feat: support kurtosis aggregate - #4818
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Adds a Comet-owned `Kurtosis` UDAF and `CometKurtosis` serde so that Spark's excess-kurtosis aggregate runs natively. The native accumulator stores `[n, avg, m2, m3, m4]` `Float64` state to mirror Spark's `CentralMomentAgg` (momentOrder = 4) buffer, and the update/merge kernels are a direct port of Spark's `updateExpressionsDef` / `mergeExpressions` expressions. `nullOnDivideByZero` is threaded through so `spark.sql.legacy.statisticalAggregate` both branches behave the same as Spark (NULL vs NaN when `m2 == 0`). Window use falls back to Spark today: the window path doesn't wire the Comet aggregate for kurtosis. Captured as an `expect_fallback` case in the SQL test. Scaffolding produced by the `implement-comet-expression` skill; audit performed by the `audit-comet-expression` skill.
mbutrovich
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First pass, thanks @andygrove!
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| fn default_value(&self, _data_type: &DataType) -> Result<ScalarValue> { |
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default_value returns ScalarValue::Float64(None), which is what the AggregateUDFImpl trait default already produces for a Float64 return type via ScalarValue::try_from(data_type) (datafusion/expr/src/udaf.rs:828-830). This override can be deleted.
This is the same redundancy already flagged on mode.rs:116 in #4782. Worth fixing in both so the pattern does not propagate to the next aggregate.
| /// Online update for the first four central moments. Direct port of Spark's | ||
| /// `CentralMomentAgg.updateExpressionsDef` for `momentOrder = 4`. | ||
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| fn kurtosis_update( |
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There is no GroupsAccumulator here, so grouped kurtosis runs through DataFusion's generic GroupsAccumulatorAdapter, one boxed Accumulator and a ScalarValue round trip per group per batch.
That is a defensible starting point, but it is worth stating explicitly why, because the neighbouring central-moment aggregates in this same crate do have one: VarianceGroupsAccumulator (variance.rs:268) keeps flat Vec<f64> state and StddevGroupsAccumulator (stddev.rs:206) reuses it. 4817 in this same batch also ships a vectorized grouped accumulator and benchmarks it. Please either add one or record in the PR description that grouped kurtosis is adapter-backed, so the gap is a decision rather than an oversight.
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Taking the second option you offered: recorded as a decision, not an oversight. In dcabe65 there is a comment at the accumulator site naming what it costs and why the vectorized version is not here:
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GroupsAccumulator: groupedkurtosisdeliberately runs through DataFusion's genericGroupsAccumulatorAdapter, which costs one boxedAccumulatorand aScalarValueround trip per group per batch. This is a gap relative to the neighbouring central-moment aggregates [...] The vectorized version wants to land withskewness, since both are anevaluateover the same[n, avg, m2, m3, m4]state thatmoments4_updatealready maintains, and one flat-state accumulator should then serve all three.
That is also why it pairs with the welford.rs move rather than being independent of it — building the flat-state accumulator once against shared moment math is a much better trade than building a kurtosis-only one now and a skewness-only one after. I'll add the same note to the PR description.
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| /// Online update for the first four central moments. Direct port of Spark's |
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kurtosis_update and kurtosis_merge are free functions in this file, but welford.rs is exactly the module this crate uses to share moment recurrences across aggregates: it already holds variance_update, variance_merge, covariance_update, covariance_merge and finalize_moments (welford.rs:27-141), consumed by both variance.rs and covariance.rs.
The order-4 recurrence subsumes the order-2 one, and skewness is the obvious next sibling and needs [n, avg, m2, m3] from the same recurrence. Putting these two functions in welford.rs alongside the existing ones keeps all the moment math in one place and means skewness is a momentOrder = 3 evaluate on top of shared state rather than a third copy of the same algebra.
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Moved in dcabe65. Both functions now live in welford.rs next to variance_update / variance_merge / covariance_*, renamed to moments4_update and moments4_merge since they are no longer kurtosis-specific once they are shared.
I took your framing about skewness into the doc comment, so the reason they are named for the moment order rather than the aggregate is on the page:
The order-4 recurrence subsumes the order-2 one above, so
skewness(momentOrder = 3) is anevaluateon top of this same state rather than another copy of the algebra.
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| query expect_fallback(unsupported Spark aggregate function: skewness) |
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expect_fallback(unsupported Spark aggregate function: skewness) pins Comet's current lack of skewness support as expected behavior in the kurtosis fixture.
That is the wrong place for it. It couples an unrelated expression's status to this file, and when skewness lands, this assertion fails in a fixture whose name gives no hint why. The comment above at :161 already anticipates this. Either drop the query or move it to a fixture named for skewness.
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Dropped in dcabe65, along with the comment block above it. You're right that it was the wrong place: the fixture's name gives no hint why a skewness assertion would be the thing that broke, and pinning another expression's absence as expected behaviour makes implementing it look like a regression.
I removed the query rather than relocating it. A fixture named for skewness that exists only to assert skewness is unsupported would have the same problem in a thinner disguise — the natural home for that assertion is the skewness PR, where it turns into real coverage.
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| Some(self.n * self.m4 / (self.m2 * self.m2) - 3.0) |
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For inputs 1e-100 and 2e-100, m2 is nonzero but m2 * m2 underflows to zero. The native aggregate returns NaN, while Spark returns NULL with ANSI off and raises DIVIDE_BY_ZERO with ANSI on. Could you preserve Spark's division semantics here and add a regression test?
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Fixed in dcabe65. Good catch — this one slips through precisely because the guard above it looks like it already handles the case.
Spark's guard is on m2, but the division is by m2 * m2. Your inputs give an m2 of 5e-201, which is finite and non-zero so the m2 === 0 branch does not fire, and whose square underflows to exactly 0. Spark's Divide then sees a zero divisor and applies its rule — which is the session's ANSI setting, a different switch from nullOnDivideByZero (that one comes from legacyStatisticalAggregate). Native code was doing a plain IEEE divide and returning NaN.
evaluate now computes the divisor once and branches on it, so ANSI off gives NULL and ANSI on raises DIVIDE_BY_ZERO. That needed the ANSI flag, which was not previously plumbed for kurtosis, so there is a new ansi_enabled field on the Kurtosis proto set from conf.ansiEnabled in the serde. I noted on the proto field why it is separate from null_on_divide_by_zero, since having two divide-by-zero switches on one expression is otherwise very easy to misread.
The regression test is divisor_underflow_follows_spark_division_semantics. It asserts the premise before the behaviour —
assert_ne!(probe.m2, 0.0, "m2 must be non-zero for this case to bite");
assert_eq!(probe.m2 * probe.m2, 0.0, "m2 * m2 must underflow to zero");— so it cannot quietly stop testing anything if the moment math changes, and then covers NULL for both values of null_on_divide_by_zero with ANSI off, plus the DIVIDE_BY_ZERO error with ANSI on.
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@andygrove thanks for the patch!!! |
Also moves the order-4 moment recurrences into welford.rs alongside the existing variance/covariance ones, drops the redundant default_value override, and removes the skewness fallback assertion from the kurtosis fixture.
Which issue does this PR close?
Closes #.
Rationale for this change
kurtosisis a standard SQL statistical aggregate and one of the last remainingCentralMomentAggsiblings that Comet didn't run natively (variance and stddev are already supported). Adding it lets queries using kurtosis stay in Comet's native path instead of falling back to Spark for the whole aggregate.What changes are included in this PR?
KurtosisUDAF (native/spark-expr/src/agg_funcs/kurtosis.rs) with a per-rowKurtosisAccumulator. Intermediate state is[n, avg, m2, m3, m4]Float64, mirroring Spark'sCentralMomentAgg(momentOrder = 4) wire format so a Spark-produced Partial and a Comet-produced Final can share bytes without conversion. Update and merge kernels are direct ports of Spark'supdateExpressionsDefandmergeExpressions(Meng 2015 recurrence).nullOnDivideByZerothrough the proto sospark.sql.legacy.statisticalAggregatebehaves the same on both engines: the default returnsNULLwhenm2 == 0, legacy mode returnsNaN.Kurtosisprotobuf message and wires it through the native planner.CometKurtosisinspark/src/main/scala/org/apache/comet/serde/aggregates.scalaand registers it inQueryPlanSerde.aggrSerdeMap.supportsMixedPartialFinalis left atfalseto match the conservative policy already used byVarianceandStddevin the same file.docs/source/contributor-guide/expression-audits/agg_funcs.md; flips the support status indocs/source/user-guide/latest/expressions.mdfrom planned to supported.kurtosis(x) OVER (...)) still falls back because the Comet window path doesn't wire kurtosis today. Captured as anexpect_fallbackcase rather than left as an implicit gap.ansiEnabledthrough the proto as well. Spark's evaluate expression divides bym2 * m2, and thatDividecaptures its eval mode from the session, so a divisor that underflows to zero whilem2itself is non-zero raisesDIVIDE_BY_ZEROunder ANSI and returnsNULLotherwise. This is a separate switch fromnullOnDivideByZero, which comes fromlegacyStatisticalAggregateand governs only them2 == 0branch.native/spark-expr/src/agg_funcs/welford.rsasmoments4_update/moments4_merge, alongside the existingvariance_*andcovariance_*helpers, so all the central-moment algebra stays in one module andskewnesscan reuse it.kurtosisis adapter-backed. There is noGroupsAccumulator, so grouped aggregation runs through DataFusion's genericGroupsAccumulatorAdapterat the cost of one boxedAccumulatorand aScalarValueround trip per group per batch. This is a deliberate gap relative toVarianceGroupsAccumulator/StddevGroupsAccumulator, recorded here and in a comment at theaccumulatorsite rather than left implicit. The vectorized version should land withskewness: both are anevaluateover the same[n, avg, m2, m3, m4]state, so one flat-state accumulator can serve all three instead of being written twice.Scaffolding produced by the
implement-comet-expressionskill; theaudit-comet-expressionskill drove the audit and produced the extra fallback and coverage-gap tests.How are these changes tested?
KurtosisAccumulatorcovering empty group, single-value divide-by-zero in bothnullOnDivideByZeromodes, divisor underflow (1e-100/2e-100, wherem2is non-zero butm2 * m2is not) under both ANSI settings, both of Spark's ownExpressionDescriptionexamples (-0.7014368047529627and0.19432323191699075), and a two-partition state merge that reproduces the single-batch result.spark/src/test/resources/sql-tests/expressions/aggregate/kurtosis.sqlrunning underConfigMatrix: parquet.enable.dictionary=false,true. Covers Spark's documented examples, GROUP BY, global aggregate, empty table, integer/decimal/float/bigint inputs, literal argument,FILTER (WHERE ...), mixed with other aggregates, and anexpect_fallbackcase for window use ofkurtosis. Numerical-stress cases (NaN,Infinity,-Infinity,1e15magnitudes) usespark_answer_onlymode.kurtosis_legacy.sqlgated withConfig: spark.sql.legacy.statisticalAggregate=trueexercises theNaNpath for single-value and all-equal groups../mvnw test -Dsuites="org.apache.comet.CometSqlFileTestSuite kurtosis" -Dtest=nonepasses under both the default (Spark 3.5) and-Pspark-4.0profiles.cd native && cargo clippy --all-targets --workspace -- -D warningspasses.