## What changes were proposed in this pull request?
This PR implements a new feature - window aggregation Pandas UDF for bounded window.
#### Doc:
https://docs.google.com/document/d/14EjeY5z4-NC27-SmIP9CsMPCANeTcvxN44a7SIJtZPc/edit#heading=h.c87w44wcj3wj
#### Example:
```
from pyspark.sql.functions import pandas_udf, PandasUDFType
from pyspark.sql.window import Window
df = spark.range(0, 10, 2).toDF('v')
w1 = Window.partitionBy().orderBy('v').rangeBetween(-2, 4)
w2 = Window.partitionBy().orderBy('v').rowsBetween(-2, 2)
pandas_udf('double', PandasUDFType.GROUPED_AGG)
def avg(v):
return v.mean()
df.withColumn('v_mean', avg(df['v']).over(w1)).show()
# +---+------+
# | v|v_mean|
# +---+------+
# | 0| 1.0|
# | 2| 2.0|
# | 4| 4.0|
# | 6| 6.0|
# | 8| 7.0|
# +---+------+
df.withColumn('v_mean', avg(df['v']).over(w2)).show()
# +---+------+
# | v|v_mean|
# +---+------+
# | 0| 2.0|
# | 2| 3.0|
# | 4| 4.0|
# | 6| 5.0|
# | 8| 6.0|
# +---+------+
```
#### High level changes:
This PR modifies the existing WindowInPandasExec physical node to deal with unbounded (growing, shrinking and sliding) windows.
* `WindowInPandasExec` now share the same base class as `WindowExec` and share utility functions. See `WindowExecBase`
* `WindowFunctionFrame` now has two new functions `currentLowerBound` and `currentUpperBound` - to return the lower and upper window bound for the current output row. It is also modified to allow `AggregateProcessor` == null. Null aggregator processor is used for `WindowInPandasExec` where we don't have an aggregator and only uses lower and upper bound functions from `WindowFunctionFrame`
* The biggest change is in `WindowInPandasExec`, where it is modified to take `currentLowerBound` and `currentUpperBound` and write those values together with the input data to the python process for rolling window aggregation. See `WindowInPandasExec` for more details.
#### Discussion
In benchmarking, I found numpy variant of the rolling window UDF is much faster than the pandas version:
Spark SQL window function: 20s
Pandas variant: ~80s
Numpy variant: 10s
Numpy variant with numba: 4s
Allowing numpy variant of the vectorized UDFs is something I want to discuss because of the performance improvement, but doesn't have to be in this PR.
## How was this patch tested?
New tests
Closes#22305 from icexelloss/SPARK-24561-bounded-window-udf.
Authored-by: Li Jin <ice.xelloss@gmail.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>
## What changes were proposed in this pull request?
Clean up unconditional import statements and move them to the top.
Conditional imports (pandas, numpy, pyarrow) are left as-is.
## How was this patch tested?
Exising tests.
Closes#23314 from icexelloss/clean-up-test-imports.
Authored-by: Li Jin <ice.xelloss@gmail.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>
## What changes were proposed in this pull request?
This PR continues to break down a big large file into smaller files. See https://github.com/apache/spark/pull/23021. It targets to follow https://github.com/numpy/numpy/tree/master/numpy.
Basically this PR proposes to break down `pyspark/tests.py` into ...:
```
pyspark
...
├── testing
...
│ └── utils.py
├── tests
│ ├── __init__.py
│ ├── test_appsubmit.py
│ ├── test_broadcast.py
│ ├── test_conf.py
│ ├── test_context.py
│ ├── test_daemon.py
│ ├── test_join.py
│ ├── test_profiler.py
│ ├── test_rdd.py
│ ├── test_readwrite.py
│ ├── test_serializers.py
│ ├── test_shuffle.py
│ ├── test_taskcontext.py
│ ├── test_util.py
│ └── test_worker.py
...
```
## How was this patch tested?
Existing tests should cover.
`cd python` and .`/run-tests-with-coverage`. Manually checked they are actually being ran.
Each test (not officially) can be ran via:
```bash
SPARK_TESTING=1 ./bin/pyspark pyspark.tests.test_context
```
Note that if you're using Mac and Python 3, you might have to `OBJC_DISABLE_INITIALIZE_FORK_SAFETY=YES`.
Closes#23033 from HyukjinKwon/SPARK-26036.
Authored-by: hyukjinkwon <gurwls223@apache.org>
Signed-off-by: hyukjinkwon <gurwls223@apache.org>
## What changes were proposed in this pull request?
This is the official first attempt to break huge single `tests.py` file - I did it locally before few times and gave up for some reasons. Now, currently it really makes the unittests super hard to read and difficult to check. To me, it even bothers me to to scroll down the big file. It's one single 7000 lines file!
This is not only readability issue. Since one big test takes most of tests time, the tests don't run in parallel fully - although it will costs to start and stop the context.
We could pick up one example and follow. Given my investigation, the current style looks closer to NumPy structure and looks easier to follow. Please see https://github.com/numpy/numpy/tree/master/numpy.
Basically this PR proposes to break down `pyspark/sql/tests.py` into ...:
```bash
pyspark
...
├── sql
...
│ ├── tests # Includes all tests broken down from 'pyspark/sql/tests.py'
│ │ │ # Each matchs to module in 'pyspark/sql'. Additionally, some logical group can
│ │ │ # be added. For instance, 'test_arrow.py', 'test_datasources.py' ...
│ │ ├── __init__.py
│ │ ├── test_appsubmit.py
│ │ ├── test_arrow.py
│ │ ├── test_catalog.py
│ │ ├── test_column.py
│ │ ├── test_conf.py
│ │ ├── test_context.py
│ │ ├── test_dataframe.py
│ │ ├── test_datasources.py
│ │ ├── test_functions.py
│ │ ├── test_group.py
│ │ ├── test_pandas_udf.py
│ │ ├── test_pandas_udf_grouped_agg.py
│ │ ├── test_pandas_udf_grouped_map.py
│ │ ├── test_pandas_udf_scalar.py
│ │ ├── test_pandas_udf_window.py
│ │ ├── test_readwriter.py
│ │ ├── test_serde.py
│ │ ├── test_session.py
│ │ ├── test_streaming.py
│ │ ├── test_types.py
│ │ ├── test_udf.py
│ │ └── test_utils.py
...
├── testing # Includes testing utils that can be used in unittests.
│ ├── __init__.py
│ └── sqlutils.py
...
```
## How was this patch tested?
Existing tests should cover.
`cd python` and `./run-tests-with-coverage`. Manually checked they are actually being ran.
Each test (not officially) can be ran via:
```
SPARK_TESTING=1 ./bin/pyspark pyspark.sql.tests.test_pandas_udf_scalar
```
Note that if you're using Mac and Python 3, you might have to `OBJC_DISABLE_INITIALIZE_FORK_SAFETY=YES`.
Closes#23021 from HyukjinKwon/SPARK-25344.
Authored-by: hyukjinkwon <gurwls223@apache.org>
Signed-off-by: hyukjinkwon <gurwls223@apache.org>
