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