datasketches-cpp
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kll_sketch.hpp
1/*
2 * Licensed to the Apache Software Foundation (ASF) under one
3 * or more contributor license agreements. See the NOTICE file
4 * distributed with this work for additional information
5 * regarding copyright ownership. The ASF licenses this file
6 * to you under the Apache License, Version 2.0 (the
7 * "License"); you may not use this file except in compliance
8 * with the License. You may obtain a copy of the License at
9 *
10 * http://www.apache.org/licenses/LICENSE-2.0
11 *
12 * Unless required by applicable law or agreed to in writing,
13 * software distributed under the License is distributed on an
14 * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
15 * KIND, either express or implied. See the License for the
16 * specific language governing permissions and limitations
17 * under the License.
18 */
19
20#ifndef KLL_SKETCH_HPP_
21#define KLL_SKETCH_HPP_
22
23#include <memory>
24#include <vector>
25
26#include "common_defs.hpp"
27#include "serde.hpp"
28#include "quantiles_sorted_view.hpp"
29#include "optional.hpp"
30
31namespace datasketches {
32
34namespace kll_constants {
36 const uint16_t DEFAULT_K = 200;
37 const uint8_t DEFAULT_M = 8;
39 const uint16_t MIN_K = DEFAULT_M;
41 const uint16_t MAX_K = (1 << 16) - 1;
42}
43
161template <
162 typename T,
163 typename C = std::less<T>, // strict weak ordering function (see C++ named requirements: Compare)
164 typename A = std::allocator<T>
165>
167 public:
168 using value_type = T;
169 using comparator = C;
170 using allocator_type = A;
171 using vector_u32 = std::vector<uint32_t, typename std::allocator_traits<A>::template rebind_alloc<uint32_t>>;
172 using vector_double = typename quantiles_sorted_view<T, C, A>::vector_double;
173
179
186 explicit kll_sketch(uint16_t k = kll_constants::DEFAULT_K, const C& comparator = C(), const A& allocator = A());
187
192 kll_sketch(const kll_sketch& other);
193
198 kll_sketch(kll_sketch&& other) noexcept;
199
200
201 ~kll_sketch();
202
208 kll_sketch& operator=(const kll_sketch& other);
209
216
217 /*
218 * Type converting constructor.
219 * @param other sketch of a different type
220 * @param comparator instance of a Comparator
221 * @param allocator instance of an Allocator
222 */
223 template<typename TT, typename CC, typename AA>
224 explicit kll_sketch(const kll_sketch<TT, CC, AA>& other, const C& comparator = C(), const A& allocator = A());
225
230 template<typename FwdT>
231 void update(FwdT&& item);
232
237 template<typename FwdSk>
238 void merge(FwdSk&& other);
239
244 bool is_empty() const;
245
250 uint16_t get_k() const;
251
256 uint64_t get_n() const;
257
262 uint32_t get_num_retained() const;
263
268 bool is_estimation_mode() const;
269
275 T get_min_item() const;
276
282 T get_max_item() const;
283
288 C get_comparator() const;
289
294 A get_allocator() const;
295
307 quantile_return_type get_quantile(double rank, bool inclusive = true) const;
308
324 double get_rank(const T& item, bool inclusive = true) const;
325
348 vector_double get_PMF(const T* split_points, uint32_t size, bool inclusive = true) const;
349
375 vector_double get_CDF(const T* split_points, uint32_t size, bool inclusive = true) const;
376
384 double get_normalized_rank_error(bool pmf) const;
385
392 template<typename TT = T, typename SerDe = serde<T>, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
393 size_t get_serialized_size_bytes(const SerDe& sd = SerDe()) const;
394
401 template<typename TT = T, typename SerDe = serde<T>, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
402 size_t get_serialized_size_bytes(const SerDe& sd = SerDe()) const;
403
414 template<typename TT = T, typename std::enable_if<std::is_arithmetic<TT>::value, int>::type = 0>
415 static size_t get_max_serialized_size_bytes(uint16_t k, uint64_t n);
416
428 template<typename TT = T, typename std::enable_if<!std::is_arithmetic<TT>::value, int>::type = 0>
429 static size_t get_max_serialized_size_bytes(uint16_t k, uint64_t n, size_t max_item_size_bytes);
430
436 template<typename SerDe = serde<T>>
437 void serialize(std::ostream& os, const SerDe& sd = SerDe()) const;
438
439 // This is a convenience alias for users
440 // The type returned by the following serialize method
441 using vector_bytes = std::vector<uint8_t, typename std::allocator_traits<A>::template rebind_alloc<uint8_t>>;
442
452 template<typename SerDe = serde<T>>
453 vector_bytes serialize(unsigned header_size_bytes = 0, const SerDe& sd = SerDe()) const;
454
463 template<typename SerDe = serde<T>>
464 static kll_sketch deserialize(std::istream& is, const SerDe& sd = SerDe(),
465 const C& comparator = C(), const A& allocator = A());
466
476 template<typename SerDe = serde<T>>
477 static kll_sketch deserialize(const void* bytes, size_t size, const SerDe& sd = SerDe(),
478 const C& comparator = C(), const A& allocator = A());
479
480 /*
481 * Gets the normalized rank error given k and pmf.
482 * k - the configuration parameter
483 * pmf - if true, returns the "double-sided" normalized rank error for the get_PMF() function.
484 * Otherwise, it is the "single-sided" normalized rank error for all the other queries.
485 * Constants were derived as the best fit to 99 percentile empirically measured max error in thousands of trials
486 */
487 static double get_normalized_rank_error(uint16_t k, bool pmf);
488
494 string<A> to_string(bool print_levels = false, bool print_items = false) const;
495
496 class const_iterator;
497
503 const_iterator begin() const;
504
511 const_iterator end() const;
512
518
519 private:
520 /* Serialized sketch layout:
521 * Addr:
522 * || 7 | 6 | 5 | 4 | 3 | 2 | 1 | 0 |
523 * 0 || unused | M |--------K--------| Flags | FamID | SerVer | PreambleInts |
524 * || 15 | 14 | 13 | 12 | 11 | 10 | 9 | 8 |
525 * 1 ||-----------------------------------N------------------------------------------|
526 * || 23 | 22 | 21 | 20 | 19 | 18 | 17 | 16 |
527 * 2 ||---------------data----------------|-unused-|numLevels|-------min K-----------|
528 */
529
530 static const size_t EMPTY_SIZE_BYTES = 8;
531 static const size_t DATA_START_SINGLE_ITEM = 8;
532 static const size_t DATA_START = 20;
533
534 static const uint8_t SERIAL_VERSION_1 = 1;
535 static const uint8_t SERIAL_VERSION_2 = 2;
536 static const uint8_t FAMILY = 15;
537
538 enum flags { IS_EMPTY, IS_LEVEL_ZERO_SORTED, IS_SINGLE_ITEM };
539
540 static const uint8_t PREAMBLE_INTS_SHORT = 2; // for empty and single item
541 static const uint8_t PREAMBLE_INTS_FULL = 5;
542
543 C comparator_;
544 A allocator_;
545 uint16_t k_;
546 uint8_t m_; // minimum buffer "width"
547 uint16_t min_k_; // for error estimation after merging with different k
548 uint8_t num_levels_;
549 bool is_level_zero_sorted_;
550 uint64_t n_;
551 vector_u32 levels_;
552 T* items_;
553 uint32_t items_size_;
554 optional<T> min_item_;
555 optional<T> max_item_;
556 mutable quantiles_sorted_view<T, C, A>* sorted_view_;
557
558 // for deserialization
559 class items_deleter;
560 kll_sketch(uint16_t k, uint16_t min_k, uint64_t n, uint8_t num_levels, vector_u32&& levels,
561 std::unique_ptr<T, items_deleter> items, uint32_t items_size, optional<T>&& min_item,
562 optional<T>&& max_item, bool is_level_zero_sorted, const C& comparator);
563
564 // common update code
565 inline void update_min_max(const T& item);
566 inline uint32_t internal_update();
567
568 // The following code is only valid in the special case of exactly reaching capacity while updating.
569 // It cannot be used while merging, while reducing k, or anything else.
570 void compress_while_updating(void);
571
572 uint8_t find_level_to_compact() const;
573 void add_empty_top_level_to_completely_full_sketch();
574 void sort_level_zero();
575
576 template<typename O> void merge_higher_levels(O&& other, uint64_t final_n);
577
578 template<typename FwdSk>
579 void populate_work_arrays(FwdSk&& other, T* workbuf, uint32_t* worklevels, uint8_t provisional_num_levels);
580
581 void assert_correct_total_weight() const;
582 uint32_t safe_level_size(uint8_t level) const;
583 uint32_t get_num_retained_above_level_zero() const;
584
585 static void check_m(uint8_t m);
586 static void check_preamble_ints(uint8_t preamble_ints, uint8_t flags_byte);
587 static void check_serial_version(uint8_t serial_version);
588 static void check_family_id(uint8_t family_id);
589
590 void check_sorting() const;
591
592 template<typename TT = T, typename std::enable_if<std::is_floating_point<TT>::value, int>::type = 0>
593 static inline bool check_update_item(TT item) {
594 return !std::isnan(item);
595 }
596
597 template<typename TT = T, typename std::enable_if<!std::is_floating_point<TT>::value, int>::type = 0>
598 static inline bool check_update_item(TT) {
599 return true;
600 }
601
602 // for type converting constructor
603 template<typename TT, typename CC, typename AA> friend class kll_sketch;
604
605 void setup_sorted_view() const; // modifies mutable state
606 void reset_sorted_view();
607};
608
609template<typename T, typename C, typename A>
610class kll_sketch<T, C, A>::const_iterator {
611public:
612 using iterator_category = std::input_iterator_tag;
613 using value_type = std::pair<const T&, const uint64_t>;
614 using difference_type = void;
615 using pointer = const return_value_holder<value_type>;
616 using reference = const value_type;
617
618 friend class kll_sketch<T, C, A>;
619 const_iterator& operator++();
620 const_iterator& operator++(int);
621 bool operator==(const const_iterator& other) const;
622 bool operator!=(const const_iterator& other) const;
623 reference operator*() const;
624 pointer operator->() const;
625private:
626 const T* items;
627 const uint32_t* levels;
628 const uint8_t num_levels;
629 uint32_t index;
630 uint8_t level;
631 uint64_t weight;
632 const_iterator(const T* items, const uint32_t* levels, const uint8_t num_levels);
633};
634
635} /* namespace datasketches */
636
637#include "kll_sketch_impl.hpp"
638
639#endif
Implementation of a very compact quantiles sketch with lazy compaction scheme and nearly optimal accu...
Definition kll_sketch.hpp:166
C get_comparator() const
Returns an instance of the comparator for this sketch.
Definition kll_sketch_impl.hpp:271
quantiles_sorted_view< T, C, A > get_sorted_view() const
Gets the sorted view of this sketch.
Definition kll_sketch_impl.hpp:760
kll_sketch & operator=(const kll_sketch &other)
Copy assignment.
Definition kll_sketch_impl.hpp:102
vector_bytes serialize(unsigned header_size_bytes=0, const SerDe &sd=SerDe()) const
This method serializes the sketch as a vector of bytes.
vector_double get_CDF(const T *split_points, uint32_t size, bool inclusive=true) const
Returns an approximation to the Cumulative Distribution Function (CDF), which is the cumulative analo...
Definition kll_sketch_impl.hpp:295
const_iterator begin() const
Iterator pointing to the first item in the sketch.
Definition kll_sketch_impl.hpp:956
uint32_t get_num_retained() const
Returns the number of retained items (samples) in the sketch.
Definition kll_sketch_impl.hpp:249
static kll_sketch deserialize(std::istream &is, const SerDe &sd=SerDe(), const C &comparator=C(), const A &allocator=A())
This method deserializes a sketch from a given stream.
vector_double get_PMF(const T *split_points, uint32_t size, bool inclusive=true) const
Returns an approximation to the Probability Mass Function (PMF) of the input stream given a set of sp...
Definition kll_sketch_impl.hpp:288
void merge(FwdSk &&other)
Merges another sketch into this one.
Definition kll_sketch_impl.hpp:209
T get_max_item() const
Returns the max item of the stream.
Definition kll_sketch_impl.hpp:265
const_iterator end() const
Iterator pointing to the past-the-end item in the sketch.
Definition kll_sketch_impl.hpp:961
void update(FwdT &&item)
Updates this sketch with the given data item.
Definition kll_sketch_impl.hpp:180
void serialize(std::ostream &os, const SerDe &sd=SerDe()) const
This method serializes the sketch into a given stream in a binary form.
Definition kll_sketch_impl.hpp:367
string< A > to_string(bool print_levels=false, bool print_items=false) const
Prints a summary of the sketch.
Definition kll_sketch_impl.hpp:904
uint16_t get_k() const
Returns configured parameter k.
Definition kll_sketch_impl.hpp:239
bool is_empty() const
Returns true if this sketch is empty.
Definition kll_sketch_impl.hpp:234
double get_rank(const T &item, bool inclusive=true) const
Returns an approximation to the normalized rank of the given item from 0 to 1, inclusive.
Definition kll_sketch_impl.hpp:281
A get_allocator() const
Returns an instance of the allocator for this sketch.
Definition kll_sketch_impl.hpp:276
T get_min_item() const
Returns the min item of the stream.
Definition kll_sketch_impl.hpp:259
typename quantiles_sorted_view< T, C, A >::quantile_return_type quantile_return_type
Quantile return type.
Definition kll_sketch.hpp:178
quantile_return_type get_quantile(double rank, bool inclusive=true) const
Returns an item from the sketch that is the best approximation to an item from the original stream wi...
Definition kll_sketch_impl.hpp:302
size_t get_serialized_size_bytes(const SerDe &sd=SerDe()) const
Computes size needed to serialize the current state of the sketch.
Definition kll_sketch_impl.hpp:320
static size_t get_max_serialized_size_bytes(uint16_t k, uint64_t n)
Returns upper bound on the serialized size of a sketch given a parameter k and stream length.
Definition kll_sketch_impl.hpp:348
double get_normalized_rank_error(bool pmf) const
Gets the approximate rank error of this sketch normalized as a fraction between zero and one.
Definition kll_sketch_impl.hpp:313
bool is_estimation_mode() const
Returns true if this sketch is in estimation mode.
Definition kll_sketch_impl.hpp:254
uint64_t get_n() const
Returns the length of the input stream.
Definition kll_sketch_impl.hpp:244
static kll_sketch deserialize(const void *bytes, size_t size, const SerDe &sd=SerDe(), const C &comparator=C(), const A &allocator=A())
This method deserializes a sketch from a given array of bytes.
Sorted view for quantiles sketches (REQ, KLL and Quantiles)
Definition quantiles_sorted_view.hpp:38
typename std::conditional< std::is_arithmetic< T >::value, T, const T & >::type quantile_return_type
Quantile return type.
Definition quantiles_sorted_view.hpp:93
const uint16_t MAX_K
max value of parameter K
Definition kll_sketch.hpp:41
const uint16_t MIN_K
min value of parameter K
Definition kll_sketch.hpp:39
const uint16_t DEFAULT_K
default value of parameter K
Definition kll_sketch.hpp:36
DataSketches namespace.
Definition binomial_bounds.hpp:38