@uwdata/mosaic-core 0.17.0 → 0.18.0

package/dist/src/preagg/preagg-columns.js.map

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package/dist/src/preagg/sufficient-statistics.d.ts

@@ -0,0 +1,14 @@
+import type { AggregateNode, ColumnRefNode, ExprNode } from '@uwdata/mosaic-sql';
+/**
+ * Determine sufficient statistics to preaggregate the given node. This
+ * method populates the *preagg* and *aggrs* arguments with necessary
+ * information for preaggregation optimization.
+ * @param node An aggregate function.
+ * @param preagg Map of column names to
+ *  expressions to include in the preaggregation table.
+ * @param avg Global average query generator.
+ * @returns Output aggregate expression that uses preaggregated
+ *  sufficient statistics to service updates.
+ */
+export declare function sufficientStatistics(node: AggregateNode, preagg: Record<string, ExprNode>, avg: (field: ColumnRefNode) => ExprNode): ExprNode | null;
+//# sourceMappingURL=sufficient-statistics.d.ts.map

package/dist/src/preagg/sufficient-statistics.d.ts.map

@@ -0,0 +1 @@
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package/dist/src/preagg/sufficient-statistics.js

@@ -0,0 +1,446 @@
+import { and, argmax, argmin, coalesce, count, div, exp, isNotNull, ln, max, min, mul, pow, regrAvgX, regrAvgY, regrCount, sql, sqrt, sub, sum } from '@uwdata/mosaic-sql';
+import { fnv_hash } from '../util/hash.js';
+/**
+ * Determine sufficient statistics to preaggregate the given node. This
+ * method populates the *preagg* and *aggrs* arguments with necessary
+ * information for preaggregation optimization.
+ * @param node An aggregate function.
+ * @param preagg Map of column names to
+ *  expressions to include in the preaggregation table.
+ * @param avg Global average query generator.
+ * @returns Output aggregate expression that uses preaggregated
+ *  sufficient statistics to service updates.
+ */
+export function sufficientStatistics(node, preagg, avg) {
+    switch (node.name) {
+        case 'count':
+        case 'count_star':
+            return sumCountExpr(preagg, node);
+        case 'sum':
+            return sumExpr(preagg, node);
+        case 'avg':
+            return avgExpr(preagg, node);
+        case 'geomean':
+            return geomeanExpr(preagg, node);
+        case 'arg_max':
+            return argmaxExpr(preagg, node);
+        case 'arg_min':
+            return argminExpr(preagg, node);
+        // variance statistics drop the original aggregate operation
+        // in favor of tracking sufficient statistics
+        case 'variance':
+        case 'var_samp':
+            return varianceExpr(preagg, node, avg);
+        case 'var_pop':
+            return varianceExpr(preagg, node, avg, false);
+        case 'stddev':
+        case 'stddev_samp':
+            return sqrt(varianceExpr(preagg, node, avg));
+        case 'stddev_pop':
+            return sqrt(varianceExpr(preagg, node, avg, false));
+        case 'covar_samp':
+            return covarianceExpr(preagg, node, avg);
+        case 'covar_pop':
+            return covarianceExpr(preagg, node, avg, false);
+        case 'corr':
+            return corrExpr(preagg, node, avg);
+        // regression statistics
+        case 'regr_count':
+            return regrCountExpr(preagg, node).expr;
+        case 'regr_avgx':
+            return regrAvgXExpr(preagg, node);
+        case 'regr_avgy':
+            return regrAvgYExpr(preagg, node);
+        case 'regr_syy':
+            return regrVarExpr(preagg, 0, node, avg);
+        case 'regr_sxx':
+            return regrVarExpr(preagg, 1, node, avg);
+        case 'regr_sxy':
+            return covarianceExpr(preagg, node, avg, null);
+        case 'regr_slope':
+            return regrSlopeExpr(preagg, node, avg);
+        case 'regr_intercept':
+            return regrInterceptExpr(preagg, node, avg);
+        case 'regr_r2':
+            return pow(corrExpr(preagg, node, avg), 2);
+        // aggregates that commute directly
+        case 'max':
+        case 'min':
+        case 'bit_and':
+        case 'bit_or':
+        case 'bit_xor':
+        case 'bool_and':
+        case 'bool_or':
+        case 'product': {
+            const name = colName(node);
+            preagg[name] = node;
+            return sql `${node.name}("${name}")`;
+        }
+        // unsupported aggregate, return null to indicate failure
+        default: return null;
+    }
+}
+/**
+ * Generate a column name for the given aggregate node. The name is
+ * made from a hash of the string-serialized SQL expression.
+ * @param node The aggregate node to name.
+ * @returns The generated column name.
+ */
+function colName(node) {
+    return 'pre_' + fnv_hash(`${node}`).toString(16);
+}
+/**
+ * Add a sufficient statistic to the preaggregation column set.
+ * Generates a unique column name for the statistic and propagates
+ * a FILTER clause if one exists on the original aggregate node.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param expr The aggregate statistic to add.
+ * @param node The originating aggregate function call.
+ * @returns The name of the statistic column.
+ */
+function addStat(preagg, expr, node) {
+    const filter = node?.filter;
+    if (filter) {
+        // push filter clause to preaggregate expr
+        expr = expr.filter
+            ? expr.where(and(filter, expr.filter))
+            : expr.where(filter);
+    }
+    const name = colName(expr);
+    preagg[name] = expr;
+    return name;
+}
+/**
+ * Generate an expression for calculating counts over data dimensions.
+ * As a side effect, this method adds a column to the input *preagg* object
+ * to track the count of non-null values per-partition.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over
+ *  pre-aggregated dimensions and associated column name.
+ */
+function countExpr(preagg, node) {
+    const name = addStat(preagg, count(node.args[0]), node);
+    return { expr: coalesce(sum(name), 0), name };
+}
+/**
+ * Generate an expression for calculating counts over data dimensions.
+ * The expression is a summation with an additional coalesce operation
+ * to map null sums to zero-valued counts.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function sumCountExpr(preagg, node) {
+    return coalesce(sumExpr(preagg, node), 0);
+}
+/**
+ * Generate an expression for calculating sums over data dimensions.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function sumExpr(preagg, node) {
+    return sum(addStat(preagg, node));
+}
+/**
+ * Generate an expression for calculating averages over data dimensions.
+ * As a side effect, this method adds a column to the input *preagg* object
+ * to track the count of non-null values per-partition.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function avgExpr(preagg, node) {
+    const as = addStat(preagg, node);
+    const { expr, name } = countExpr(preagg, node);
+    return div(sum(mul(as, name)), expr);
+}
+/**
+ * Generate an expression for calculating geometric means over data dimensions.
+ * This method uses log-based computations to ensure numerical stability. The
+ * geomean calculation uses two sufficient statistics: the sum of log values
+ * and the count of non-null values. As a side effect, this method adds columns
+ * for these statistics to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function geomeanExpr(preagg, node) {
+    const x = node.args[0];
+    const expr = addStat(preagg, sum(ln(x)), node);
+    const { expr: n } = countExpr(preagg, node);
+    return exp(div(sum(expr), n));
+}
+/**
+ * Generate an expression for calculating argmax over data dimensions.
+ * As a side effect, this method adds a column to the input *preagg* object
+ * to track a maximum value per-partition.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function argmaxExpr(preagg, node) {
+    const expr = addStat(preagg, node);
+    const maxy = addStat(preagg, max(node.args[1]), node);
+    return argmax(expr, maxy);
+}
+/**
+ * Generate an expression for calculating argmin over data dimensions.
+ * As a side effect, this method adds a column to the input *preagg* object
+ * to track a minimum value per-partition.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function argminExpr(preagg, node) {
+    const expr = addStat(preagg, node);
+    const miny = addStat(preagg, min(node.args[1]), node);
+    return argmin(expr, miny);
+}
+/**
+ * Generate an expression for calculating variance over data dimensions.
+ * This method uses the "textbook" definition of variance (E[X^2] - E[X]^2),
+ * but on mean-centered data to reduce floating point error. The variance
+ * calculation uses three sufficient statistics: the count of non-null values,
+ * the residual sum of squares and the sum of residual (mean-centered) values.
+ * As a side effect, this method adds columns for these statistics to the
+ * input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @param correction A flag for whether a Bessel
+ *  correction should be applied to compute the sample variance
+ *  rather than the populatation variance.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function varianceExpr(preagg, node, avg, correction = true) {
+    const x = node.args[0];
+    const { expr: n } = countExpr(preagg, node);
+    const delta = sub(x, avg(x));
+    const rssq = addStat(preagg, sum(pow(delta, 2)), node); // residual sum of squares
+    const rsum = addStat(preagg, sum(delta), node); // residual sum
+    const denom = correction ? sub(n, 1) : n; // Bessel correction
+    return div(sub(sum(rssq), div(pow(sum(rsum), 2), n)), denom);
+}
+/**
+ * Generate an expression for calculating covariance over data dimensions.
+ * This method uses mean-centered data to reduce floating point error. The
+ * covariance calculation uses four sufficient statistics: the count of
+ * non-null value pairs, the sum of residual products, and residual sums
+ * (of mean-centered values) for x and y. As a side effect, this method
+ * adds columns for these statistics to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @param correction A flag for whether a Bessel
+ *  correction should be applied to compute the sample covariance rather
+ *  than the populatation covariance. If null, an expression for the
+ *  unnormalized covariance (no division by sample count) is returned.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function covarianceExpr(preagg, node, avg, correction = true) {
+    const { expr: n } = regrCountExpr(preagg, node);
+    const sxy = regrSumXYExpr(preagg, node, avg);
+    const sx = regrSumExpr(preagg, 1, node, avg);
+    const sy = regrSumExpr(preagg, 0, node, avg);
+    const num = sub(sxy, div(mul(sx, sy), n));
+    return correction === null ? num // do not divide by count
+        : correction ? div(num, sub(n, 1)) // Bessel correction (sample)
+            : div(num, n); // no correction (population)
+}
+/**
+ * Generate an expression for calculating Pearson product-moment correlation
+ * coefficients over data dimensions. This method uses mean-centered data
+ * to reduce floating point error. The correlation calculation uses six
+ * sufficient statistics: the count of non-null value pairs, the sum of
+ * residual products, and both residual sums and sums of squares for x and y.
+ * As a side effect, this method adds columns for these statistics to the
+ * input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function corrExpr(preagg, node, avg) {
+    const { expr: n } = regrCountExpr(preagg, node);
+    const sxy = regrSumXYExpr(preagg, node, avg);
+    const sxx = regrSumSqExpr(preagg, 1, node, avg);
+    const syy = regrSumSqExpr(preagg, 0, node, avg);
+    const sx = regrSumExpr(preagg, 1, node, avg);
+    const sy = regrSumExpr(preagg, 0, node, avg);
+    const vx = sub(sxx, div(pow(sx, 2), n));
+    const vy = sub(syy, div(pow(sy, 2), n));
+    return div(sub(sxy, div(mul(sx, sy), n)), sqrt(mul(vx, vy)));
+}
+/**
+ * Generate an expression for the count of non-null (x, y) pairs. As a side
+ * effect, this method adds columns to the input *preagg* object to the
+ * partition-level count of non-null pairs.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over
+ *  pre-aggregated dimensions and associated column name.
+ */
+function regrCountExpr(preagg, node) {
+    const [x, y] = node.args;
+    const n = addStat(preagg, regrCount(x, y), node);
+    return { expr: sum(n), name: n };
+}
+/**
+ * Generate an expression for calculating sums of residual values for use in
+ * covariance and regression queries. Only values corresponding to non-null
+ * (x, y) pairs are included. This method uses mean-centered data to reduce
+ * floating point error. As a side effect, this method adds a column for
+ * partition-level sums to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param i An index indicating which argument column to sum.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function regrSumExpr(preagg, i, node, avg) {
+    const args = node.args;
+    const v = args[i];
+    const o = args[1 - i];
+    const rsum = sum(sub(v, avg(v))).where(isNotNull(o));
+    return sum(addStat(preagg, rsum, node));
+}
+/**
+ * Generate an expressios for calculating sums of squared residual values for
+ * use in covariance and regression queries. Only values corresponding to
+ * non-null (x, y) pairs are included. This method uses mean-centered data to
+ * reduce floating point error. As a side effect, this method adds a column
+ * for partition-level sums to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param i An index indicating which argument column to sum.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function regrSumSqExpr(preagg, i, node, avg) {
+    const args = node.args;
+    const v = args[i];
+    const u = args[1 - i];
+    const ssq = sum(pow(sub(v, avg(v)), 2)).where(isNotNull(u));
+    return sum(addStat(preagg, ssq, node));
+}
+/**
+ * Generate an expression for calculating sums of residual product values for
+ * use in covariance and regression queries. Only values corresponding to
+ * non-null (x, y) pairs are included. This method uses mean-centered data to
+ * reduce floating point error. As a side effect, this method adds a column
+ * for partition-level sums to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function regrSumXYExpr(preagg, node, avg) {
+    const [y, x] = node.args;
+    const sxy = sum(mul(sub(x, avg(x)), sub(y, avg(y))));
+    return sum(addStat(preagg, sxy, node));
+}
+/**
+ * Generate an expression for the average x value in a regression context.
+ * Only values corresponding to non-null (x, y) pairs are included. As a side
+ * effect, this method adds columns to the input *preagg* object to track both
+ * the count of non-null pairs and partition-level averages.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function regrAvgXExpr(preagg, node) {
+    const [y, x] = node.args;
+    const { expr: n, name } = regrCountExpr(preagg, node);
+    const a = addStat(preagg, regrAvgX(y, x), node);
+    return div(sum(mul(a, name)), n);
+}
+/**
+ * Generate an expression for the average y value in a regression context.
+ * Only values corresponding to non-null (x, y) pairs are included. As a side
+ * effect, this method adds columns to the input *preagg* object to track both
+ * the count of non-null pairs and partition-level averages.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @returns An aggregate expression over pre-aggregated dimensions.
+ */
+function regrAvgYExpr(preagg, node) {
+    const [y, x] = node.args;
+    const { expr: n, name } = regrCountExpr(preagg, node);
+    const a = addStat(preagg, regrAvgY(y, x), node);
+    return div(sum(mul(a, name)), n);
+}
+/**
+ * Generate an expression for calculating variance over data dimensions for
+ * use in covariance and regression queries. Only values corresponding to
+ * non-null (x, y) pairs are included. This method uses mean-centered data to
+ * reduce floating point error. As a side effect, this method adds columns
+ * for partition-level count and sums to the input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param i The index of the argument to compute the variance for.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression for calculating variance
+ *  over pre-aggregated data dimensions.
+ */
+function regrVarExpr(preagg, i, node, avg) {
+    const { expr: n } = regrCountExpr(preagg, node);
+    const sum = regrSumExpr(preagg, i, node, avg);
+    const ssq = regrSumSqExpr(preagg, i, node, avg);
+    return sub(ssq, div(pow(sum, 2), n));
+}
+/**
+ * Generate an expression for calculating a regression slope. The slope is
+ * computed as the covariance divided by the variance of the x variable. As a
+ * side effect, this method adds columns for sufficient statistics to the
+ * input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression for calculating regression
+ *  slopes over pre-aggregated data dimensions.
+ */
+function regrSlopeExpr(preagg, node, avg) {
+    const cov = covarianceExpr(preagg, node, avg, null);
+    const varx = regrVarExpr(preagg, 1, node, avg);
+    return div(cov, varx);
+}
+/**
+ * Generate an expression for calculating a regression intercept. The intercept
+ * is derived from the regression slope and average x and y values. As a
+ * side effect, this method adds columns for sufficient statistics to the
+ * input *preagg* object.
+ * @param preagg A map of columns (such as
+ *  sufficient statistics) to pre-aggregate.
+ * @param node The originating aggregate function call.
+ * @param avg Global average query generator.
+ * @returns An aggregate expression for calculating regression
+ *  intercepts over pre-aggregated data dimensions.
+ */
+function regrInterceptExpr(preagg, node, avg) {
+    const ax = regrAvgXExpr(preagg, node);
+    const ay = regrAvgYExpr(preagg, node);
+    const m = regrSlopeExpr(preagg, node, avg);
+    return sub(ay, mul(m, ax));
+}
+//# sourceMappingURL=sufficient-statistics.js.map

package/dist/src/preagg/sufficient-statistics.js.map

@@ -0,0 +1 @@
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package/dist/src/types.d.ts

@@ -0,0 +1,77 @@
+import type { DescribeQuery, ExprNode, Query } from '@uwdata/mosaic-sql';
+import type { QueryResult } from './util/query-result.js';
+/** Type for a query request. */
+export interface QueryRequest {
+    type: 'exec' | 'json' | 'arrow';
+    query: string | Query | DescribeQuery;
+    cache?: boolean;
+    options?: Record<string, unknown>;
+}
+/** Type for an entry within a query manager. */
+export interface QueryEntry {
+    request: QueryRequest;
+    result: QueryResult;
+}
+/** Query type accepted by a coordinator. */
+export type QueryType = string | Query | DescribeQuery;
+/** String indicating a JavaScript data type. */
+export type JSType = 'number' | 'date' | 'boolean' | 'string' | 'array' | 'object';
+/** String indicating a requested summary statistic. */
+export type Stat = 'count' | 'nulls' | 'max' | 'min' | 'distinct';
+/** A reference to a database column or expression. */
+export type FieldRef = string | ExprNode;
+/**
+ * A request for metadata information about a database column.
+ */
+export interface FieldInfoRequest {
+    table: string;
+    column: FieldRef;
+    stats?: Stat[];
+}
+/**
+ * A response with metadata information about a database column.
+ */
+export interface FieldInfo extends Partial<Record<Stat, number>> {
+    table: string;
+    column: string;
+    sqlType: string;
+    type: JSType;
+    nullable: boolean;
+}
+/** A result row from a DESCRIBE query. */
+export interface ColumnDescription {
+    column_name: string;
+    column_type: string;
+    null: 'YES' | 'NO';
+}
+/**
+ * Interface for components that perform selection activation.
+ */
+export interface Activatable {
+    /**
+     * Activate the selection that this component publishes to.
+     */
+    activate(): void;
+}
+/**
+ * Interface for cache implementations.
+ */
+export interface Cache {
+    get(key: string): unknown;
+    set(key: string, value: unknown): unknown;
+    clear(): void;
+}
+/**
+ * Interface for logger implementations
+ */
+export interface Logger {
+    debug(...args: unknown[]): void;
+    info(...args: unknown[]): void;
+    log(...args: unknown[]): void;
+    warn(...args: unknown[]): void;
+    error(...args: unknown[]): void;
+    group(label?: unknown): void;
+    groupCollapsed(label?: unknown): void;
+    groupEnd(): void;
+}
+//# sourceMappingURL=types.d.ts.map

package/dist/src/types.d.ts.map

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package/dist/src/types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=types.js.map

package/dist/src/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../src/types.ts"],"names":[],"mappings":""}