emgeee commented on code in PR #17: URL: https://github.com/apache/datafusion-site/pull/17#discussion_r1823190407
########## _posts/2024-08-06-datafusion-python-udf-comparisons.md: ########## @@ -0,0 +1,611 @@ +--- +layout: post +title: "Comparing approaches to User Defined Functions in Apache DataFusion using Python" +date: "2024-08-06 00:00:00" +author: timsaucer +categories: [tutorial] +--- + +<!-- +{% comment %} +Licensed to the Apache Software Foundation (ASF) under one or more +contributor license agreements. See the NOTICE file distributed with +this work for additional information regarding copyright ownership. +The ASF licenses this file to you under the Apache License, Version 2.0 +(the "License"); you may not use this file except in compliance with +the License. You may obtain a copy of the License at + +http://www.apache.org/licenses/LICENSE-2.0 + +Unless required by applicable law or agreed to in writing, software +distributed under the License is distributed on an "AS IS" BASIS, +WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +See the License for the specific language governing permissions and +limitations under the License. +{% endcomment %} +--> +# Writing User Defined Functions in Apache DataFusion using Python + +## Personal Context + +For a few months now I’ve been working with [Apache DataFusion](https://datafusion.apache.org/), a +fast query engine written in Rust. From my experience the language that nearly all data scientists +are working in is Python. In general, often stick to [pandas](https://pandas.pydata.org/) for +in-memory tasks and [pyspark](https://spark.apache.org/) for larger tasks that require distributed +processing. + +In addition to DataFusion, there is another Rust based newcomer to the DataFrame world, +[Polars](https://pola.rs/). It is growing extremely fast, and it serves many of the same use cases +as DataFusion. For my use cases, I'm interested in DataFusion because I want to be able to build +small scale tests rapidly and then scale them up to larger distributed systems with ease. I do +recommend evaluating Polars for in memory work. + +Personally, I would love a single query approach that is fast for both in memory usage and can +extend to large batch processing to exploit parallelization. I think DataFusion, coupled with +Ballista, may provide this solution. + +As I’m testing, I’m primarily limiting my work to the +[datafusion-python](https://datafusion.apache.org/python/) project, a wrapper around the Rust +DataFusion library. This wrapper gives you the speed advantages of keeping all of the data in the +Rust implementation and the ergonomics of working in Python. Personally, I would prefer to work +purely in Rust, but I also recognize that since the industry works in Python we should meet the +people where they are. + +## User-Defined Functions + +The focus of this post is User-Defined Functions (UDFs). The DataFusion library gives a lot of +useful functions already for doing DataFrame manipulation. These are going to be similar to those +you find in other DataFrame libraries. You’ll be able to do simple arithmetic, create substrings of +columns, or find the average value across a group of rows. These cover most of the use cases +you’ll need in a DataFrame. + +However, there will always arise times when you want a custom function. With UDFs you open a +world of possibilities in your code. Sometimes there simply isn’t an easy way to use built-in +functions to achieve your goals. + +In the following, I’m going to demonstrate two example use cases. These are based on real world +problems I’ve encountered. Also I want to demonstrate the approach of “make it work, make it work +well, make it fast” that is a motto I’ve seen thrown around in data science. + +I will demonstrate three approaches to writing UDFs. In order of increasing performance they are + +- Writing a pure Python function to do your computation +- Using the pyarrow libraries in Python to accelerate your processing +- Writing a UDF in Rust and exposing it to Python + +Additionally I will demonstrate two variants of this. The first will be nearly identical to the +pyarrow library approach to simplicity of understanding how to connect the Rust code to Python. The +second version we will do the iteration through the input arrays ourselves to give even greater +flexibility to the user. + +Here are the two example use cases, taken from my own work but generalized. + +### Use Case 1: Scalar Function + +I have a DataFrame and a list of tuples that I’m interested in. I want to filter out the DataFrame +to only have values that match those tuples from certain columns in the DataFrame. + +To give a concrete example, we will use data generated for the [TPC-H benchmarks](https://www.tpc.org/tpch/). +Suppose I have a table of sales line items. There are many columns, but I am interested in three: a +part key (`p_partkey`), supplier key (`p_suppkey`), and return status (`p_returnflag`). I want +only to return a DataFrame with a specific combination of these three values. That is, I want +to know if part number 1530 from supplier 4031 was sold (not returned), so I want a specific +combination of `p_partkey = 1530`, `p_suppkey = 4031`, and `p_returnflag = 'N'`. I have a small +handful of these combinations I want to return. + +Probably the most ergonomic way to do this without UDF is to turn that list of tuples into a +DataFrame itself, perform a join, and select the columns from the original DataFrame. If we were +working in pyspark we would probably broadcast join the DataFrame created from the tuple list since +it is tiny. In practice, I have found that with some DataFrame libraries performing a filter rather +than a join can be significantly faster. This is worth profiling for your specific use case. + +### Use Case 2: Aggregate or Window Function + +I have a DataFrame with many values that I want to aggregate. I have already analyzed it and +determined there is a noise level below which I do not want to include in my analysis. I want to +compute a sum of only values that are above my noise threshold. + +This can be done fairly easy without leaning on a User Defined Aggegate Function (UDAF). You can +simply filter the DataFrame and then aggregate using the built-in `sum` function. Here, we +demonstrate doing this as a UDF primarily as an example of how to write UDAFs. We will use the +pyarrow compute approach. + +## Pure Python approach + +The fastest way (developer time, not code time) for me to implement the scalar problem solution +was to do something along the lines of “for each row, check the values of interest contains that +tuple”. I’ve published this as +[an example](https://github.com/apache/datafusion-python/blob/main/examples/python-udf-comparisons.py) +in the [datafusion-python repository](https://github.com/apache/datafusion-python). Here is an +example of how this can be done: + +```python +values_of_interest = [ + (1530, 4031, "N"), + (6530, 1531, "N"), + (5618, 619, "N"), + (8118, 8119, "N"), +] + +def is_of_interest_impl( + partkey_arr: pa.Array, + suppkey_arr: pa.Array, + returnflag_arr: pa.Array, +) -> pa.Array: + result = [] + for idx, partkey in enumerate(partkey_arr): + partkey = partkey.as_py() + suppkey = suppkey_arr[idx].as_py() + returnflag = returnflag_arr[idx].as_py() + value = (partkey, suppkey, returnflag) + result.append(value in values_of_interest) + + return pa.array(result) + +# Wrap our custom function with `datafusion.udf`, annotating expected +# parameter and return types +is_of_interest = udf( + is_of_interest_impl, + [pa.int64(), pa.int64(), pa.utf8()], + pa.bool_(), + "stable", +) + +df_udf_filter = df_lineitem.filter( + is_of_interest(col("l_partkey"), col("l_suppkey"), col("l_returnflag")) +) +``` + +When working with a DataFusion UDF in Python, you define your function to take in some number of +expressions. During the evaluation, these will get computed into their corresponding values and +passed to your UDF as a pyarrow Array. We must return an Array also with the same number of +elements (rows). So the UDF example just iterates through all of the arrays and checks to see if +the tuple created from these columns matches any of those that we’re looking for. + +I’ll repeat because this is something that tripped me up the first time I wrote a UDF for +datafusion: **DataFusion UDFs, even scalar UDFs, process an array of values at a time not a single +row.** This is different from some other DataFrame libraries and you may need to recognize a slight +change in mentality. + +Some important lines here are the lines like `partkey = partkey.as_py()`. When we do this, we pay a +heavy cost. Now instead of keeping the analysis in the Rust code, we have to take the values in the +array and convert them over to Python objects. In this case we end up getting two numbers and a +string as real Python objects, complete with reference counting and all. Also we are iterating +through the array in Python rather than Rust native. These will **significantly** slow down your +code. Any time you have to cross the barrier where you change values inside the Rust arrays into +Python objects or vice versa you will pay **heavy** cost in that transformation. You will want to +design your UDFs to avoid this as much as possible. + +## Python approach using pyarrow compute + +DataFusion uses [Apache Arrow](https://arrow.apache.org/) as its in-memory data format. This can +be seen in the way that Arrow Arrays are passed into the UDFs. We can take advantage of the fact +that [pyarrow](https://arrow.apache.org/docs/python/), the canonical Python Arrow implementation, +provides a variety of +useful functions. In the example below, we are only using a few of the boolean functions and the +equality function. Each of these functions takes two arrays and analyzes them row by row. In the +below example, we shift the logic around a little since we are now operating on an entire array of +values instead of checking a single row ourselves. + +```python +import pyarrow.compute as pc + +def udf_using_pyarrow_compute_impl( + partkey_arr: pa.Array, + suppkey_arr: pa.Array, + returnflag_arr: pa.Array, +) -> pa.Array: + results = None + for partkey, suppkey, returnflag in values_of_interest: + filtered_partkey_arr = pc.equal(partkey_arr, partkey) + filtered_suppkey_arr = pc.equal(suppkey_arr, suppkey) + filtered_returnflag_arr = pc.equal(returnflag_arr, returnflag) + + resultant_arr = pc.and_(filtered_partkey_arr, filtered_suppkey_arr) + resultant_arr = pc.and_(resultant_arr, filtered_returnflag_arr) + + if results is None: + results = resultant_arr + else: + results = pc.or_(results, resultant_arr) + + return results + + +udf_using_pyarrow_compute = udf( + udf_using_pyarrow_compute_impl, + [pa.int64(), pa.int64(), pa.utf8()], + pa.bool_(), + "stable", +) + +df_udf_pyarrow_compute = df_lineitem.filter( + udf_using_pyarrow_compute(col("l_partkey"), col("l_suppkey"), col("l_returnflag")) +) +``` + +The idea in the code above is that we will iterate through each of the values of interest, which we +expect to be small. For each of the columns, we compare the value of interest to it’s corresponding +array using `pyarrow.compute.equal`. This will give use three boolean arrays. We have a match to +the tuple if we have a row in all three arrays that is true, so we use `pyarrow.compute.and_`. Now +our return value from the UDF needs to include arrays for which any of the values of interest list +of tuples exists, so we take the result from the current loop and perform a `pyarrow.compute.or_` +on it. + +From my benchmarking, switching from approach of converting values into Python objects to this +approach of using the pyarrow built-in functions leads to about a 10x speed improvement in this +simple problem. + +It’s worth noting that almost all of the pyarrow compute functions expect to take one or two arrays +as their arguments. If you need to write a UDF that is evaluating three or more columns, you’ll +need to do something akin to what we’ve shown here. + +## Rust UDF with Python wrapper + +This is the most complicated approach, but has the potential to be the most performant. What we +will do here is write a Rust function to perform our computation and then expose that function to +Python. I know of two use cases where I would recommend this approach. The first is the case when +the pyarrow compute functions are insufficient for your needs. Perhaps your code is too complex or +could be greatly simplified if you pulled in some outside dependency. The second use case is when +you have written a UDF that you’re sharing across multiple projects and have hardened the approach. +It is possible that you can implement your function in Rust to give a speed improvement and then +every project that is using this shared UDF will benefit from those updates. + +When deciding to use this approach, it’s worth considering how much you think you’ll actually +benefit from the Rust implementation to decide if it’s worth the additional effort to maintain and +deploy the Python wheels you generate. It is certainly not necessary for every use case. + +Due to the excellent work by the Python arrow team, we can simplify our work to needing only two +dependencies on the Rust side, [arrow-rs](https://github.com/apache/arrow-rs) and +[pyo3](https://pyo3.rs/). I have posted a [minimal example](https://github.com/timsaucer/tuple_filter_example). +You’ll need [maturin](https://github.com/PyO3/maturin) to build the project, and you must use +release mode when building to get the expected performance. + +```bash +maturin develop --release +``` + +When you write your UDF in Rust you generally will need to take these steps + +1. Write a function description that takes in some number of Python generic objects. +2. Convert these objects to Arrow Arrays of the appropriate type(s). +3. Perform your computation and create a resultant Array. +3. Convert the array into a Python generic object. + +For the conversion to and from Python objects, we can take advantage of the +`ArrayData::from_pyarrow_bound` and `ArrayData::to_pyarrow` functions. All that remains is to +perform your computation. + +We are going to demonstrate doing this computation in two ways. The first is to mimic what we’ve +done in the above approach using pyarrow. In the second we demonstrate iterating through the three +arrays ourselves. + +In our first approach, we can expect the performance to be nearly identical to when we used the +pyarrow compute functions. On the Rust side we will have slightly less overhead but the heavy +lifting portions of the code are essentially the same between this Rust implementation and the +pyarrow approach above. + +The reason for demonstrating this, even though it doesn’t provide a significant speedup over +Python, is to primarily demonstrate how to make the Python to Rust with Python wrapper +transition. In the second implementation you can see how we can iterate through all of the arrays +ourselves. + +```rust +#[pyfunction] +pub fn tuple_filter_fn( + py: Python<'_>, + partkey_expr: &Bound<'_, PyAny>, + suppkey_expr: &Bound<'_, PyAny>, + returnflag_expr: &Bound<'_, PyAny>, +) -> PyResult<Py<PyAny>> { + let partkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(partkey_expr)?.into(); + let suppkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(suppkey_expr)?.into(); + let returnflag_arr: StringArray = ArrayData::from_pyarrow_bound(returnflag_expr)?.into(); + + let values_of_interest = vec![ + (1530, 4031, "N".to_string()), + (6530, 1531, "N".to_string()), + (5618, 619, "N".to_string()), + (8118, 8119, "N".to_string()), + ]; + + let mut res: Option<BooleanArray> = None; + + for (partkey, suppkey, returnflag) in &values_of_interest { + let filtered_partkey_arr = BooleanArray::from_unary(&partkey_arr, |p| p == *partkey); + let filtered_suppkey_arr = BooleanArray::from_unary(&suppkey_arr, |s| s == *suppkey); + let filtered_returnflag_arr = + BooleanArray::from_unary(&returnflag_arr, |s| s == returnflag); + + let part_and_supp = compute::and(&filtered_partkey_arr, &filtered_suppkey_arr) + .map_err(|e| PyValueError::new_err(e.to_string()))?; + let resultant_arr = compute::and(&part_and_supp, &filtered_returnflag_arr) + .map_err(|e| PyValueError::new_err(e.to_string()))?; + + res = match res { + Some(r) => compute::or(&r, &resultant_arr).ok(), + None => Some(resultant_arr), + }; + } + + res.unwrap().into_data().to_pyarrow(py) +} + + +#[pymodule] +fn tuple_filter_example(module: &Bound<'_, PyModule>) -> PyResult<()> { + module.add_function(wrap_pyfunction!(tuple_filter_fn, module)?)?; + Ok(()) +} +``` + +To use this we use the `udf` function in `datafusion-python` just as before. + +```python +from datafusion import udf +import pyarrow as pa +from tuple_filter_example import tuple_filter_fn + +udf_using_custom_rust_fn = udf( + tuple_filter_fn, + [pa.int64(), pa.int64(), pa.utf8()], + pa.bool_(), + "stable", +) +``` + +That's it! We've now got a third party Rust UDF with Python wrappers working with DataFusion's +Python bindings! + +### Rust UDF with initialization + +Looking at the code above, you can see that it is hard coding the values we're interested in. There +are many types of UDFs that don't require any additional data provided to them before they start +the computation. The code above is sloppy, so let's clean it up. + +We want to write the function to take some additional data. A limitation of the UDFs we create is +that they expect to operate on entire arrays of data at a time. We can get around this problem by +creating an initializer for our UDF. We do this by defining a Rust struct that contains the data we +need and implement two methods on this struct, `new` and `__call__`. By doing this we will create a +Python object that is callable, so it can be the function we provide to `udf`. + +```rust +#[pyclass] +pub struct TupleFilterClass { + values_of_interest: Vec<(i64, i64, String)>, +} + +#[pymethods] +impl TupleFilterClass { + #[new] + fn new(values_of_interest: Vec<(i64, i64, String)>) -> Self { + Self { + values_of_interest, + } + } + + fn __call__( + &self, + py: Python<'_>, + partkey_expr: &Bound<'_, PyAny>, + suppkey_expr: &Bound<'_, PyAny>, + returnflag_expr: &Bound<'_, PyAny>, + ) -> PyResult<Py<PyAny>> { + let partkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(partkey_expr)?.into(); + let suppkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(suppkey_expr)?.into(); + let returnflag_arr: StringArray = ArrayData::from_pyarrow_bound(returnflag_expr)?.into(); + + let mut res: Option<BooleanArray> = None; + + for (partkey, suppkey, returnflag) in &self.values_of_interest { + let filtered_partkey_arr = BooleanArray::from_unary(&partkey_arr, |p| p == *partkey); + let filtered_suppkey_arr = BooleanArray::from_unary(&suppkey_arr, |s| s == *suppkey); + let filtered_returnflag_arr = + BooleanArray::from_unary(&returnflag_arr, |s| s == returnflag); + + let part_and_supp = compute::and(&filtered_partkey_arr, &filtered_suppkey_arr) + .map_err(|e| PyValueError::new_err(e.to_string()))?; + let resultant_arr = compute::and(&part_and_supp, &filtered_returnflag_arr) + .map_err(|e| PyValueError::new_err(e.to_string()))?; + + res = match res { + Some(r) => compute::or(&r, &resultant_arr).ok(), + None => Some(resultant_arr), + }; + } + + res.unwrap().into_data().to_pyarrow(py) + } +} + +#[pymodule] +fn tuple_filter_example(module: &Bound<'_, PyModule>) -> PyResult<()> { + module.add_class::<TupleFilterClass>()?; + Ok(()) +} +``` + +When you write this, you don't have to call your constructor `new`. The more important part is that +you have `#[new]` designated on the function. With this you can provide any kinds of data you need +during processing. Using this initializer in Python is fairly straightforward. + +```python +from datafusion import udf +import pyarrow as pa +from tuple_filter_example import TupleFilterClass + +tuple_filter_class = TupleFilterClass(values_of_interest) + +udf_using_custom_rust_fn_with_data = udf( + tuple_filter_class, + [pa.int64(), pa.int64(), pa.utf8()], + pa.bool_(), + "stable", + name="tuple_filter_with_data" +) +``` + +When you use this approach you will need to provide a `name` argument to `udf`. This is because our +class/struct does not get the `__qualname__` attribute that the `udf` function is looking for. You +can give this udf any name you choose. + +### Rust UDF with direct iteration + +The final version of our scalar UDF is one where we implement it in Rust and iterate through all of +the arrays ourselves. If you are iterating through more than 3 arrays at a time I recommend looking +at [izip](https://docs.rs/itertools/latest/itertools/macro.izip.html) in the +[itertools crate](https://crates.io/crates/itertools). For ease of understanding and since we only +have 3 arrays here I will just explicitly create my own tuple here. + +```rust +#[pyclass] +pub struct TupleFilterDirectIterationClass { + values_of_interest: Vec<(i64, i64, String)>, +} + +#[pymethods] +impl TupleFilterDirectIterationClass { + #[new] + fn new(values_of_interest: Vec<(i64, i64, String)>) -> Self { + Self { values_of_interest } + } + + fn __call__( + &self, + py: Python<'_>, + partkey_expr: &Bound<'_, PyAny>, + suppkey_expr: &Bound<'_, PyAny>, + returnflag_expr: &Bound<'_, PyAny>, + ) -> PyResult<Py<PyAny>> { + let partkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(partkey_expr)?.into(); + let suppkey_arr: PrimitiveArray<Int64Type> = + ArrayData::from_pyarrow_bound(suppkey_expr)?.into(); + let returnflag_arr: StringArray = ArrayData::from_pyarrow_bound(returnflag_expr)?.into(); + + let values_to_search: Vec<(&i64, &i64, &str)> = (&self.values_of_interest) + .iter() + .map(|(a, b, c)| (a, b, c.as_str())) + .collect(); + + let values = partkey_arr + .values() + .iter() + .zip(suppkey_arr.values().iter()) + .zip(returnflag_arr.iter()) + .map(|((a, b), c)| (a, b, c.unwrap_or_default())) + .map(|v| values_to_search.contains(&v)); + + let res: BooleanArray = BooleanBuffer::from_iter(values).into(); + + res.into_data().to_pyarrow(py) + } +} +``` + +We convert the `values_of_interest` into a vector of borrowed types so that we can do a fast search +without creating additional memory. The other option is to turn the `returnflag` into a `String` +but that memory allocation is unnecessary. After that we use two `zip` operations so that we can +iterate over all three columns in a single pass. Since each `zip` will return a tuple of two +elements, a quick `map` turns them into the tuple format we need. Also, `StringArray` is a little +different in the buffer it uses, so it is treated slightly differently from the others. + +## User Defined Aggregate Function + +Writing a user defined aggregate function or user defined window function is slightly more complex +than scalar functions. This is because we must accumulate values and there is no guarantee that one +batch will contain off the values we are aggregating over. For this we need to define an +`Accumulator` which will do a few things. + +- Process a batch and compute an internal state +- Share the state so that we can combine multiple batches +- Merge the results across multiple batches +- Return the final result + +In the example below, we're going to look at customer orders and we want to know per customer ID, +how much they have ordered total. We want to ignore small orders, which we define as anything over Review Comment: small orders should be anything below 5000 -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. 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