@Internal public class VarianceFn<T extends java.lang.Number> extends Combine.CombineFn<T,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T>
Combine.CombineFn
for Variance on Number
types.
Calculates Population Variance and Sample Variance using incremental formulas described, for example, by Chan, Golub, and LeVeque in "Algorithms for computing the sample variance: analysis and recommendations", The American Statistician, 37 (1983) pp. 242--247.
If variance is defined like this:
(x[1], ... , x[n])
mean(x) = sum(x) / n
i
th element from the current mean: deviation(x, i) = x[i] -
mean(n)
variance(x) = deviation(x, 1)^2 + ... + deviation(x, n)^2
Then variance of combined input of 2 samples (x[1], ... , x[n])
and (y[1], ...
, y[m])
is calculated using this formula:
variance(concat(x,y)) = variance(x) + variance(y) + increment
, where:
increment = m/(n(m+n)) * (n/m * sum(x) - sum(y))^2
This is also applicable for a single element increment, assuming that variance of a single element input is zero
To implement the above formula we keep track of the current variation, sum, and count of elements, and then use the formula whenever new element comes or we need to merge variances for 2 samples.
Modifier and Type | Method and Description |
---|---|
org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator |
addInput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator currentVariance,
T rawInput)
Adds the given input value to the given accumulator, returning the new accumulator value.
|
org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator |
createAccumulator()
Returns a new, mutable accumulator value, representing the accumulation of zero input values.
|
T |
extractOutput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator accumulator)
Returns the output value that is the result of combining all the input values represented by
the given accumulator.
|
java.lang.reflect.TypeVariable<?> |
getAccumTVariable()
Returns the
TypeVariable of AccumT . |
Coder<org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator> |
getAccumulatorCoder(CoderRegistry registry,
Coder<T> inputCoder)
Returns the
Coder to use for accumulator AccumT values, or null if it is not
able to be inferred. |
Coder<OutputT> |
getDefaultOutputCoder(CoderRegistry registry,
Coder<InputT> inputCoder)
Returns the
Coder to use by default for output OutputT values, or null if it
is not able to be inferred. |
java.lang.String |
getIncompatibleGlobalWindowErrorMessage()
Returns the error message for not supported default values in Combine.globally().
|
java.lang.reflect.TypeVariable<?> |
getInputTVariable()
Returns the
TypeVariable of InputT . |
java.lang.reflect.TypeVariable<?> |
getOutputTVariable()
Returns the
TypeVariable of OutputT . |
org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator |
mergeAccumulators(java.lang.Iterable<org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator> variances)
Returns an accumulator representing the accumulation of all the input values accumulated in
the merging accumulators.
|
static <V extends java.lang.Number> |
newPopulation(Schema.TypeName typeName) |
static <V extends java.lang.Number> |
newPopulation(SerializableFunction<java.math.BigDecimal,V> decimalConverter) |
static <V extends java.lang.Number> |
newSample(Schema.TypeName typeName) |
static <V extends java.lang.Number> |
newSample(SerializableFunction<java.math.BigDecimal,V> decimalConverter) |
void |
populateDisplayData(DisplayData.Builder builder)
Register display data for the given transform or component.
|
apply, compact, defaultValue, getInputType, getOutputType
public static <V extends java.lang.Number> VarianceFn newPopulation(Schema.TypeName typeName)
public static <V extends java.lang.Number> VarianceFn newPopulation(SerializableFunction<java.math.BigDecimal,V> decimalConverter)
public static <V extends java.lang.Number> VarianceFn newSample(Schema.TypeName typeName)
public static <V extends java.lang.Number> VarianceFn newSample(SerializableFunction<java.math.BigDecimal,V> decimalConverter)
public org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator createAccumulator()
Combine.CombineFn
createAccumulator
in class Combine.CombineFn<T extends java.lang.Number,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T extends java.lang.Number>
public org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator addInput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator currentVariance, T rawInput)
Combine.CombineFn
addInput
in class Combine.CombineFn<T extends java.lang.Number,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T extends java.lang.Number>
currentVariance
- may be modified and returned for efficiencyrawInput
- should not be mutatedpublic org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator mergeAccumulators(java.lang.Iterable<org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator> variances)
Combine.CombineFn
mergeAccumulators
in class Combine.CombineFn<T extends java.lang.Number,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T extends java.lang.Number>
variances
- only the first accumulator may be modified and returned for efficiency;
the other accumulators should not be mutated, because they may be shared with other code
and mutating them could lead to incorrect results or data corruption.public Coder<org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator> getAccumulatorCoder(CoderRegistry registry, Coder<T> inputCoder)
CombineFnBase.GlobalCombineFn
Coder
to use for accumulator AccumT
values, or null if it is not
able to be inferred.
By default, uses the knowledge of the Coder
being used for InputT
values
and the enclosing Pipeline
's CoderRegistry
to try to infer the Coder for
AccumT
values.
This is the Coder used to send data through a communication-intensive shuffle step, so a compact and efficient representation may have significant performance benefits.
getAccumulatorCoder
in interface CombineFnBase.GlobalCombineFn<T extends java.lang.Number,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T extends java.lang.Number>
public T extractOutput(org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator accumulator)
Combine.CombineFn
extractOutput
in class Combine.CombineFn<T extends java.lang.Number,org.apache.beam.sdk.extensions.sql.impl.transform.agg.VarianceAccumulator,T extends java.lang.Number>
accumulator
- can be modified for efficiencypublic Coder<OutputT> getDefaultOutputCoder(CoderRegistry registry, Coder<InputT> inputCoder) throws CannotProvideCoderException
CombineFnBase.GlobalCombineFn
Coder
to use by default for output OutputT
values, or null if it
is not able to be inferred.
By default, uses the knowledge of the Coder
being used for input InputT
values and the enclosing Pipeline
's CoderRegistry
to try to infer the Coder
for OutputT
values.
getDefaultOutputCoder
in interface CombineFnBase.GlobalCombineFn<InputT,AccumT,OutputT>
CannotProvideCoderException
public java.lang.String getIncompatibleGlobalWindowErrorMessage()
CombineFnBase.GlobalCombineFn
getIncompatibleGlobalWindowErrorMessage
in interface CombineFnBase.GlobalCombineFn<InputT,AccumT,OutputT>
public java.lang.reflect.TypeVariable<?> getInputTVariable()
TypeVariable
of InputT
.public java.lang.reflect.TypeVariable<?> getAccumTVariable()
TypeVariable
of AccumT
.public java.lang.reflect.TypeVariable<?> getOutputTVariable()
TypeVariable
of OutputT
.public void populateDisplayData(DisplayData.Builder builder)
populateDisplayData(DisplayData.Builder)
is invoked by Pipeline runners to collect
display data via DisplayData.from(HasDisplayData)
. Implementations may call super.populateDisplayData(builder)
in order to register display data in the current namespace,
but should otherwise use subcomponent.populateDisplayData(builder)
to use the namespace
of the subcomponent.
By default, does not register any display data. Implementors may override this method to provide their own display data.
populateDisplayData
in interface HasDisplayData
builder
- The builder to populate with display data.HasDisplayData