Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[C++][Compute] Add gaussian/normal rank function #45572

Closed
pitrou opened this issue Feb 19, 2025 · 1 comment
Closed

[C++][Compute] Add gaussian/normal rank function #45572

pitrou opened this issue Feb 19, 2025 · 1 comment

Comments

@pitrou
Copy link
Member

pitrou commented Feb 19, 2025

Describe the enhancement requested

As a followup to #45190 , add a normal rank (or gaussian rank) function that computes the normal percent-point function of the quantile rank results.

In essence, if quantile rank returns quantiles between 0 and 1, gaussian rank returns the points on the normal distribution corresponding to those quantiles.

Component(s)

C++

pitrou added a commit to pitrou/arrow that referenced this issue Feb 19, 2025
pitrou added a commit to pitrou/arrow that referenced this issue Feb 19, 2025
pitrou added a commit to pitrou/arrow that referenced this issue Feb 19, 2025
pitrou added a commit to pitrou/arrow that referenced this issue Feb 20, 2025
pitrou added a commit that referenced this issue Feb 20, 2025
### Rationale for this change

Computing ranks as values of the "probit" function (https://en.wikipedia.org/wiki/Probit), rather than quantiles between 0 and 1, can be useful for machine learning and other tasks.

### What changes are included in this PR?

Add a "rank_normal" function that computes array ranks as points on the normal distribution.

It is similar to calling the "rank_quantile" function and then applying the normal percent-point function ("probit").

### Are these changes tested?

Yes, by dedicated unit tests.

### Are there any user-facing changes?

No, except a new compute function.
* GitHub Issue: #45572

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>
@pitrou
Copy link
Member Author

pitrou commented Feb 20, 2025

Issue resolved by pull request 45573
#45573

@pitrou pitrou added this to the 20.0.0 milestone Feb 20, 2025
@pitrou pitrou closed this as completed Feb 20, 2025
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

1 participant