pyspark approxQuantile function

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粉色の甜心
粉色の甜心 2021-02-06 02:55

I have dataframe with these columns id, price, timestamp.

I would like to find median value grouped by id.

I

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  • 2021-02-06 03:25

    Calculating quantiles in groups (aggregated) example

    As aggregated function is missing for groups, I'm adding an example of constructing function call by name (percentile_approx for this case) :

    from pyspark.sql.column import Column, _to_java_column, _to_seq
    
    def from_name(sc, func_name, *params):
        """
           create call by function name 
        """
        callUDF = sc._jvm.org.apache.spark.sql.functions.callUDF
        func = callUDF(func_name, _to_seq(sc, *params, _to_java_column))
        return Column(func)
    

    Apply percentile_approx function in groupBy:

    from pyspark.sql import SparkSession
    from pyspark.sql import functions as f
    
    spark = SparkSession.builder.getOrCreate()
    sc = spark.sparkContext
    
    # build percentile_approx function call by name: 
    target = from_name(sc, "percentile_approx", [f.col("salary"), f.lit(0.95)])
    
    
    # load dataframe for persons data 
    # with columns "person_id", "group_id" and "salary"
    persons = spark.read.parquet( ... )
    
    # apply function for each group
    persons.groupBy("group_id").agg(
        target.alias("target")).show()
    
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  • 2021-02-06 03:38

    Well, indeed it is not possible to use approxQuantile to fill values in a new dataframe column, but this is not why you are getting this error. Unfortunately, the whole underneath story is a rather frustrating one, as I have argued that is the case with many Spark (especially PySpark) features and their lack of adequate documentation.

    To start with, there is not one, but two approxQuantile methods; the first one is part of the standard DataFrame class, i.e. you don't need to import DataFrameStatFunctions:

    spark.version
    # u'2.1.1'
    
    sampleData = [("bob","Developer",125000),("mark","Developer",108000),("carl","Tester",70000),("peter","Developer",185000),("jon","Tester",65000),("roman","Tester",82000),("simon","Developer",98000),("eric","Developer",144000),("carlos","Tester",75000),("henry","Developer",110000)]
    
    df = spark.createDataFrame(sampleData, schema=["Name","Role","Salary"])
    df.show()
    # +------+---------+------+ 
    # |  Name|     Role|Salary|
    # +------+---------+------+
    # |   bob|Developer|125000| 
    # |  mark|Developer|108000|
    # |  carl|   Tester| 70000|
    # | peter|Developer|185000|
    # |   jon|   Tester| 65000|
    # | roman|   Tester| 82000|
    # | simon|Developer| 98000|
    # |  eric|Developer|144000|
    # |carlos|   Tester| 75000|
    # | henry|Developer|110000|
    # +------+---------+------+
    
    med = df.approxQuantile("Salary", [0.5], 0.25) # no need to import DataFrameStatFunctions
    med
    # [98000.0]
    

    The second one is part of DataFrameStatFunctions, but if you use it as you do, you get the error you report:

    from pyspark.sql import DataFrameStatFunctions as statFunc
    med2 = statFunc.approxQuantile( "Salary", [0.5], 0.25)
    # TypeError: unbound method approxQuantile() must be called with DataFrameStatFunctions instance as first argument (got str instance instead)
    

    because the correct usage is

    med2 = statFunc(df).approxQuantile( "Salary", [0.5], 0.25)
    med2
    # [82000.0]
    

    although you won't be able to find a simple example in the PySpark documentation about this (it took me some time to figure it out myself)... The best part? The two values are not equal:

    med == med2
    # False
    

    I suspect this is due to the non-deterministic algorithm used (after all, it is supposed to be an approximate median), and even if you re-run the commands with the same toy data you may get different values (and different from the ones I report here) - I suggest to experiment a little to get the feeling...

    But, as I already said, this is not the reason why you cannot use approxQuantile to fill values in a new dataframe column - even if you use the correct syntax, you will get a different error:

    df2 = df.withColumn('median_salary', statFunc(df).approxQuantile( "Salary", [0.5], 0.25))
    # AssertionError: col should be Column
    

    Here, col refers to the second argument of the withColumn operation, i.e. the approxQuantile one, and the error message says that it is not a Column type - indeed, it is a list:

    type(statFunc(df).approxQuantile( "Salary", [0.5], 0.25))
    # list
    

    So, when filling column values, Spark expects arguments of type Column, and you cannot use lists; here is an example of creating a new column with mean values per Role instead of median ones:

    import pyspark.sql.functions as func
    from pyspark.sql import Window
    
    windowSpec = Window.partitionBy(df['Role'])
    df2 = df.withColumn('mean_salary', func.mean(df['Salary']).over(windowSpec))
    df2.show()
    # +------+---------+------+------------------+
    # |  Name|     Role|Salary|       mean_salary| 
    # +------+---------+------+------------------+
    # |  carl|   Tester| 70000|           73000.0| 
    # |   jon|   Tester| 65000|           73000.0|
    # | roman|   Tester| 82000|           73000.0|
    # |carlos|   Tester| 75000|           73000.0|
    # |   bob|Developer|125000|128333.33333333333|
    # |  mark|Developer|108000|128333.33333333333| 
    # | peter|Developer|185000|128333.33333333333| 
    # | simon|Developer| 98000|128333.33333333333| 
    # |  eric|Developer|144000|128333.33333333333|
    # | henry|Developer|110000|128333.33333333333| 
    # +------+---------+------+------------------+
    

    which works because, contrary to approxQuantile, mean returns a Column:

    type(func.mean(df['Salary']).over(windowSpec))
    # pyspark.sql.column.Column
    
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  • 2021-02-06 03:43

    If you are fine with aggregation instead of the window function, there is also the option to use a pandas_udf. They are not as fast as pure Spark though. Here is an adapted example from the docs:

    from pyspark.sql.functions import pandas_udf, PandasUDFType
    
    df = spark.createDataFrame(
        [(1, 1.0), (1, 2.0), (2, 3.0), (2, 5.0), (2, 10.0)], ("id", "price")
    )
    
    @pandas_udf("double", PandasUDFType.GROUPED_AGG)
    def median_udf(v):
        return v.median()
    
    df.groupby("id").agg(median_udf(df["price"])).show()
    
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