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Posted to issues@spark.apache.org by "Apache Spark (Jira)" <ji...@apache.org> on 2021/10/08 11:28:00 UTC
[jira] [Commented] (SPARK-33678) Numerical product aggregation
[ https://issues.apache.org/jira/browse/SPARK-33678?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17426118#comment-17426118 ]
Apache Spark commented on SPARK-33678:
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User 'AngersZhuuuu' has created a pull request for this issue:
https://github.com/apache/spark/pull/34223
> Numerical product aggregation
> -----------------------------
>
> Key: SPARK-33678
> URL: https://issues.apache.org/jira/browse/SPARK-33678
> Project: Spark
> Issue Type: Improvement
> Components: SQL
> Affects Versions: 2.4.7, 3.0.0, 3.1.0
> Reporter: Richard Penney
> Assignee: Richard Penney
> Priority: Minor
> Fix For: 3.2.0
>
>
> 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 emulate this by an expression of the form {{exp(sum(log(column)))}}, this has a number of significant drawbacks:
> * It involves computationally costly functions (exp, log)
> * It is 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 zeros or negative numbers cleanly
> I am currently developing an addition to {{sql.functions}}, which involvesĀ [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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