mirror of https://github.com/apache/lucene.git
SOLR-11570: Add support for correlation matrices to the corr Stream Evaluator
This commit is contained in:
parent
c3513e9281
commit
59360b4617
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@ -204,8 +204,6 @@ public class StreamHandler extends RequestHandlerBase implements SolrCoreAware,
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.withFunctionName("copyOf", CopyOfEvaluator.class)
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.withFunctionName("cov", CovarianceEvaluator.class)
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.withFunctionName("corr", CorrelationEvaluator.class)
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.withFunctionName("kendallsCorr", KendallsCorrelationEvaluator.class)
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.withFunctionName("spearmansCorr", SpearmansCorrelationEvaluator.class)
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.withFunctionName("describe", DescribeEvaluator.class)
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.withFunctionName("distance", EuclideanDistanceEvaluator.class)
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.withFunctionName("manhattanDistance", ManhattanDistanceEvaluator.class)
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@ -283,6 +281,7 @@ public class StreamHandler extends RequestHandlerBase implements SolrCoreAware,
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.withFunctionName("sumRows", SumRowsEvaluator.class)
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.withFunctionName("sumColumns", SumColumnsEvaluator.class)
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.withFunctionName("diff", TimeDifferencingEvaluator.class)
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.withFunctionName("corrPValues", CorrelationSignificanceEvaluator.class)
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// Boolean Stream Evaluators
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@ -21,37 +21,118 @@ import java.math.BigDecimal;
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import java.util.List;
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import java.util.Locale;
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import org.apache.commons.math3.linear.Array2DRowRealMatrix;
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import org.apache.commons.math3.linear.RealMatrix;
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import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
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import org.apache.commons.math3.stat.correlation.KendallsCorrelation;
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import org.apache.commons.math3.stat.correlation.SpearmansCorrelation;
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import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
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import org.apache.solr.client.solrj.io.stream.expr.StreamExpressionNamedParameter;
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import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
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public class CorrelationEvaluator extends RecursiveNumericEvaluator implements TwoValueWorker {
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public class CorrelationEvaluator extends RecursiveObjectEvaluator implements ManyValueWorker {
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protected static final long serialVersionUID = 1L;
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public enum CorrelationType {pearsons, kendalls, spearmans}
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private CorrelationType type;
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public CorrelationEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
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super(expression, factory);
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List<StreamExpressionNamedParameter> namedParams = factory.getNamedOperands(expression);
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if(namedParams.size() > 0) {
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if (namedParams.size() > 1) {
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throw new IOException("corr function expects only one named parameter 'type'.");
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}
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StreamExpressionNamedParameter namedParameter = namedParams.get(0);
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String name = namedParameter.getName();
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if (!name.equalsIgnoreCase("type")) {
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throw new IOException("corr function expects only one named parameter 'type'.");
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}
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String typeParam = namedParameter.getParameter().toString().trim();
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this.type= CorrelationType.valueOf(typeParam);
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} else {
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this.type = CorrelationType.pearsons;
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}
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}
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@Override
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public Object doWork(Object first, Object second) throws IOException{
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if(null == first){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory)));
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}
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if(null == second){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory)));
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}
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if(!(first instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the first value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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if(!(second instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the second value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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public Object doWork(Object ... values) throws IOException{
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PearsonsCorrelation pearsonsCorrelation = new PearsonsCorrelation();
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return pearsonsCorrelation.correlation(
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((List)first).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray(),
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((List)second).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray()
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);
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if(values.length == 2) {
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Object first = values[0];
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Object second = values[1];
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if (null == first) {
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throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - null found for the first value", toExpression(constructingFactory)));
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}
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if (null == second) {
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throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - null found for the second value", toExpression(constructingFactory)));
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}
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if (!(first instanceof List<?>)) {
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throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found type %s for the first value, expecting a list of numbers", toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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if (!(second instanceof List<?>)) {
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throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found type %s for the second value, expecting a list of numbers", toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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if (type.equals(CorrelationType.pearsons)) {
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PearsonsCorrelation pearsonsCorrelation = new PearsonsCorrelation();
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return pearsonsCorrelation.correlation(
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((List) first).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray(),
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((List) second).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray()
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);
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} else if (type.equals(CorrelationType.kendalls)) {
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KendallsCorrelation kendallsCorrelation = new KendallsCorrelation();
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return kendallsCorrelation.correlation(
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((List) first).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray(),
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((List) second).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray()
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);
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} else if (type.equals(CorrelationType.spearmans)) {
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SpearmansCorrelation spearmansCorrelation = new SpearmansCorrelation();
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return spearmansCorrelation.correlation(
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((List) first).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray(),
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((List) second).stream().mapToDouble(value -> ((BigDecimal) value).doubleValue()).toArray()
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);
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} else {
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return null;
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}
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} else if(values.length == 1) {
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if(values[0] instanceof Matrix) {
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Matrix matrix = (Matrix)values[0];
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double[][] data = matrix.getData();
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if (type.equals(CorrelationType.pearsons)) {
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PearsonsCorrelation pearsonsCorrelation = new PearsonsCorrelation(data);
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RealMatrix corrMatrix = pearsonsCorrelation.getCorrelationMatrix();
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double[][] corrMatrixData = corrMatrix.getData();
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Matrix realMatrix = new Matrix(corrMatrixData);
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realMatrix.addToContext("corr", pearsonsCorrelation);
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return realMatrix;
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} else if (type.equals(CorrelationType.kendalls)) {
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KendallsCorrelation kendallsCorrelation = new KendallsCorrelation(data);
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RealMatrix corrMatrix = kendallsCorrelation.getCorrelationMatrix();
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double[][] corrMatrixData = corrMatrix.getData();
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Matrix realMatrix = new Matrix(corrMatrixData);
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realMatrix.addToContext("corr", kendallsCorrelation);
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return realMatrix;
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} else if (type.equals(CorrelationType.spearmans)) {
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SpearmansCorrelation spearmansCorrelation = new SpearmansCorrelation(new Array2DRowRealMatrix(data));
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RealMatrix corrMatrix = spearmansCorrelation.getCorrelationMatrix();
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double[][] corrMatrixData = corrMatrix.getData();
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Matrix realMatrix = new Matrix(corrMatrixData);
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realMatrix.addToContext("corr", spearmansCorrelation.getRankCorrelation());
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return realMatrix;
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} else {
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return null;
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}
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} else {
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throw new IOException("corr function operates on either two numeric arrays or a single matrix as parameters.");
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}
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} else {
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throw new IOException("corr function operates on either two numeric arrays or a single matrix as parameters.");
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}
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}
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}
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@ -0,0 +1,57 @@
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.solr.client.solrj.io.eval;
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import java.io.IOException;
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import java.util.Locale;
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import org.apache.commons.math3.linear.RealMatrix;
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import org.apache.commons.math3.stat.correlation.PearsonsCorrelation;
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import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
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import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
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public class CorrelationSignificanceEvaluator extends RecursiveObjectEvaluator implements OneValueWorker {
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protected static final long serialVersionUID = 1L;
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public CorrelationSignificanceEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
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super(expression, factory);
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if(1 != containedEvaluators.size()){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - expecting exactly 1 value but found %d",expression,containedEvaluators.size()));
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}
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}
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@Override
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public Object doWork(Object value) throws IOException{
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if(null == value){
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return null;
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} else if(value instanceof Matrix) {
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Matrix matrix = (Matrix) value;
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Object corr = matrix.getContextValue("corr");
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if(corr instanceof PearsonsCorrelation) {
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PearsonsCorrelation pcorr = (PearsonsCorrelation)corr;
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RealMatrix realMatrix = pcorr.getCorrelationPValues();
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return new Matrix(realMatrix.getData());
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} else {
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throw new IOException("Correlation pvalues are only available for Pearsons and Spearmans correlations");
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}
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} else {
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throw new IOException("matrix parameter expected for transpose function");
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}
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}
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}
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@ -1,57 +0,0 @@
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.solr.client.solrj.io.eval;
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import java.io.IOException;
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import java.math.BigDecimal;
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import java.util.List;
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import java.util.Locale;
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import org.apache.commons.math3.stat.correlation.KendallsCorrelation;
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import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
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import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
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public class KendallsCorrelationEvaluator extends RecursiveNumericEvaluator implements TwoValueWorker {
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protected static final long serialVersionUID = 1L;
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public KendallsCorrelationEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
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super(expression, factory);
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}
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@Override
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public Object doWork(Object first, Object second) throws IOException{
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if(null == first){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory)));
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}
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if(null == second){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory)));
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}
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if(!(first instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the first value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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if(!(second instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the second value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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KendallsCorrelation kendallsCorrelation = new KendallsCorrelation();
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return kendallsCorrelation.correlation(
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((List)first).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray(),
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((List)second).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray()
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);
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}
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}
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@ -17,6 +17,8 @@
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package org.apache.solr.client.solrj.io.eval;
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import java.util.List;
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import java.util.Map;
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import java.util.HashMap;
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import java.util.ArrayList;
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import java.util.Iterator;
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@ -24,11 +26,24 @@ import java.util.Iterator;
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public class Matrix implements Iterable {
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private double[][] data;
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private Map context = new HashMap();
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public Matrix(double[][] data) {
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this.data = data;
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}
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public Map getContext() {
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return this.context;
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}
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public void addToContext(Object key, Object value) {
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this.context.put(key, value);
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}
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public Object getContextValue(Object key) {
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return this.context.get(key);
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}
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public double[][] getData() {
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return this.data;
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}
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@ -1,57 +0,0 @@
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/*
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* Licensed to the Apache Software Foundation (ASF) under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The ASF licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.apache.solr.client.solrj.io.eval;
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import java.io.IOException;
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import java.math.BigDecimal;
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import java.util.List;
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import java.util.Locale;
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import org.apache.commons.math3.stat.correlation.SpearmansCorrelation;
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import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
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import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
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public class SpearmansCorrelationEvaluator extends RecursiveNumericEvaluator implements TwoValueWorker {
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protected static final long serialVersionUID = 1L;
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public SpearmansCorrelationEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
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super(expression, factory);
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}
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@Override
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public Object doWork(Object first, Object second) throws IOException{
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if(null == first){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory)));
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}
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if(null == second){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory)));
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}
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if(!(first instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the first value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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if(!(second instanceof List<?>)){
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throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - found type %s for the second value, expecting a list of numbers",toExpression(constructingFactory), first.getClass().getSimpleName()));
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}
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SpearmansCorrelation spearmansCorrelation = new SpearmansCorrelation();
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return spearmansCorrelation.correlation(
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((List)first).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray(),
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((List)second).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray()
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);
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}
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}
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@ -5525,7 +5525,7 @@ public class StreamExpressionTest extends SolrCloudTestCase {
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"count(*), sum(price_f), max(price_f), min(price_f))";
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String cexpr = "let(a="+expr+", b=select("+expr+",mult(-1, count(*)) as nvalue), c=col(a, count(*)), d=col(b, nvalue), " +
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"tuple(corr=corr(c,d), scorr=spearmansCorr(array(500, 50, 50, 50),d), kcorr=kendallsCorr(array(500, 50, 50, 50),d), d=d))";
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"tuple(corr=corr(c,d), scorr=corr(array(500, 50, 50, 50),d, type=spearmans), kcorr=corr(array(500, 50, 50, 50),d, type=kendalls), d=d))";
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ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
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paramsLoc.set("expr", cexpr);
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@ -5544,6 +5544,8 @@ public class StreamExpressionTest extends SolrCloudTestCase {
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}
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@Test
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public void testCovariance() throws Exception {
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UpdateRequest updateRequest = new UpdateRequest();
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@ -7345,6 +7347,108 @@ public class StreamExpressionTest extends SolrCloudTestCase {
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assertEquals(row3.get(2).longValue(), 16);
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}
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@Test
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public void testCorrMatrix() throws Exception {
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String cexpr = "let(echo=true," +
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"a=array(1,2,3), " +
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"b=array(2,4,6), " +
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"c=array(4, 8, 52), " +
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"d=transpose(matrix(a, b, c)), " +
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"f=corr(d), " +
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"g=corr(d, type=kendalls), " +
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"h=corr(d, type=spearmans)," +
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"i=corrPValues(f))";
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ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
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paramsLoc.set("expr", cexpr);
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paramsLoc.set("qt", "/stream");
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String url = cluster.getJettySolrRunners().get(0).getBaseUrl().toString()+"/"+COLLECTIONORALIAS;
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TupleStream solrStream = new SolrStream(url, paramsLoc);
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StreamContext context = new StreamContext();
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solrStream.setStreamContext(context);
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List<Tuple> tuples = getTuples(solrStream);
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assertTrue(tuples.size() == 1);
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List<List<Number>> cm = (List<List<Number>>)tuples.get(0).get("f");
|
||||
assertEquals(cm.size(), 3);
|
||||
List<Number> row1 = cm.get(0);
|
||||
assertEquals(row1.size(), 3);
|
||||
assertEquals(row1.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(2).doubleValue(), 0.901127113779166, 0);
|
||||
|
||||
List<Number> row2 = cm.get(1);
|
||||
assertEquals(row2.size(), 3);
|
||||
assertEquals(row2.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(2).doubleValue(), 0.901127113779166, 0);
|
||||
|
||||
List<Number> row3 = cm.get(2);
|
||||
assertEquals(row3.size(), 3);
|
||||
assertEquals(row3.get(0).doubleValue(), 0.901127113779166, 0);
|
||||
assertEquals(row3.get(1).doubleValue(), 0.901127113779166, 0);
|
||||
assertEquals(row3.get(2).doubleValue(), 1, 0);
|
||||
|
||||
cm = (List<List<Number>>)tuples.get(0).get("g");
|
||||
assertEquals(cm.size(), 3);
|
||||
row1 = cm.get(0);
|
||||
assertEquals(row1.size(), 3);
|
||||
assertEquals(row1.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(2).doubleValue(), 1, 0);
|
||||
|
||||
row2 = cm.get(1);
|
||||
assertEquals(row2.size(), 3);
|
||||
assertEquals(row2.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(2).doubleValue(), 1, 0);
|
||||
|
||||
row3 = cm.get(2);
|
||||
assertEquals(row3.size(), 3);
|
||||
assertEquals(row3.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row3.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row3.get(2).doubleValue(), 1, 0);
|
||||
|
||||
cm = (List<List<Number>>)tuples.get(0).get("h");
|
||||
assertEquals(cm.size(), 3);
|
||||
row1 = cm.get(0);
|
||||
assertEquals(row1.size(), 3);
|
||||
assertEquals(row1.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row1.get(2).doubleValue(), 1, 0);
|
||||
|
||||
row2 = cm.get(1);
|
||||
assertEquals(row2.size(), 3);
|
||||
assertEquals(row2.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row2.get(2).doubleValue(), 1, 0);
|
||||
|
||||
row3 = cm.get(2);
|
||||
assertEquals(row3.size(), 3);
|
||||
assertEquals(row3.get(0).doubleValue(), 1, 0);
|
||||
assertEquals(row3.get(1).doubleValue(), 1, 0);
|
||||
assertEquals(row3.get(2).doubleValue(), 1, 0);
|
||||
|
||||
cm = (List<List<Number>>)tuples.get(0).get("i");
|
||||
assertEquals(cm.size(), 3);
|
||||
row1 = cm.get(0);
|
||||
assertEquals(row1.size(), 3);
|
||||
assertEquals(row1.get(0).doubleValue(), 0, 0);
|
||||
assertEquals(row1.get(1).doubleValue(), 0, 0);
|
||||
assertEquals(row1.get(2).doubleValue(), 0.28548201004998375, 0);
|
||||
|
||||
row2 = cm.get(1);
|
||||
assertEquals(row2.size(), 3);
|
||||
assertEquals(row2.get(0).doubleValue(), 0, 0);
|
||||
assertEquals(row2.get(1).doubleValue(), 0, 0);
|
||||
assertEquals(row2.get(2).doubleValue(), 0.28548201004998375, 0);
|
||||
|
||||
row3 = cm.get(2);
|
||||
assertEquals(row3.size(), 3);
|
||||
assertEquals(row3.get(0).doubleValue(), 0.28548201004998375, 0);
|
||||
assertEquals(row3.get(1).doubleValue(), 0.28548201004998375, 0);
|
||||
assertEquals(row3.get(2).doubleValue(), 0, 0);
|
||||
}
|
||||
|
||||
|
||||
@Test
|
||||
public void testPrecision() throws Exception {
|
||||
String cexpr = "let(echo=true, a=precision(array(1.44445, 1, 2.00006), 4), b=precision(1.44445, 4))";
|
||||
|
|
Loading…
Reference in New Issue