Aggregate function for entropy

dbms/src/AggregateFunctions/AggregateFunctionEntropy.cpp

@@ -0,0 +1,55 @@
+#include <AggregateFunctions/AggregateFunctionFactory.h>
+#include <AggregateFunctions/AggregateFunctionEntropy.h>
+#include <AggregateFunctions/FactoryHelpers.h>
+
+namespace DB
+{
+
+namespace ErrorCodes
+{
+    extern const int ILLEGAL_TYPE_OF_ARGUMENT;
+    extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
+}
+
+namespace
+{
+
+AggregateFunctionPtr createAggregateFunctionEntropy(const std::string & name, const DataTypes & argument_types, const Array & parameters)
+{
+    assertNoParameters(name, parameters);
+    if (argument_types.empty())
+        throw Exception("Incorrect number of arguments for aggregate function " + name,
+                        ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+    WhichDataType which(argument_types[0]);
+    if (isNumber(argument_types[0]))
+    {
+        if (which.isUInt64())
+        {
+            return std::make_shared<AggregateFunctionEntropy<UInt64, UInt64>>();
+        }
+        else if (which.isInt64())
+        {
+            return std::make_shared<AggregateFunctionEntropy<Int64, Int64>>();
+        }
+        else if (which.isInt32())
+        {
+            return std::make_shared<AggregateFunctionEntropy<Int32, Int32>>();
+        }
+        else if (which.isUInt32())
+        {
+            return std::make_shared<AggregateFunctionEntropy<UInt32, UInt32>>();
+        }
+    }
+
+    return std::make_shared<AggregateFunctionEntropy<UInt128, String>>();
+}
+
+}
+
+void registerAggregateFunctionEntropy(AggregateFunctionFactory & factory)
+{
+    factory.registerFunction("entropy", createAggregateFunctionEntropy);
+}
+
+}

dbms/src/AggregateFunctions/AggregateFunctionEntropy.h

@@ -0,0 +1,161 @@
+#pragma once
+
+#include <AggregateFunctions/FactoryHelpers.h>
+
+/// These must be exposed in header for the purpose of dynamic compilation.
+#include <AggregateFunctions/QuantileReservoirSampler.h>
+#include <AggregateFunctions/QuantileReservoirSamplerDeterministic.h>
+#include <AggregateFunctions/QuantileExact.h>
+#include <AggregateFunctions/QuantileExactWeighted.h>
+#include <AggregateFunctions/QuantileTiming.h>
+#include <AggregateFunctions/QuantileTDigest.h>
+
+#include <AggregateFunctions/IAggregateFunction.h>
+#include <AggregateFunctions/QuantilesCommon.h>
+#include <Columns/ColumnArray.h>
+#include <Columns/ColumnDecimal.h>
+#include <Columns/ColumnsNumber.h>
+#include <DataTypes/DataTypeArray.h>
+#include <DataTypes/DataTypeDate.h>
+#include <DataTypes/DataTypeDateTime.h>
+#include <DataTypes/DataTypesNumber.h>
+#include <IO/ReadHelpers.h>
+#include <IO/WriteHelpers.h>
+
+#include <type_traits>
+
+#include <cmath>
+#include <AggregateFunctions/UniqVariadicHash.h>
+
+namespace DB
+{
+
+namespace ErrorCodes
+{
+    extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
+}
+
+
+/** Calculates Shannon Entropy, using HashMap and computing empirical distribution function
+  */
+template <typename Value>
+struct EntropyData
+{
+    using Weight = UInt64;
+    using Map = HashMap <
+    Value, Weight,
+    HashCRC32<Value>,
+    HashTableGrower<4>,
+    HashTableAllocatorWithStackMemory<sizeof(std::pair<Value, Weight>) * (1 << 3)>
+    >;
+
+    Map map;
+
+    void add(const Value &x)
+    {
+        if (!isNaN(x))
+            ++map[x];
+    }
+
+    void add(const Value &x, const Weight &weight)
+    {
+        if (!isNaN(x))
+            map[x] += weight;
+    }
+
+    void merge(const EntropyData &rhs)
+    {
+        for (const auto &pair : rhs.map)
+            map[pair.first] += pair.second;
+    }
+
+    void serialize(WriteBuffer &buf) const
+    {
+        map.write(buf);
+    }
+
+    void deserialize(ReadBuffer &buf)
+    {
+        typename Map::Reader reader(buf);
+        while (reader.next())
+        {
+            const auto &pair = reader.get();
+            map[pair.first] = pair.second;
+        }
+    }
+
+    Float64 get() const
+    {
+        Float64 ShannonEntropy = 0;
+        UInt64 TotalValue = 0;
+        for (const auto & pair : map)
+        {
+            TotalValue += pair.second;
+        }
+        Float64 cur_proba;
+        Float64 log2e = 1 / std::log(2);
+        for (const auto & pair : map)
+        {
+            cur_proba = Float64(pair.second) / TotalValue;
+            ShannonEntropy -= cur_proba * std::log(cur_proba) * log2e;
+        }
+
+        return ShannonEntropy;
+    }
+};
+
+template <typename Value, typename UserValue>
+class AggregateFunctionEntropy final : public IAggregateFunctionDataHelper<EntropyData<Value>,
+        AggregateFunctionEntropy<Value, UserValue>>
+{
+public:
+    AggregateFunctionEntropy()
+    {}
+
+    String getName() const override { return "entropy"; }
+
+    DataTypePtr getReturnType() const override
+    {
+        return std::make_shared<DataTypeNumber<Float64>>();
+    }
+
+    void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num, Arena *) const override
+    {
+        if constexpr (!std::is_same_v<UInt128, Value>)
+        {
+            const auto &column = static_cast<const ColumnVector <UserValue> &>(*columns[0]);
+            this->data(place).add(column.getData()[row_num]);
+        }
+        else
+        {
+            this->data(place).add(UniqVariadicHash<true, false>::apply(1, columns, row_num));
+
+        }
+    }
+
+    void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs, Arena *) const override
+    {
+        this->data(place).merge(this->data(rhs));
+    }
+
+    void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
+    {
+        this->data(const_cast<AggregateDataPtr>(place)).serialize(buf);
+    }
+
+    void deserialize(AggregateDataPtr place, ReadBuffer & buf, Arena *) const override
+    {
+        this->data(place).deserialize(buf);
+    }
+
+    void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
+    {
+        auto &column = dynamic_cast<ColumnVector<Float64> &>(to);
+        column.getData().push_back(this->data(place).get());
+    }
+
+    const char * getHeaderFilePath() const override { return __FILE__; }
+
+};
+
+}

dbms/src/AggregateFunctions/QuantileExact.h

@@ -19,7 +19,7 @@ namespace ErrorCodes
 /** Calculates quantile by collecting all values into array
   *  and applying n-th element (introselect) algorithm for the resulting array.
   *
-  * It use O(N) memory and it is very inefficient in case of high amount of identical values.
+  * It uses O(N) memory and it is very inefficient in case of high amount of identical values.
   * But it is very CPU efficient for not large datasets.
   */
 template <typename Value>

dbms/src/AggregateFunctions/QuantileExactWeighted.h

@@ -14,7 +14,7 @@ namespace ErrorCodes
 
 /** Calculates quantile by counting number of occurrences for each value in a hash map.
   *
-  * It use O(distinct(N)) memory. Can be naturally applied for values with weight.
+  * It uses O(distinct(N)) memory. Can be naturally applied for values with weight.
   * In case of many identical values, it can be more efficient than QuantileExact even when weight is not used.
   */
 template <typename Value>

dbms/src/AggregateFunctions/registerAggregateFunctions.cpp

@@ -27,6 +27,7 @@ void registerAggregateFunctionUniqUpTo(AggregateFunctionFactory &);
 void registerAggregateFunctionTopK(AggregateFunctionFactory &);
 void registerAggregateFunctionsBitwise(AggregateFunctionFactory &);
 void registerAggregateFunctionsMaxIntersections(AggregateFunctionFactory &);
+void registerAggregateFunctionEntropy(AggregateFunctionFactory &);
 
 void registerAggregateFunctionCombinatorIf(AggregateFunctionCombinatorFactory &);
 void registerAggregateFunctionCombinatorArray(AggregateFunctionCombinatorFactory &);
@@ -65,6 +66,7 @@ void registerAggregateFunctions()
         registerAggregateFunctionsMaxIntersections(factory);
         registerAggregateFunctionHistogram(factory);
         registerAggregateFunctionRetention(factory);
+        registerAggregateFunctionEntropy(factory);
     }
 
     {

dbms/tests/queries/0_stateless/00902_entropy.reference

@@ -0,0 +1,5 @@
+1
+1
+1
+1
+1

dbms/tests/queries/0_stateless/00902_entropy.sql

@@ -0,0 +1,49 @@
+CREATE DATABASE IF NOT EXISTS test;
+DROP TABLE IF EXISTS test.defaults;
+CREATE TABLE IF NOT EXISTS test.defaults
+(
+    vals String
+) ENGINE = Memory;
+
+insert into test.defaults values ('ba'), ('aa'), ('ba'), ('b'), ('ba'), ('aa');
+select val < 1.5 and val > 1.459 from (select entropy(vals) as val from test.defaults);
+
+
+CREATE DATABASE IF NOT EXISTS test;
+DROP TABLE IF EXISTS test.defaults;
+CREATE TABLE IF NOT EXISTS test.defaults
+(
+     vals UInt64
+) ENGINE = Memory;
+insert into test.defaults values (0), (0), (1), (0), (0), (0), (1), (2), (3), (5), (3), (1), (1), (4), (5), (2)
+select val < 2.4 and val > 2.3393 from (select entropy(vals) as val from test.defaults);
+
+
+CREATE DATABASE IF NOT EXISTS test;
+DROP TABLE IF EXISTS test.defaults;
+CREATE TABLE IF NOT EXISTS test.defaults
+(
+    vals UInt32
+) ENGINE = Memory;
+insert into test.defaults values (0), (0), (1), (0), (0), (0), (1), (2), (3), (5), (3), (1), (1), (4), (5), (2)
+select val < 2.4 and val > 2.3393 from (select entropy(vals) as val from test.defaults);
+
+
+CREATE DATABASE IF NOT EXISTS test;
+DROP TABLE IF EXISTS test.defaults;
+CREATE TABLE IF NOT EXISTS test.defaults
+(
+    vals Int32
+) ENGINE = Memory;
+insert into test.defaults values (0), (0), (-1), (0), (0), (0), (-1), (2), (3), (5), (3), (-1), (-1), (4), (5), (2)
+select val < 2.4 and val > 2.3393 from (select entropy(vals) as val from test.defaults);
+
+
+CREATE DATABASE IF NOT EXISTS test;
+DROP TABLE IF EXISTS test.defaults;
+CREATE TABLE IF NOT EXISTS test.defaults
+(
+    vals DateTime
+) ENGINE = Memory;
+insert into test.defaults values (toDateTime('2016-06-15 23:00:00')), (toDateTime('2016-06-15 23:00:00')), (toDateTime('2016-06-15 23:00:00')), (toDateTime('2016-06-15 23:00:00')), (toDateTime('2016-06-15 24:00:00')), (toDateTime('2016-06-15 24:00:00')), (toDateTime('2016-06-15 24:00:00')), (toDateTime('2017-06-15 24:00:00')), (toDateTime('2017-06-15 24:00:00')), (toDateTime('2018-06-15 24:00:00')), (toDateTime('2018-06-15 24:00:00')), (toDateTime('2019-06-15 24:00:00'));
+select val < 2.189 and val > 2.1886 from (select entropy(vals) as val from test.defaults);