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Add quantile() to DataFrameGroupBy

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P. Sai Vinay 2021-06-22 21:24:33 +05:30 committed by GitHub
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6 changed files with 182 additions and 25 deletions
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6
docs/sphinx/reference/api/eland.groupby.DataFrameGroupBy.quantile.rst Normal file
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@ -0,0 +1,6 @@
eland.groupby.DataFrameGroupBy.quantile
=======================================
.. currentmodule:: eland.groupby
.. automethod:: DataFrameGroupBy.quantile

1
docs/sphinx/reference/dataframe.rst
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@ -75,6 +75,7 @@ Function Application, GroupBy & Window
DataFrameGroupBy.std
DataFrameGroupBy.sum
DataFrameGroupBy.var
DataFrameGroupBy.quantile
GroupBy
.. currentmodule:: eland

80
eland/groupby.py
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@ -503,6 +503,86 @@ class DataFrameGroupBy(GroupBy):
numeric_only=False,
)
def quantile(
self, q: Union[int, float, List[int], List[float]] = 0.5
) -> "pd.DataFrame":
"""
Used to groupby and calculate quantile for a given DataFrame.
Parameters
----------
q:
float or array like, default 0.5
Value between 0 <= q <= 1, the quantile(s) to compute.
Returns
-------
pandas.DataFrame
quantile value for each grouped column
See Also
--------
:pandas_api_docs:`pandas.core.groupby.GroupBy.quantile`
Examples
--------
>>> ed_df = ed.DataFrame('localhost', 'flights')
>>> ed_flights = ed_df.filter(["AvgTicketPrice", "FlightDelayMin", "dayOfWeek", "timestamp"])
>>> ed_flights.groupby(["dayOfWeek", "Cancelled"]).quantile() # doctest: +SKIP
AvgTicketPrice FlightDelayMin
dayOfWeek Cancelled
0 False 572.290384 0.0
True 578.140564 0.0
1 False 567.980560 0.0
True 582.618713 0.0
2 False 590.170986 0.0
True 579.811890 0.0
3 False 574.131340 0.0
True 572.852264 0.0
4 False 591.533699 0.0
True 582.877014 0.0
5 False 791.622625 0.0
True 793.362946 0.0
6 False 817.378523 0.0
True 766.855530 0.0
>>> ed_flights.groupby(["dayOfWeek", "Cancelled"]).quantile(q=[.2, .5]) # doctest: +SKIP
AvgTicketPrice FlightDelayMin
dayOfWeek Cancelled
0 False 0.2 319.925979 0.0
0.5 572.290384 0.0
True 0.2 325.704562 0.0
0.5 578.140564 0.0
1 False 0.2 327.311007 0.0
0.5 567.980560 0.0
True 0.2 336.839572 0.0
0.5 582.618713 0.0
2 False 0.2 332.323011 0.0
0.5 590.170986 0.0
True 0.2 314.472537 0.0
0.5 579.811890 0.0
3 False 0.2 327.652659 0.0
0.5 574.131340 0.0
True 0.2 298.483032 0.0
0.5 572.852264 0.0
4 False 0.2 314.290205 0.0
0.5 591.533699 0.0
True 0.2 325.024850 0.0
0.5 582.877014 0.0
5 False 0.2 567.362137 0.0
0.5 791.622625 0.0
True 0.2 568.323944 0.0
0.5 793.362946 0.0
6 False 0.2 568.489746 0.0
0.5 817.378523 0.0
True 0.2 523.890680 0.0
0.5 766.855530 0.0
"""
return self._query_compiler.aggs_groupby(
by=self._by, pd_aggs=["quantile"], quantiles=q, numeric_only=True
)
def aggregate(
self, func: Union[str, List[str]], numeric_only: Optional[bool] = False
) -> "pd.DataFrame":

81
eland/operations.py
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@ -493,6 +493,7 @@ class Operations:
numeric_only: Optional[bool],
percentiles: Optional[List[float]] = None,
is_dataframe_agg: bool = False,
is_groupby: bool = False,
) -> Dict[str, List[Any]]:
"""
This method unpacks metric aggregations JSON response.
@ -554,7 +555,9 @@ class Operations:
agg_value = agg_value["50.0"]
# Currently Pandas does the same
# If we call quantile it returns the same result as of median.
elif pd_agg == "quantile" and is_dataframe_agg:
elif (
pd_agg == "quantile" and is_dataframe_agg and not is_groupby
):
agg_value = agg_value["50.0"]
else:
# Maintain order of percentiles
@ -668,8 +671,9 @@ class Operations:
# If numeric_only is True and We only have a NaN type field then we check for empty.
if values:
results[field.column] = values if len(values) > 1 else values[0]
# This only runs when df.quantile() or series.quantile() is called
if percentile_values and not is_dataframe_agg:
# This only runs when df.quantile() or series.quantile() or
# quantile from groupby is called
if percentile_values:
results[f"{field.column}"] = percentile_values
return results
@ -682,19 +686,6 @@ class Operations:
is_dataframe: bool = True,
numeric_only: Optional[bool] = True,
) -> Union[pd.DataFrame, pd.Series]:
# To verify if quantile range falls between 0 to 1
def quantile_to_percentile(quantile: Any) -> float:
if isinstance(quantile, (int, float)):
quantile = float(quantile)
if quantile > 1 or quantile < 0:
raise ValueError(
f"quantile should be in range of 0 and 1, given {quantile}"
)
else:
raise TypeError("quantile should be of type int or float")
# quantile * 100 = percentile
# return float(...) because min(1.0) gives 1
return float(min(100, max(0, quantile * 100)))
percentiles = [
quantile_to_percentile(x)
@ -730,6 +721,7 @@ class Operations:
by: List[str],
pd_aggs: List[str],
dropna: bool = True,
quantiles: Optional[List[float]] = None,
is_dataframe_agg: bool = False,
numeric_only: Optional[bool] = True,
) -> pd.DataFrame:
@ -751,6 +743,8 @@ class Operations:
Know if groupby with aggregation or single agg is called.
numeric_only:
return either numeric values or NaN/NaT
quantiles:
List of quantiles when 'quantile' agg is called. Otherwise it is None
Returns
-------
@ -779,8 +773,19 @@ class Operations:
# To return for creating multi-index on columns
headers = [agg_field.column for agg_field in agg_fields]
percentiles: Optional[List[str]] = None
if quantiles:
percentiles = [
quantile_to_percentile(x)
for x in (
(quantiles,)
if not isinstance(quantiles, (list, tuple))
else quantiles
)
]
# Convert pandas aggs to ES equivalent
es_aggs = self._map_pd_aggs_to_es_aggs(pd_aggs)
es_aggs = self._map_pd_aggs_to_es_aggs(pd_aggs=pd_aggs, percentiles=percentiles)
# Construct Query
for by_field in by_fields:
@ -804,6 +809,13 @@ class Operations:
# If we have multiple 'extended_stats' etc. here we simply NOOP on 2nd call
if isinstance(es_agg, tuple):
if es_agg[0] == "percentiles":
body.percentile_agg(
name=f"{es_agg[0]}_{agg_field.es_field_name}",
field=agg_field.es_field_name,
percents=es_agg[1],
)
else:
body.metric_aggs(
f"{es_agg[0]}_{agg_field.es_field_name}",
es_agg[0],
@ -832,7 +844,12 @@ class Operations:
if by_field.is_timestamp and isinstance(bucket_key, int):
bucket_key = pd.to_datetime(bucket_key, unit="ms")
results[by_field.column].append(bucket_key)
if pd_aggs == ["quantile"] and len(percentiles) > 1:
bucket_key = [bucket_key] * len(percentiles)
results[by_field.column].extend(
bucket_key if isinstance(bucket_key, list) else [bucket_key]
)
agg_calculation = self._unpack_metric_aggs(
fields=agg_fields,
@ -840,19 +857,32 @@ class Operations:
pd_aggs=pd_aggs,
response={"aggregations": bucket},
numeric_only=numeric_only,
percentiles=percentiles,
# We set 'True' here because we want the value
# unpacking to always be in 'dataframe' mode.
is_dataframe_agg=True,
is_groupby=True,
)
# to construct index with quantiles
if pd_aggs == ["quantile"] and len(percentiles) > 1:
results[None].extend([i / 100 for i in percentiles])
# Process the calculated agg values to response
for key, value in agg_calculation.items():
if not isinstance(value, list):
results[key].append(value)
continue
elif isinstance(value, list) and pd_aggs == ["quantile"]:
results[f"{key}_{pd_aggs[0]}"].extend(value)
else:
for pd_agg, val in zip(pd_aggs, value):
results[f"{key}_{pd_agg}"].append(val)
# Just to maintain Output same as pandas with empty header.
if pd_aggs == ["quantile"] and len(percentiles) > 1:
by = by + [None]
agg_df = pd.DataFrame(results).set_index(by).sort_index()
if is_dataframe_agg:
@ -1408,3 +1438,18 @@ class Operations:
def update_query(self, boolean_filter):
task = BooleanFilterTask(boolean_filter)
self._tasks.append(task)
def quantile_to_percentile(quantile: Union[int, float]) -> float:
# To verify if quantile range falls between 0 to 1
if isinstance(quantile, (int, float)):
quantile = float(quantile)
if quantile > 1 or quantile < 0:
raise ValueError(
f"quantile should be in range of 0 and 1, given {quantile}"
)
else:
raise TypeError("quantile should be of type int or float")
# quantile * 100 = percentile
# return float(...) because min(1.0) gives 1
return float(min(100, max(0, quantile * 100)))

2
eland/query_compiler.py
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@ -673,11 +673,13 @@ class QueryCompiler:
dropna: bool = True,
is_dataframe_agg: bool = False,
numeric_only: Optional[bool] = True,
quantiles: Union[int, float, List[int], List[float], None] = None,
) -> pd.DataFrame:
return self._operations.aggs_groupby(
self,
by=by,
pd_aggs=pd_aggs,
quantiles=quantiles,
dropna=dropna,
is_dataframe_agg=is_dataframe_agg,
numeric_only=numeric_only,

23
tests/dataframe/test_groupby_pytest.py
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@ -230,3 +230,26 @@ class TestGroupbyDataFrame(TestData):
match = "Currently mode is not supported for groupby"
with pytest.raises(NotImplementedError, match=match):
ed_flights.groupby("Cancelled").mode()
@pytest.mark.parametrize("dropna", [True, False])
@pytest.mark.parametrize(
["func", "args"],
[
("quantile", ()),
("quantile", (0.55,)),
("quantile", ([0.2, 0.4, 0.6, 0.8],)),
],
)
@pytest.mark.parametrize("columns", ["Cancelled", ["dayOfWeek", "Cancelled"]])
def test_groupby_aggs_quantile(self, dropna, columns, func, args):
# Pandas has numeric_only applicable for the above aggs with groupby only.
pd_flights = self.pd_flights().filter(self.filter_data)
ed_flights = self.ed_flights().filter(self.filter_data)
pd_groupby = getattr(pd_flights.groupby(columns, dropna=dropna), func)(*args)
ed_groupby = getattr(ed_flights.groupby(columns, dropna=dropna), func)(*args)
# checking only values because dtypes are checked in aggs tests
assert_frame_equal(
pd_groupby, ed_groupby, check_exact=False, check_dtype=False, rtol=2
)