physicalplan: add support for multi-stage execution of corr, covar_samp,

sqrdiff, and regr_count aggregate functions. See #58347. Release note (performance improvement): corr, covar_samp, sqrdiff, and regr_count aggregate functions are now evaluated more efficiently in a distributed setting
cockroachdb · Feb 17, 2022 · cff46e4 · cff46e4
1 parent 3317ca8
commit cff46e4
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Showing 9 changed files with 359 additions and 63 deletions.
diff --git a/pkg/sql/distsql/columnar_operators_test.go b/pkg/sql/distsql/columnar_operators_test.go
@@ -98,6 +98,9 @@ var aggregateFuncToNumArguments = map[execinfrapb.AggregatorSpec_Func]int{
 	execinfrapb.FinalRegrIntercept:      1,
 	execinfrapb.FinalRegrR2:             1,
 	execinfrapb.FinalRegrSlope:          1,
+	execinfrapb.FinalCovarSamp:          1,
+	execinfrapb.FinalCorr:               1,
+	execinfrapb.FinalSqrdiff:            3,
 }
 
 // TestAggregateFuncToNumArguments ensures that all aggregate functions are

diff --git a/pkg/sql/execinfra/version.go b/pkg/sql/execinfra/version.go
@@ -64,7 +64,7 @@ import "github.com/cockroachdb/cockroach/pkg/sql/execinfrapb"
 //
 // ATTENTION: When updating these fields, add a brief description of what
 // changed to the version history below.
-const Version execinfrapb.DistSQLVersion = 62
+const Version execinfrapb.DistSQLVersion = 63
 
 // MinAcceptedVersion is the oldest version that the server is compatible with.
 // A server will not accept flows with older versions.
@@ -76,6 +76,14 @@ const MinAcceptedVersion execinfrapb.DistSQLVersion = 62
 
 Please add new entries at the top.
 
+- Version: 63 (MinAcceptedVersion: 62)
+  - final_covar_samp, final_corr, and final_sqrdiff aggregate functions were
+    introduced to support local and final aggregation of the corresponding
+    builtin functions. It would be unrecognized by a server running older
+    versions, hence the version bump.
+    However, a server running v63 can still process all plans from servers
+    running v62, thus the MinAcceptedVersion is kept at 62.
+
 - Version: 62 (MinAcceptedVersion: 62):
  - Changed TableReaderSpec to use a descpb.IndexFetchSpec instead of table descriptor.
 

diff --git a/pkg/sql/execinfrapb/aggregate_funcs.go b/pkg/sql/execinfrapb/aggregate_funcs.go
@@ -70,4 +70,7 @@ const (
 	FinalRegrIntercept      = AggregatorSpec_FINAL_REGR_INTERCEPT
 	FinalRegrR2             = AggregatorSpec_FINAL_REGR_R2
 	FinalRegrSlope          = AggregatorSpec_FINAL_REGR_SLOPE
+	FinalCovarSamp          = AggregatorSpec_FINAL_COVAR_SAMP
+	FinalCorr               = AggregatorSpec_FINAL_CORR
+	FinalSqrdiff            = AggregatorSpec_FINAL_SQRDIFF
 )
diff --git a/pkg/sql/execinfrapb/processors_sql.proto b/pkg/sql/execinfrapb/processors_sql.proto
@@ -812,6 +812,9 @@ message AggregatorSpec {
     FINAL_REGR_INTERCEPT = 55;
     FINAL_REGR_R2 = 56;
     FINAL_REGR_SLOPE = 57;
+    FINAL_COVAR_SAMP = 58;
+    FINAL_CORR = 59;
+    FINAL_SQRDIFF = 60;
   }
 
   enum Type {

diff --git a/pkg/sql/logictest/testdata/logic_test/aggregate b/pkg/sql/logictest/testdata/logic_test/aggregate
@@ -1500,7 +1500,7 @@ NULL NULL NULL
 statement OK
 TRUNCATE statistics_agg_test
 
-subtest covariance
+subtest covar_pop
 
 statement OK
 INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx)
@@ -1516,46 +1516,132 @@ VALUES (0.0,   0.09561,    1,   10,   0.0, 0.09561),
        (100.0,  99.097,    4,  100, 100.0,  99.097),
        (NULL,     NULL, NULL, NULL,  NULL,    NULL);
 
-query FFFFFFFFFF
-SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(y, int_x), covar_pop(int_y, x), round(covar_pop(dy, dx), 7),
-       covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(y, int_x), covar_samp(int_y, x), round(covar_samp(dy, dx), 6)
+query FFFFF
+SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(y, int_x), covar_pop(int_y, x), round(covar_pop(dy, dx), 7)
 FROM statistics_agg_test
 ----
--149.7003372 33 1100.4 -25.336322 -149.7003372 -166.333708 36.6666666666667 1222.66666666667 -28.1514688888889 -166.333708
+-149.7003372 33 1100.4 -25.336322 -149.7003372
 
-query FFFFFFFF
-SELECT covar_pop(y, dx), covar_pop(int_y, dx), covar_pop(dy, int_x), covar_pop(dy, x),
-       covar_samp(y, dx), covar_samp(int_y, dx), covar_samp(dy, int_x), covar_samp(dy, x)
+query FFFF
+SELECT covar_pop(y, dx), covar_pop(int_y, dx), covar_pop(dy, int_x), covar_pop(dy, x)
 FROM statistics_agg_test
 ----
--149.7003372 -25.336322 1100.4 -149.7003372 -166.333708 -28.1514688888889 1222.66666666667 -166.333708
+-149.7003372 -25.336322 1100.4 -149.7003372
 
-query FF
-SELECT covar_pop(DISTINCT y, x), covar_samp(DISTINCT y, x)
+query F
+SELECT covar_pop(DISTINCT y, x)
 FROM statistics_agg_test
 ----
-653.62895125 871.505268333333
+653.62895125
 
-query FF
-SELECT CAST(covar_pop(DISTINCT y, x) FILTER (WHERE x > 3 AND y < 100) AS decimal),
-       CAST(covar_samp(DISTINCT y, x) FILTER (WHERE x > 3 AND y < 100) AS decimal)
+query F
+SELECT CAST(covar_pop(DISTINCT y, x) FILTER (WHERE x > 3 AND y < 100) AS decimal)
 FROM statistics_agg_test
 ----
--1109.4299999999998 -2218.8599999999997
+-1109.4299999999998
 
 query error pq: unknown signature: covar_pop\(string, string\)
 SELECT covar_pop(y::string, x::string) FROM statistics_agg_test
 
-query error pq: unknown signature: covar_samp\(string, string\)
-SELECT covar_samp(y::string, x::string) FROM statistics_agg_test
-
 statement OK
 INSERT INTO statistics_agg_test (y, x, int_y, int_x) VALUES
   (1.797693134862315708145274237317043567981e+308, 0, 0, 0)
 
 query error float out of range
 SELECT covar_pop(y, x), covar_pop(int_y, int_x) FROM statistics_agg_test
 
+statement OK
+TRUNCATE statistics_agg_test
+
+statement OK
+INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
+  (1.0, 10.0, 1, 10, 1.0, 10.0),
+  (2.0, 20.0, 2, 20, 2.0, 20.0)
+
+query RRR
+SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx)
+FROM statistics_agg_test
+----
+2.5 2.5 2.5
+
+statement OK
+TRUNCATE statistics_agg_test
+
+statement OK
+INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
+  (1.0,  10.0, 1,  10, 1.0,  10.0),
+  (2.0, -20.0, 2, -20, 2.0, -20.0)
+
+query RRR
+SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx)
+FROM statistics_agg_test
+----
+-7.5 -7.5 -7.5
+
+statement OK
+TRUNCATE statistics_agg_test
+
+statement OK
+INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
+  (1.0, -1.0, 1, -1, 1.0, -1.0),
+  (1.0,  1.0, 1,  1, 1.0,  1.0)
+
+query RRR
+SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx)
+FROM statistics_agg_test
+----
+0 0 0
+
+statement OK
+TRUNCATE statistics_agg_test
+
+subtest covar_samp
+
+statement OK
+INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx)
+VALUES (0.0,   0.09561,    1,   10,   0.0, 0.09561),
+       (42.0,   324.78,    2,   25,  42.0,  324.78),
+       (42.0,   324.78,    2,   25,  42.0,  324.78),
+       (56.0,      7.8,    3,   40,  56.0,     7.8),
+       (56.0,      7.8,    3,   40,  56.0,     7.8),
+       (56.0,      7.8,    3,   40,  56.0,     7.8),
+       (100.0,  99.097,    4,  100, 100.0,  99.097),
+       (100.0,  99.097,    4,  100, 100.0,  99.097),
+       (100.0,  99.097,    4,  100, 100.0,  99.097),
+       (100.0,  99.097,    4,  100, 100.0,  99.097),
+       (NULL,     NULL, NULL, NULL,  NULL,    NULL);
+
+query FFFFF
+SELECT covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(y, int_x), covar_samp(int_y, x), round(covar_samp(dy, dx), 6)
+FROM statistics_agg_test
+----
+-166.333708 36.6666666666667 1222.66666666667 -28.1514688888889 -166.333708
+
+query FFFF
+SELECT covar_samp(y, dx), covar_samp(int_y, dx), covar_samp(dy, int_x), covar_samp(dy, x)
+FROM statistics_agg_test
+----
+-166.333708 -28.1514688888889 1222.66666666667 -166.333708
+
+query F
+SELECT covar_samp(DISTINCT y, x)
+FROM statistics_agg_test
+----
+871.505268333333
+
+query F
+SELECT CAST(covar_samp(DISTINCT y, x) FILTER (WHERE x > 3 AND y < 100) AS decimal)
+FROM statistics_agg_test
+----
+-2218.8599999999997
+
+query error pq: unknown signature: covar_samp\(string, string\)
+SELECT covar_samp(y::string, x::string) FROM statistics_agg_test
+
+statement OK
+INSERT INTO statistics_agg_test (y, x, int_y, int_x) VALUES
+  (1.797693134862315708145274237317043567981e+308, 0, 0, 0)
+
 query error float out of range
 SELECT covar_samp(y, x), covar_samp(int_y, int_x) FROM statistics_agg_test
 
@@ -1567,12 +1653,11 @@ INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
   (1.0, 10.0, 1, 10, 1.0, 10.0),
   (2.0, 20.0, 2, 20, 2.0, 20.0)
 
-query RRRRRR
-SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx),
-       covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
+query RRR
+SELECT covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
 FROM statistics_agg_test
 ----
-2.5 2.5 2.5 5 5 5
+5 5 5
 
 statement OK
 TRUNCATE statistics_agg_test
@@ -1582,12 +1667,11 @@ INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
   (1.0,  10.0, 1,  10, 1.0,  10.0),
   (2.0, -20.0, 2, -20, 2.0, -20.0)
 
-query RRRRRR
-SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx),
-       covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
+query RRR
+SELECT covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
 FROM statistics_agg_test
 ----
--7.5 -7.5 -7.5 -15 -15 -15
+-15 -15 -15
 
 statement OK
 TRUNCATE statistics_agg_test
@@ -1597,12 +1681,11 @@ INSERT INTO statistics_agg_test (y, x, int_y, int_x, dy, dx) VALUES
   (1.0, -1.0, 1, -1, 1.0, -1.0),
   (1.0,  1.0, 1,  1, 1.0,  1.0)
 
-query RRRRRR
-SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(dy, dx),
-       covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
+query RRR
+SELECT covar_samp(y, x), covar_samp(int_y, int_x), covar_samp(dy, dx)
 FROM statistics_agg_test
 ----
-0 0 0 0 0 0
+0 0 0
 
 statement OK
 TRUNCATE statistics_agg_test

diff --git a/pkg/sql/logictest/testdata/logic_test/distsql_agg b/pkg/sql/logictest/testdata/logic_test/distsql_agg
@@ -597,10 +597,10 @@ SELECT regr_sxx(y, x), regr_sxy(y, x), regr_syy(y, x) FROM statistics_agg_test
 ----
 825 375 83325
 
-query I
-SELECT regr_count(y, x) FROM statistics_agg_test
+query IF
+SELECT regr_count(y, x), sqrdiff(y) FROM statistics_agg_test
 ----
-100
+100  83325
 
 query FF
 SELECT regr_avgx(y, x), regr_avgy(y, x) FROM statistics_agg_test
@@ -617,10 +617,10 @@ statement ok
 ALTER TABLE statistics_agg_test EXPERIMENTAL_RELOCATE
   SELECT ARRAY[i%5+1], i FROM generate_series(0, 9) AS g(i)
 
-query F
-SELECT covar_pop(y, x)::decimal FROM statistics_agg_test
+query FFF
+SELECT corr(y, x)::decimal, covar_pop(y, x)::decimal, covar_samp(y, x)::decimal FROM statistics_agg_test
 ----
-3.75
+0.045228963191363145 3.75 3.787878787878788
 
 query FFF
 SELECT regr_intercept(y, x), regr_r2(y, x), regr_slope(y, x) FROM statistics_agg_test
@@ -632,6 +632,11 @@ SELECT regr_sxx(y, x), regr_sxy(y, x), regr_syy(y, x) FROM statistics_agg_test
 ----
 825 375 83325
 
+query IF
+SELECT regr_count(y, x), sqrdiff(y) FROM statistics_agg_test
+----
+100  83325
+
 query FF
 SELECT regr_avgx(y, x), regr_avgy(y, x) FROM statistics_agg_test
 ----