browse/SPARK-28006
> Project: Spark
> Issue Type: New Feature
> Components: PySpark
> Affects Versions: 2.4.3
> Reporter: Li Jin
> Priority: Major
>
> Currently, pandas_udf supports "grouped aggregate" type that can be used with
> unbounded and unbounded windows. There is another set of use cases that can
> benefit from a "grouped transform" type pandas_udf.
> Grouped transform is defined as a N -> N mapping over a group. For example,
> "compute zscore for values in the group using the grouped mean and grouped
> stdev", or "rank the values in the group".
> Currently, in order to do this, user needs to use "grouped apply", for
> example:
> {code:java}
> @pandas_udf(schema, GROUPED_MAP)
> def subtract_mean(pdf)
> v = pdf['v']
> pdf['v'] = v - v.mean()
> return pdf
> df.groupby('id').apply(subtract_mean)
> # +---+----+
> # | id| v|
> # +---+----+
> # | 1|-0.5|
> # | 1| 0.5|
> # | 2|-3.0|
> # | 2|-1.0|
> # | 2| 4.0|
> # +---+----+{code}
> This approach has a few downside:
> * Specifying the full return schema is complicated for the user although the
> function only changes one column.
> * The column name 'v' inside as part of the udf, makes the udf less reusable.
> * The entire dataframe is serialized to pass to Python although only one
> column is needed.
> Here we propose a new type of pandas_udf to work with these types of use
> cases:
> {code:java}
> df = spark.createDataFrame(
> [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)],
> ("id", "v"))
> @pandas_udf('double', GROUPED_XFORM)
> def subtract_mean(v):
> return v - v.mean()
> w = Window.partitionBy('id')
> df = df.withColumn('v', subtract_mean(df['v']).over(w))
> # +---+----+
> # | id| v|
> # +---+----+
> # | 1|-0.5|
> # | 1| 0.5|
> # | 2|-3.0|
> # | 2|-1.0|
> # | 2| 4.0|
> # +---+----+{code}
> Which addresses the above downsides.
> * The user only needs to specify the output type of a single column.
> * The column being zscored is decoupled from the udf implementation
> * We only need to send one column to Python worker and concat the result
> with the original dataframe (this is what grouped aggregate is doing already)
>
>
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