Merge pull request #2521 from ssmike/CLICKHOUSE-3547

CLICKHOUSE-3547 streaming histogram aggregation

dbms/src/AggregateFunctions/AggregateFunctionHistogram.cpp

@@ -0,0 +1,56 @@
+#include <AggregateFunctions/AggregateFunctionHistogram.h>
+#include <AggregateFunctions/AggregateFunctionFactory.h>
+#include <AggregateFunctions/FactoryHelpers.h>
+#include <AggregateFunctions/Helpers.h>
+
+#include <Common/FieldVisitors.h>
+
+namespace DB
+{
+
+namespace ErrorCodes
+{
+    extern const int NUMBER_OF_ARGUMENTS_DOESNT_MATCH;
+    extern const int ILLEGAL_TYPE_OF_ARGUMENT;
+    extern const int BAD_ARGUMENTS;
+    extern const int UNSUPPORTED_PARAMETER;
+    extern const int PARAMETER_OUT_OF_BOUND;
+}
+
+namespace
+{
+
+AggregateFunctionPtr createAggregateFunctionHistogram(const std::string & name, const DataTypes & arguments, const Array & params)
+{
+    if (params.size() != 1)
+        throw Exception("Function " + name + " requires single parameter: bins count", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);
+
+    if (params[0].getType() != Field::Types::UInt64)
+        throw Exception("Invalid type for bins count", ErrorCodes::UNSUPPORTED_PARAMETER);
+
+    UInt32 bins_count = applyVisitor(FieldVisitorConvertToNumber<UInt32>(), params[0]);
+
+    auto limit = AggregateFunctionHistogramData::bins_count_limit;
+    if (bins_count > limit)
+        throw Exception("Unsupported bins count. Should not be greater than " + std::to_string(limit), ErrorCodes::PARAMETER_OUT_OF_BOUND);
+
+    if (bins_count == 0)
+        throw Exception("Bin count should be positive", ErrorCodes::BAD_ARGUMENTS);
+
+    assertUnary(name, arguments);
+    AggregateFunctionPtr res(createWithNumericType<AggregateFunctionHistogram>(*arguments[0], bins_count));
+
+    if (!res)
+        throw Exception("Illegal type " + arguments[0]->getName() + " of argument for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
+
+    return res;
+}
+
+}
+
+void registerAggregateFunctionHistogram(AggregateFunctionFactory & factory)
+{
+    factory.registerFunction("histogram", createAggregateFunctionHistogram);
+}
+
+}

dbms/src/AggregateFunctions/AggregateFunctionHistogram.h

@@ -0,0 +1,374 @@
+#pragma once
+
+#include <Common/Arena.h>
+
+#include <Columns/ColumnVector.h>
+#include <Columns/ColumnTuple.h>
+#include <Columns/ColumnArray.h>
+
+#include <DataTypes/DataTypesNumber.h>
+#include <DataTypes/DataTypeArray.h>
+#include <DataTypes/DataTypeTuple.h>
+
+#include <IO/WriteBuffer.h>
+#include <IO/ReadBuffer.h>
+#include <IO/VarInt.h>
+
+#include <AggregateFunctions/IAggregateFunction.h>
+
+#include <math.h>
+#include <queue>
+#include <stddef.h>
+
+namespace DB
+{
+
+namespace ErrorCodes
+{
+    extern const int TOO_LARGE_ARRAY_SIZE;
+    extern const int INCORRECT_DATA;
+}
+
+/**
+ * distance compression algorigthm implementation
+ * http://jmlr.org/papers/volume11/ben-haim10a/ben-haim10a.pdf
+ */
+class AggregateFunctionHistogramData
+{
+public:
+    using Mean = Float64;
+    using Weight = Float64;
+
+    constexpr static size_t bins_count_limit = 250;
+
+private:
+    struct WeightedValue
+    {
+        Mean mean;
+        Weight weight;
+
+        WeightedValue operator+ (const WeightedValue& other)
+        {
+            return {mean + other.weight * (other.mean - mean) / (other.weight + weight), other.weight + weight};
+        }
+    };
+
+private:
+    // quantity of stored weighted-values
+    UInt32 size;
+
+    // calculated lower and upper bounds of seen points
+    Mean lower_bound;
+    Mean upper_bound;
+
+    // Weighted values representation of histogram.
+    WeightedValue points[0];
+
+private:
+    void sort()
+    {
+        std::sort(points, points + size,
+            [](const WeightedValue & first, const WeightedValue & second)
+            {
+                return first.mean < second.mean;
+            });
+    }
+
+    template<typename T>
+    struct PriorityQueueStorage
+    {
+        size_t size = 0;
+        T* data_ptr;
+
+        PriorityQueueStorage(T* value)
+            : data_ptr(value)
+        {
+        }
+
+        void push_back(T val)
+        {
+            data_ptr[size] = std::move(val);
+            ++size;
+        }
+
+        void pop_back() { --size; }
+        T* begin() { return data_ptr; }
+        T* end() const { return data_ptr + size; }
+        bool empty() const { return size == 0; }
+        T& front() { return *data_ptr; }
+        const T& front() const { return *data_ptr; }
+
+        using value_type = T;
+        using reference = T&;
+        using const_reference = const T&;
+        using size_type = size_t;
+    };
+
+    /**
+     * Repeatedly fuse most close values until max_bins bins left
+     */
+    void compress(UInt32 max_bins)
+    {
+        sort();
+        auto new_size = size;
+        if (size <= max_bins)
+            return;
+
+        // Maintain doubly-linked list of "active" points
+        // and store neighbour pairs in priority queue by distance
+        UInt32 previous[size + 1];
+        UInt32 next[size + 1];
+        bool active[size + 1];
+        std::fill(active, active + size, true);
+        active[size] = false;
+
+        auto delete_node = [&](UInt32 i)
+        {
+            previous[next[i]] = previous[i];
+            next[previous[i]] = next[i];
+            active[i] = false;
+        };
+
+        for (size_t i = 0; i <= size; ++i)
+        {
+            previous[i] = i - 1;
+            next[i] = i + 1;
+        }
+
+        next[size] = 0;
+        previous[0] = size;
+
+        using QueueItem = std::pair<Mean, UInt32>;
+
+        QueueItem storage[2 * size - max_bins];
+
+        std::priority_queue<
+            QueueItem,
+            PriorityQueueStorage<QueueItem>,
+            std::greater<QueueItem>>
+                queue{std::greater<QueueItem>(),
+                        PriorityQueueStorage<QueueItem>(storage)};
+
+        auto quality = [&](UInt32 i) { return points[next[i]].mean - points[i].mean; };
+
+        for (size_t i = 0; i + 1 < size; ++i)
+            queue.push({quality(i), i});
+
+        while (new_size > max_bins && !queue.empty())
+        {
+            auto min_item = queue.top();
+            queue.pop();
+            auto left = min_item.second;
+            auto right = next[left];
+
+            if (!active[left] || !active[right] || quality(left) > min_item.first)
+                continue;
+
+            points[left] = points[left] + points[right];
+
+            delete_node(right);
+            if (active[next[left]])
+                queue.push({quality(left), left});
+            if (active[previous[left]])
+                queue.push({quality(previous[left]), previous[left]});
+
+            --new_size;
+        }
+
+        size_t left = 0;
+        for (size_t right = 0; right < size; ++right)
+        {
+            if (active[right])
+            {
+                points[left] = points[right];
+                ++left;
+            }
+        }
+        size = new_size;
+    }
+
+    /***
+     * Delete too close points from histogram.
+     * Assumes that points are sorted.
+     */
+    void unique()
+    {
+        if (size == 0)
+            return;
+
+        size_t left = 0;
+
+        for (auto right = left + 1; right < size; right++)
+        {
+            // Fuse points if their text representations differ only in last digit
+            auto min_diff = 10 * (points[left].mean + points[right].mean) * std::numeric_limits<Mean>::epsilon();
+            if (points[left].mean + min_diff >= points[right].mean)
+            {
+                points[left] = points[left] + points[right];
+            }
+            else
+            {
+                ++left;
+                points[left] = points[right];
+            }
+        }
+        size = left + 1;
+    }
+
+public:
+    AggregateFunctionHistogramData()
+        : size(0)
+        , lower_bound(std::numeric_limits<Mean>::max())
+        , upper_bound(std::numeric_limits<Mean>::lowest())
+    {
+        static_assert(offsetof(AggregateFunctionHistogramData, points) == sizeof(AggregateFunctionHistogramData), "points should be last member");
+    }
+
+    static size_t structSize(size_t max_bins)
+    {
+        return sizeof(AggregateFunctionHistogramData) + max_bins * 2 * sizeof(WeightedValue);
+    }
+
+    void insertResultInto(ColumnVector<Mean>& to_lower, ColumnVector<Mean>& to_upper, ColumnVector<Weight>& to_weights, UInt32 max_bins) {
+        compress(max_bins);
+        unique();
+
+        for (size_t i = 0; i < size; ++i)
+        {
+            to_lower.insert((i == 0) ? lower_bound : (points[i].mean + points[i - 1].mean) / 2);
+            to_upper.insert((i + 1 == size) ? upper_bound : (points[i].mean + points[i + 1].mean) / 2);
+
+            // linear density approximation
+            Weight lower_weight = (i == 0) ? points[i].weight : ((points[i - 1].weight) + points[i].weight * 3) / 4;
+            Weight upper_weight = (i + 1 == size) ? points[i].weight : (points[i + 1].weight + points[i].weight * 3) / 4;
+            to_weights.insert((lower_weight + upper_weight) / 2);
+        }
+    }
+
+    void add(Mean value, Weight weight, UInt32 max_bins)
+    {
+        // nans break sort and compression
+        // infs don't fit in bins partition method
+        if (isnan(value) || isinf(value))
+            throw Exception("invalid value for aggregation", ErrorCodes::INCORRECT_DATA);
+
+        points[size] = {value, weight};
+        ++size;
+        lower_bound = std::min(lower_bound, value);
+        upper_bound = std::max(upper_bound, value);
+
+        if (size >= max_bins * 2)
+            compress(max_bins);
+    }
+
+    void merge(const AggregateFunctionHistogramData& other, UInt32 max_bins)
+    {
+        lower_bound = std::min(lower_bound, other.lower_bound);
+        upper_bound = std::max(lower_bound, other.upper_bound);
+        for (size_t i = 0; i < other.size; i++)
+        {
+            add(other.points[i].mean, other.points[i].weight, max_bins);
+        }
+    }
+
+    void write(WriteBuffer & buf) const
+    {
+        buf.write(reinterpret_cast<const char *>(&lower_bound), sizeof(lower_bound));
+        buf.write(reinterpret_cast<const char *>(&upper_bound), sizeof(upper_bound));
+
+        writeVarUInt(size, buf);
+        buf.write(reinterpret_cast<const char *>(points), size * sizeof(WeightedValue));
+    }
+
+    void read(ReadBuffer & buf, UInt32 max_bins)
+    {
+        buf.read(reinterpret_cast<char *>(&lower_bound), sizeof(lower_bound));
+        buf.read(reinterpret_cast<char *>(&upper_bound), sizeof(upper_bound));
+
+        readVarUInt(size, buf);
+
+        if (size > max_bins * 2)
+            throw Exception("Too many bins", ErrorCodes::TOO_LARGE_ARRAY_SIZE);
+
+        buf.read(reinterpret_cast<char *>(points), size * sizeof(WeightedValue));
+    }
+};
+
+template <typename T>
+class AggregateFunctionHistogram final: public IAggregateFunctionDataHelper<AggregateFunctionHistogramData, AggregateFunctionHistogram<T>>
+{
+private:
+    using Data = AggregateFunctionHistogramData;
+
+    const UInt32 max_bins;
+
+public:
+    AggregateFunctionHistogram(UInt32 max_bins)
+        : max_bins(max_bins)
+    {
+    }
+
+    size_t sizeOfData() const override
+    {
+        return Data::structSize(max_bins);
+    }
+    DataTypePtr getReturnType() const override
+    {
+        DataTypes types;
+        auto mean = std::make_shared<DataTypeNumber<Data::Mean>>();
+        auto weight = std::make_shared<DataTypeNumber<Data::Weight>>();
+
+        // lower bound
+        types.emplace_back(mean);
+        // upper bound
+        types.emplace_back(mean);
+        // weight
+        types.emplace_back(weight);
+
+        auto tuple = std::make_shared<DataTypeTuple>(types);
+        return std::make_shared<DataTypeArray>(tuple);
+    }
+
+    void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num, Arena *) const override
+    {
+        auto val = static_cast<const ColumnVector<T> &>(*columns[0]).getData()[row_num];
+        this->data(place).add(static_cast<Data::Mean>(val), 1, max_bins);
+    }
+
+    void merge(AggregateDataPtr place, ConstAggregateDataPtr rhs, Arena *) const override
+    {
+        this->data(place).merge(this->data(rhs), max_bins);
+    }
+
+    void serialize(ConstAggregateDataPtr place, WriteBuffer & buf) const override
+    {
+        this->data(place).write(buf);
+    }
+
+    void deserialize(AggregateDataPtr place, ReadBuffer & buf, Arena *) const override
+    {
+        this->data(place).read(buf, max_bins);
+    }
+
+    void insertResultInto(ConstAggregateDataPtr place, IColumn & to) const override
+    {
+        auto& data = this->data(const_cast<AggregateDataPtr>(place));
+
+        auto & to_array = static_cast<ColumnArray &>(to);
+        ColumnArray::Offsets & offsets_to = to_array.getOffsets();
+        auto & to_tuple = static_cast<ColumnTuple &>(to_array.getData());
+
+        auto & to_lower = static_cast<ColumnVector<Data::Mean> &>(to_tuple.getColumn(0));
+        auto & to_upper = static_cast<ColumnVector<Data::Mean> &>(to_tuple.getColumn(1));
+        auto & to_weights = static_cast<ColumnVector<Data::Weight> &>(to_tuple.getColumn(2));
+        data.insertResultInto(to_lower, to_upper, to_weights, max_bins);
+
+        offsets_to.push_back(to_tuple.size());
+    }
+
+    const char * getHeaderFilePath() const override { return __FILE__; }
+
+    String getName() const override { return "histogram"; }
+};
+
+}

dbms/src/AggregateFunctions/registerAggregateFunctions.cpp

@@ -33,6 +33,7 @@ void registerAggregateFunctionCombinatorState(AggregateFunctionCombinatorFactory
 void registerAggregateFunctionCombinatorMerge(AggregateFunctionCombinatorFactory &);
 void registerAggregateFunctionCombinatorNull(AggregateFunctionCombinatorFactory &);
 
+void registerAggregateFunctionHistogram(AggregateFunctionFactory & factory);
 
 void registerAggregateFunctions()
 {
@@ -57,6 +58,7 @@ void registerAggregateFunctions()
         registerAggregateFunctionTopK(factory);
         registerAggregateFunctionsBitwise(factory);
         registerAggregateFunctionsMaxIntersections(factory);
+        registerAggregateFunctionHistogram(factory);
     }
 
     {

dbms/tests/queries/0_stateless/00647_histogram.reference

@@ -0,0 +1,8 @@
+[(-10,-6.5,4),(-6.5,-2.5,4),(-2.5,1.75,4.125),(1.75,6,4.625),(6,9,3.25)]
+[(0,3.5,4),(3.5,7.5,4),(7.5,11.75,4.125),(11.75,16,4.625),(16,19,3.25)]
+-0.96	-0.45	2.12
+-0.45	0.36	3.12
+0.36	0.99	4.75
+-1	1	80
+[(-2,-2,1)]
+[]

dbms/tests/queries/0_stateless/00647_histogram.sql

@@ -0,0 +1,9 @@
+select histogram(5)(number-10) from (select * from system.numbers limit 20);
+select histogram(5)(number) from (select * from system.numbers limit 20);
+
+WITH arrayJoin(histogram(3)(sin(number))) AS res select round(res.1, 2), round(res.2, 2), round(res.3, 2) from (select * from system.numbers limit 10);
+WITH arrayJoin(histogram(1)(sin(number-40))) AS res SELECT round(res.1, 2), round(res.2, 2), round(res.3, 2) from (select * from system.numbers limit 80);
+
+SELECT histogram(10)(-2);
+
+select histogramIf(3)(number, number > 11) from (select * from system.numbers limit 10);