OnlineStats Integration

OnlineStats is a package for calculating statistics and models with online (one observation at a time) parallelizable algorithms. This integrates tightly with JuliaDB's distributed data structures to calculate statistics on large datasets. The full documentation for OnlineStats is available here.

Basics

OnlineStats' objects can be updated with more data and also merged together. The image below demonstrates what goes on under the hood in JuliaDB to compute a statistic s in parallel.

OnlineStats integration is available via the reduce and groupreduce functions. An OnlineStat acts differently from a normal reducer:

• Normal reducer f: val = f(val, row)
• OnlineStat reducer o: fit!(o, row)

julia> using JuliaDB, OnlineStats

julia> t = table(1:100, rand(Bool, 100), randn(100));

julia> reduce(Mean(), t; select = 3)
Mean: n=100 | value=-0.145702

julia> grp = groupreduce(Mean(), t, 2; select=3)
Table with 2 rows, 2 columns:
1      2
────────────────────────────────────
false  Mean: n=55 | value=-0.0503543
true   Mean: n=45 | value=-0.262239

julia> select(grp, (1, 2 => value))
Table with 2 rows, 2 columns:
1      2
─────────────────
false  -0.0503543
true   -0.262239

Calculating Statistics on Multiple Columns.

The OnlineStats.Group type is used for calculating statistics on multiple data streams. A Group that computes the same OnlineStat can be created through integer multiplication:

reduce(3Mean(), t)

Group
  ├── Mean: n=100 | value=50.5
  ├── Mean: n=100 | value=0.45
  └── Mean: n=100 | value=-0.145702

Alternatively, a Group can be created by providing a collection of OnlineStats.

reduce(Group(Extrema(Int), CountMap(Bool), Mean()), t)

Group
  ├── Extrema: n=100 | value=(1, 100)
  ├── CountMap: n=100 | value=OrderedCollections.OrderedDict(false=>55,true=>45)
  └── Mean: n=100 | value=-0.145702