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Add python bindings to fixed-size window and groupby rolling.var, rolling.std #9097

Merged
merged 59 commits into from
Sep 15, 2021
Merged

Add python bindings to fixed-size window and groupby rolling.var, rolling.std #9097

merged 59 commits into from
Sep 15, 2021

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isVoid
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@isVoid isVoid commented Aug 23, 2021 •
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Closes #8695
Closes #8696

This PR creates bindings for rolling aggregations for variance and standard deviations. Unlike pandas, the underlying implementation from libcudf computes each window independently from other windows.

isVoid and others added 30 commits July 20, 2021 19:12
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Compiles
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style
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clean up
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clean up
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header cleanup
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.
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More cleanup
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revert ptx changes
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Static tests
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undo python changes
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.
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Merge branch 'rolling_std' into rolling_agg_python
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initial
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Merge branch 'branch-21.10' of https://github.com/rapidsai/cudf into …
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…rolling_std
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remove count==1 restriction
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add ddof tests
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docfix
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Merge branch 'rolling_std' into rolling_agg_python
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fixed_point fix
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docfix
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Merge branch 'rolling_std' into rolling_agg_python
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docfix
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Merge branch 'rolling_std' into rolling_agg_python
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initial testings
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remove thrust::reduce
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Update cpp/src/rolling/rolling_detail.cuh
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Co-authored-by: Mark Harris <mharris@nvidia.com>
@github-actions github-actions bot removed the libcudf Affects libcudf (C++/CUDA) code. label Sep 8, 2021
@isVoid isVoid self-assigned this Sep 8, 2021
@isVoid isVoid added non-breaking Non-breaking change feature request New feature or request 3 - Ready for Review Ready for review by team labels Sep 8, 2021
@isVoid isVoid changed the title Add python bindings to rolling.var, rolling.std Add python bindings to fixed-sized and groupby rolling.var, rolling.std Sep 8, 2021
@isVoid isVoid changed the title Add python bindings to fixed-sized and groupby rolling.var, rolling.std Add python bindings to fixed-size window and groupby rolling.var, rolling.std Sep 8, 2021
@isVoid isVoid marked this pull request as ready for review September 8, 2021 22:14
@isVoid isVoid requested a review from a team as a code owner September 8, 2021 22:14
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Codecov Report

❗ No coverage uploaded for pull request base (branch-21.10@9b532ab). Click here to learn what that means.
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vyasr
vyasr approved these changes Sep 9, 2021
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One request for more comments, otherwise the bindings look fine. I would like to investigate ways to reduce the amount of code duplication in the aggregations, but that's out of scope for this PR.

python/cudf/cudf/tests/test_rolling.py Outdated Show resolved Hide resolved
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rerun tests

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@gpucibot merge

@rapids-bot rapids-bot bot merged commit a855660 into rapidsai:branch-21.10 Sep 15, 2021
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@vyasr vyasr vyasr approved these changes

@galipremsagar galipremsagar galipremsagar left review comments

@skirui-source skirui-source skirui-source approved these changes

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[FEA] Groupby rolling standard deviation [FEA] Rolling standard deviation
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