physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. #76754

mneverov · 2022-02-17T20:35:57Z

Release note (performance improvement): corr, covar_samp, sqrdiff, and
regr_count aggregate functions are now evaluated more efficiently in a
distributed setting

blathers-crl · 2022-02-17T20:36:00Z

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I have added a few people who may be able to assist in reviewing:

@yuzefovich (author of physicalplan: add support for multi-stage execution of aggregate functions #58347)

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cockroach-teamcity · 2022-02-17T20:36:06Z

This change is

mneverov

Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @yuzefovich)

pkg/sql/sem/builtins/aggregate_builtins.go, line 3698 at r1 (raw file):

	dd := res.(*tree.DDecimal)
	_, err = tree.DecimalCtx.Round(&dd.Decimal, &a.sqrDiff)

We need to round here to decimal context to get rid of differences caused by reordering (discussed previously).

pkg/sql/sem/builtins/aggregate_builtins.go, line 4046 at r1 (raw file):

		return tree.DNull, nil
	}
	sqrDiff, err := a.agg.intermediateResult()

variance and var_pop use sqrdiff as intermediate calculations, so no rounding here.

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):


query FFFFF
SELECT covar_pop(y, x), covar_pop(int_y, int_x), covar_pop(y, int_x), covar_pop(int_y, x), round(covar_pop(dy, dx), 7)

I split the covar_pop and covar_samp because logic test failed with fakedist-* configs. To reproduce the select should look like:

select covar_pop(y, x), covar_samp(y, x)
from statistics_agg_test

i.e. only decimal calculations were affected. I tried to combine different functions like regr_sxx and regr_sxy and tests also failed.
Should the tests run for each function separately?

blathers-crl · 2022-02-17T21:15:57Z

Thank you for updating your pull request.

My owl senses detect your PR is good for review. Please keep an eye out for any test failures in CI.

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yuzefovich

Nice! I think you're almost ready to close that meta issue :)

Reviewed 7 of 9 files at r1, 1 of 1 files at r2, all commit messages.
Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @mneverov and @yuzefovich)

-- commits, line 5 at r2:
nit: I think these are the last remaining aggregates, so you could use Fixes here to automatically close the issue when the PR merges.

pkg/sql/sem/builtins/aggregate_builtins.go, line 3698 at r1 (raw file):

Previously, mneverov (Max Neverov) wrote…

We need to round here to decimal context to get rid of differences caused by reordering (discussed previously).

nit: consider adding this note as a comment in the code.

pkg/sql/sem/builtins/aggregate_builtins.go, line 256 at r2 (raw file):

	)),

	// The input signature is: SQDIFF, SUM, COUNT

nit: s/SQDIFF/SQRDIFF/.

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, mneverov (Max Neverov) wrote…

I split the covar_pop and covar_samp because logic test failed with fakedist-* configs. To reproduce the select should look like:
select covar_pop(y, x), covar_samp(y, x)
from statistics_agg_test
i.e. only decimal calculations were affected. I tried to combine different functions like regr_sxx and regr_sxy and tests also failed.
Should the tests run for each function separately?

Huh, this is surprising to me. Do you have an idea for the reasons of such behavior?

mneverov

Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @yuzefovich)

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, yuzefovich (Yahor Yuzefovich) wrote…

Huh, this is surprising to me. Do you have an idea for the reasons of such behavior?

I did some experiments with Reset function as I thought it was the cause, but results were the same. I also tried different combinations of the aggregate functions. I don't have a theory except that there is a bug in the aggregate functions implementation. I'll try to hunt it down.

blathers-crl · 2022-02-21T20:29:12Z

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mneverov

Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @yuzefovich)

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, mneverov (Max Neverov) wrote…

I did some experiments with Reset function as I thought it was the cause, but results were the same. I also tried different combinations of the aggregate functions. I don't have a theory except that there is a bug in the aggregate functions implementation. I'll try to hunt it down.

I found that regressionAccumulatorDecimalBase sxx, syy, and sxy fields get corrupted. To reproduce:

make testlogic FILES=aggregate SUBTESTS='corrupt_combine'

combine BEFORE n1=2 sx1=35 sxx1=112.5 sy1=3 syy1=0.5 sxy1=7.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0
combine AFTER n1=3 sx1=7E+1 sxx1=316.66666666666666667 sy1=6 syy1=2 sxy1=25
combine AFTER n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0

combine BEFORE n1=2 sx1=35 sxx1=316.66666666666666667 sy1=3 syy1=0.2 sxy1=2.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0
combine AFTER n1=3 sx1=7E+1 sxx1=520.83333333333333333 sy1=6 syy1=1.7 sxy1=2E+1
combine AFTER n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0

[20:13:15]      -- FAIL
    logic.go:2498:
        expected:
            8.33333333333333 12.5

        but found (query options: "") :
            6.66666666666667  10

Since combine function is executed for each covar_pop, covar_samp their arguments should not affect each other execution, i.e. for both executions it should be:

combine BEFORE n1=2 sx1=35 sxx1=112.5 sy1=3 syy1=0.5 sxy1=7.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0

, but in the second case sxx=316.6 i.e. the result of the previous execution, and syy=0.2, sxy=2.5 i.e. results of the prev. execution divided by 10.
I couldn't find the reason for that yet. There is no math. operations in aggregate_builtins that suit this pattern as well as far as I can see no reference leakage

yuzefovich

Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @mneverov and @yuzefovich)

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, mneverov (Max Neverov) wrote…

I found that regressionAccumulatorDecimalBase sxx, syy, and sxy fields get corrupted. To reproduce:
make testlogic FILES=aggregate SUBTESTS='corrupt_combine'

combine BEFORE n1=2 sx1=35 sxx1=112.5 sy1=3 syy1=0.5 sxy1=7.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0
combine AFTER n1=3 sx1=7E+1 sxx1=316.66666666666666667 sy1=6 syy1=2 sxy1=25
combine AFTER n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0

combine BEFORE n1=2 sx1=35 sxx1=316.66666666666666667 sy1=3 syy1=0.2 sxy1=2.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0
combine AFTER n1=3 sx1=7E+1 sxx1=520.83333333333333333 sy1=6 syy1=1.7 sxy1=2E+1
combine AFTER n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0

[20:13:15]      -- FAIL
    logic.go:2498:
        expected:
            8.33333333333333 12.5

        but found (query options: "") :
            6.66666666666667  10
Since combine function is executed for each covar_pop, covar_samp their arguments should not affect each other execution, i.e. for both executions it should be:
combine BEFORE n1=2 sx1=35 sxx1=112.5 sy1=3 syy1=0.5 sxy1=7.5
combine BEFORE n2=1 sx2=35 sxx2=0 sy2=3 syy2=0 sxy2=0
, but in the second case sxx=316.6 i.e. the result of the previous execution, and syy=0.2, sxy=2.5 i.e. results of the prev. execution divided by 10.
I couldn't find the reason for that yet. There is no math. operations in aggregate_builtins that suit this pattern as well as far as I can see no reference leakage

I pushed the commit that seems to fix things. TBH not 100% why it works - seems like we're mutating the decimals we don't want to.

mneverov

Reviewable status: complete! 0 of 0 LGTMs obtained (waiting on @yuzefovich)

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, yuzefovich (Yahor Yuzefovich) wrote…

I pushed the commit that seems to fix things. TBH not 100% why it works - seems like we're mutating the decimals we don't want to.

Thanks for your help! and sorry i introduced the bug 😬

yuzefovich

Thanks for working on all of these aggregate functions!

Reviewed 2 of 2 files at r6, all commit messages.
Reviewable status: complete! 1 of 0 LGTMs obtained (waiting on @mneverov)

pkg/sql/logictest/testdata/logic_test/aggregate, line 1520 at r1 (raw file):

Previously, mneverov (Max Neverov) wrote…

Thanks for your help! and sorry i introduced the bug 😬

Np!

yuzefovich · 2022-02-24T16:40:32Z

bors r=yuzefovich

yuzefovich · 2022-02-24T22:01:56Z

There is a merge conflict with #76963, I'll wait for that PR to merge, rebase this one and will bors it then.

sqrdiff, and regr_count aggregate functions. Fixes cockroachdb#58347. Release note (performance improvement): corr, covar_samp, sqrdiff, and regr_count aggregate functions are now evaluated more efficiently in a distributed setting

yuzefovich · 2022-02-25T18:29:58Z

bors r=yuzefovich

craig · 2022-02-25T22:02:51Z

Build succeeded:

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blathers-crl bot added O-community Originated from the community X-blathers-triaged blathers was able to find an owner labels Feb 17, 2022

blathers-crl bot requested a review from yuzefovich February 17, 2022 20:36

mneverov commented Feb 17, 2022

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mneverov force-pushed the regr branch from fd58167 to cff46e4 Compare February 17, 2022 21:15

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mneverov force-pushed the regr branch from cff46e4 to 8ae2196 Compare February 18, 2022 06:02

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mneverov force-pushed the regr branch from abd9227 to f5cc275 Compare February 24, 2022 06:43

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mneverov marked this pull request as ready for review February 24, 2022 11:23

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craig bot merged commit 2826900 into cockroachdb:master Feb 25, 2022

cockroach-teamcity mentioned this pull request Feb 25, 2022

physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. cockroachdb/docs#13118

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tbg mentioned this pull request Mar 24, 2022

perf: kv0/kv95 regression around Feb 25 [loosely coupled log truncation] #78412

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physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. #76754

physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. #76754

mneverov commented Feb 17, 2022 •

edited by yuzefovich

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physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. #76754

physicalplan: add support for multi-stage execution of corr, covar_samp, sqrdiff, and regr_count aggregate functions. #76754

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