#pragma once #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include #include 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 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; QueueItem storage[2 * size - max_bins]; std::priority_queue< QueueItem, PriorityQueueStorage, std::greater> queue{std::greater(), PriorityQueueStorage(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::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::max()) , upper_bound(std::numeric_limits::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 & to_lower, ColumnVector & to_upper, ColumnVector & to_weights, UInt32 max_bins) { compress(max_bins); unique(); for (size_t i = 0; i < size; ++i) { to_lower.insertValue((i == 0) ? lower_bound : (points[i].mean + points[i - 1].mean) / 2); to_upper.insertValue((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.insertValue((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 (!isFinite(value)) throw Exception("Invalid value (inf or nan) for aggregation by 'histogram' function", 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(upper_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 { writeBinary(lower_bound, buf); writeBinary(upper_bound, buf); writeVarUInt(size, buf); buf.write(reinterpret_cast(points), size * sizeof(WeightedValue)); } void read(ReadBuffer & buf, UInt32 max_bins) { readBinary(lower_bound, buf); readBinary(upper_bound, buf); readVarUInt(size, buf); if (size > max_bins * 2) throw Exception("Too many bins", ErrorCodes::TOO_LARGE_ARRAY_SIZE); buf.read(reinterpret_cast(points), size * sizeof(WeightedValue)); } }; template class AggregateFunctionHistogram final: public IAggregateFunctionDataHelper> { private: using Data = AggregateFunctionHistogramData; const UInt32 max_bins; public: AggregateFunctionHistogram(UInt32 max_bins_, const DataTypes & arguments, const Array & params) : IAggregateFunctionDataHelper>(arguments, params) , 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>(); auto weight = std::make_shared>(); // lower bound types.emplace_back(mean); // upper bound types.emplace_back(mean); // weight types.emplace_back(weight); auto tuple = std::make_shared(types); return std::make_shared(tuple); } void add(AggregateDataPtr place, const IColumn ** columns, size_t row_num, Arena *) const override { auto val = assert_cast &>(*columns[0]).getData()[row_num]; this->data(place).add(static_cast(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(place)); auto & to_array = assert_cast(to); ColumnArray::Offsets & offsets_to = to_array.getOffsets(); auto & to_tuple = assert_cast(to_array.getData()); auto & to_lower = assert_cast &>(to_tuple.getColumn(0)); auto & to_upper = assert_cast &>(to_tuple.getColumn(1)); auto & to_weights = assert_cast &>(to_tuple.getColumn(2)); data.insertResultInto(to_lower, to_upper, to_weights, max_bins); offsets_to.push_back(to_tuple.size()); } String getName() const override { return "histogram"; } }; }