[jira] [Created] (SPARK-33678) Numerical product aggregation

["Richard Penney (Jira)" <ji...@apache.org>]

Richard Penney created SPARK-33678:
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             Summary: Numerical product aggregation
                 Key: SPARK-33678
                 URL: https://issues.apache.org/jira/browse/SPARK-33678
             Project: Spark
          Issue Type: Improvement
          Components: SQL
    Affects Versions: 3.1.0
            Reporter: Richard Penney


There is currently no facility in `spark.sql.functions` to allow computation of the product of all numbers in a grouping expression. Such a facility would likely be useful when computing statistical quantities such as the combined probability of a set of independent events, or in financial applications when calculating a cumulative interest rate.

Although it is certainly possible to achieve this by an expression of the form `exp(log(sum(column)))`, this has a number of significant drawbacks:
 * It involves computationally costly functions (exp, log)
 * It is much more verbose than something like `product(column)`
 * It is more prone to numerical inaccuracies when handling quantities that are close to one than by directly multiplying a set of numbers
 * It will not handle negative numbers cleanly

I am currently developing an addition to `sql.functions`, which involves [a new Catalyst aggregation expression|[https://github.com/rwpenney/spark/blob/feature/agg-product/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/Product.scala].] This needs some additional testing, and I hope to issue a pull-request soon.



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