Sparklyr:如何计算2个Spark表之间的相关系数? [英] Sparklyr: how to calculate correlation coefficient between 2 Spark tables?
问题描述
我有这两个Spark表:
I have these 2 Spark tables:
simx
x0: num 1.00 2.00 3.00 ...
x1: num 2.00 3.00 4.00 ...
...
x788: num 2.00 3.00 4.00 ...
和
simy
y0: num 1.00 2.00 3.00 ...
在这两个表中,每列具有相同数量的值。两个表 x
和 y
保存到句柄 simX_tbl
中,分别为 simY_tbl
。实际数据大小相当大,可能达到40GB。
In both tables, each column has the same number of values. Both table x
and y
are saved into handle simX_tbl
and simY_tbl
respectively. The actual data size is quite big and may reach 40GB.
我想计算 simx $ c $中每列的相关系数c>与
simy
(让我们说像 cor(x0,y0,'pearson')
)。
I want to calculate the correlation coefficient of each column in simx
with simy
(let's say like cor(x0, y0, 'pearson')
).
我在任何地方搜索,我认为没有任何可以使用的 cor
函数,所以我正在考虑使用相关性公式本身(就像在这里提到的)。
I searched everywhere and I don't think there's any ready-to-use cor
function, so I'm thinking about using the correlation formula itself (just like mentioned in here).
根据我以前的问题
Based on a good explanation in my previous question, I think using mutate_all
or mutate_each
is not very efficient and gives a C stack error
for a bigger data size, so I consider to use invoke
instead to call functions from Spark
directly.
到目前为止我管理了直到这里:
So far I managed to get until here:
exprs <- as.list(paste0("sum(", colnames(simX_tbl),")"))
corr_result <- simX_tbl%>%
spark_dataframe() %>%
invoke("selectExpr", exprs) %>%
invoke("toDF", as.list(colnames(simX_tbl))) %>%
sdf_register("corr_result")
计算 simx
中每列的总和
。但是,我意识到,我还需要计算 simy
表,我不知道如何将两个表交互在一起(例如,访问 simy
同时操作 simx
)。
to calculate the sum
of each column in simx
. But then, I realize that I also need to calculate the simy
table and I don't know how to interact the two tables together (like, accessing simy
while manipulating simx
).
有没有办法计算相关性一个更好的方法?或者也许只是与其他Spark表进行交互。
Is there any way to calculate the correlation in a better way? Or maybe just how to interact with other Spark table.
我的Spark版本是1.6.0
My Spark version is 1.6.0
编辑:
我尝试使用结合
函数从 dplyr
:
xy_df <- simX_tbl %>%
as.data.frame %>%
combine(as.data.frame(simY_tbl)) %>%
# convert both table to dataframe, then combine.
# It will become list, so need to convert to dataframe again
as.data.frame
xydata <- copy_to(sc, xy_df, "xydata") #copy the dataframe into Spark table
但是我不知道这是否是一个很好的解决方案,因为: p>
But I'm not sure if this is a good solution because:
- 需要加载到R中的数据框,我认为对于大尺寸数据来说非实用
-
当尝试
头
句柄xydata
时,列名称将成为所有值的一个值
- Need to load into dataframe inside of R, which I consider non-practical for big size data
When trying to
head
the handlexydata
, the column name becomes a concat of all values
xydata %>% head
Source: query [6 x 790]
Database: spark connection master=yarn-client app=sparklyr local=FALSE
c_1_67027262134984_2_44919662134984_1_85728542134984_1_49317262134984_
1 1.670273
2 2.449197
3 1.857285
4 1.493173
5 1.576857
6 -5.672155
c_1_67027262134984_2_44919662134984_1_85728542134984_1_49317262134984_
1 1.670273
2 2.449197
3 1.857285
4 1.493173
5 1.576857
6 -5.672155
推荐答案
个人我可以通过回到输入数据集。只是为了记录输入数据已使用CSV读取器加载:
Personally I would solve it by going back to the input dataset. Just for the record the input data has been loaded using CSV reader:
df <- spark_read_csv(
sc, path = path, name = "simData", delimiter = " ",
header = "false", infer_schema = "false"
) %>% rename(y = `_c0`, xs = `_c1`)
,看起来或多或少是这样的:
and looks more or less like this:
y xs
<chr> <chr>
1 21.66 2.643227,1.2698358,2.6338573,1.8812188,3.8708665
2 35.15 3.422151,-0.59515584,2.4994135,-0.19701914,4.0771823
3 15.22 2.8302398,1.9080592,-0.68780196,3.1878228,4.6600842
现在,不要将数据分解成多个表,让我们将两部分进行处理:
Now instead of splitting data into mutlitple tables let's process both part together:
exprs <- lapply(
0:(n - 1),
function(i) paste("CAST(xs[", i, "] AS double) AS x", i, sep=""))
df %>%
# Convert to native Spark
spark_dataframe() %>%
# Split and select xs, but retain y
invoke("selectExpr", list("y", "split(xs, ',') AS xs")) %>%
invoke("selectExpr", c("CAST(y AS DOUBLE)", exprs)) %>%
# Register table so we can access it from dplyr
invoke("registerTempTable", "exploded_df")
并应用 summarize_each
:
tbl(sc, "exploded_df") %>% summarize_each(funs(corr(., y)), starts_with("x"))
Source: query [1 x 5]
Database: spark connection master=local[*] app=sparklyr local=TRUE
x0 x1 x2 x3 x4
<dbl> <dbl> <dbl> <dbl> <dbl>
1 0.8503358 -0.9972426 0.7242708 -0.9975092 -0.5571591
快速理智检查( y
和 x0
, y
和 x4
):
A quick sanity check (correlation between y
and x0
, y
and x4
):
cor(c(21.66, 35.15, 15.22), c(2.643227, 3.422151, 2.8302398))
[1] 0.8503358
cor(c(21.66, 35.15, 15.22), c(3.8708665, 4.0771823, 4.6600842))
[1] -0.5571591
你可以课程中心数据:
exploded <- tbl(sc, "exploded_df")
avgs <- summarize_all(exploded, funs(mean)) %>% as.data.frame()
center_exprs <- as.list(paste(colnames(exploded ),"-", avgs))
transmute_(exploded, .dots = setNames(center_exprs, colnames(exploded))) %>%
summarize_each(funs(corr(., y)), starts_with("x"))
,但不会影响结果:
Source: query [1 x 5]
Database: spark connection master=local[*] app=sparklyr local=TRUE
x0 x1 x2 x3 x4
<dbl> <dbl> <dbl> <dbl> <dbl>
1 0.8503358 -0.9972426 0.7242708 -0.9975092 -0.5571591
如果两个转换_
和 summarize_each
导致一些问题,我们可以将集中和相关直接推入Spark:
If both the transmute_
and summarize_each
causes some issue we can push the centering and correlation directly into Spark:
#Centering
center_exprs <- as.list(paste(colnames(exploded ),"-", avgs))
exploded %>%
spark_dataframe() %>%
invoke("selectExpr", center_exprs) %>%
invoke("toDF", as.list(colnames(exploded))) %>%
invoke("registerTempTable", "centered")
centered <- tbl(sc, "centered")
#Correlation
corr_exprs <- lapply(
0:(n - 1),
function(i) paste("corr(y, x", i, ") AS x", i, sep=""))
centered %>%
spark_dataframe() %>%
invoke("selectExpr", corr_exprs) %>%
invoke("registerTempTable", "corrs")
tbl(sc, "corrs")
Source: query [1 x 5]
Database: spark connection master=local[*] app=sparklyr local=TRUE
x0 x1 x2 x3 x4
<dbl> <dbl> <dbl> <dbl> <dbl>
1 0.8503358 -0.9972426 0.7242708 -0.9975092 -0.5571591
中间表当然不是必需的,这可以在我们从数组中提取数据的同时应用。
Intermediate table is of course not necessary and this could be applied at the same time as we extract data from arrays.
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