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

["Sean R. Owen (Jira)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-33678?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17245275#comment-17245275 ] 

Sean R. Owen commented on SPARK-33678:
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Hm, on the contrary, operating in log space is generally more numerically stable for very small numbers. You can use log1p for better accuracy around 1 if desired. But yes you're right this can't work with nonpositive numbers. What's the use case though that involves non-positive values? the one I can think of is the one you mention, multiplying probabilities.

> 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
>            Priority: Minor
>
> 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 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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