SOLR-11338: Add Kendall's Tau-b rank and Spearmans rank correlation Stream Evaluators

This commit is contained in:
Joel Bernstein 2017-09-08 13:00:59 -04:00
parent 2b6c82ed32
commit a6142b3b61
4 changed files with 120 additions and 1 deletions

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@ -250,6 +250,8 @@ public class StreamHandler extends RequestHandlerBase implements SolrCoreAware,
.withFunctionName("copyOf", CopyOfEvaluator.class)
.withFunctionName("cov", CovarianceEvaluator.class)
.withFunctionName("corr", CorrelationEvaluator.class)
.withFunctionName("kendallsCorr", KendallsCorrelationEvaluator.class)
.withFunctionName("spearmansCorr", SpearmansCorrelationEvaluator.class)
.withFunctionName("describe", DescribeEvaluator.class)
.withFunctionName("distance", EuclideanDistanceEvaluator.class)
.withFunctionName("empiricalDistribution", EmpiricalDistributionEvaluator.class)

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@ -0,0 +1,57 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.solr.client.solrj.io.eval;
import java.io.IOException;
import java.math.BigDecimal;
import java.util.List;
import java.util.Locale;
import org.apache.commons.math3.stat.correlation.KendallsCorrelation;
import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
public class KendallsCorrelationEvaluator extends RecursiveNumericEvaluator implements TwoValueWorker {
protected static final long serialVersionUID = 1L;
public KendallsCorrelationEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
super(expression, factory);
}
@Override
public Object doWork(Object first, Object second) throws IOException{
if(null == first){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory)));
}
if(null == second){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory)));
}
if(!(first instanceof List<?>)){
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()));
}
if(!(second instanceof List<?>)){
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()));
}
KendallsCorrelation kendallsCorrelation = new KendallsCorrelation();
return kendallsCorrelation.correlation(
((List)first).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray(),
((List)second).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray()
);
}
}

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@ -0,0 +1,57 @@
/*
* Licensed to the Apache Software Foundation (ASF) under one or more
* contributor license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright ownership.
* The ASF licenses this file to You under the Apache License, Version 2.0
* (the "License"); you may not use this file except in compliance with
* the License. You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.apache.solr.client.solrj.io.eval;
import java.io.IOException;
import java.math.BigDecimal;
import java.util.List;
import java.util.Locale;
import org.apache.commons.math3.stat.correlation.SpearmansCorrelation;
import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
public class SpearmansCorrelationEvaluator extends RecursiveNumericEvaluator implements TwoValueWorker {
protected static final long serialVersionUID = 1L;
public SpearmansCorrelationEvaluator(StreamExpression expression, StreamFactory factory) throws IOException{
super(expression, factory);
}
@Override
public Object doWork(Object first, Object second) throws IOException{
if(null == first){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the first value",toExpression(constructingFactory)));
}
if(null == second){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - null found for the second value",toExpression(constructingFactory)));
}
if(!(first instanceof List<?>)){
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()));
}
if(!(second instanceof List<?>)){
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()));
}
SpearmansCorrelation spearmansCorrelation = new SpearmansCorrelation();
return spearmansCorrelation.correlation(
((List)first).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray(),
((List)second).stream().mapToDouble(value -> ((BigDecimal)value).doubleValue()).toArray()
);
}
}

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@ -5514,7 +5514,8 @@ public class StreamExpressionTest extends SolrCloudTestCase {
"field=\"test_dt\", " +
"count(*), sum(price_f), max(price_f), min(price_f))";
String cexpr = "let(a="+expr+", b=select("+expr+",mult(-1, count(*)) as nvalue), c=col(a, count(*)), d=col(b, nvalue), tuple(corr=corr(c,d)))";
String cexpr = "let(a="+expr+", b=select("+expr+",mult(-1, count(*)) as nvalue), c=col(a, count(*)), d=col(b, nvalue), " +
"tuple(corr=corr(c,d), scorr=spearmansCorr(array(500, 50, 50, 50),d), kcorr=kendallsCorr(array(500, 50, 50, 50),d), d=d))";
ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
paramsLoc.set("expr", cexpr);
@ -5528,6 +5529,8 @@ public class StreamExpressionTest extends SolrCloudTestCase {
List<Tuple> tuples = getTuples(solrStream);
assertTrue(tuples.size() == 1);
assertTrue(tuples.get(0).getDouble("corr").equals(-1.0D));
assertTrue(tuples.get(0).getDouble("scorr").equals(-1.0D));
assertTrue(tuples.get(0).getDouble("kcorr").equals(-1.0D));
}