ClickHouse/src/AggregateFunctions/QuantileReservoirSampler.h

#pragma once

#include <AggregateFunctions/ReservoirSampler.h>


namespace DB
{
struct Settings;

namespace ErrorCodes
{
    extern const int NOT_IMPLEMENTED;
}

/** Quantile calculation with "reservoir sample" algorithm.
  * It collects pseudorandom subset of limited size from a stream of values,
  *  and approximate quantile from it.
  * The result is non-deterministic. Also look at QuantileReservoirSamplerDeterministic.
  *
  * This algorithm is quite inefficient in terms of precision for memory usage,
  *  but very efficient in CPU (though less efficient than QuantileTiming and than QuantileExact for small sets).
  */
template <typename Value>
struct QuantileReservoirSampler
{
    using Data = ReservoirSampler<Value, ReservoirSamplerOnEmpty::RETURN_NAN_OR_ZERO>;
    Data data;

    void add(const Value & x)
    {
        data.insert(x);
    }

    template <typename Weight>
    void add(const Value &, const Weight &)
    {
        throw Exception(ErrorCodes::NOT_IMPLEMENTED, "Method add with weight is not implemented for ReservoirSampler");
    }

    void merge(const QuantileReservoirSampler & rhs)
    {
        data.merge(rhs.data);
    }

    void serialize(WriteBuffer & buf) const
    {
        data.write(buf);
    }

    void deserialize(ReadBuffer & buf)
    {
        data.read(buf);
    }

    /// Get the value of the `level` quantile. The level must be between 0 and 1.
    Value get(Float64 level)
    {
        if (data.empty())
            return {};

        if constexpr (is_decimal<Value>)
            return Value(static_cast<typename Value::NativeType>(data.quantileInterpolated(level)));
        else
            return static_cast<Value>(data.quantileInterpolated(level));
    }

    /// Get the `size` values of `levels` quantiles. Write `size` results starting with `result` address.
    /// indices - an array of index levels such that the corresponding elements will go in ascending order.
    void getMany(const Float64 * levels, const size_t * indices, size_t size, Value * result)
    {
        bool is_empty = data.empty();

        for (size_t i = 0; i < size; ++i)
        {
            if (is_empty)
            {
                result[i] = Value{};
            }
            else
            {
                if constexpr (is_decimal<Value>)
                    result[indices[i]] = Value(static_cast<typename Value::NativeType>(data.quantileInterpolated(levels[indices[i]])));
                else
                    result[indices[i]] = Value(data.quantileInterpolated(levels[indices[i]]));
            }
        }
    }

    /// The same, but in the case of an empty state, NaN is returned.
    Float64 getFloat(Float64 level)
    {
        return data.quantileInterpolated(level);
    }

    void getManyFloat(const Float64 * levels, const size_t * indices, size_t size, Float64 * result)
    {
        for (size_t i = 0; i < size; ++i)
            result[indices[i]] = data.quantileInterpolated(levels[indices[i]]);
    }
};

}