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Online algorithm for regr_sxy

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mariadb-AndreyPiskunov
2022-09-01 20:39:59 +03:00
committed by Leonid Fedorov
parent 4630db9206
commit 6ffa0000da
2 changed files with 46 additions and 24 deletions
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68
utils/regr/regr_sxy.cpp
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@ -39,9 +39,9 @@ static Add_regr_sxy_ToUDAFMap addToMap;
struct regr_sxy_data
{
uint64_t cnt;
long double sumx;
long double sumy;
long double sumxy; // sum of x * y
long double avgx;
long double avgy;
long double cxy;
};
mcsv1_UDAF::ReturnCode regr_sxy::init(mcsv1Context* context, ColumnDatum* colTypes)
@ -74,9 +74,9 @@ mcsv1_UDAF::ReturnCode regr_sxy::reset(mcsv1Context* context)
{
struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
data->cnt = 0;
data->sumx = 0.0;
data->sumy = 0.0;
data->sumxy = 0.0;
data->avgx = 0.0;
data->avgy = 0.0;
data->cxy = 0.0;
return mcsv1_UDAF::SUCCESS;
}
@ -85,15 +85,18 @@ mcsv1_UDAF::ReturnCode regr_sxy::nextValue(mcsv1Context* context, ColumnDatum* v
double valy = toDouble(valsIn[0]);
double valx = toDouble(valsIn[1]);
struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
data->sumy += valy;
data->sumx += valx;
data->sumxy += valx * valy;
long double avgyPrev = data->avgy;
long double avgxPrev = data->avgx;
long double cxyPrev = data->cxy;
++data->cnt;
uint64_t cnt = data->cnt;
long double dx = valx - avgxPrev;
avgyPrev += (valy - avgyPrev)/cnt;
avgxPrev += dx / cnt;
cxyPrev += dx * (valy - avgyPrev);
data->avgx = avgxPrev;
data->avgy = avgyPrev;
data->cxy = cxyPrev;
return mcsv1_UDAF::SUCCESS;
}
@ -107,10 +110,27 @@ mcsv1_UDAF::ReturnCode regr_sxy::subEvaluate(mcsv1Context* context, const UserDa
struct regr_sxy_data* outData = (struct regr_sxy_data*)context->getUserData()->data;
struct regr_sxy_data* inData = (struct regr_sxy_data*)userDataIn->data;
outData->sumx += inData->sumx;
outData->sumy += inData->sumy;
outData->sumxy += inData->sumxy;
outData->cnt += inData->cnt;
uint64_t outCnt = outData->cnt;
long double outAvgx = outData->avgx;
long double outAvgy = outData->avgy;
long double outCxy = outData->cxy;
uint64_t inCnt = inData->cnt;
long double inAvgx = inData->avgx;
long double inAvgy = inData->avgy;
long double inCxy = inData->cxy;
uint64_t resCnt = inCnt + outCnt;
long double deltax = outAvgx - inAvgx;
long double deltay = outAvgy - inAvgy;
long double resAvgx = inAvgx + deltax * outCnt / resCnt;
long double resAvgy = inAvgy + deltay * outCnt / resCnt;
long double resCxy = outCxy + inCxy + deltax * deltay * inCnt * outCnt / resCnt;
outData->avgx = resAvgx;
outData->avgy = resAvgy;
outData->cxy = resCxy;
outData->cnt = resCnt;
return mcsv1_UDAF::SUCCESS;
}
@ -120,25 +140,27 @@ mcsv1_UDAF::ReturnCode regr_sxy::evaluate(mcsv1Context* context, static_any::any
struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
long double N = data->cnt;
if (N > 0)
{
long double regr_sxy = (data->sumxy - ((data->sumx * data->sumy) / N));
long double regr_sxy = data->cxy;
valOut = static_cast<double>(regr_sxy);
}
return mcsv1_UDAF::SUCCESS;
}
/*
mcsv1_UDAF::ReturnCode regr_sxy::dropValue(mcsv1Context* context, ColumnDatum* valsDropped)
{
double valy = toDouble(valsDropped[0]);
double valx = toDouble(valsDropped[1]);
struct regr_sxy_data* data = (struct regr_sxy_data*)context->getUserData()->data;
data->sumy -= valy;
data->avgy -= valy;
data->sumx -= valx;
data->avgx -= valx;
data->sumxy -= valx * valy;
data->cxy -= valx * valy;
--data->cnt;
return mcsv1_UDAF::SUCCESS;
}
*/

2
utils/regr/regr_sxy.h
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@ -70,7 +70,7 @@ class regr_sxy : public mcsv1_UDAF
virtual ReturnCode evaluate(mcsv1Context* context, static_any::any& valOut);
virtual ReturnCode dropValue(mcsv1Context* context, ColumnDatum* valsDropped);
// virtual ReturnCode dropValue(mcsv1Context* context, ColumnDatum* valsDropped);
protected:
};