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SOLR-11377: Add expMovingAverage (exponential moving average) Stream Evaluator

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This commit is contained in:
Joel Bernstein 2017-10-08 20:55:29 -04:00
parent b9c8aa7059
commit aa6ec0ee54
4 changed files with 207 additions and 54 deletions
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59
solr/core/src/java/org/apache/solr/handler/StreamHandler.java
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@ -16,9 +16,6 @@
*/ */
package org.apache.solr.handler; package org.apache.solr.handler;
import static org.apache.solr.common.params.CommonParams.ID;
import static org.apache.solr.common.params.CommonParams.SORT;
import java.io.IOException; import java.io.IOException;
import java.lang.invoke.MethodHandles; import java.lang.invoke.MethodHandles;
import java.util.ArrayList; import java.util.ArrayList;
@ -40,56 +37,7 @@ import org.apache.solr.client.solrj.io.ops.ConcatOperation;
import org.apache.solr.client.solrj.io.ops.DistinctOperation; import org.apache.solr.client.solrj.io.ops.DistinctOperation;
import org.apache.solr.client.solrj.io.ops.GroupOperation; import org.apache.solr.client.solrj.io.ops.GroupOperation;
import org.apache.solr.client.solrj.io.ops.ReplaceOperation; import org.apache.solr.client.solrj.io.ops.ReplaceOperation;
import org.apache.solr.client.solrj.io.stream.CalculatorStream; import org.apache.solr.client.solrj.io.stream.*;
import org.apache.solr.client.solrj.io.stream.CartesianProductStream;
import org.apache.solr.client.solrj.io.stream.CellStream;
import org.apache.solr.client.solrj.io.stream.CloudSolrStream;
import org.apache.solr.client.solrj.io.stream.CommitStream;
import org.apache.solr.client.solrj.io.stream.ComplementStream;
import org.apache.solr.client.solrj.io.stream.DaemonStream;
import org.apache.solr.client.solrj.io.stream.EchoStream;
import org.apache.solr.client.solrj.io.stream.EvalStream;
import org.apache.solr.client.solrj.io.stream.ExceptionStream;
import org.apache.solr.client.solrj.io.stream.ExecutorStream;
import org.apache.solr.client.solrj.io.stream.FacetStream;
import org.apache.solr.client.solrj.io.stream.FeaturesSelectionStream;
import org.apache.solr.client.solrj.io.stream.FetchStream;
import org.apache.solr.client.solrj.io.stream.GetStream;
import org.apache.solr.client.solrj.io.stream.HashJoinStream;
import org.apache.solr.client.solrj.io.stream.HavingStream;
import org.apache.solr.client.solrj.io.stream.InnerJoinStream;
import org.apache.solr.client.solrj.io.stream.IntersectStream;
import org.apache.solr.client.solrj.io.stream.JDBCStream;
import org.apache.solr.client.solrj.io.stream.KnnStream;
import org.apache.solr.client.solrj.io.stream.LeftOuterJoinStream;
import org.apache.solr.client.solrj.io.stream.LetStream;
import org.apache.solr.client.solrj.io.stream.ListStream;
import org.apache.solr.client.solrj.io.stream.MergeStream;
import org.apache.solr.client.solrj.io.stream.ModelStream;
import org.apache.solr.client.solrj.io.stream.NullStream;
import org.apache.solr.client.solrj.io.stream.OuterHashJoinStream;
import org.apache.solr.client.solrj.io.stream.ParallelStream;
import org.apache.solr.client.solrj.io.stream.PlotStream;
import org.apache.solr.client.solrj.io.stream.PriorityStream;
import org.apache.solr.client.solrj.io.stream.RandomStream;
import org.apache.solr.client.solrj.io.stream.RankStream;
import org.apache.solr.client.solrj.io.stream.ReducerStream;
import org.apache.solr.client.solrj.io.stream.RollupStream;
import org.apache.solr.client.solrj.io.stream.ScoreNodesStream;
import org.apache.solr.client.solrj.io.stream.SelectStream;
import org.apache.solr.client.solrj.io.stream.ShuffleStream;
import org.apache.solr.client.solrj.io.stream.SignificantTermsStream;
import org.apache.solr.client.solrj.io.stream.SortStream;
import org.apache.solr.client.solrj.io.stream.SqlStream;
import org.apache.solr.client.solrj.io.stream.StatsStream;
import org.apache.solr.client.solrj.io.stream.StreamContext;
import org.apache.solr.client.solrj.io.stream.TextLogitStream;
import org.apache.solr.client.solrj.io.stream.TimeSeriesStream;
import org.apache.solr.client.solrj.io.stream.TopicStream;
import org.apache.solr.client.solrj.io.stream.TupStream;
import org.apache.solr.client.solrj.io.stream.TupleStream;
import org.apache.solr.client.solrj.io.stream.UniqueStream;
import org.apache.solr.client.solrj.io.stream.UpdateStream;
import org.apache.solr.client.solrj.io.stream.expr.Explanation; import org.apache.solr.client.solrj.io.stream.expr.Explanation;
import org.apache.solr.client.solrj.io.stream.expr.Explanation.ExpressionType; import org.apache.solr.client.solrj.io.stream.expr.Explanation.ExpressionType;
import org.apache.solr.client.solrj.io.stream.expr.Expressible; import org.apache.solr.client.solrj.io.stream.expr.Expressible;
@ -119,6 +67,9 @@ import org.apache.solr.util.plugin.SolrCoreAware;
import org.slf4j.Logger; import org.slf4j.Logger;
import org.slf4j.LoggerFactory; import org.slf4j.LoggerFactory;
import static org.apache.solr.common.params.CommonParams.ID;
import static org.apache.solr.common.params.CommonParams.SORT;
public class StreamHandler extends RequestHandlerBase implements SolrCoreAware, PermissionNameProvider { public class StreamHandler extends RequestHandlerBase implements SolrCoreAware, PermissionNameProvider {
static SolrClientCache clientCache = new SolrClientCache(); static SolrClientCache clientCache = new SolrClientCache();
@ -299,6 +250,8 @@ public class StreamHandler extends RequestHandlerBase implements SolrCoreAware,
.withFunctionName("primes", PrimesEvaluator.class) .withFunctionName("primes", PrimesEvaluator.class)
.withFunctionName("factorial", FactorialEvaluator.class) .withFunctionName("factorial", FactorialEvaluator.class)
.withFunctionName("movingMedian", MovingMedianEvaluator.class) .withFunctionName("movingMedian", MovingMedianEvaluator.class)
.withFunctionName("binomialCoefficient", BinomialCoefficientEvaluator.class)
.withFunctionName("expMovingAvg", ExponentialMovingAverageEvaluator.class)
.withFunctionName("monteCarlo", MonteCarloEvaluator.class) .withFunctionName("monteCarlo", MonteCarloEvaluator.class)
.withFunctionName("constantDistribution", ConstantDistributionEvaluator.class) .withFunctionName("constantDistribution", ConstantDistributionEvaluator.class)
.withFunctionName("weibullDistribution", WeibullDistributionEvaluator.class) .withFunctionName("weibullDistribution", WeibullDistributionEvaluator.class)

46
solr/solrj/src/java/org/apache/solr/client/solrj/io/eval/BinomialCoefficientEvaluator.java Normal file
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@ -0,0 +1,46 @@
/*
* 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.util.Locale;
import org.apache.commons.math3.util.*;
import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
public class BinomialCoefficientEvaluator extends RecursiveNumericEvaluator implements ManyValueWorker {
protected static final long serialVersionUID = 1L;
public BinomialCoefficientEvaluator(StreamExpression expression, StreamFactory factory) throws IOException {
super(expression, factory);
if(2 != containedEvaluators.size()){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - expecting two values but found %d",expression, containedEvaluators.size()));
}
}
@Override
public Object doWork(Object... values) throws IOException {
if(2 != values.length){
throw new IOException(String.format(Locale.ROOT,"%s(...) only works with 2 values but %d were provided", constructingFactory.getFunctionName(getClass()), values.length));
}
int set = ((Number)values[0]).intValue();
int subset = ((Number)values[1]).intValue();
return CombinatoricsUtils.binomialCoefficient(set, subset);
}
}

99
solr/solrj/src/java/org/apache/solr/client/solrj/io/eval/ExponentialMovingAverageEvaluator.java Normal file
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@ -0,0 +1,99 @@
/*
* 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.util.ArrayList;
import java.util.List;
import java.util.Locale;
import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
import org.apache.solr.client.solrj.io.stream.expr.StreamExpression;
import org.apache.solr.client.solrj.io.stream.expr.StreamFactory;
public class ExponentialMovingAverageEvaluator extends RecursiveNumericEvaluator implements ManyValueWorker {
protected static final long serialVersionUID = 1L;
public ExponentialMovingAverageEvaluator(StreamExpression expression, StreamFactory factory) throws IOException {
super(expression, factory);
if (!(2 == containedEvaluators.size() || containedEvaluators.size() == 3)){
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - expecting two or three values but found %d",expression, containedEvaluators.size()));
}
}
@Override
public Object doWork(Object... values) throws IOException {
if (!(2 == values.length || values.length == 3)){
throw new IOException(String.format(Locale.ROOT,"%s(...) only works with 2 or 3 values but %d were provided", constructingFactory.getFunctionName(getClass()), values.length));
}
List<?> observations = (List<?> )values[0];
Number window = (Number)values[1];
Number alpha;
if(2 == values.length){
if(!(observations instanceof List<?>)){
throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found type %s for the first value, expecting a List", toExpression(constructingFactory), values[0].getClass().getSimpleName()));
}
if(!(observations.size() > 1)){
throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found list size of %s for the first value, expecting a List of size > 0.", toExpression(constructingFactory), observations.size()));
}
if(!(window instanceof Number)){
throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found type %s for the second value, expecting a Number", toExpression(constructingFactory), values[1].getClass().getSimpleName()));
}
if (window.doubleValue() > observations.size()) {
throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found a window size of %s for the second value, the first value has a List size of %s, expecting a window value smaller or equal to the List size", toExpression(constructingFactory), window.intValue(), observations.size() ));
}
}
if(3 == values.length){
alpha = (Number) values[2];
if(!(alpha instanceof Number)){
throw new IOException(String.format(Locale.ROOT, "Invalid expression %s - found type %s for the third value, expecting a Number", toExpression(constructingFactory), values[2].getClass().getSimpleName()));
}
if (!(alpha.doubleValue() >= 0 && alpha.doubleValue() <= 1.0)) {
throw new IOException(String.format(Locale.ROOT,"Invalid expression %s - out of range, found %s for the third value, expecting a range between 0 and 1.0",toExpression(constructingFactory), alpha.doubleValue()));
}
}else {
alpha = 2.0/(window.doubleValue() + 1.0);
}
List<Number> sequence = new ArrayList<>();
DescriptiveStatistics slider = new DescriptiveStatistics(window.intValue());
Number lastValue = 0;
for(Object value : observations) {
slider.addValue(((Number) value).doubleValue());
if (slider.getN() == window.intValue()) {
lastValue = slider.getMean();
break;
}
}
sequence.add(lastValue);
int i=0;
for(Object value : observations) {
if(i >= window.intValue()) {
Number val = (alpha.doubleValue() * (((Number) value).doubleValue() - lastValue.doubleValue())+lastValue.doubleValue());
sequence.add(val);
lastValue = val;
}
++i;
}
return sequence;
}
}

57
solr/solrj/src/test/org/apache/solr/client/solrj/io/stream/StreamExpressionTest.java
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@ -5896,6 +5896,23 @@ public class StreamExpressionTest extends SolrCloudTestCase {
assertEquals(asort.get(9).intValue(), 29); assertEquals(asort.get(9).intValue(), 29);
} }
@Test
public void testBinomialCoefficient() throws Exception {
String cexpr = "binomialCoefficient(8,3)";
ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
paramsLoc.set("expr", cexpr);
paramsLoc.set("qt", "/stream");
String url = cluster.getJettySolrRunners().get(0).getBaseUrl().toString()+"/"+COLLECTIONORALIAS;
TupleStream solrStream = new SolrStream(url, paramsLoc);
StreamContext context = new StreamContext();
solrStream.setStreamContext(context);
List<Tuple> tuples = getTuples(solrStream);
assertTrue(tuples.size() == 1);
Tuple tuple = tuples.get(0);
long binomialCoefficient = (long) tuple.get("return-value");
assertEquals(binomialCoefficient, 56);
}
@Test @Test
public void testAscend() throws Exception { public void testAscend() throws Exception {
String cexpr = "asc(array(11.5, 12.3, 4, 3, 1, 0))"; String cexpr = "asc(array(11.5, 12.3, 4, 3, 1, 0))";
@ -6518,6 +6535,45 @@ public class StreamExpressionTest extends SolrCloudTestCase {
assertTrue(dotProduct.doubleValue() == 182); assertTrue(dotProduct.doubleValue() == 182);
} }
@Test
public void testExponentialMovingAverage() throws Exception {
String cexpr = "expMovingAvg(array(22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29, " +
"22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19,"+
"23.10, 23.33, 22.68, 23.10, 22.40, 22.17), 10)";
ModifiableSolrParams paramsLoc = new ModifiableSolrParams();
paramsLoc.set("expr", cexpr);
paramsLoc.set("qt", "/stream");
String url = cluster.getJettySolrRunners().get(0).getBaseUrl().toString()+"/"+COLLECTIONORALIAS;
TupleStream solrStream = new SolrStream(url, paramsLoc);
StreamContext context = new StreamContext();
solrStream.setStreamContext(context);
List<Tuple> tuples = getTuples(solrStream);
assertTrue(tuples.size() == 1);
List<Number> out = (List<Number>)tuples.get(0).get("return-value");
assertTrue(out.size() == 21);
assertEquals((double)out.get(0), 22.22, 0.009);
assertEquals((double)out.get(1), 22.21, 0.009);
assertEquals((double)out.get(2), 22.24, 0.009);
assertEquals((double)out.get(3), 22.27, 0.009);
assertEquals((double)out.get(4), 22.33, 0.009);
assertEquals((double)out.get(5), 22.52, 0.009);
assertEquals((double)out.get(6), 22.80, 0.009);
assertEquals((double)out.get(7), 22.97, 0.009);
assertEquals((double)out.get(8), 23.13, 0.009);
assertEquals((double)out.get(9), 23.28, 0.009);
assertEquals((double)out.get(10), 23.34, 0.009);
assertEquals((double)out.get(11), 23.43, 0.009);
assertEquals((double)out.get(12), 23.51, 0.009);
assertEquals((double)out.get(13), 23.54, 0.009);
assertEquals((double)out.get(14), 23.47, 0.009);
assertEquals((double)out.get(15), 23.40, 0.009);
assertEquals((double)out.get(16), 23.39, 0.009);
assertEquals((double)out.get(17), 23.26, 0.009);
assertEquals((double)out.get(18), 23.23, 0.009);
assertEquals((double)out.get(19), 23.08, 0.009);
assertEquals((double)out.get(20), 22.92, 0.009);
}
@Test @Test
public void testResiduals() throws Exception { public void testResiduals() throws Exception {
@ -8537,5 +8593,4 @@ public class StreamExpressionTest extends SolrCloudTestCase {
stream.close(); stream.close();
} }
} }
} }