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GH-45190: [C++][Compute] Add rank_quantile function #45259

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GH-45190: [C++][Compute] Add rank_quantile function #45259

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@pitrou pitrou commented Jan 14, 2025 •
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Rationale for this change

Add a "rank_quantile" function following the Wikipedia definition:
https://en.wikipedia.org/wiki/Percentile_rank

Are these changes tested?

Yes.

Are there any user-facing changes?

Yes, an additional compute function.

@pitrou pitrou marked this pull request as ready for review January 14, 2025 17:55
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pitrou commented Jan 14, 2025

@zanmato1984 @jorisvandenbossche Do you want to take a look at this?

Naming-wise, I hesitated between "rank_percentile" and "percentile_rank". I chose the former for better tab-completion.

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zanmato1984 commented Jan 15, 2025 •
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If the factor is free to specify, is the name rank_quantile more accurate? (BTW I prefer rank_xxx to xxx_rank).

Update 1: Ah I just see factor only affects the output scale, so it doesn't change the sense of "percentile". Please ignore my previous question.

Update 2: Oops, sorry I think my original question remains: if factor determines "what quantile" the output is, as implied by the comment of factor:

/// Use 1.0 for results in (0, 1), 100.0 for percentages, etc.

, then shall we name it rank_quantile? Or is rank_percentile so way more commonly used that no one will misinterpret it even though the factor can change the meaning of "percentile"?

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pitrou commented Jan 15, 2025

rank_quantile sounds ok to me. I find occurrences of "quantile rank" on Google, so it's not unheard of.

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Hi @pitrou , I want to suggest a refinement that simplifies the code structure of your current pr. I think the best way to show it is via actual code changes, so may I open up a pr targeting your branch? Thanks.

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pitrou commented Jan 17, 2025

Yes, you can!

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pitrou#13 filed. @pitrou PTAL.

@pitrou pitrou force-pushed the percentile-rank-kernel branch from af782d4 to 4fd918a Compare January 20, 2025 09:40
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Seems the latest force push doesn't include the changes I've made. Anything wrong? :)

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pitrou commented Jan 20, 2025

Hmm, that's weird. I might have messed things up, let me take a look...

@pitrou pitrou force-pushed the percentile-rank-kernel branch from 4fd918a to 880b7a5 Compare January 20, 2025 10:28
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pitrou commented Jan 20, 2025

Ok, this is fixed :)

@pitrou pitrou changed the title GH-45190: [C++][Compute] Add rank_percentile function GH-45190: [C++][Compute] Add rank_quantile function Jan 20, 2025
@pitrou pitrou force-pushed the percentile-rank-kernel branch from 880b7a5 to 5cc6b50 Compare January 20, 2025 15:46
@pitrou pitrou requested review from zanmato1984 and WillAyd January 20, 2025 15:47
@github-actions github-actions bot added awaiting committer review Awaiting committer review and removed awaiting review Awaiting review labels Jan 20, 2025
@pitrou pitrou force-pushed the percentile-rank-kernel branch from 5cc6b50 to 8c59c76 Compare January 20, 2025 15:55
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zanmato1984 approved these changes Jan 21, 2025
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LGTM with two nits.

cpp/src/arrow/compute/kernels/vector_sort_test.cc
ARROW_SCOPED_TRACE("type = ", type->ToString());
AssertRankQuantileEmpty(type);

// Reproduce the example from https://en.wikipedia.org/wiki/Quantile_rank
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Suggested change
// Reproduce the example from https://en.wikipedia.org/wiki/Quantile_rank
// Reproduce the example from https://en.wikipedia.org/wiki/Percentile_rank

cpp/src/arrow/compute/kernels/vector_sort_test.cc
Comment on lines +2525 to +2527
AssertRankQuantile(SortOrder::Ascending, null_placement, 100.0,
"[30.0, 80.0, 30.0, 80.0, 30.0]");
AssertRankQuantile(SortOrder::Descending, null_placement, 100.0,
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You might want /*factor=*/100.0 for this as well as the following cases.

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@WillAyd WillAyd Awaiting requested review from WillAyd

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