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Add Aggregate Function
geomean
(mosaic-sql) #684Add Aggregate Function
geomean
(mosaic-sql) #684Changes from 2 commits
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This looks "theoretically" correct to me: given a set per-bin geometric means, exponentiate by the (bin-level) count to "undo" the bin-level nth-root, multiply the results, then take the (global-level) nth-root.
However, might this suffer from overflow? That intermediate product could get very large. (The same result as if we just used product as the sufficient statistic rather than geomean, which would also simplify the overall scheme to just a single
pow
call for the nth-root.)This might be worth testing more with large numbers. If we see issues, a more robust alternative would be to instead use the sum of log values as the sufficient statistic. Then the output aggregate expression would be
exp(div(sum(as), expr))
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Yes, I agree.
The code is already updated as it is quite clear, that there will be numerical issues.
Note: DuckDB uses log-based computation for
geomean
as well (see here).