Github user yanboliang commented on a diff in the pull request: https://github.com/apache/spark/pull/18798#discussion_r133111870 --- Diff: mllib/src/main/scala/org/apache/spark/ml/stat/Summarizer.scala --- @@ -0,0 +1,593 @@ +/* + * 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. + */ + +package org.apache.spark.ml.stat + +import java.io._ + +import org.apache.spark.annotation.Since +import org.apache.spark.internal.Logging +import org.apache.spark.ml.linalg.{Vector, Vectors, VectorUDT} +import org.apache.spark.sql.Column +import org.apache.spark.sql.catalyst.InternalRow +import org.apache.spark.sql.catalyst.expressions.{Expression, UnsafeArrayData} +import org.apache.spark.sql.catalyst.expressions.aggregate.{AggregateExpression, Complete, TypedImperativeAggregate} +import org.apache.spark.sql.catalyst.util.ArrayData +import org.apache.spark.sql.functions.lit +import org.apache.spark.sql.types._ + +/** + * A builder object that provides summary statistics about a given column. + * + * Users should not directly create such builders, but instead use one of the methods in + * [[Summarizer]]. + */ +@Since("2.3.0") +abstract class SummaryBuilder { + /** + * Returns an aggregate object that contains the summary of the column with the requested metrics. + * @param featuresCol a column that contains features Vector object. + * @param weightCol a column that contains weight value. + * @return an aggregate column that contains the statistics. The exact content of this + * structure is determined during the creation of the builder. + */ + @Since("2.3.0") + def summary(featuresCol: Column, weightCol: Column): Column + + @Since("2.3.0") + def summary(featuresCol: Column): Column = summary(featuresCol, lit(1.0)) +} + +/** + * Tools for vectorized statistics on MLlib Vectors. + * + * The methods in this package provide various statistics for Vectors contained inside DataFrames. + * + * This class lets users pick the statistics they would like to extract for a given column. Here is + * an example in Scala: + * {{{ + * val dataframe = ... // Some dataframe containing a feature column + * val allStats = dataframe.select(Summarizer.metrics("min", "max").summary($"features")) + * val Row(min_, max_) = allStats.first() + * }}} + * + * If one wants to get a single metric, shortcuts are also available: + * {{{ + * val meanDF = dataframe.select(Summarizer.mean($"features")) + * val Row(mean_) = meanDF.first() + * }}} + * + * Note: Currently, the performance of this interface is about 2x~3x slower then using the RDD + * interface. + */ +@Since("2.3.0") +object Summarizer extends Logging { + + import SummaryBuilderImpl._ + + /** + * Given a list of metrics, provides a builder that it turns computes metrics from a column. + * + * See the documentation of [[Summarizer]] for an example. + * + * The following metrics are accepted (case sensitive): + * - mean: a vector that contains the coefficient-wise mean. + * - variance: a vector tha contains the coefficient-wise variance. + * - count: the count of all vectors seen. + * - numNonzeros: a vector with the number of non-zeros for each coefficients + * - max: the maximum for each coefficient. + * - min: the minimum for each coefficient. + * - normL2: the Euclidian norm for each coefficient. + * - normL1: the L1 norm of each coefficient (sum of the absolute values). + * @param firstMetric the metric being provided + * @param metrics additional metrics that can be provided. + * @return a builder. + * @throws IllegalArgumentException if one of the metric names is not understood. + * + * Note: Currently, the performance of this interface is about 2x~3x slower then using the RDD + * interface. + */ + @Since("2.3.0") + def metrics(firstMetric: String, metrics: String*): SummaryBuilder = { + val (typedMetrics, computeMetrics) = getRelevantMetrics(Seq(firstMetric) ++ metrics) + new SummaryBuilderImpl(typedMetrics, computeMetrics) + } + + def mean(col: Column): Column = getSingleMetric(col, "mean") + + def variance(col: Column): Column = getSingleMetric(col, "variance") + + def count(col: Column): Column = getSingleMetric(col, "count") + + def numNonZeros(col: Column): Column = getSingleMetric(col, "numNonZeros") + + def max(col: Column): Column = getSingleMetric(col, "max") + + def min(col: Column): Column = getSingleMetric(col, "min") + + def normL1(col: Column): Column = getSingleMetric(col, "normL1") + + def normL2(col: Column): Column = getSingleMetric(col, "normL2") + + private def getSingleMetric(col: Column, metric: String): Column = { + val c1 = metrics(metric).summary(col) + c1.getField(metric).as(s"$metric($col)") + } +} + +private[ml] class SummaryBuilderImpl( + requestedMetrics: Seq[SummaryBuilderImpl.Metrics], + requestedCompMetrics: Seq[SummaryBuilderImpl.ComputeMetrics] + ) extends SummaryBuilder { + + override def summary(featuresCol: Column, weightCol: Column): Column = { + + val agg = SummaryBuilderImpl.MetricsAggregate( + requestedMetrics, + requestedCompMetrics, + featuresCol.expr, + weightCol.expr, + mutableAggBufferOffset = 0, + inputAggBufferOffset = 0) + + new Column(AggregateExpression(agg, mode = Complete, isDistinct = false)) + } +} + +private[ml] +object SummaryBuilderImpl extends Logging { + + def implementedMetrics: Seq[String] = allMetrics.map(_._1).sorted + + @throws[IllegalArgumentException]("When the list is empty or not a subset of known metrics") + def getRelevantMetrics(requested: Seq[String]): (Seq[Metrics], Seq[ComputeMetrics]) = { + val all = requested.map { req => + val (_, metric, _, deps) = allMetrics.find(tup => tup._1 == req).getOrElse { + throw new IllegalArgumentException(s"Metric $req cannot be found." + + s" Valid metrics are $implementedMetrics") + } + metric -> deps + } + // Do not sort, otherwise the user has to look the schema to see the order that it + // is going to be given in. + val metrics = all.map(_._1) + val computeMetrics = all.flatMap(_._2).distinct.sortBy(_.toString) + metrics -> computeMetrics + } + + def structureForMetrics(metrics: Seq[Metrics]): StructType = { + val dct = allMetrics.map { case (n, m, dt, _) => (m, (n, dt)) }.toMap + val fields = metrics.map(dct.apply).map { case (n, dt) => + StructField(n, dt, nullable = false) + } + StructType(fields) + } + + private val arrayDType = ArrayType(DoubleType, containsNull = false) + private val arrayLType = ArrayType(LongType, containsNull = false) + + /** + * All the metrics that can be currently computed by Spark for vectors. + * + * This list associates the user name, the internal (typed) name, and the list of computation + * metrics that need to de computed internally to get the final result. + */ + private val allMetrics: Seq[(String, Metrics, DataType, Seq[ComputeMetrics])] = Seq( + ("mean", Mean, arrayDType, Seq(ComputeMean, ComputeWeightSum)), + ("variance", Variance, arrayDType, Seq(ComputeWeightSum, ComputeMean, ComputeM2n)), + ("count", Count, LongType, Seq()), + ("numNonZeros", NumNonZeros, arrayLType, Seq(ComputeNNZ)), + ("max", Max, arrayDType, Seq(ComputeMax, ComputeNNZ)), + ("min", Min, arrayDType, Seq(ComputeMin, ComputeNNZ)), + ("normL2", NormL2, arrayDType, Seq(ComputeM2)), + ("normL1", NormL1, arrayDType, Seq(ComputeL1)) + ) + + /** + * The metrics that are currently implemented. + */ + sealed trait Metrics extends Serializable + case object Mean extends Metrics --- End diff -- Should we keep these case objects private?
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