Coverage Report

Created: 2024-11-22 21:49

/root/doris/be/src/util/tdigest.h
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// Licensed to the Apache Software Foundation (ASF) under one
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// or more contributor license agreements.  See the NOTICE file
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// distributed with this work for additional information
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// regarding copyright ownership.  The ASF licenses this file
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// to you under the Apache License, Version 2.0 (the
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// "License"); you may not use this file except in compliance
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// with the License.  You may obtain a copy of the License at
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//
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//   http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing,
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// software distributed under the License is distributed on an
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// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
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// KIND, either express or implied.  See the License for the
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// specific language governing permissions and limitations
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// under the License.
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/*
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 * Licensed to Derrick R. Burns under one or more
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 * contributor license agreements.  See the NOTICES file distributed with
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 * this work for additional information regarding copyright ownership.
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 * The ASF licenses this file to You under the Apache License, Version 2.0
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 * (the "License"); you may not use this file except in compliance with
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 * the License.  You may obtain a copy of the License at
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 *
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 *     http://www.apache.org/licenses/LICENSE-2.0
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 *
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 * Unless required by applicable law or agreed to in writing, software
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 * distributed under the License is distributed on an "AS IS" BASIS,
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 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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 * See the License for the specific language governing permissions and
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 * limitations under the License.
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 */
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// T-Digest :  Percentile and Quantile Estimation of Big Data
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// A new data structure for accurate on-line accumulation of rank-based statistics
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// such as quantiles and trimmed means.
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// See original paper: "Computing extremely accurate quantiles using t-digest"
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// by Ted Dunning and Otmar Ertl for more details
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// https://github.com/tdunning/t-digest/blob/07b8f2ca2be8d0a9f04df2feadad5ddc1bb73c88/docs/t-digest-paper/histo.pdf.
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// https://github.com/derrickburns/tdigest
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#pragma once
44
45
#include <pdqsort.h>
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47
#include <algorithm>
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#include <cfloat>
49
#include <cmath>
50
#include <iostream>
51
#include <memory>
52
#include <queue>
53
#include <utility>
54
#include <vector>
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56
#include "common/factory_creator.h"
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#include "common/logging.h"
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#include "udf/udf.h"
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#include "util/debug_util.h"
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61
namespace doris {
62
63
using Value = float;
64
using Weight = float;
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using Index = size_t;
66
67
const size_t kHighWater = 40000;
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69
class Centroid {
70
public:
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2.04k
    Centroid() : Centroid(0.0, 0.0) {}
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73
15.2k
    Centroid(Value mean, Weight weight) : _mean(mean), _weight(weight) {}
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75
318k
    Value mean() const noexcept { return _mean; }
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77
17.2k
    Weight weight() const noexcept { return _weight; }
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2.44k
    Value& mean() noexcept { return _mean; }
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81
1.22k
    Weight& weight() noexcept { return _weight; }
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83
9.77k
    void add(const Centroid& c) {
84
9.77k
        DCHECK_GT(c._weight, 0);
85
9.77k
        if (_weight != 0.0) {
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9.77k
            _weight += c._weight;
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9.77k
            _mean += c._weight * (c._mean - _mean) / _weight;
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9.77k
        } else {
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0
            _weight = c._weight;
90
0
            _mean = c._mean;
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0
        }
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9.77k
    }
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private:
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    Value _mean = 0;
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    Weight _weight = 0;
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};
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99
struct CentroidList {
100
1
    CentroidList(const std::vector<Centroid>& s) : iter(s.cbegin()), end(s.cend()) {}
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    std::vector<Centroid>::const_iterator iter;
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    std::vector<Centroid>::const_iterator end;
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    bool advance() { return ++iter != end; }
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};
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class CentroidListComparator {
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public:
109
2
    CentroidListComparator() {}
110
111
0
    bool operator()(const CentroidList& left, const CentroidList& right) const {
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0
        return left.iter->mean() > right.iter->mean();
113
0
    }
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};
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using CentroidListQueue =
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        std::priority_queue<CentroidList, std::vector<CentroidList>, CentroidListComparator>;
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struct CentroidComparator {
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159k
    bool operator()(const Centroid& a, const Centroid& b) const { return a.mean() < b.mean(); }
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};
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class TDigest {
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    ENABLE_FACTORY_CREATOR(TDigest);
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    class TDigestComparator {
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    public:
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2
        TDigestComparator() {}
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130
0
        bool operator()(const TDigest* left, const TDigest* right) const {
131
0
            return left->totalSize() > right->totalSize();
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0
        }
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    };
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    using TDigestQueue =
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            std::priority_queue<const TDigest*, std::vector<const TDigest*>, TDigestComparator>;
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public:
138
0
    TDigest() : TDigest(10000) {}
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140
13
    explicit TDigest(Value compression) : TDigest(compression, 0) {}
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142
13
    TDigest(Value compression, Index bufferSize) : TDigest(compression, bufferSize, 0) {}
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    TDigest(Value compression, Index unmergedSize, Index mergedSize)
145
            : _compression(compression),
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              _max_processed(processedSize(mergedSize, compression)),
147
13
              _max_unprocessed(unprocessedSize(unmergedSize, compression)) {
148
13
        _processed.reserve(_max_processed);
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13
        _unprocessed.reserve(_max_unprocessed + 1);
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13
    }
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    TDigest(std::vector<Centroid>&& processed, std::vector<Centroid>&& unprocessed,
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            Value compression, Index unmergedSize, Index mergedSize)
154
0
            : TDigest(compression, unmergedSize, mergedSize) {
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0
        _processed = std::move(processed);
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0
        _unprocessed = std::move(unprocessed);
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0
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0
        _processed_weight = weight(_processed);
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0
        _unprocessed_weight = weight(_unprocessed);
160
0
        if (_processed.size() > 0) {
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0
            _min = std::min(_min, _processed[0].mean());
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0
            _max = std::max(_max, (_processed.cend() - 1)->mean());
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0
        }
164
0
        updateCumulative();
165
0
    }
166
167
0
    static Weight weight(std::vector<Centroid>& centroids) noexcept {
168
0
        Weight w = 0.0;
169
0
        for (auto centroid : centroids) {
170
0
            w += centroid.weight();
171
0
        }
172
0
        return w;
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0
    }
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0
    TDigest& operator=(TDigest&& o) {
176
0
        _compression = o._compression;
177
0
        _max_processed = o._max_processed;
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0
        _max_unprocessed = o._max_unprocessed;
179
0
        _processed_weight = o._processed_weight;
180
0
        _unprocessed_weight = o._unprocessed_weight;
181
0
        _processed = std::move(o._processed);
182
0
        _unprocessed = std::move(o._unprocessed);
183
0
        _cumulative = std::move(o._cumulative);
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0
        _min = o._min;
185
0
        _max = o._max;
186
0
        return *this;
187
0
    }
188
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    TDigest(TDigest&& o)
190
            : TDigest(std::move(o._processed), std::move(o._unprocessed), o._compression,
191
0
                      o._max_unprocessed, o._max_processed) {}
192
193
13
    static inline Index processedSize(Index size, Value compression) noexcept {
194
13
        return (size == 0) ? static_cast<Index>(2 * std::ceil(compression)) : size;
195
13
    }
196
197
13
    static inline Index unprocessedSize(Index size, Value compression) noexcept {
198
13
        return (size == 0) ? static_cast<Index>(8 * std::ceil(compression)) : size;
199
13
    }
200
201
    // merge in another t-digest
202
1
    void merge(const TDigest* other) {
203
1
        std::vector<const TDigest*> others {other};
204
1
        add(others.cbegin(), others.cend());
205
1
    }
206
207
3
    const std::vector<Centroid>& processed() const { return _processed; }
208
209
0
    const std::vector<Centroid>& unprocessed() const { return _unprocessed; }
210
211
0
    Index maxUnprocessed() const { return _max_unprocessed; }
212
213
0
    Index maxProcessed() const { return _max_processed; }
214
215
1
    void add(std::vector<const TDigest*> digests) { add(digests.cbegin(), digests.cend()); }
216
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    // merge in a vector of tdigests in the most efficient manner possible
218
    // in constant space
219
    // works for any value of kHighWater
220
    void add(std::vector<const TDigest*>::const_iterator iter,
221
2
             std::vector<const TDigest*>::const_iterator end) {
222
2
        if (iter != end) {
223
2
            auto size = std::distance(iter, end);
224
2
            TDigestQueue pq(TDigestComparator {});
225
4
            for (; iter != end; iter++) {
226
2
                pq.push((*iter));
227
2
            }
228
2
            std::vector<const TDigest*> batch;
229
2
            batch.reserve(size);
230
231
2
            size_t totalSize = 0;
232
4
            while (!pq.empty()) {
233
2
                auto td = pq.top();
234
2
                batch.push_back(td);
235
2
                pq.pop();
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2
                totalSize += td->totalSize();
237
2
                if (totalSize >= kHighWater || pq.empty()) {
238
2
                    mergeProcessed(batch);
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2
                    mergeUnprocessed(batch);
240
2
                    processIfNecessary();
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2
                    batch.clear();
242
2
                    totalSize = 0;
243
2
                }
244
2
            }
245
2
            updateCumulative();
246
2
        }
247
2
    }
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249
0
    Weight processedWeight() const { return _processed_weight; }
250
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0
    Weight unprocessedWeight() const { return _unprocessed_weight; }
252
253
41
    bool haveUnprocessed() const { return _unprocessed.size() > 0; }
254
255
2
    size_t totalSize() const { return _processed.size() + _unprocessed.size(); }
256
257
2
    long totalWeight() const { return static_cast<long>(_processed_weight + _unprocessed_weight); }
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259
    // return the cdf on the t-digest
260
11
    Value cdf(Value x) {
261
11
        if (haveUnprocessed() || isDirty()) process();
262
11
        return cdfProcessed(x);
263
11
    }
264
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13.2k
    bool isDirty() {
266
13.2k
        return _processed.size() > _max_processed || _unprocessed.size() > _max_unprocessed;
267
13.2k
    }
268
269
    // return the cdf on the processed values
270
11
    Value cdfProcessed(Value x) const {
271
11
        VLOG_CRITICAL << "cdf value " << x;
272
11
        VLOG_CRITICAL << "processed size " << _processed.size();
273
11
        if (_processed.size() == 0) {
274
            // no data to examine
275
0
            VLOG_CRITICAL << "no processed values";
276
277
0
            return 0.0;
278
11
        } else if (_processed.size() == 1) {
279
0
            VLOG_CRITICAL << "one processed value "
280
0
                          << " _min " << _min << " _max " << _max;
281
            // exactly one centroid, should have _max==_min
282
0
            auto width = _max - _min;
283
0
            if (x < _min) {
284
0
                return 0.0;
285
0
            } else if (x > _max) {
286
0
                return 1.0;
287
0
            } else if (x - _min <= width) {
288
                // _min and _max are too close together to do any viable interpolation
289
0
                return 0.5;
290
0
            } else {
291
                // interpolate if somehow we have weight > 0 and _max != _min
292
0
                return (x - _min) / (_max - _min);
293
0
            }
294
11
        } else {
295
11
            auto n = _processed.size();
296
11
            if (x <= _min) {
297
1
                VLOG_CRITICAL << "below _min "
298
0
                              << " _min " << _min << " x " << x;
299
1
                return 0;
300
1
            }
301
302
10
            if (x >= _max) {
303
4
                VLOG_CRITICAL << "above _max "
304
0
                              << " _max " << _max << " x " << x;
305
4
                return 1;
306
4
            }
307
308
            // check for the left tail
309
6
            if (x <= mean(0)) {
310
0
                VLOG_CRITICAL << "left tail "
311
0
                              << " _min " << _min << " mean(0) " << mean(0) << " x " << x;
312
313
                // note that this is different than mean(0) > _min ... this guarantees interpolation works
314
0
                if (mean(0) - _min > 0) {
315
0
                    return (x - _min) / (mean(0) - _min) * weight(0) / _processed_weight / 2.0;
316
0
                } else {
317
0
                    return 0;
318
0
                }
319
0
            }
320
321
            // and the right tail
322
6
            if (x >= mean(n - 1)) {
323
0
                VLOG_CRITICAL << "right tail"
324
0
                              << " _max " << _max << " mean(n - 1) " << mean(n - 1) << " x " << x;
325
326
0
                if (_max - mean(n - 1) > 0) {
327
0
                    return 1.0 - (_max - x) / (_max - mean(n - 1)) * weight(n - 1) /
328
0
                                         _processed_weight / 2.0;
329
0
                } else {
330
0
                    return 1;
331
0
                }
332
0
            }
333
334
6
            CentroidComparator cc;
335
6
            auto iter =
336
6
                    std::upper_bound(_processed.cbegin(), _processed.cend(), Centroid(x, 0), cc);
337
338
6
            auto i = std::distance(_processed.cbegin(), iter);
339
6
            auto z1 = x - (iter - 1)->mean();
340
6
            auto z2 = (iter)->mean() - x;
341
6
            DCHECK_LE(0.0, z1);
342
6
            DCHECK_LE(0.0, z2);
343
6
            VLOG_CRITICAL << "middle "
344
0
                          << " z1 " << z1 << " z2 " << z2 << " x " << x;
345
346
6
            return weightedAverage(_cumulative[i - 1], z2, _cumulative[i], z1) / _processed_weight;
347
6
        }
348
11
    }
349
350
    // this returns a quantile on the t-digest
351
30
    Value quantile(Value q) {
352
30
        if (haveUnprocessed() || isDirty()) process();
353
30
        return quantileProcessed(q);
354
30
    }
355
356
    // this returns a quantile on the currently processed values without changing the t-digest
357
    // the value will not represent the unprocessed values
358
30
    Value quantileProcessed(Value q) const {
359
30
        if (q < 0 || q > 1) {
360
0
            VLOG_CRITICAL << "q should be in [0,1], got " << q;
361
0
            return NAN;
362
0
        }
363
364
30
        if (_processed.size() == 0) {
365
            // no sorted means no data, no way to get a quantile
366
0
            return NAN;
367
30
        } else if (_processed.size() == 1) {
368
            // with one data point, all quantiles lead to Rome
369
370
3
            return mean(0);
371
3
        }
372
373
        // we know that there are at least two sorted now
374
27
        auto n = _processed.size();
375
376
        // if values were stored in a sorted array, index would be the offset we are Weighterested in
377
27
        const auto index = q * _processed_weight;
378
379
        // at the boundaries, we return _min or _max
380
27
        if (index <= weight(0) / 2.0) {
381
5
            DCHECK_GT(weight(0), 0);
382
5
            return _min + 2.0 * index / weight(0) * (mean(0) - _min);
383
5
        }
384
385
22
        auto iter = std::lower_bound(_cumulative.cbegin(), _cumulative.cend(), index);
386
387
22
        if (iter + 1 != _cumulative.cend()) {
388
18
            auto i = std::distance(_cumulative.cbegin(), iter);
389
18
            auto z1 = index - *(iter - 1);
390
18
            auto z2 = *(iter)-index;
391
            // VLOG_CRITICAL << "z2 " << z2 << " index " << index << " z1 " << z1;
392
18
            return weightedAverage(mean(i - 1), z2, mean(i), z1);
393
18
        }
394
395
4
        DCHECK_LE(index, _processed_weight);
396
4
        DCHECK_GE(index, _processed_weight - weight(n - 1) / 2.0);
397
398
4
        auto z1 = index - _processed_weight - weight(n - 1) / 2.0;
399
4
        auto z2 = weight(n - 1) / 2 - z1;
400
4
        return weightedAverage(mean(n - 1), z1, _max, z2);
401
22
    }
402
403
0
    Value compression() const { return _compression; }
404
405
3.17k
    void add(Value x) { add(x, 1); }
406
407
3
    void compress() { process(); }
408
409
    // add a single centroid to the unprocessed vector, processing previously unprocessed sorted if our limit has
410
    // been reached.
411
13.1k
    bool add(Value x, Weight w) {
412
13.1k
        if (std::isnan(x)) {
413
0
            return false;
414
0
        }
415
13.1k
        _unprocessed.push_back(Centroid(x, w));
416
13.1k
        _unprocessed_weight += w;
417
13.1k
        processIfNecessary();
418
13.1k
        return true;
419
13.1k
    }
420
421
    void add(std::vector<Centroid>::const_iterator iter,
422
0
             std::vector<Centroid>::const_iterator end) {
423
0
        while (iter != end) {
424
0
            const size_t diff = std::distance(iter, end);
425
0
            const size_t room = _max_unprocessed - _unprocessed.size();
426
0
            auto mid = iter + std::min(diff, room);
427
0
            while (iter != mid) _unprocessed.push_back(*(iter++));
428
0
            if (_unprocessed.size() >= _max_unprocessed) {
429
0
                process();
430
0
            }
431
0
        }
432
0
    }
433
434
5
    uint32_t serialized_size() {
435
5
        return sizeof(uint32_t) + sizeof(Value) * 5 + sizeof(Index) * 2 + sizeof(uint32_t) * 3 +
436
5
               _processed.size() * sizeof(Centroid) + _unprocessed.size() * sizeof(Centroid) +
437
5
               _cumulative.size() * sizeof(Weight);
438
5
    }
439
440
1
    size_t serialize(uint8_t* writer) {
441
1
        uint8_t* dst = writer;
442
1
        uint32_t total_size = serialized_size();
443
1
        memcpy(writer, &total_size, sizeof(uint32_t));
444
1
        writer += sizeof(uint32_t);
445
1
        memcpy(writer, &_compression, sizeof(Value));
446
1
        writer += sizeof(Value);
447
1
        memcpy(writer, &_min, sizeof(Value));
448
1
        writer += sizeof(Value);
449
1
        memcpy(writer, &_max, sizeof(Value));
450
1
        writer += sizeof(Value);
451
1
        memcpy(writer, &_max_processed, sizeof(Index));
452
1
        writer += sizeof(Index);
453
1
        memcpy(writer, &_max_unprocessed, sizeof(Index));
454
1
        writer += sizeof(Index);
455
1
        memcpy(writer, &_processed_weight, sizeof(Value));
456
1
        writer += sizeof(Value);
457
1
        memcpy(writer, &_unprocessed_weight, sizeof(Value));
458
1
        writer += sizeof(Value);
459
460
1
        uint32_t size = _processed.size();
461
1
        memcpy(writer, &size, sizeof(uint32_t));
462
1
        writer += sizeof(uint32_t);
463
1
        for (int i = 0; i < size; i++) {
464
0
            memcpy(writer, &_processed[i], sizeof(Centroid));
465
0
            writer += sizeof(Centroid);
466
0
        }
467
468
1
        size = _unprocessed.size();
469
1
        memcpy(writer, &size, sizeof(uint32_t));
470
1
        writer += sizeof(uint32_t);
471
        //TODO(weixiang): may be once memcpy is enough!
472
2.05k
        for (int i = 0; i < size; i++) {
473
2.04k
            memcpy(writer, &_unprocessed[i], sizeof(Centroid));
474
2.04k
            writer += sizeof(Centroid);
475
2.04k
        }
476
477
1
        size = _cumulative.size();
478
1
        memcpy(writer, &size, sizeof(uint32_t));
479
1
        writer += sizeof(uint32_t);
480
1
        for (int i = 0; i < size; i++) {
481
0
            memcpy(writer, &_cumulative[i], sizeof(Weight));
482
0
            writer += sizeof(Weight);
483
0
        }
484
1
        return writer - dst;
485
1
    }
486
487
1
    void unserialize(const uint8_t* type_reader) {
488
1
        uint32_t total_length = 0;
489
1
        memcpy(&total_length, type_reader, sizeof(uint32_t));
490
1
        type_reader += sizeof(uint32_t);
491
1
        memcpy(&_compression, type_reader, sizeof(Value));
492
1
        type_reader += sizeof(Value);
493
1
        memcpy(&_min, type_reader, sizeof(Value));
494
1
        type_reader += sizeof(Value);
495
1
        memcpy(&_max, type_reader, sizeof(Value));
496
1
        type_reader += sizeof(Value);
497
498
1
        memcpy(&_max_processed, type_reader, sizeof(Index));
499
1
        type_reader += sizeof(Index);
500
1
        memcpy(&_max_unprocessed, type_reader, sizeof(Index));
501
1
        type_reader += sizeof(Index);
502
1
        memcpy(&_processed_weight, type_reader, sizeof(Value));
503
1
        type_reader += sizeof(Value);
504
1
        memcpy(&_unprocessed_weight, type_reader, sizeof(Value));
505
1
        type_reader += sizeof(Value);
506
507
1
        uint32_t size;
508
1
        memcpy(&size, type_reader, sizeof(uint32_t));
509
1
        type_reader += sizeof(uint32_t);
510
1
        _processed.resize(size);
511
1
        for (int i = 0; i < size; i++) {
512
0
            memcpy(&_processed[i], type_reader, sizeof(Centroid));
513
0
            type_reader += sizeof(Centroid);
514
0
        }
515
1
        memcpy(&size, type_reader, sizeof(uint32_t));
516
1
        type_reader += sizeof(uint32_t);
517
1
        _unprocessed.resize(size);
518
2.05k
        for (int i = 0; i < size; i++) {
519
2.04k
            memcpy(&_unprocessed[i], type_reader, sizeof(Centroid));
520
2.04k
            type_reader += sizeof(Centroid);
521
2.04k
        }
522
1
        memcpy(&size, type_reader, sizeof(uint32_t));
523
1
        type_reader += sizeof(uint32_t);
524
1
        _cumulative.resize(size);
525
1
        for (int i = 0; i < size; i++) {
526
0
            memcpy(&_cumulative[i], type_reader, sizeof(Weight));
527
0
            type_reader += sizeof(Weight);
528
0
        }
529
1
    }
530
531
private:
532
    Value _compression;
533
534
    Value _min = std::numeric_limits<Value>::max();
535
536
    Value _max = std::numeric_limits<Value>::min();
537
538
    Index _max_processed;
539
540
    Index _max_unprocessed;
541
542
    Value _processed_weight = 0.0;
543
544
    Value _unprocessed_weight = 0.0;
545
546
    std::vector<Centroid> _processed;
547
548
    std::vector<Centroid> _unprocessed;
549
550
    std::vector<Weight> _cumulative;
551
552
    // return mean of i-th centroid
553
60
    Value mean(int i) const noexcept { return _processed[i].mean(); }
554
555
    // return weight of i-th centroid
556
2.58k
    Weight weight(int i) const noexcept { return _processed[i].weight(); }
557
558
    // append all unprocessed centroids into current unprocessed vector
559
2
    void mergeUnprocessed(const std::vector<const TDigest*>& tdigests) {
560
2
        if (tdigests.size() == 0) return;
561
562
2
        size_t total = _unprocessed.size();
563
2
        for (auto& td : tdigests) {
564
2
            total += td->_unprocessed.size();
565
2
        }
566
567
2
        _unprocessed.reserve(total);
568
2
        for (auto& td : tdigests) {
569
2
            _unprocessed.insert(_unprocessed.end(), td->_unprocessed.cbegin(),
570
2
                                td->_unprocessed.cend());
571
2
            _unprocessed_weight += td->_unprocessed_weight;
572
2
        }
573
2
    }
574
575
    // merge all processed centroids together into a single sorted vector
576
2
    void mergeProcessed(const std::vector<const TDigest*>& tdigests) {
577
2
        if (tdigests.size() == 0) return;
578
579
2
        size_t total = 0;
580
2
        CentroidListQueue pq(CentroidListComparator {});
581
2
        for (auto& td : tdigests) {
582
2
            auto& sorted = td->_processed;
583
2
            auto size = sorted.size();
584
2
            if (size > 0) {
585
1
                pq.push(CentroidList(sorted));
586
1
                total += size;
587
1
                _processed_weight += td->_processed_weight;
588
1
            }
589
2
        }
590
2
        if (total == 0) return;
591
592
1
        if (_processed.size() > 0) {
593
0
            pq.push(CentroidList(_processed));
594
0
            total += _processed.size();
595
0
        }
596
597
1
        std::vector<Centroid> sorted;
598
1
        VLOG_CRITICAL << "total " << total;
599
1
        sorted.reserve(total);
600
601
101
        while (!pq.empty()) {
602
100
            auto best = pq.top();
603
100
            pq.pop();
604
100
            sorted.push_back(*(best.iter));
605
100
            if (best.advance()) pq.push(best);
606
100
        }
607
1
        _processed = std::move(sorted);
608
1
        if (_processed.size() > 0) {
609
1
            _min = std::min(_min, _processed[0].mean());
610
1
            _max = std::max(_max, (_processed.cend() - 1)->mean());
611
1
        }
612
1
    }
613
614
13.1k
    void processIfNecessary() {
615
13.1k
        if (isDirty()) {
616
1
            process();
617
1
        }
618
13.1k
    }
619
620
10
    void updateCumulative() {
621
10
        const auto n = _processed.size();
622
10
        _cumulative.clear();
623
10
        _cumulative.reserve(n + 1);
624
10
        auto previous = 0.0;
625
2.54k
        for (Index i = 0; i < n; i++) {
626
2.53k
            auto current = weight(i);
627
2.53k
            auto halfCurrent = current / 2.0;
628
2.53k
            _cumulative.push_back(previous + halfCurrent);
629
2.53k
            previous = previous + current;
630
2.53k
        }
631
10
        _cumulative.push_back(previous);
632
10
    }
633
634
    // merges _unprocessed centroids and _processed centroids together and processes them
635
    // when complete, _unprocessed will be empty and _processed will have at most _max_processed centroids
636
8
    void process() {
637
8
        CentroidComparator cc;
638
        // select percentile_approx(lo_orderkey,0.5) from lineorder;
639
        // have test pdqsort and RadixSort, find here pdqsort performance is better when data is struct Centroid
640
        // But when sort plain type like int/float of std::vector<T>, find RadixSort is better
641
8
        pdqsort(_unprocessed.begin(), _unprocessed.end(), cc);
642
8
        auto count = _unprocessed.size();
643
8
        _unprocessed.insert(_unprocessed.end(), _processed.cbegin(), _processed.cend());
644
8
        std::inplace_merge(_unprocessed.begin(), _unprocessed.begin() + count, _unprocessed.end(),
645
8
                           cc);
646
647
8
        _processed_weight += _unprocessed_weight;
648
8
        _unprocessed_weight = 0;
649
8
        _processed.clear();
650
651
8
        _processed.push_back(_unprocessed[0]);
652
8
        Weight wSoFar = _unprocessed[0].weight();
653
8
        Weight wLimit = _processed_weight * integratedQ(1.0);
654
655
8
        auto end = _unprocessed.end();
656
12.2k
        for (auto iter = _unprocessed.cbegin() + 1; iter < end; iter++) {
657
12.1k
            auto& centroid = *iter;
658
12.1k
            Weight projectedW = wSoFar + centroid.weight();
659
12.1k
            if (projectedW <= wLimit) {
660
9.77k
                wSoFar = projectedW;
661
9.77k
                (_processed.end() - 1)->add(centroid);
662
9.77k
            } else {
663
2.42k
                auto k1 = integratedLocation(wSoFar / _processed_weight);
664
2.42k
                wLimit = _processed_weight * integratedQ(k1 + 1.0);
665
2.42k
                wSoFar += centroid.weight();
666
2.42k
                _processed.emplace_back(centroid);
667
2.42k
            }
668
12.1k
        }
669
8
        _unprocessed.clear();
670
8
        _min = std::min(_min, _processed[0].mean());
671
8
        VLOG_CRITICAL << "new _min " << _min;
672
8
        _max = std::max(_max, (_processed.cend() - 1)->mean());
673
8
        VLOG_CRITICAL << "new _max " << _max;
674
8
        updateCumulative();
675
8
    }
676
677
0
    int checkWeights() { return checkWeights(_processed, _processed_weight); }
678
679
0
    size_t checkWeights(const std::vector<Centroid>& sorted, Value total) {
680
0
        size_t badWeight = 0;
681
0
        auto k1 = 0.0;
682
0
        auto q = 0.0;
683
0
        for (auto iter = sorted.cbegin(); iter != sorted.cend(); iter++) {
684
0
            auto w = iter->weight();
685
0
            auto dq = w / total;
686
0
            auto k2 = integratedLocation(q + dq);
687
0
            if (k2 - k1 > 1 && w != 1) {
688
0
                VLOG_CRITICAL << "Oversize centroid at " << std::distance(sorted.cbegin(), iter)
689
0
                              << " k1 " << k1 << " k2 " << k2 << " dk " << (k2 - k1) << " w " << w
690
0
                              << " q " << q;
691
0
                badWeight++;
692
0
            }
693
0
            if (k2 - k1 > 1.5 && w != 1) {
694
0
                VLOG_CRITICAL << "Egregiously Oversize centroid at "
695
0
                              << std::distance(sorted.cbegin(), iter) << " k1 " << k1 << " k2 "
696
0
                              << k2 << " dk " << (k2 - k1) << " w " << w << " q " << q;
697
0
                badWeight++;
698
0
            }
699
0
            q += dq;
700
0
            k1 = k2;
701
0
        }
702
0
703
0
        return badWeight;
704
0
    }
705
706
    /**
707
    * Converts a quantile into a centroid scale value.  The centroid scale is nomin_ally
708
    * the number k of the centroid that a quantile point q should belong to.  Due to
709
    * round-offs, however, we can't align things perfectly without splitting points
710
    * and sorted.  We don't want to do that, so we have to allow for offsets.
711
    * In the end, the criterion is that any quantile range that spans a centroid
712
    * scale range more than one should be split across more than one centroid if
713
    * possible.  This won't be possible if the quantile range refers to a single point
714
    * or an already existing centroid.
715
    * <p/>
716
    * This mapping is steep near q=0 or q=1 so each centroid there will correspond to
717
    * less q range.  Near q=0.5, the mapping is flatter so that sorted there will
718
    * represent a larger chunk of quantiles.
719
    *
720
    * @param q The quantile scale value to be mapped.
721
    * @return The centroid scale value corresponding to q.
722
    */
723
2.42k
    Value integratedLocation(Value q) const {
724
2.42k
        return _compression * (std::asin(2.0 * q - 1.0) + M_PI / 2) / M_PI;
725
2.42k
    }
726
727
2.43k
    Value integratedQ(Value k) const {
728
2.43k
        return (std::sin(std::min(k, _compression) * M_PI / _compression - M_PI / 2) + 1) / 2;
729
2.43k
    }
730
731
    /**
732
     * Same as {@link #weightedAverageSorted(Value, Value, Value, Value)} but flips
733
     * the order of the variables if <code>x2</code> is greater than
734
     * <code>x1</code>.
735
    */
736
28
    static Value weightedAverage(Value x1, Value w1, Value x2, Value w2) {
737
28
        return (x1 <= x2) ? weightedAverageSorted(x1, w1, x2, w2)
738
28
                          : weightedAverageSorted(x2, w2, x1, w1);
739
28
    }
740
741
    /**
742
    * Compute the weighted average between <code>x1</code> with a weight of
743
    * <code>w1</code> and <code>x2</code> with a weight of <code>w2</code>.
744
    * This expects <code>x1</code> to be less than or equal to <code>x2</code>
745
    * and is guaranteed to return a number between <code>x1</code> and
746
    * <code>x2</code>.
747
    */
748
28
    static Value weightedAverageSorted(Value x1, Value w1, Value x2, Value w2) {
749
28
        DCHECK_LE(x1, x2);
750
28
        const Value x = (x1 * w1 + x2 * w2) / (w1 + w2);
751
28
        return std::max(x1, std::min(x, x2));
752
28
    }
753
754
0
    static Value interpolate(Value x, Value x0, Value x1) { return (x - x0) / (x1 - x0); }
755
756
    /**
757
    * Computes an interpolated value of a quantile that is between two sorted.
758
    *
759
    * Index is the quantile desired multiplied by the total number of samples - 1.
760
    *
761
    * @param index              Denormalized quantile desired
762
    * @param previousIndex      The denormalized quantile corresponding to the center of the previous centroid.
763
    * @param nextIndex          The denormalized quantile corresponding to the center of the following centroid.
764
    * @param previousMean       The mean of the previous centroid.
765
    * @param nextMean           The mean of the following centroid.
766
    * @return  The interpolated mean.
767
    */
768
    static Value quantile(Value index, Value previousIndex, Value nextIndex, Value previousMean,
769
0
                          Value nextMean) {
770
0
        const auto delta = nextIndex - previousIndex;
771
0
        const auto previousWeight = (nextIndex - index) / delta;
772
0
        const auto nextWeight = (index - previousIndex) / delta;
773
0
        return previousMean * previousWeight + nextMean * nextWeight;
774
0
    }
775
};
776
777
} // namespace doris