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[WIP][SPARK-52394][PS] Fix autocorr divide-by-zero error under ANSI mode #51192

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38 changes: 32 additions & 6 deletions python/pyspark/pandas/series.py
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,7 @@
import datetime
import re
import inspect
import math
import warnings
from collections.abc import Mapping
from functools import partial, reduce
Expand Down Expand Up @@ -116,6 +117,7 @@
verify_temp_column_name,
SPARK_CONF_ARROW_ENABLED,
log_advice,
is_ansi_mode_enabled,
)
from pyspark.pandas.datetimes import DatetimeMethods
from pyspark.pandas.spark.accessors import SparkSeriesMethods
Expand Down Expand Up @@ -3367,15 +3369,39 @@ def autocorr(self, lag: int = 1) -> float:
scol = self.spark.column
if lag == 0:
corr = sdf.select(F.corr(scol, scol)).head()[0]
return np.nan if corr is None else corr
else:
lag_scol = F.lag(scol, lag).over(Window.orderBy(NATURAL_ORDER_COLUMN_NAME))
lag_col_name = verify_temp_column_name(sdf, "__autocorr_lag_tmp_col__")
corr = (
sdf.withColumn(lag_col_name, lag_scol)
.select(F.corr(scol, F.col(lag_col_name)))
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how does corr affected by ansi?

.head()[0]
)
return np.nan if corr is None else corr

spark_session = self._internal.spark_frame.sparkSession
if is_ansi_mode_enabled(spark_session):
sdf = sdf.withColumn(lag_col_name, lag_scol)
sdf_mean = sdf.select(
F.avg(scol).alias("mean_x"),
F.avg(F.col(lag_col_name)).alias("mean_y"),
).collect()[0]

mean_x = sdf_mean["mean_x"]
mean_y = sdf_mean["mean_y"]

corr_expr = F.try_divide(
F.avg((scol - mean_x) * (F.col(lag_col_name) - mean_y)),
F.stddev_samp(scol) * F.stddev_samp(F.col(lag_col_name)),
)

corr = sdf.select(corr_expr.alias("corr")).head()[0]
if corr is None or math.isnan(corr) or abs(corr) < 1e-12:
return np.nan
return corr
else:
corr = (
sdf.withColumn(lag_col_name, lag_scol)
.select(F.corr(scol, F.col(lag_col_name)))
.head()[0]
)

return np.nan if corr is None else corr

def corr(
self, other: "Series", method: str = "pearson", min_periods: Optional[int] = None
Expand Down