spark-instrumented-optimizer/sql/core
Li Jin 86100df54b [SPARK-24561][SQL][PYTHON] User-defined window aggregation functions with Pandas UDF (bounded window)
## 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>
2018-12-18 09:15:21 +08:00
..
benchmarks [SPARK-26337][SQL][TEST] Add benchmark for LongToUnsafeRowMap 2018-12-14 10:50:48 +08:00
src [SPARK-24561][SQL][PYTHON] User-defined window aggregation functions with Pandas UDF (bounded window) 2018-12-18 09:15:21 +08:00
pom.xml [SPARK-25956] Make Scala 2.12 as default Scala version in Spark 3.0 2018-11-14 16:22:23 -08:00