blob: 485b9884ffd786c582fce181ce4fd6c42c0fefd5 [file] [log] [blame]
%% @doc: Implementation of HyperLogLog with bias correction as
%% described in the Google paper,
%% http://static.googleusercontent.com/external_content/untrusted_dlcp/
%% research.google.com/en//pubs/archive/40671.pdf
-module(hyper).
%%-compile(native).
-export([new/1, new/2, insert/2, insert_many/2]).
-export([union/1, union/2]).
-export([card/1, intersect_card/2]).
-export([to_json/1, from_json/1, from_json/2, precision/1, bytes/1, is_hyper/1]).
-export([compact/1, reduce_precision/2]).
-type precision() :: 4..16.
-type registers() :: any().
-record(hyper, {p :: precision(),
registers :: {module(), registers()}}).
-type value() :: binary().
-type filter() :: #hyper{}.
-export_type([filter/0, precision/0, registers/0]).
%% Exported for testing
-export([run_of_zeroes/1, perf_report/0, estimate_report/0]).
-define(DEFAULT_BACKEND, hyper_binary).
%%
%% API
%%
-spec new(precision()) -> filter().
new(P) ->
new(P, ?DEFAULT_BACKEND).
-spec new(precision(), module()) -> filter().
new(P, Mod) when 4 =< P andalso P =< 16 andalso is_atom(Mod) ->
#hyper{p = P, registers = {Mod, Mod:new(P)}}.
-spec is_hyper(filter()) -> boolean().
is_hyper(#hyper{}) -> true;
is_hyper(_) -> false.
-spec insert(value(), filter()) -> filter().
insert(Value, #hyper{registers = {Mod, Registers}, p = P} = Hyper)
when is_binary(Value) ->
Hash = crypto:hash(sha, Value),
<<Index:P, RegisterValue:P/bitstring, _/bitstring>> = Hash,
ZeroCount = run_of_zeroes(RegisterValue) + 1,
%% Registers are only allowed to increase, implement by backend
Hyper#hyper{registers = {Mod, Mod:set(Index, ZeroCount, Registers)}};
insert(_Value, _Hyper) ->
error(badarg).
-spec insert_many([value()], filter()) -> filter().
insert_many(L, Hyper) ->
lists:foldl(fun insert/2, Hyper, L).
-spec union([filter()]) -> filter().
union(Filters) when is_list(Filters) ->
case lists:usort(lists:map(fun (#hyper{p = P, registers = {Mod, _}}) ->
{P, Mod}
end, Filters)) of
%% same P and backend
[{_P, Mod}] ->
Registers = lists:map(fun (#hyper{registers = {_, R}}) ->
R
end, Filters),
[First | _] = Filters,
First#hyper{registers = {Mod, Mod:max_merge(Registers)}};
%% mixed P, but still must have same backend
[{MinP, Mod} | _] ->
FoldedFilters = lists:map(fun (#hyper{registers = {M, _}} = F)
when M =:= Mod ->
hyper:reduce_precision(MinP, F)
end, Filters),
union(FoldedFilters)
end.
union(Small, Big) ->
union([Small, Big]).
%% NOTE: use with caution, no guarantees on accuracy.
-spec intersect_card(filter(), filter()) -> float().
intersect_card(Left, Right) when Left#hyper.p =:= Right#hyper.p ->
max(0.0, (card(Left) + card(Right)) - card(union(Left, Right))).
-spec card(filter()) -> float().
card(#hyper{registers = {Mod, Registers0}, p = P}) ->
M = trunc(pow(2, P)),
Registers = Mod:compact(Registers0),
RegisterSum = Mod:register_sum(Registers),
E = alpha(M) * pow(M, 2) / RegisterSum,
Ep = case E =< 5 * M of
true -> E - estimate_bias(E, P);
false -> E
end,
V = Mod:zero_count(Registers),
H = case V of
0 ->
Ep;
_ ->
M * math:log(M / V)
end,
case H =< hyper_const:threshold(P) of
true ->
H;
false ->
Ep
end.
precision(#hyper{p = Precision}) ->
Precision.
bytes(#hyper{registers = {Mod, Registers}}) ->
Mod:bytes(Registers).
compact(#hyper{registers = {Mod, Registers}} = Hyper) ->
Hyper#hyper{registers = {Mod, Mod:compact(Registers)}}.
reduce_precision(P, #hyper{p = OldP, registers = {Mod, Registers}} = Hyper)
when P < OldP ->
Hyper#hyper{p = P, registers = {Mod, Mod:reduce_precision(P, Registers)}};
reduce_precision(P, #hyper{p = P} = Filter) ->
Filter.
%%
%% SERIALIZATION
%%
-spec to_json(filter()) -> any().
to_json(#hyper{p = P, registers = {Mod, Registers}}) ->
Compact = Mod:compact(Registers),
{[
{<<"p">>, P},
{<<"registers">>, base64:encode(
zlib:gzip(
Mod:encode_registers(Compact)))}
]}.
-spec from_json(any()) -> filter().
from_json(Struct) ->
from_json(Struct, ?DEFAULT_BACKEND).
-spec from_json(any(), module()) -> filter().
from_json({Struct}, Mod) ->
P = proplists:get_value(<<"p">>, Struct),
Bytes = zlib:gunzip(
base64:decode(
proplists:get_value(<<"registers">>, Struct))),
Registers = Mod:decode_registers(Bytes, P),
#hyper{p = P, registers = {Mod, Registers}}.
%%
%% HELPERS
%%
alpha(16) -> 0.673;
alpha(32) -> 0.697;
alpha(64) -> 0.709;
alpha(M) -> 0.7213 / (1 + 1.079 / M).
pow(X, Y) ->
math:pow(X, Y).
run_of_zeroes(B) ->
run_of_zeroes(1, B).
run_of_zeroes(I, B) ->
case B of
<<0:I, _/bitstring>> ->
run_of_zeroes(I + 1, B);
_ ->
I - 1
end.
estimate_bias(E, P) ->
BiasVector = hyper_const:bias_data(P),
EstimateVector = hyper_const:estimate_data(P),
NearestNeighbours = nearest_neighbours(E, EstimateVector),
lists:sum([element(Index, BiasVector) || Index <- NearestNeighbours])
/ length(NearestNeighbours).
nearest_neighbours(E, Vector) ->
Distances = lists:map(fun (Index) ->
V = element(Index, Vector),
{pow((E - V), 2), Index}
end, lists:seq(1, size(Vector))),
SortedDistances = lists:keysort(1, Distances),
{_, Indexes} = lists:unzip(lists:sublist(SortedDistances, 6)),
Indexes.
%%
%% REPORTS
%%
generate_unique(N) ->
generate_unique(lists:usort(random_bytes(N)), N).
generate_unique(L, N) ->
case length(L) of
N ->
L;
Less ->
generate_unique(lists:usort(random_bytes(N - Less) ++ L), N)
end.
random_bytes(N) ->
random_bytes([], N).
random_bytes(Acc, 0) -> Acc;
random_bytes(Acc, N) ->
Int = random:uniform(100000000000000),
random_bytes([<<Int:64/integer>> | Acc], N-1).
%% Lifted from berk, https://github.com/richcarl/berk/blob/master/berk.erl
median(Ns) ->
N = length(Ns),
Ss = lists:sort(Ns),
if (N rem 2) > 0 ->
lists:nth(1+trunc(N/2), Ss);
true ->
[X1,X2] = lists:sublist(Ss, trunc(N/2),2),
(X1+X2)/2
end.
estimate_report() ->
Ps = lists:seq(11, 16),
Cardinalities = [100, 1000, 10000, 100000, 1000000],
Repetitions = 50,
{ok, F} = file:open("estimates.csv", [write]),
io:format(F, "p,card,median,p05,p95~n", []),
[begin
Stats = [run_report(P, Card, Repetitions) || Card <- Cardinalities],
lists:map(fun ({Card, Median, P05, P95}) ->
io:format(F,
"~p,~p,~p,~p,~p~n",
[P, Card, Median, P05, P95])
end, Stats)
end || P <- Ps],
io:format("~n"),
file:close(F).
run_report(P, Card, Repetitions) ->
{ok, Estimations} = s2_par:map(
fun (I) ->
io:format("~p values with p=~p, rep ~p~n",
[Card, P, I]),
random:seed(erlang:phash2([node()]),
erlang:monotonic_time(),
erlang:unique_integer()),
Elements = generate_unique(Card),
Estimate = card(insert_many(Elements, new(P))),
abs(Card - Estimate) / Card
end,
lists:seq(1, Repetitions),
[{workers, 8}]),
Hist = basho_stats_histogram:update_all(
Estimations,
basho_stats_histogram:new(
0,
lists:max(Estimations),
length(Estimations))),
P05 = basho_stats_histogram:quantile(0.05, Hist),
P95 = basho_stats_histogram:quantile(0.95, Hist),
{Card, median(Estimations), P05, P95}.
perf_report() ->
Ps = [15],
Cards = [1, 100, 500, 1000, 2500, 5000, 10000,
15000, 25000, 50000, 100000, 1000000],
Mods = [hyper_gb, hyper_array,hyper_binary, hyper_carray],
Repeats = 10,
Time = fun (F, Args) ->
Run = fun () ->
Parent = self(),
Pid = spawn_link(
fun () ->
{ElapsedUs, _} = timer:tc(F, Args),
Parent ! {self(), ElapsedUs}
end),
receive {Pid, ElapsedUs} -> ElapsedUs end
end,
lists:sum([Run() || _ <- lists:seq(1, Repeats)]) / Repeats
end,
R = [begin
io:format("."),
random:seed(1, 2, 3),
M = trunc(math:pow(2, P)),
InsertUs = Time(fun (Values, H) ->
insert_many(Values, H)
end,
[generate_unique(Card), new(P, Mod)]),
ReusableH = compact(insert_many(generate_unique(Card), new(P, Mod))),
UnionUs = Time(fun (Fs) -> union(Fs) end,
[[insert_many(generate_unique(Card div 10), new(P, Mod)),
insert_many(generate_unique(Card div 10), new(P, Mod)),
insert_many(generate_unique(Card div 10), new(P, Mod)),
insert_many(generate_unique(Card div 10), new(P, Mod)),
insert_many(generate_unique(Card div 10), new(P, Mod))]]),
CardUs = Time(fun card/1, [ReusableH]),
ToJsonUs = Time(fun to_json/1, [ReusableH]),
Filter = insert_many(generate_unique(Card), new(P, Mod)),
{Mod, Registers} = Filter#hyper.registers,
Bytes = Mod:encode_registers(Registers),
Filled = lists:filter(fun (I) -> binary:at(Bytes, I) =/= 0 end,
lists:seq(0, M-1)),
{Mod, P, Card, length(Filled) / M, bytes(Filter),
InsertUs / Card, UnionUs, CardUs, ToJsonUs}
end || Mod <- Mods,
P <- Ps,
Card <- Cards],
io:format("~n"),
io:format("~s ~s ~s ~s ~s ~s ~s ~s ~s~n",
[string:left("module" , 12, $ ),
string:left("P" , 4, $ ),
string:right("card" , 8, $ ),
string:right("fill" , 6, $ ),
string:right("bytes" , 10, $ ),
string:right("insert us" , 10, $ ),
string:right("union ms" , 10, $ ),
string:right("card ms" , 10, $ ),
string:right("json ms" , 10, $ )
]),
lists:foreach(fun ({Mod, P, Card, Fill, Bytes,
AvgInsertUs, AvgUnionUs, AvgCardUs, AvgToJsonUs}) ->
Filled = lists:flatten(io_lib:format("~.2f", [Fill])),
AvgInsertUsL = lists:flatten(
io_lib:format("~.2f", [AvgInsertUs])),
UnionMs = lists:flatten(
io_lib:format("~.2f", [AvgUnionUs / 1000])),
CardMs = lists:flatten(
io_lib:format("~.2f", [AvgCardUs / 1000])),
ToJsonMs = lists:flatten(
io_lib:format("~.2f", [AvgToJsonUs / 1000])),
io:format("~s ~s ~s ~s ~s ~s ~s ~s ~s~n",
[
string:left(atom_to_list(Mod) , 12, $ ),
string:left(integer_to_list(P) , 4, $ ),
string:right(integer_to_list(Card) , 8, $ ),
string:right(Filled , 6, $ ),
string:right(integer_to_list(Bytes), 10, $ ),
string:right(AvgInsertUsL , 10, $ ),
string:right(UnionMs , 10, $ ),
string:right(CardMs , 10, $ ),
string:right(ToJsonMs , 10, $ )
])
end, R).