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Issue #37303 - Invalid variance fix #37384

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Jan 25, 2019
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Original file line number Diff line number Diff line change
Expand Up @@ -202,7 +202,8 @@ public double metric(String name, long owningBucketOrd) {
private double variance(long owningBucketOrd) {
double sum = sums.get(owningBucketOrd);
long count = counts.get(owningBucketOrd);
return (sumOfSqrs.get(owningBucketOrd) - ((sum * sum) / count)) / count;
double variance = (sumOfSqrs.get(owningBucketOrd) - ((sum * sum) / count)) / count;
return variance < 0 ? 0 : variance;
}

@Override
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Original file line number Diff line number Diff line change
Expand Up @@ -101,7 +101,8 @@ public double getSumOfSquares() {

@Override
public double getVariance() {
return (sumOfSqrs - ((sum * sum) / count)) / count;
double variance = (sumOfSqrs - ((sum * sum) / count)) / count;
return variance < 0 ? 0 : variance;
}

@Override
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Original file line number Diff line number Diff line change
Expand Up @@ -99,6 +99,34 @@ public void testRandomDoubles() throws IOException {
);
}

/**
* Testcase for https://github.com/elastic/elasticsearch/issues/37303
*/
public void testVarianceNonNegative() throws IOException {
MappedFieldType ft =
new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.DOUBLE);
ft.setName("field");
final ExtendedSimpleStatsAggregator expected = new ExtendedSimpleStatsAggregator();
testCase(ft,
iw -> {
int numDocs = 3;
for (int i = 0; i < numDocs; i++) {
Document doc = new Document();
double value = 49.95d;
long valueAsLong = NumericUtils.doubleToSortableLong(value);
doc.add(new SortedNumericDocValuesField("field", valueAsLong));
expected.add(value);
iw.addDocument(doc);
}
},
stats -> {
//since the value(49.95) is a constant, variance should be 0
assertEquals(0.0d, stats.getVariance(), TOLERANCE);
assertEquals(0.0d, stats.getStdDeviation(), TOLERANCE);
}
);
}

public void testRandomLongs() throws IOException {
MappedFieldType ft =
new NumberFieldMapper.NumberFieldType(NumberFieldMapper.NumberType.LONG);
Expand Down Expand Up @@ -236,7 +264,8 @@ void add(double value) {
}

double variance() {
return (sumOfSqrs - ((sum * sum) / count)) / count;
double variance = (sumOfSqrs - ((sum * sum) / count)) / count;
return variance < 0 ? 0 : variance;
}
}
}
Original file line number Diff line number Diff line change
Expand Up @@ -73,7 +73,8 @@ private static double variance(int... vals) {
sum += val;
sumOfSqrs += val * val;
}
return (sumOfSqrs - ((sum * sum) / vals.length)) / vals.length;
double variance = (sumOfSqrs - ((sum * sum) / vals.length)) / vals.length;
return variance < 0 ? 0 : variance;
}

@Override
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Original file line number Diff line number Diff line change
Expand Up @@ -137,6 +137,7 @@ public void testGappyIndexWithSigma() {
double sumOfSqrs = 1.0 + 1.0 + 1.0 + 4.0 + 0.0 + 1.0;
double avg = sum / count;
double var = (sumOfSqrs - ((sum * sum) / count)) / count;
var = var < 0 ? 0 : var;
double stdDev = Math.sqrt(var);
assertThat(extendedStatsBucketValue, notNullValue());
assertThat(extendedStatsBucketValue.getName(), equalTo("extended_stats_bucket"));
Expand Down