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From "Sean R. Owen (Jira)" <j...@apache.org>
Subject [jira] [Assigned] (SPARK-29336) The implementation of QuantileSummaries.merge does not guarantee that the relativeError will be respected
Date Tue, 08 Oct 2019 13:13:00 GMT

     [ https://issues.apache.org/jira/browse/SPARK-29336?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Sean R. Owen reassigned SPARK-29336:
------------------------------------

    Assignee: Guilherme Souza

> The implementation of QuantileSummaries.merge  does not guarantee that the relativeError
will be respected 
> -----------------------------------------------------------------------------------------------------------
>
>                 Key: SPARK-29336
>                 URL: https://issues.apache.org/jira/browse/SPARK-29336
>             Project: Spark
>          Issue Type: Bug
>          Components: SQL
>    Affects Versions: 2.4.3
>            Reporter: Guilherme Souza
>            Assignee: Guilherme Souza
>            Priority: Minor
>
> Hello Spark maintainers,
> I was experimenting with my own implementation of the [space-efficient quantile algorithm|http://infolab.stanford.edu/~datar/courses/cs361a/papers/quantiles.pdf]
in another language and I was using the Spark's one as a reference.
> In my analysis, I believe to have found an issue with the {{merge()}} logic. Here is
some simple Scala code that reproduces the issue I've found:
>  
> {code:java}
> var values = (1 to 100).toArray
> val all_quantiles = values.indices.map(i => (i+1).toDouble / values.length).toArray
> for (n <- 0 until 5) {
>   var df = spark.sparkContext.makeRDD(values).toDF("value").repartition(5)
>   val all_answers = df.stat.approxQuantile("value", all_quantiles, 0.1)
>   val all_answered_ranks = all_answers.map(ans => values.indexOf(ans)).toArray
>   val error = all_answered_ranks.zipWithIndex.map({ case (answer, expected) => Math.abs(expected
- answer) }).toArray
>   val max_error = error.max
>   print(max_error + "\n")
> }
> {code}
> I query for all possible quantiles in a 100-element array with a desired 10% max error.
In this scenario, one would expect to observe a maximum error of 10 ranks or less (10% of
100). However, the output I observe is:
>  
> {noformat}
> 16
> 12
> 10
> 11
> 17{noformat}
> The variance is probably due to non-deterministic operations behind the scenes, but irrelevant
to the core cause. (and sorry for my Scala, I'm not used to it)
> Interestingly enough, if I change from five to one partition the code works as expected
and gives 10 every time. This seems to point to some problem at the [merge logic|https://github.com/apache/spark/blob/51d6ba7490eaac32fc33b8996fdf06b747884a54/sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/util/QuantileSummaries.scala#L153-L171]
> The original authors ([~clockfly] and [~cloud_fan] for what I could dig from the history)
suggest the published paper is not clear on how that should be done and, honestly, I was not
confident in the current approach either.
> I've found SPARK-21184 that reports the same problem, but it was unfortunately closed
with no fix applied.
> In my external implementation I believe to have found a sound way to implement the merge
method. [Here is my take in Rust, if relevant|https://github.com/sitegui/space-efficient-quantile/blob/188c74638c9840e5f47d6c6326b2886d47b149bc/src/modified_gk/summary.rs#L162-L218]
> I'd be really glad to add unit tests and contribute my implementation adapted to Scala.
>  I'd love to hear your opinion on the matter.
> Best regards
>  
>  



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