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Posted to jira@arrow.apache.org by "Yibo Cai (Jira)" <ji...@apache.org> on 2021/02/23 11:02:00 UTC
[jira] [Commented] (ARROW-11567) [C++][Compute] Variance kernel has
precision issue
[ https://issues.apache.org/jira/browse/ARROW-11567?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17289011#comment-17289011 ]
Yibo Cai commented on ARROW-11567:
----------------------------------
Numpy looks is using pariwise summation algorithm which has better precision.
numpy source code:
https://github.com/numpy/numpy/blob/ce82028409c1147a6df62d8f7437e0a9262ee2b7/numpy/core/src/umath/loops_utils.h.src#L78
pairwise summation:
https://en.wikipedia.org/wiki/Pairwise_summation
> [C++][Compute] Variance kernel has precision issue
> --------------------------------------------------
>
> Key: ARROW-11567
> URL: https://issues.apache.org/jira/browse/ARROW-11567
> Project: Apache Arrow
> Issue Type: Bug
> Components: C++
> Affects Versions: 3.0.0
> Reporter: Yibo Cai
> Assignee: Yibo Cai
> Priority: Major
>
> For long arrays, variance kernel is not accurate compared with numpy. See below example.
> {noformat}
> In [1]: import numpy as np
> In [2]: import pyarrow.compute as pc
> In [3]: t = np.arange(321000, dtype='float')
> In [4]: np.var(t)
> Out[4]: 8586749999.916667
> In [5]: pc.variance(t)
> Out[5]: <pyarrow.DoubleScalar: 8586749999.899047>
> {noformat}
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