Random Sampling in Google BigQuery

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攒了一身酷
攒了一身酷 2020-11-29 21:48

I just discovered that the RAND() function, while undocumented, works in BigQuery. I was able to generate a (seemingly) random sample of 10 words from the Shakespeare datase

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  • 2020-11-29 22:29

    Great to know RAND() is available!

    In my case I needed a predefined sample size. Instead of needing to know the total number of rows and do the division sample size over total rows, I'm using the following query:

    SELECT word, rand(5) as rand
    FROM [publicdata:samples.shakespeare]
    order by rand
    #Sample size needed = 10
    limit 10
    

    Summarizing, I use ORDER BY + LIMIT to ramdomize and then extract a defined number of samples.

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  • 2020-11-29 22:32

    For stratified sampling, check https://stackoverflow.com/a/52901452/132438


    Good job finding it :). I requested the function recently, but it hasn't made it to documentation yet.

    I would say the advantage of RAND() is that the results will vary, while HASH() will keep giving you the same results for the same values (not guaranteed over time, but you get the idea).

    In case you want the variability that RAND() brings while still getting consistent results - you can seed it with an integer, as in RAND(3).

    Notice though that the example you pasted is doing a full sort of the random values - for sufficiently big inputs this approach won't scale.

    A scalable approach, to get around 10 random rows:

    SELECT word
    FROM [publicdata:samples.shakespeare]
    WHERE RAND() < 10/164656
    

    (where 10 is the approximate number of results I want to get, and 164656 the number of rows that table has)


    standardSQL update:

    #standardSQL
    SELECT word
    FROM `publicdata.samples.shakespeare`
    WHERE RAND() < 10/164656
    

    or even:

    #standardSQL
    SELECT word
    FROM `publicdata.samples.shakespeare`
    WHERE RAND() < 10/(SELECT COUNT(*) FROM `publicdata.samples.shakespeare`)
    
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  • 2020-11-29 22:41

    Once you calculate how much of total you need % wise you can...

    Like mentioned before one way is to do non deterministic ( every time you run = different sample) with random such as for example if you want 0.1% of your total database sampled you would do :

    SELECT *
    FROM `dataset.table`
    WHERE RAND() < 0.001 
    

    You could actually make it deterministic by say saving this table so you can query it later, you could also select just one key column and save only that to be used in the future.


    Another way that gets you the same repeatable random sample is to use cryptographic hashing function to generate a fingerprint of your (unique identifier field) column and then to select rows based on the two digits of the fingerprint. Below would label a random sample of 70% of total database. After which you can filter table on in_sample = True:

    SELECT
    *,
    IF(MOD(ABS(FARM_FINGERPRINT(CAST(YOUR_COLUMN AS STRING))), 100) < 70,'True', 'False') 
    AS in_sample
    FROM (
         SELECT
         DISTINCT(YOUR_UNIQUE_IDENTIFIER_COLUMN) AS YOUR_COLUMN
         FROM
         `dataset.table`)
    

    If you don't have a unique identifier column you could concatenate multiple columns to make one.


    Similar way as above but with hashing function. Repeatable and gets you 70% of your sample. If you want other number just change 7 to your desire %:

    SELECT
    *
    FROM
    `dataset.table`
    WHERE
    ABS(HASH(YOUR_COLUMN)) % 10 < 7
    

    Don't know about scalability of fingerprint vs hash so mentioned both, one may work better than other for some.

    Best of luck,

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  • 2020-11-29 22:47

    One additional tip to make it even simpler: You can order by the function it self, ie:

    select x from y order by rand() limit 100

    => Sample of 100

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