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[SPARK-44871][SQL] Fix percentile_disc behaviour #42559

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[SPARK-44871][SQL] Fix percentile_disc behaviour #42559

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ac423c0
[SPARK-44871][SQL] Fix PERCENTILE_DISC behaviour
peter-toth Aug 18, 2023
1d9f1a0
minor improvement
peter-toth Aug 18, 2023
5ab5084
add comments
peter-toth Aug 18, 2023
da83c65
combine tests
peter-toth Aug 18, 2023
93a018c
better config description
peter-toth Aug 19, 2023
18639c6
move legacy flag to class param, refactor code
peter-toth Aug 21, 2023
ca1d971
change legacy config version to earliest active release version
peter-toth Aug 21, 2023
82bbdc9
add legacy test case
peter-toth Aug 21, 2023
50aead0
regenerate golden files
peter-toth Aug 21, 2023
6cd697c
Merge branch 'master' into SPARK-44871-fix-percentile-disc-behaviour
peter-toth Aug 22, 2023
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28 changes: 26 additions & 2 deletions ...lyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/percentiles.scala
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Expand Up @@ -28,6 +28,7 @@ import org.apache.spark.sql.catalyst.trees.{BinaryLike, TernaryLike, UnaryLike}
import org.apache.spark.sql.catalyst.types.PhysicalDataType
import org.apache.spark.sql.catalyst.util._
import org.apache.spark.sql.errors.QueryExecutionErrors
import org.apache.spark.sql.internal.SQLConf
import org.apache.spark.sql.types._
import org.apache.spark.sql.types.TypeCollection.NumericAndAnsiInterval
import org.apache.spark.util.collection.OpenHashMap
Expand All @@ -49,6 +50,9 @@ abstract class PercentileBase
@transient
private lazy val returnPercentileArray = percentageExpression.dataType.isInstanceOf[ArrayType]

private val legacyDiscCalculation: Boolean =
SQLConf.get.getConf(SQLConf.LEGACY_PERCENTILE_DISC_CALCULATION)
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This might not work well, see:

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Ah ok, thanks. I will move this to class param then.

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I've refactored the PR a bit so that only PercentileDisc requires the new legacy flag.


@transient
protected lazy val percentages = percentageExpression.eval() match {
case null => null
Expand Down Expand Up @@ -164,10 +168,14 @@ abstract class PercentileBase
val accumulatedCounts = sortedCounts.scanLeft((sortedCounts.head._1, 0L)) {
case ((key1, count1), (key2, count2)) => (key2, count1 + count2)
}.tail
val maxPosition = accumulatedCounts.last._2 - 1
val maxPosition = accumulatedCounts.last._2

percentages.map { percentile =>
getPercentile(accumulatedCounts, maxPosition * percentile)
if (discrete && !legacyDiscCalculation) {
getPercentileDisc(accumulatedCounts, maxPosition * percentile)
} else {
getPercentile(accumulatedCounts, (maxPosition - 1) * percentile)
}
}
}

Expand Down Expand Up @@ -215,13 +223,29 @@ abstract class PercentileBase
}

if (discrete) {
// We end up here only if spark.sql.legacy.percentileDiscCalculation=true
toDoubleValue(lowerKey)
} else {
// Linear interpolation to get the exact percentile
(higher - position) * toDoubleValue(lowerKey) + (position - lower) * toDoubleValue(higherKey)
}
}
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Can we add a comment in the old getPercentile discrete codepath that it's only used when the legacy flag is set


// `percentile_disc(p)` returns the value with the smallest `cume_dist()` value given that is
// greater than or equal to `p` so `position` here is `p` adjusted by `maxPosition`.
private def getPercentileDisc(
accumulatedCounts: Seq[(AnyRef, Long)],
position: Double): Double = {
val higher = position.ceil.toLong

// Use binary search to find the higher position.
val countsArray = accumulatedCounts.map(_._2).toArray[Long]
val higherIndex = binarySearchCount(countsArray, 0, accumulatedCounts.size, higher)
val higherKey = accumulatedCounts(higherIndex)._1

toDoubleValue(higherKey)
}

/**
* use a binary search to find the index of the position closest to the current value.
*/
Expand Down
7 changes: 7 additions & 0 deletions sql/catalyst/src/main/scala/org/apache/spark/sql/internal/SQLConf.scala
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Expand Up @@ -4368,6 +4368,13 @@ object SQLConf {
.booleanConf
.createWithDefault(true)

val LEGACY_PERCENTILE_DISC_CALCULATION = buildConf("spark.sql.legacy.percentileDiscCalculation")
.internal()
.doc("If true the old bogus percentile_disc calculation is used.")
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Maybe adding a bit more explanation on what is the legacy behavior so in the future people do not need to go back to this PR to understand the context?

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Added in 93a018c.

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Thanks!

.version("4.0.0")
.booleanConf
.createWithDefault(false)

/**
* Holds information about keys that have been deprecated.
*
Expand Down
80 changes: 80 additions & 0 deletions sql/core/src/test/resources/sql-tests/analyzer-results/percentiles.sql.out
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Expand Up @@ -760,3 +760,83 @@ Sort [k#x ASC NULLS FIRST], true
+- Project [k#x, dt#x, ym#x, dt2#x]
+- SubqueryAlias intervals
+- LocalRelation [k#x, dt#x, ym#x, dt2#x]


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0) AS v(a)
-- !query analysis
Aggregate [percentile_disc(a#x, cast(0.0 as double), false, 0, 0) AS p0#x, percentile_disc(a#x, cast(0.1 as double), false, 0, 0) AS p1#x, percentile_disc(a#x, cast(0.2 as double), false, 0, 0) AS p2#x, percentile_disc(a#x, cast(0.3 as double), false, 0, 0) AS p3#x, percentile_disc(a#x, cast(0.4 as double), false, 0, 0) AS p4#x, percentile_disc(a#x, cast(0.5 as double), false, 0, 0) AS p5#x, percentile_disc(a#x, cast(0.6 as double), false, 0, 0) AS p6#x, percentile_disc(a#x, cast(0.7 as double), false, 0, 0) AS p7#x, percentile_disc(a#x, cast(0.8 as double), false, 0, 0) AS p8#x, percentile_disc(a#x, cast(0.9 as double), false, 0, 0) AS p9#x, percentile_disc(a#x, cast(1.0 as double), false, 0, 0) AS p10#x]
+- SubqueryAlias v
+- LocalRelation [a#x]


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1) AS v(a)
-- !query analysis
Aggregate [percentile_disc(a#x, cast(0.0 as double), false, 0, 0) AS p0#x, percentile_disc(a#x, cast(0.1 as double), false, 0, 0) AS p1#x, percentile_disc(a#x, cast(0.2 as double), false, 0, 0) AS p2#x, percentile_disc(a#x, cast(0.3 as double), false, 0, 0) AS p3#x, percentile_disc(a#x, cast(0.4 as double), false, 0, 0) AS p4#x, percentile_disc(a#x, cast(0.5 as double), false, 0, 0) AS p5#x, percentile_disc(a#x, cast(0.6 as double), false, 0, 0) AS p6#x, percentile_disc(a#x, cast(0.7 as double), false, 0, 0) AS p7#x, percentile_disc(a#x, cast(0.8 as double), false, 0, 0) AS p8#x, percentile_disc(a#x, cast(0.9 as double), false, 0, 0) AS p9#x, percentile_disc(a#x, cast(1.0 as double), false, 0, 0) AS p10#x]
+- SubqueryAlias v
+- LocalRelation [a#x]


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2) AS v(a)
-- !query analysis
Aggregate [percentile_disc(a#x, cast(0.0 as double), false, 0, 0) AS p0#x, percentile_disc(a#x, cast(0.1 as double), false, 0, 0) AS p1#x, percentile_disc(a#x, cast(0.2 as double), false, 0, 0) AS p2#x, percentile_disc(a#x, cast(0.3 as double), false, 0, 0) AS p3#x, percentile_disc(a#x, cast(0.4 as double), false, 0, 0) AS p4#x, percentile_disc(a#x, cast(0.5 as double), false, 0, 0) AS p5#x, percentile_disc(a#x, cast(0.6 as double), false, 0, 0) AS p6#x, percentile_disc(a#x, cast(0.7 as double), false, 0, 0) AS p7#x, percentile_disc(a#x, cast(0.8 as double), false, 0, 0) AS p8#x, percentile_disc(a#x, cast(0.9 as double), false, 0, 0) AS p9#x, percentile_disc(a#x, cast(1.0 as double), false, 0, 0) AS p10#x]
+- SubqueryAlias v
+- LocalRelation [a#x]


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2), (3), (4) AS v(a)
-- !query analysis
Aggregate [percentile_disc(a#x, cast(0.0 as double), false, 0, 0) AS p0#x, percentile_disc(a#x, cast(0.1 as double), false, 0, 0) AS p1#x, percentile_disc(a#x, cast(0.2 as double), false, 0, 0) AS p2#x, percentile_disc(a#x, cast(0.3 as double), false, 0, 0) AS p3#x, percentile_disc(a#x, cast(0.4 as double), false, 0, 0) AS p4#x, percentile_disc(a#x, cast(0.5 as double), false, 0, 0) AS p5#x, percentile_disc(a#x, cast(0.6 as double), false, 0, 0) AS p6#x, percentile_disc(a#x, cast(0.7 as double), false, 0, 0) AS p7#x, percentile_disc(a#x, cast(0.8 as double), false, 0, 0) AS p8#x, percentile_disc(a#x, cast(0.9 as double), false, 0, 0) AS p9#x, percentile_disc(a#x, cast(1.0 as double), false, 0, 0) AS p10#x]
+- SubqueryAlias v
+- LocalRelation [a#x]
59 changes: 58 additions & 1 deletion sql/core/src/test/resources/sql-tests/inputs/percentiles.sql
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Expand Up @@ -299,4 +299,61 @@ SELECT
percentile_cont(0.5) WITHIN GROUP (ORDER BY dt2)
FROM intervals
GROUP BY k
ORDER BY k;
ORDER BY k;

-- SPARK-44871: Fix percentile_disc behaviour
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0) AS v(a);

SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1) AS v(a);

SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2) AS v(a);

SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2), (3), (4) AS v(a);
80 changes: 80 additions & 0 deletions sql/core/src/test/resources/sql-tests/results/percentiles.sql.out
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Expand Up @@ -730,3 +730,83 @@ struct<k:int,median(dt2):interval day to second,percentile(dt2, 0.5, 1):interval
2 0 00:22:30.000000000 0 00:22:30.000000000 0 00:22:30.000000000
3 0 01:00:00.000000000 0 01:00:00.000000000 0 01:00:00.000000000
4 NULL NULL NULL


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0) AS v(a)
-- !query schema
struct<p0:double,p1:double,p2:double,p3:double,p4:double,p5:double,p6:double,p7:double,p8:double,p9:double,p10:double>
-- !query output
0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1) AS v(a)
-- !query schema
struct<p0:double,p1:double,p2:double,p3:double,p4:double,p5:double,p6:double,p7:double,p8:double,p9:double,p10:double>
-- !query output
0.0 0.0 0.0 0.0 0.0 0.0 1.0 1.0 1.0 1.0 1.0


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2) AS v(a)
-- !query schema
struct<p0:double,p1:double,p2:double,p3:double,p4:double,p5:double,p6:double,p7:double,p8:double,p9:double,p10:double>
-- !query output
0.0 0.0 0.0 0.0 1.0 1.0 1.0 2.0 2.0 2.0 2.0


-- !query
SELECT
percentile_disc(0.0) WITHIN GROUP (ORDER BY a) as p0,
percentile_disc(0.1) WITHIN GROUP (ORDER BY a) as p1,
percentile_disc(0.2) WITHIN GROUP (ORDER BY a) as p2,
percentile_disc(0.3) WITHIN GROUP (ORDER BY a) as p3,
percentile_disc(0.4) WITHIN GROUP (ORDER BY a) as p4,
percentile_disc(0.5) WITHIN GROUP (ORDER BY a) as p5,
percentile_disc(0.6) WITHIN GROUP (ORDER BY a) as p6,
percentile_disc(0.7) WITHIN GROUP (ORDER BY a) as p7,
percentile_disc(0.8) WITHIN GROUP (ORDER BY a) as p8,
percentile_disc(0.9) WITHIN GROUP (ORDER BY a) as p9,
percentile_disc(1.0) WITHIN GROUP (ORDER BY a) as p10
FROM VALUES (0), (1), (2), (3), (4) AS v(a)
-- !query schema
struct<p0:double,p1:double,p2:double,p3:double,p4:double,p5:double,p6:double,p7:double,p8:double,p9:double,p10:double>
-- !query output
0.0 0.0 0.0 1.0 1.0 2.0 2.0 3.0 3.0 4.0 4.0
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These results are verified with MSSQL and PostgreSQL.