#pragma once #include #include namespace DB { struct Settings; namespace ErrorCodes { extern const int NOT_IMPLEMENTED; } /** Calculates quantile by counting number of occurrences for each value in a hash map. * * It uses O(distinct(N)) memory. Can be naturally applied for values with weight. * In case of many identical values, it can be more efficient than QuantileExact even when weight is not used. */ template struct QuantileExactWeighted { struct Int128Hash { size_t operator()(Int128 x) const { return CityHash_v1_0_2::Hash128to64({x >> 64, x & 0xffffffffffffffffll}); } }; using Weight = UInt64; using UnderlyingType = NativeType; using Hasher = std::conditional_t, Int128Hash, HashCRC32>; /// When creating, the hash table must be small. using Map = HashMapWithStackMemory; Map map; void add(const Value & x) { /// We must skip NaNs as they are not compatible with comparison sorting. if (!isNaN(x)) ++map[x]; } void add(const Value & x, Weight weight) { if (!isNaN(x)) map[x] += weight; } void merge(const QuantileExactWeighted & rhs) { for (const auto & pair : rhs.map) map[pair.getKey()] += pair.getMapped(); } void serialize(WriteBuffer & buf) const { map.write(buf); } void deserialize(ReadBuffer & buf) { typename Map::Reader reader(buf); while (reader.next()) { const auto & pair = reader.get(); map[pair.first] = pair.second; } } /// Get the value of the `level` quantile. The level must be between 0 and 1. Value get(Float64 level) const { size_t size = map.size(); if (0 == size) return std::numeric_limits::quiet_NaN(); /// Copy the data to a temporary array to get the element you need in order. using Pair = typename Map::value_type; std::unique_ptr array_holder(new Pair[size]); Pair * array = array_holder.get(); /// Note: 64-bit integer weight can overflow. /// We do some implementation specific behaviour (return approximate or garbage results). /// Float64 is used as accumulator here to get approximate results. /// But weight can be already overflowed in computations in 'add' and 'merge' methods. /// It will be reasonable to change the type of weight to Float64 in the map, /// but we don't do that for compatibility of serialized data. size_t i = 0; Float64 sum_weight = 0; for (const auto & pair : map) { sum_weight += pair.getMapped(); array[i] = pair.getValue(); ++i; } std::sort(array, array + size, [](const Pair & a, const Pair & b) { return a.first < b.first; }); Float64 threshold = std::ceil(sum_weight * level); Float64 accumulated = 0; const Pair * it = array; const Pair * end = array + size; while (it < end) { accumulated += it->second; if (accumulated >= threshold) break; ++it; } if (it == end) --it; return it->first; } /// 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 num_levels, Value * result) const { size_t size = map.size(); if (0 == size) { for (size_t i = 0; i < num_levels; ++i) result[i] = Value(); return; } /// Copy the data to a temporary array to get the element you need in order. using Pair = typename Map::value_type; std::unique_ptr array_holder(new Pair[size]); Pair * array = array_holder.get(); size_t i = 0; Float64 sum_weight = 0; for (const auto & pair : map) { sum_weight += pair.getMapped(); array[i] = pair.getValue(); ++i; } std::sort(array, array + size, [](const Pair & a, const Pair & b) { return a.first < b.first; }); Float64 accumulated = 0; const Pair * it = array; const Pair * end = array + size; size_t level_index = 0; Float64 threshold = std::ceil(sum_weight * levels[indices[level_index]]); while (it < end) { accumulated += it->second; while (accumulated >= threshold) { result[indices[level_index]] = it->first; ++level_index; if (level_index == num_levels) return; threshold = std::ceil(sum_weight * levels[indices[level_index]]); } ++it; } while (level_index < num_levels) { result[indices[level_index]] = array[size - 1].first; ++level_index; } } /// The same, but in the case of an empty state, NaN is returned. Float64 getFloat(Float64) const { throw Exception("Method getFloat is not implemented for QuantileExact", ErrorCodes::NOT_IMPLEMENTED); } void getManyFloat(const Float64 *, const size_t *, size_t, Float64 *) const { throw Exception("Method getManyFloat is not implemented for QuantileExact", ErrorCodes::NOT_IMPLEMENTED); } }; }