计算 Spark DataFrame 中分组数据的标准差 [英] Calculate the standard deviation of grouped data in a Spark DataFrame
问题描述
我有从 csv 中获取并转换为 DataFrame 的用户日志,以便利用 SparkSQL 查询功能.单个用户每小时会创建很多条目,我想为每个用户收集一些基本的统计信息;实际上只是用户实例的计数、平均值和众多列的标准偏差.我能够通过使用 groupBy($"user") 和带有 SparkSQL 函数的聚合器来快速获取平均值和计数信息:
I have user logs that I have taken from a csv and converted into a DataFrame in order to leverage the SparkSQL querying features. A single user will create numerous entries per hour, and I would like to gather some basic statistical information for each user; really just the count of the user instances, the average, and the standard deviation of numerous columns. I was able to quickly get the mean and count information by using groupBy($"user") and the aggregator with SparkSQL functions for count and avg:
val meanData = selectedData.groupBy($"user").agg(count($"logOn"),
avg($"transaction"), avg($"submit"), avg($"submitsPerHour"), avg($"replies"),
avg($"repliesPerHour"), avg($"duration"))
但是,我似乎找不到一种同样优雅的方法来计算标准偏差.到目前为止,我只能通过映射字符串、双对并使用 StatCounter().stdev 实用程序来计算它:
However, I cannot seem to find an equally elegant way to calculate the standard deviation. So far I can only calculate it by mapping a string, double pair and use StatCounter().stdev utility:
val stdevduration = duration.groupByKey().mapValues(value =>
org.apache.spark.util.StatCounter(value).stdev)
然而,这会返回一个 RDD,我想尝试将其全部保存在 DataFrame 中,以便对返回的数据进行进一步查询.
This returns an RDD however, and I would like to try and keep it all in a DataFrame for further queries to be possible on the returned data.
推荐答案
Spark 1.6+
您可以使用stddev_pop
计算总体标准差,使用stddev
/stddev_samp
计算无偏样本标准差:
You can use stddev_pop
to compute population standard deviation and stddev
/ stddev_samp
to compute unbiased sample standard deviation:
import org.apache.spark.sql.functions.{stddev_samp, stddev_pop}
selectedData.groupBy($"user").agg(stdev_pop($"duration"))
Spark 1.5 及以下(原始答案):
不是那么漂亮和有偏见(与从 describe
返回的值相同)但使用公式:
Not so pretty and biased (same as the value returned from describe
) but using formula:
你可以这样做:
import org.apache.spark.sql.functions.sqrt
selectedData
.groupBy($"user")
.agg((sqrt(
avg($"duration" * $"duration") -
avg($"duration") * avg($"duration")
)).alias("duration_sd"))
你当然可以创建一个函数来减少混乱:
You can of course create a function to reduce the clutter:
import org.apache.spark.sql.Column
def mySd(col: Column): Column = {
sqrt(avg(col * col) - avg(col) * avg(col))
}
df.groupBy($"user").agg(mySd($"duration").alias("duration_sd"))
也可以使用 Hive UDF:
It is also possible to use Hive UDF:
df.registerTempTable("df")
sqlContext.sql("""SELECT user, stddev(duration)
FROM df
GROUP BY user""")
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图片来源:https://en.wikipedia.org/wiki/Standard_deviation
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