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("copyOf", CopyOfEvaluator.class)
.withFunctionName("cov", CovarianceEvaluator.class) .withFunctionName("cov", CovarianceEvaluator.class)
.withFunctionName("corr", CorrelationEvaluator.class) .withFunctionName("corr", CorrelationEvaluator.class)
.withFunctionName("kendallsCorr", KendallsCorrelationEvaluator.class)
.withFunctionName("spearmansCorr", SpearmansCorrelationEvaluator.class)
.withFunctionName("describe", DescribeEvaluator.class) .withFunctionName("describe", DescribeEvaluator.class)
.withFunctionName("distance", EuclideanDistanceEvaluator.class) .withFunctionName("distance", EuclideanDistanceEvaluator.class)
.withFunctionName("empiricalDistribution", EmpiricalDistributionEvaluator.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\", " + "field=\"test_dt\", " +
"count(*), sum(price_f), max(price_f), min(price_f))"; "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(); ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
paramsLoc.set("expr", cexpr); paramsLoc.set("expr", cexpr);
@ -5528,6 +5529,8 @@ public class StreamExpressionTest extends SolrCloudTestCase {
List<Tuple> tuples = getTuples(solrStream); List<Tuple> tuples = getTuples(solrStream);
assertTrue(tuples.size() == 1); assertTrue(tuples.size() == 1);
assertTrue(tuples.get(0).getDouble("corr").equals(-1.0D)); 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));
} }