PySpark: retrieve mean and the count of values around the mean for groups within a dataframe

Question

My raw data comes in a tabular format. It contains observations from different variables. Each observation with the variable name, the timestamp and the value at that time.

Variable [string], Time [datetime], Value [float]

The data is stored as Parquet in HDFS and loaded into a Spark Dataframe (df). From that dataframe.

Now I want to calculate default statistics like Mean, Standard Deviation and others for each variable. Afterwards, once the Mean has been retrieved, I want to filter/count those values for that variable that are closely around the Mean.

Therefore I need to get the mean for each variable first. This is why I'm using GroupBy to get the statistics for each variable (not for the whole dataset).

df_stats = df.groupBy(df.Variable).agg( \
    count(df.Variable).alias("count"), \
    mean(df.Value).alias("mean"), \
    stddev(df.Value).alias("std_deviation"))

With the Mean for each variable I then can filter those values (just the count) for that specific variable that are around the Mean. Therefore I need all observations (values) for that variable. Those values are in the original dataframe df and not in the aggregated/grouped dataframe df_stats.

Finally I want one dataframe like the aggregated/grouped df_stats with a new column "count_around_mean".

I was thinking to use df_stats.map(...) or df_stats.join(df, df.Variable). But I'm stuck on the red arrows :(

Question: How would you realize that?

Temporary Solution: Meanwhile I'm using a solution that is based on your idea. But the range-functions for stddev range 2 and 3 does not work. It always yields an

AttributeError saying NullType has no _jvm

from pyspark.sql.window import Window
from pyspark.sql.functions import *
from pyspark.sql.types import *

w1 = Window().partitionBy("Variable")
w2 = Window.partitionBy("Variable").orderBy("Time")

def stddev_pop_w(col, w):
    #Built-in stddev doesn't support windowing
    return sqrt(avg(col * col).over(w) - pow(avg(col).over(w), 2))

def isInRange(value, mean, stddev, radius):
    try:
        if (abs(value - mean) < radius * stddev):
            return 1
        else:
            return 0
    except AttributeError:
        return -1

delta = col("Time").cast("long") - lag("Time", 1).over(w2).cast("long")
#f = udf(lambda (value, mean, stddev, radius): abs(value - mean) < radius * stddev, IntegerType())
f2 = udf(lambda value, mean, stddev: isInRange(value, mean, stddev, 2), IntegerType())
f3 = udf(lambda value, mean, stddev: isInRange(value, mean, stddev, 3), IntegerType())

df \
    .withColumn("mean", mean("Value").over(w1)) \
    .withColumn("std_deviation", stddev_pop_w(col("Value"), w1)) \
    .withColumn("delta", delta)
    .withColumn("stddev_2", f2("Value", "mean", "std_deviation")) \
    .withColumn("stddev_3", f3("Value", "mean", "std_deviation")) \
    .show(5, False)

#df2.withColumn("std_dev_3", stddev_range(col("Value"), w1)) \

At least for me it is not clear what your really want here. What do you mean by full time series? What kind of function you want to apply? — zero323
I reformulated the original question for better understanding. Meanwhile I found a good approach that I need to test tomorrow. I then will upload the idea here as well. — Matthias

zero323 zero323 · Accepted Answer · 2016-07-07T13:31:08

Spark 2.0+:

You can replace stddev_pop_w with one of the built-in pyspark.sql.functions.stddev* functions.

Spark < 2.0:

In general there is no need for aggregation with join. Instead you can compute statistics without collapsing the rows using window functions. Assuming your data looks like this:

import numpy as np
import pandas as pd
from pyspark.sql.functions import mean

n = 10000
k = 20

np.random.seed(100)

df = sqlContext.createDataFrame(pd.DataFrame({
    "id": np.arange(n),
    "variable": np.random.choice(k, n),
    "value": np.random.normal(0,  1, n)
}))

You can define window with partitioning by variable:

from pyspark.sql.window import Window

w = Window().partitionBy("variable")

and compute statistics as follows:

from pyspark.sql.functions import avg, pow, sqrt

def stddev_pop_w(col, w):
    """Builtin stddev doesn't support windowing
    You can easily implement sample variant as well
    """
    return sqrt(avg(col * col).over(w) - pow(avg(col).over(w), 2))


(df
    .withColumn("stddev", stddev_pop_w(col("value"), w))
    .withColumn("mean", avg("value").over(w))
    .show(5, False))

## +---+--------------------+--------+------------------+--------------------+
## |id |value               |variable|stddev            |mean                |
## +---+--------------------+--------+------------------+--------------------+
## |47 |0.77212446947439    |0       |1.0103781346123295|0.035316745261099715|
## |60 |-0.931463439483327  |0       |1.0103781346123295|0.035316745261099715|
## |86 |1.0199074337552294  |0       |1.0103781346123295|0.035316745261099715|
## |121|-1.619408643898953  |0       |1.0103781346123295|0.035316745261099715|
## |145|-0.16065930935765935|0       |1.0103781346123295|0.035316745261099715|
## +---+--------------------+--------+------------------+--------------------+
## only showing top 5 rows

Just for comparison aggregate with join:

from pyspark.sql.functions import stddev, avg, broadcast

df.join(
    broadcast(df.groupBy("variable").agg(avg("value"), stddev("value"))),
    ["variable"]
)

PySpark: retrieve mean and the count of values around the mean for groups within a dataframe

1 Answers