spark-instrumented-optimizer/python/docs
Richard Penney 7d0743b493 [SPARK-33678][SQL] Product aggregation function
### Why is this change being proposed?
This patch adds support for a new "product" aggregation function in `sql.functions` which multiplies-together all values in an aggregation group.

This is likely to be useful in statistical applications which involve combining probabilities, or financial applications that involve combining cumulative interest rates, but is also a versatile mathematical operation of similar status to `sum` or `stddev`. Other users [have noted](https://stackoverflow.com/questions/52991640/cumulative-product-in-spark) the absence of such a function in current releases of Spark.

This function is both much more concise than an expression of the form `exp(sum(log(...)))`, and avoids awkward edge-cases associated with some values being zero or negative, as well as being less computationally costly.

### Does this PR introduce _any_ user-facing change?
No - only adds new function.

### How was this patch tested?
Built-in tests have been added for the new `catalyst.expressions.aggregate.Product` class and its invocation via the (scala) `sql.functions.product` function. The latter, and the PySpark wrapper have also been manually tested in spark-shell and pyspark sessions. The SparkR wrapper is currently untested, and may need separate validation (I'm not an "R" user myself).

An illustration of the new functionality, within PySpark is as follows:
```
import pyspark.sql.functions as pf, pyspark.sql.window as pw

df = sqlContext.range(1, 17).toDF("x")
win = pw.Window.partitionBy(pf.lit(1)).orderBy(pf.col("x"))

df.withColumn("factorial", pf.product("x").over(win)).show(20, False)
+---+---------------+
|x  |factorial      |
+---+---------------+
|1  |1.0            |
|2  |2.0            |
|3  |6.0            |
|4  |24.0           |
|5  |120.0          |
|6  |720.0          |
|7  |5040.0         |
|8  |40320.0        |
|9  |362880.0       |
|10 |3628800.0      |
|11 |3.99168E7      |
|12 |4.790016E8     |
|13 |6.2270208E9    |
|14 |8.71782912E10  |
|15 |1.307674368E12 |
|16 |2.0922789888E13|
+---+---------------+
```

Closes #30745 from rwpenney/feature/agg-product.

Lead-authored-by: Richard Penney <rwp@rwpenney.uk>
Co-authored-by: Richard Penney <rwpenney@users.noreply.github.com>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>
2021-03-02 16:51:07 +09:00
..
source [SPARK-33678][SQL] Product aggregation function 2021-03-02 16:51:07 +09:00
make.bat [SPARK-3870] EOL character enforcement 2014-10-31 12:39:52 -07:00
make2.bat [SPARK-33984][PYTHON] Upgrade to Py4J 0.10.9.1 2021-01-04 10:23:38 -08:00
Makefile [SPARK-33984][PYTHON] Upgrade to Py4J 0.10.9.1 2021-01-04 10:23:38 -08:00