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Somehow extracting summary statistics of tables quickly using SQL
26 Jan 2019 · 521 words

Once I was working with a big table.

This table had a thousand numeric columns. Some of them were dodgy and I wanted to know which. 

I wanted to find some basic summary statistics, like the min, max and mean of each column. That would help me.

What to do?

It’s the kind of thing you can do in one line in Python. In SQL? I really didn’t want to do this:

select
    min(c1), 
    max(c1), 
    mean(c1), 
    min(c2), 
    max(c2), 
    mean(c2), 
    min(c3)
    -- and so on for 1000 columns
from xyz

Not for the first time I found myself wishing that SQL had better capabilities for this stuff. Luckily, there’s a better way.

Here’s the idea: write SQL, that generates SQL!

What does this mean? Here’s a code snippet, written in PostgreSQL: 

SELECT 'select \'spacer\' AS column_name, 0 AS min_value, 0 as avg_value, 
0 as max_value, 0 as n_nulls, 0 as n_non_nulls, 0 as n_rows' union all
SELECT 
	'union all select \'' || "column" || '\', min(' ||
	"column" || '), avg(cast(' || 
	"column" || ' as float)), max(' ||
	"column" || '), sum(case when ' ||
	"column" || ' is null then 1 else 0 end) n_nulls, count(1) - sum(case when ' ||
    "column" || ' is null then 1 else 0 end) n_non_nulls,  count(1) n_rows from ' || tablename  
FROM pg_table_def
WHERE tablename = 'XYZ'
and type in ('integer', 'real');

If you run this statement, the output will be a table. Copy-paste the table into a new editor and you’ll see a SQL statement. Run this statement to get your summary statistics! Just remember to modify the WHERE clause to use the table name you are interested in.

How does it work? The statement uses the pg_table_def table to find the column names in your table. It checks which ones are numeric, then constructs an elaborate string concatenation to generate a SQL query. 

No typing required! Once you get the basic idea, you can extend the code above to only include particular metrics that you are interested. Above we find the 

for each column, but there are plenty more that you could include, like

Just be careful if you have large data. The metrics that require sorting to work will be slow (like the median or percentiles) so you might have to do without those (or use a sortkey).  

Benefits

I’m finding this method of writing SQL very useful. I’ve found four main benefits: 

  1. I type way less SQL
  2. I make less mistakes in my queries
  3. I’m way more likely to calculate summary statistics for my tables, which leads to 
  4. being more likely to find errors in my data

This last point is the big one.

Crap data kills machine learning. Garbage in equals garbage out. The best model in the world will fail if its data sources aren’t good. 

To improve the model, improve the data. Automatic SQL generation will help.  


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