walterddr commented on code in PR #9236: URL: https://github.com/apache/pinot/pull/9236#discussion_r953101634
########## pinot-core/src/test/java/org/apache/pinot/queries/CovarianceQueriesTest.java: ########## @@ -0,0 +1,444 @@ +/** + * 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.pinot.queries; + +import java.io.File; +import java.io.IOException; +import java.util.ArrayList; +import java.util.Arrays; +import java.util.List; +import java.util.Random; +import org.apache.commons.io.FileUtils; +import org.apache.commons.math3.stat.correlation.Covariance; +import org.apache.commons.math3.util.Precision; +import org.apache.pinot.common.response.broker.BrokerResponseNative; +import org.apache.pinot.common.response.broker.ResultTable; +import org.apache.pinot.core.common.Operator; +import org.apache.pinot.core.operator.blocks.IntermediateResultsBlock; +import org.apache.pinot.core.operator.query.AggregationGroupByOrderByOperator; +import org.apache.pinot.core.operator.query.AggregationOperator; +import org.apache.pinot.core.query.aggregation.groupby.AggregationGroupByResult; +import org.apache.pinot.segment.local.customobject.CovarianceTuple; +import org.apache.pinot.segment.local.indexsegment.immutable.ImmutableSegmentLoader; +import org.apache.pinot.segment.local.segment.creator.impl.SegmentIndexCreationDriverImpl; +import org.apache.pinot.segment.local.segment.readers.GenericRowRecordReader; +import org.apache.pinot.segment.spi.ImmutableSegment; +import org.apache.pinot.segment.spi.IndexSegment; +import org.apache.pinot.segment.spi.creator.SegmentGeneratorConfig; +import org.apache.pinot.spi.config.table.TableConfig; +import org.apache.pinot.spi.config.table.TableType; +import org.apache.pinot.spi.data.FieldSpec; +import org.apache.pinot.spi.data.Schema; +import org.apache.pinot.spi.data.readers.GenericRow; +import org.apache.pinot.spi.utils.ReadMode; +import org.apache.pinot.spi.utils.builder.TableConfigBuilder; +import org.testng.annotations.AfterClass; +import org.testng.annotations.BeforeClass; +import org.testng.annotations.Test; + +import static org.testng.Assert.assertEquals; +import static org.testng.Assert.assertNotNull; +import static org.testng.Assert.assertTrue; + + +/** + * Queries test for covariance queries. + */ +public class CovarianceQueriesTest extends BaseQueriesTest { + private static final File INDEX_DIR = new File(FileUtils.getTempDirectory(), "CovarianceQueriesTest"); + private static final String RAW_TABLE_NAME = "testTable"; + private static final String SEGMENT_NAME = "testSegment"; + + // test segments 1-4 evenly divide testSegment into 4 distinct segments + private static final String SEGMENT_NAME_1 = "testSegment1"; + private static final String SEGMENT_NAME_2 = "testSegment2"; + private static final String SEGMENT_NAME_3 = "testSegment3"; + private static final String SEGMENT_NAME_4 = "testSegment4"; + + private static final int NUM_RECORDS = 2000; + private static final int NUM_GROUPS = 10; + private static final int MAX_VALUE = 500; + private static final double RELATIVE_EPSILON = 0.0001; + private static final double DELTA = 0.0001; + + private static final String INT_COLUMN_X = "intColumnX"; + private static final String INT_COLUMN_Y = "intColumnY"; + private static final String DOUBLE_COLUMN_X = "doubleColumnX"; + private static final String DOUBLE_COLUMN_Y = "doubleColumnY"; + private static final String LONG_COLUMN = "longColumn"; + private static final String FLOAT_COLUMN = "floatColumn"; + private static final String GROUP_BY_COLUMN = "groupByColumn"; + + private static final Schema SCHEMA = + new Schema.SchemaBuilder().addSingleValueDimension(INT_COLUMN_X, FieldSpec.DataType.INT) + .addSingleValueDimension(INT_COLUMN_Y, FieldSpec.DataType.INT) + .addSingleValueDimension(DOUBLE_COLUMN_X, FieldSpec.DataType.DOUBLE) + .addSingleValueDimension(DOUBLE_COLUMN_Y, FieldSpec.DataType.DOUBLE) + .addSingleValueDimension(LONG_COLUMN, FieldSpec.DataType.LONG) + .addSingleValueDimension(FLOAT_COLUMN, FieldSpec.DataType.FLOAT) + .addSingleValueDimension(GROUP_BY_COLUMN, FieldSpec.DataType.DOUBLE).build(); + private static final TableConfig TABLE_CONFIG = + new TableConfigBuilder(TableType.OFFLINE).setTableName(RAW_TABLE_NAME).build(); + + private IndexSegment _indexSegment; + private List<IndexSegment> _indexSegments; + private List<List<IndexSegment>> _instances; + private int _sumIntX = 0; + private int _sumIntY = 0; + private int _sumIntXY = 0; + + private double _sumDoubleX = 0; + private double _sumDoubleY = 0; + private double _sumDoubleXY = 0; + + private long _sumLong = 0L; + private double _sumFloat = 0; + + private double _sumIntDouble = 0; + private long _sumIntLong = 0L; + private double _sumIntFloat = 0; + private double _sumDoubleLong = 0; + private double _sumDoubleFloat = 0; + private double _sumLongFloat = 0; + + private double _expectedCovIntXY; + private double _expectedCovDoubleXY; + private double _expectedCovIntDouble; + private double _expectedCovIntLong; + private double _expectedCovIntFloat; + private double _expectedCovDoubleLong; + private double _expectedCovDoubleFloat; + private double _expectedCovLongFloat; + + private double _expectedCovWithFilter; + + private CovarianceTuple[] _expectedGroupByResultVer1 = new CovarianceTuple[NUM_GROUPS]; + private CovarianceTuple[] _expectedGroupByResultVer2 = new CovarianceTuple[NUM_GROUPS]; + private double[] _expectedFinalResultVer1 = new double[NUM_GROUPS]; + private double[] _expectedFinalResultVer2 = new double[NUM_GROUPS]; + + @Override + protected String getFilter() { + // filter out half of the rows based on group id + return " WHERE groupByColumn < " + (NUM_GROUPS / 2); + } + + @Override + protected IndexSegment getIndexSegment() { + return _indexSegment; + } + + @Override + protected List<IndexSegment> getIndexSegments() { + return _indexSegments; + } + + @BeforeClass + public void setUp() + throws Exception { + FileUtils.deleteDirectory(INDEX_DIR); + + List<GenericRow> records = new ArrayList<>(NUM_RECORDS); + + Random rand = new Random(); + int[] intColX = rand.ints(NUM_RECORDS, -MAX_VALUE, MAX_VALUE).toArray(); + int[] intColY = rand.ints(NUM_RECORDS, -MAX_VALUE, MAX_VALUE).toArray(); + double[] doubleColX = rand.doubles(NUM_RECORDS, -MAX_VALUE, MAX_VALUE).toArray(); + double[] doubleColY = rand.doubles(NUM_RECORDS, -MAX_VALUE, MAX_VALUE).toArray(); + long[] longCol = rand.longs(NUM_RECORDS, -MAX_VALUE, MAX_VALUE).toArray(); + double[] floatCol = new double[NUM_RECORDS]; + double[] groupByCol = new double[NUM_RECORDS]; + + int groupSize = NUM_RECORDS / NUM_GROUPS; + double sumX = 0; + double sumY = 0; + double sumGroupBy = 0; + double sumXY = 0; + double sumXGroupBy = 0; + int groupByVal = 0; + + for (int i = 0; i < NUM_RECORDS; i++) { + GenericRow record = new GenericRow(); + int intX = intColX[i]; + int intY = intColY[i]; + double doubleX = doubleColX[i]; + double doubleY = doubleColY[i]; + long longVal = longCol[i]; + float floatVal = -MAX_VALUE + rand.nextFloat() * 2 * MAX_VALUE; + + // set up inner segment group by results + groupByVal = (int) Math.floor(i / groupSize); + if (i % groupSize == 0 && groupByVal > 0) { + _expectedGroupByResultVer1[groupByVal - 1] = new CovarianceTuple(sumX, sumGroupBy, sumXGroupBy, groupSize); + _expectedGroupByResultVer2[groupByVal - 1] = new CovarianceTuple(sumX, sumY, sumXY, groupSize); + sumX = 0; + sumY = 0; + sumGroupBy = 0; + sumXY = 0; + sumXGroupBy = 0; + } + + sumX += doubleX; + sumY += doubleY; + sumGroupBy += groupByVal; + sumXY += doubleX * doubleY; + sumXGroupBy += doubleX * groupByVal; + + floatCol[i] = floatVal; + groupByCol[i] = groupByVal; + + // calculate inner segment results + _sumIntX += intX; + _sumIntY += intY; + _sumDoubleX += doubleX; + _sumDoubleY += doubleY; + _sumLong += longVal; + _sumFloat += floatVal; + _sumIntXY += intX * intY; + _sumDoubleXY += doubleX * doubleY; + _sumIntDouble += intX * doubleX; + _sumIntLong += intX * longVal; + _sumIntFloat += intX * floatCol[i]; + _sumDoubleLong += doubleX * longVal; + _sumDoubleFloat += doubleX * floatCol[i]; + _sumLongFloat += longVal * floatCol[i]; + + record.putValue(INT_COLUMN_X, intX); + record.putValue(INT_COLUMN_Y, intY); + record.putValue(DOUBLE_COLUMN_X, doubleX); + record.putValue(DOUBLE_COLUMN_Y, doubleY); + record.putValue(LONG_COLUMN, longVal); + record.putValue(FLOAT_COLUMN, floatVal); + record.putValue(GROUP_BY_COLUMN, groupByVal); + records.add(record); + } + _expectedGroupByResultVer1[groupByVal] = new CovarianceTuple(sumX, sumGroupBy, sumXGroupBy, groupSize); + _expectedGroupByResultVer2[groupByVal] = new CovarianceTuple(sumX, sumY, sumXY, groupSize); + + // calculate inter segment result + Covariance cov = new Covariance(); + double[] newIntColX = Arrays.stream(intColX).asDoubleStream().toArray(); + double[] newIntColY = Arrays.stream(intColY).asDoubleStream().toArray(); + double[] newLongCol = Arrays.stream(longCol).asDoubleStream().toArray(); + _expectedCovIntXY = cov.covariance(newIntColX, newIntColY, false); + _expectedCovDoubleXY = cov.covariance(doubleColX, doubleColY, false); + _expectedCovIntDouble = cov.covariance(newIntColX, doubleColX, false); + _expectedCovIntLong = cov.covariance(newIntColX, newLongCol, false); + _expectedCovIntFloat = cov.covariance(newIntColX, floatCol, false); + _expectedCovDoubleLong = cov.covariance(doubleColX, newLongCol, false); + _expectedCovDoubleFloat = cov.covariance(doubleColX, floatCol, false); + _expectedCovLongFloat = cov.covariance(newLongCol, floatCol, false); + + double[] filteredX = Arrays.copyOfRange(doubleColX, 0, NUM_RECORDS / 2); + double[] filteredY = Arrays.copyOfRange(doubleColY, 0, NUM_RECORDS / 2); + _expectedCovWithFilter = cov.covariance(filteredX, filteredY, false); + + // calculate inter segment group by results + for (int i = 0; i < NUM_GROUPS; i++) { + double[] colX = Arrays.copyOfRange(doubleColX, i * groupSize, (i + 1) * groupSize); + double[] colGroupBy = Arrays.copyOfRange(groupByCol, i * groupSize, (i + 1) * groupSize); + double[] colY = Arrays.copyOfRange(doubleColY, i * groupSize, (i + 1) * groupSize); + _expectedFinalResultVer1[i] = cov.covariance(colX, colGroupBy, false); + _expectedFinalResultVer2[i] = cov.covariance(colX, colY, false); + } + + // generate testSegment + ImmutableSegment immutableSegment = setUpSingleSegment(records, SEGMENT_NAME); + _indexSegment = immutableSegment; + _indexSegments = Arrays.asList(immutableSegment, immutableSegment); + + // divide testSegment into 4 distinct segments for distinct inter segment tests + // by doing so, we can avoid calculating global covariance again + _instances = new ArrayList<>(); + int segmentSize = NUM_RECORDS / 4; + ImmutableSegment immutableSegment1 = setUpSingleSegment(records.subList(0, segmentSize), SEGMENT_NAME_1); + ImmutableSegment immutableSegment2 = + setUpSingleSegment(records.subList(segmentSize, segmentSize * 2), SEGMENT_NAME_2); + ImmutableSegment immutableSegment3 = + setUpSingleSegment(records.subList(segmentSize * 2, segmentSize * 3), SEGMENT_NAME_3); + ImmutableSegment immutableSegment4 = + setUpSingleSegment(records.subList(segmentSize * 3, NUM_RECORDS), SEGMENT_NAME_4); + // generate 2 instances each with 2 distinct segments + _instances.add(Arrays.asList(immutableSegment1, immutableSegment2)); + _instances.add(Arrays.asList(immutableSegment3, immutableSegment4)); + } + + private ImmutableSegment setUpSingleSegment(List<GenericRow> recordSet, String segmentName) + throws Exception { + SegmentGeneratorConfig segmentGeneratorConfig = new SegmentGeneratorConfig(TABLE_CONFIG, SCHEMA); + segmentGeneratorConfig.setTableName(RAW_TABLE_NAME); + segmentGeneratorConfig.setSegmentName(segmentName); + segmentGeneratorConfig.setOutDir(INDEX_DIR.getPath()); + + SegmentIndexCreationDriverImpl driver = new SegmentIndexCreationDriverImpl(); + driver.init(segmentGeneratorConfig, new GenericRowRecordReader(recordSet)); + driver.build(); + + ImmutableSegment immutableSegment = ImmutableSegmentLoader.load(new File(INDEX_DIR, segmentName), ReadMode.mmap); + return immutableSegment; + } + + @Test + public void testAggregationOnly() { + // Inner Segment + String query = "SELECT COV_POP(intColumnX, intColumnY), COV_POP(doubleColumnX, doubleColumnY), COV_POP(intColumnX, " + + "doubleColumnX), " + "COV_POP(intColumnX, longColumn), COV_POP(intColumnX, floatColumn), " + + "COV_POP(doubleColumnX, longColumn), COV_POP(doubleColumnX, floatColumn), COV_POP(longColumn, " + + "floatColumn) FROM testTable"; Review Comment: standard syntax for covariance is `COVAR_POP` see * https://calcite.apache.org/docs/reference.html#aggregate-functions * https://docs.oracle.com/cd/B19306_01/server.102/b14200/functions033.htm -- This is an automated message from the Apache Git Service. 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