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| <div class="collapse" id="collapse_background"> |
| <li><a href="/docs/Background/TheChallenge.html">•The Challenge</a></li> |
| <li><a href="/docs/Background/SketchOrigins.html">•Sketch Origins</a></li> |
| <li><a href="/docs/Background/SketchElements.html">•Sketch Elements</a></li> |
| <li><a href="/docs/Background/Presentations.html">•Presentations</a></li> |
| <li><a href="https://github.com/apache/datasketches-website/tree/master/docs/pdf/DataSketches_deck.pdf">•Overview Slide Deck</a></li> |
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| <li><a href="/docs/Architecture/MajorSketchFamilies.html">•The Major Sketch Families</a></li> |
| <li><a href="/docs/Architecture/LargeScale.html">•Large Scale Computing</a></li> |
| <li><a href="/docs/Architecture/KeyFeatures.html">•Key Features</a></li> |
| <li><a href="/docs/Architecture/SketchFeaturesMatrix.html">•Sketch Features Matrix</a></li> |
| <li><a href="/docs/Architecture/Components.html">•Components</a></li> |
| <li><a href="/docs/Architecture/SketchesByComponent.html">•Sketches by Component</a></li> |
| <li><a href="/docs/Architecture/SketchCriteria.html">•Sketch Criteria</a></li> |
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| <p id="memory-component"> |
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| <li><a href="/docs/Memory/MemoryComponent.html">•Memory Component</a></li> |
| <li><a href="/docs/Memory/MemoryPerformance.html">•Memory Component Performance</a></li> |
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| <li><a href="/docs/Architecture/OrderSensitivity.html">•Notes on Order Sensitivity</a></li> |
| <li><a href="/docs/Architecture/Concurrency.html">•Notes on Concurrency</a></li> |
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| <li><a href="/docs/DistinctCountFeaturesMatrix.html">•Features Matrix</a></li> |
| <li><a href="/docs/DistinctCountMeritComparisons.html">•Figures-of-Merit Comparison</a></li> |
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| <p id="cpc-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_cpc_sketches">CPC Sketches</a> |
| </p> |
| <div class="collapse" id="collapse_cpc_sketches"> |
| <li><a href="/docs/CPC/CPC.html">•CPC Sketch</a></li> |
| <li><a href="/docs/CPC/CpcPerformance.html">•CPC Sketch Performance</a></li> |
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| <a data-toggle="collapse" class="menu collapsed" href="#collapse_cpc_examples">CPC Examples</a> |
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| <li><a href="/docs/CPC/CpcJavaExample.html">•CPC Sketch Java Example</a></li> |
| <li><a href="/docs/CPC/CpcCppExample.html">•CPC Sketch C++ Example</a></li> |
| <li><a href="/docs/CPC/CpcPigExample.html">•CPC Sketch Pig UDFs</a></li> |
| <li><a href="/docs/CPC/CpcHiveExample.html">•CPC Sketch Hive UDFs</a></li> |
| </div> |
| </div> |
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| <p id="hyperloglog-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_hyperloglog_sketches">HyperLogLog Sketches</a> |
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| <li><a href="/docs/HLL/HLL.html">•HLL Sketch</a></li> |
| <li><a href="/docs/HLL/HllMap.html">•HLL Map Sketch</a></li> |
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| <p id="hll-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_hll_examples">HLL Examples</a> |
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| <li><a href="/docs/HLL/HllJavaExample.html">•HLL Sketch Java Example</a></li> |
| <li><a href="/docs/HLL/HllCppExample.html">•HLL Sketch C++ Example</a></li> |
| <li><a href="/docs/HLL/HllPigUDFs.html">•HLL Sketch Pig UDFs</a></li> |
| <li><a href="/docs/HLL/HllHiveUDFs.html">•HLL Sketch Hive UDFs</a></li> |
| </div> |
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| <p id="hll-studies"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_hll_studies">HLL Studies</a> |
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| <div class="collapse" id="collapse_hll_studies"> |
| <li><a href="/docs/HLL/HllPerformance.html">•HLL Sketch Performance</a></li> |
| <li><a href="/docs/HLL/Hll_vs_CS_Hllpp.html">•HLL vs Clearspring HLL++</a></li> |
| <li><a href="/docs/HLL/HllSketchVsDruidHyperLogLogCollector.html">•HLL Sketch vs Druid HyperLogLogCollector</a></li> |
| </div> |
| </div> |
| |
| <p id="theta-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_theta_sketches">Theta Sketches</a> |
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| <div class="collapse" id="collapse_theta_sketches"> |
| <li><a href="/docs/Theta/ThetaSketchFramework.html">•Theta Sketch Framework</a></li> |
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| <p id="theta-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_theta_examples">Theta Examples</a> |
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| <div class="collapse" id="collapse_theta_examples"> |
| <li><a href="/docs/Theta/ConcurrentThetaSketch.html">•Concurrent Theta Sketch</a></li> |
| <li><a href="/docs/Theta/ThetaJavaExample.html">•Theta Sketch Java Example</a></li> |
| <li><a href="/docs/Theta/ThetaSparkExample.html">•Theta Sketch Spark Example</a></li> |
| <li><a href="/docs/Theta/ThetaPigUDFs.html">•Theta Sketch Pig UDFs</a></li> |
| <li><a href="/docs/Theta/ThetaHiveUDFs.html">•Theta Sketch Hive UDFs</a></li> |
| </div> |
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| <p id="kmv-tutorial"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_kmv_tutorial">KMV Tutorial</a> |
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| <div class="collapse" id="collapse_kmv_tutorial"> |
| <li><a href="/docs/Theta/InverseEstimate.html">•The Inverse Estimate</a></li> |
| <li><a href="/docs/Theta/KMVempty.html">•Empty Sketch</a></li> |
| <li><a href="/docs/Theta/KMVfirstEst.html">•First Estimator</a></li> |
| <li><a href="/docs/Theta/KMVbetterEst.html">•Better Estimator</a></li> |
| <li><a href="/docs/Theta/KMVrejection.html">•Rejection Rules</a></li> |
| <li><a href="/docs/Theta/KMVupdateVkth.html">•Update V(kth) Rule</a></li> |
| </div> |
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| <p id="set-operations-and-p-sampling"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_set_operations_and_p-sampling">Set Operations and P-sampling</a> |
| </p> |
| <div class="collapse" id="collapse_set_operations_and_p-sampling"> |
| <li><a href="/docs/Theta/ThetaSketchSetOps.html">•Set Operations</a></li> |
| <li><a href="/docs/Theta/ThetaSetOpsCornerCases.html">•Model & Test Set Operations</a></li> |
| <li><a href="/docs/Theta/ThetaPSampling.html">•<i>p</i>-Sampling</a></li> |
| </div> |
| |
| <p id="accuracy"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_accuracy">Accuracy</a> |
| </p> |
| <div class="collapse" id="collapse_accuracy"> |
| <li><a href="/docs/Theta/ThetaAccuracy.html">•Basic Accuracy</a></li> |
| <li><a href="/docs/Theta/ThetaAccuracyPlots.html">•Accuracy Plots</a></li> |
| <li><a href="/docs/Theta/ThetaErrorTable.html">•Relative Error Table</a></li> |
| <li><a href="/docs/Theta/ThetaSketchSetOpsAccuracy.html">•SetOp Accuracy</a></li> |
| <li><a href="/docs/Theta/AccuracyOfDifferentKUnions.html">•Unions With Different k</a></li> |
| </div> |
| |
| <p id="size"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_size">Size</a> |
| </p> |
| <div class="collapse" id="collapse_size"> |
| <li><a href="/docs/Theta/ThetaSize.html">•Theta Sketch Size</a></li> |
| </div> |
| |
| <p id="speed"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_speed">Speed</a> |
| </p> |
| <div class="collapse" id="collapse_speed"> |
| <li><a href="/docs/Theta/ThetaUpdateSpeed.html">•Update Speed</a></li> |
| <li><a href="/docs/Theta/ThetaMergeSpeed.html">•Merge Speed</a></li> |
| </div> |
| |
| <p id="theta-sketch-theory"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_theta_sketch_theory">Theta Sketch Theory</a> |
| </p> |
| <div class="collapse" id="collapse_theta_sketch_theory"> |
| <li><a href="https://github.com/apache/datasketches-website/tree/master/docs/pdf/ThetaSketchFramework.pdf">•Theta Sketch Framework (PDF)</a></li> |
| <li><a href="https://github.com/apache/datasketches-website/tree/master/docs/pdf/ThetaSketchEquations.pdf">•Theta Sketch Equations (PDF)</a></li> |
| <li><a href="https://github.com/apache/datasketches-website/tree/master/docs/pdf/DataSketches.pdf">•DataSketches (PDF)</a></li> |
| <li><a href="/docs/Theta/ThetaConfidenceIntervals.html">•Confidence Intervals Notes</a></li> |
| <li><a href="/docs/Theta/ThetaMergingAlgorithm.html">•Merging Algorithm Notes</a></li> |
| <li><a href="/docs/Theta/ThetaReferences.html">•Theta References</a></li> |
| </div> |
| </div> |
| |
| <p id="tuple-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_tuple_sketches">Tuple Sketches</a> |
| </p> |
| <div class="collapse" id="collapse_tuple_sketches"> |
| <li><a href="/docs/Tuple/TupleOverview.html">•Tuple Overview</a></li> |
| |
| <p id="tuple-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_tuple_examples">Tuple Examples</a> |
| </p> |
| <div class="collapse" id="collapse_tuple_examples"> |
| <li><a href="/docs/Tuple/TupleJavaExample.html">•Tuple Java Example</a></li> |
| <li><a href="/docs/Tuple/TupleEngagementExample.html">•Tuple Engagement Example</a></li> |
| <li><a href="/docs/Tuple/TuplePigUDFs.html">•Tuple Pig UDFs</a></li> |
| <li><a href="/docs/Tuple/TupleHiveUDFs.html">•Tuple Hive UDFs</a></li> |
| </div> |
| </div> |
| </div> |
| |
| <p id="most-frequent"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_most_frequent">Most Frequent</a> |
| </p> |
| <div class="collapse" id="collapse_most_frequent"> |
| <li><a href="/docs/Frequency/FrequencySketchesOverview.html">•Frequency Sketches Overview</a></li> |
| |
| <p id="frequent-item-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_frequent_item_sketches">Frequent Item Sketches</a> |
| </p> |
| <div class="collapse" id="collapse_frequent_item_sketches"> |
| <li><a href="/docs/Frequency/FrequentItemsOverview.html">•Frequent Items Overview</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsErrorTable.html">•Frequent Items Error Table</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsReferences.html">•Frequent Items References</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsPerformance.html">•Frequent Items Performance</a></li> |
| |
| <p id="most-frequent-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_most_frequent_examples">Most Frequent Examples</a> |
| </p> |
| <div class="collapse" id="collapse_most_frequent_examples"> |
| <li><a href="/docs/Frequency/FrequentItemsJavaExample.html">•Frequent Items Java Example</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsCppExample.html">•Frequent Items C++ Example</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsPigUDFs.html">•Frequent Items Pig UDFs</a></li> |
| <li><a href="/docs/Frequency/FrequentItemsHiveUDFs.html">•Frequent Items Hive UDFs</a></li> |
| </div> |
| </div> |
| |
| <p id="frequent-distinct-sketches"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_frequent_distinct_sketches">Frequent Distinct Sketches</a> |
| </p> |
| <div class="collapse" id="collapse_frequent_distinct_sketches"> |
| <li><a href="/docs/Frequency/FrequentDistinctTuplesSketch.html">•Frequent Distinct Tuples Sketch</a></li> |
| </div> |
| </div> |
| |
| <p id="quantiles-and-histograms"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_quantiles_and_histograms">Quantiles And Histograms</a> |
| </p> |
| <div class="collapse" id="collapse_quantiles_and_histograms"> |
| <li><a href="/docs/Quantiles/SketchingQuantilesAndRanksTutorial.html">•Quantiles and Ranks Tutorial</a></li> |
| <li><a href="/docs/Quantiles/QuantilesOverview.html">•Quantiles Overview</a></li> |
| <li><a href="/docs/KLL/KLLSketch.html">•KLL Floats sketch</a></li> |
| <li><a href="/docs/KLL/KLLAccuracyAndSize.html">•KLL Sketch Accuracy and Size</a></li> |
| <li><a href="/docs/REQ/ReqSketch.html">•REQ Floats sketch</a></li> |
| <li><a href="/docs/Quantiles/OrigQuantilesSketch.html">•Original QuantilesSketch</a></li> |
| |
| <p id="quantiles-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_quantiles_examples">Quantiles Examples</a> |
| </p> |
| <div class="collapse" id="collapse_quantiles_examples"> |
| <li><a href="/docs/Quantiles/QuantilesJavaExample.html">•Quantiles Sketch Java Example</a></li> |
| <li><a href="/docs/KLL/KLLCppExample.html">•KLL Quantiles Sketch C++ Example</a></li> |
| <li><a href="/docs/Quantiles/QuantilesPigUDFs.html">•Quantiles Sketch Pig UDFs</a></li> |
| <li><a href="/docs/Quantiles/QuantilesHiveUDFs.html">•Quantiles Sketch Hive UDFs</a></li> |
| </div> |
| |
| <p id="quantiles-studies"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_quantiles_studies">Quantiles Studies</a> |
| </p> |
| <div class="collapse" id="collapse_quantiles_studies"> |
| <li><a href="/docs/QuantilesStudies/DruidApproxHistogramStudy.html">•Druid Approximate Histogram</a></li> |
| <li><a href="/docs/QuantilesStudies/MomentsSketchStudy.html">•Moments Sketch Study</a></li> |
| <li><a href="/docs/QuantilesStudies/QuantilesStreamAStudy.html">•Quantiles StreamA Study</a></li> |
| <li><a href="/docs/QuantilesStudies/ExactQuantiles.html">•Exact Quantiles for Studies</a></li> |
| </div> |
| |
| <p id="quantiles-sketch-theory"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_quantiles_sketch_theory">Quantiles Sketch Theory</a> |
| </p> |
| <div class="collapse" id="collapse_quantiles_sketch_theory"> |
| <li><a href="https://github.com/apache/datasketches-website/tree/master/docs/pdf/Quantiles_KLL.pdf">•Optimal Quantile Approximation in Streams</a></li> |
| <li><a href="/docs/Quantiles/QuantilesReferences.html">•Quantiles References</a></li> |
| </div> |
| </div> |
| |
| <p id="sampling"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_sampling">Sampling</a> |
| </p> |
| <div class="collapse" id="collapse_sampling"> |
| <li><a href="/docs/Sampling/ReservoirSampling.html">•Reservoir Sampling</a></li> |
| <li><a href="/docs/Sampling/ReservoirSamplingPerformance.html">•Reservoir Sampling Performance</a></li> |
| <li><a href="/docs/Sampling/VarOptSampling.html">•VarOpt Sampling</a></li> |
| |
| <p id="sampling-examples"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_sampling_examples">Sampling Examples</a> |
| </p> |
| <div class="collapse" id="collapse_sampling_examples"> |
| <li><a href="/docs/Sampling/ReservoirSamplingJava.html">•Reservoir Sampling Java Example</a></li> |
| <li><a href="/docs/Sampling/ReservoirSamplingPigUDFs.html">•Reservoir Sampling Pig UDFs</a></li> |
| <li><a href="/docs/Sampling/VarOptSamplingJava.html">•VarOpt Sampling Java Example</a></li> |
| <li><a href="/docs/Sampling/VarOptPigUDFs.html">•VarOpt Sampling Pig UDFs</a></li> |
| </div> |
| </div> |
| </div> |
| |
| <p id="system-integrations"> |
| <a data-toggle="collapse" class="menu collapsed" href="#collapse_system_integrations">System Integrations</a> |
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| |
| <h1 id="sketch-criteria-for-datasketches-library">Sketch Criteria for DataSketches Library</h1> |
| |
| <p>There are lots of clever and useful algorithms that are sometimes called “sketches”. However, due to limited resources, in order to be included in the DataSketches library, we had to clearly define what we meant by the term “sketch”. Otherwise, we would end up with a hodge podge of algorithms and have to answer: Why don’t we include algorithm X?.</p> |
| |
| <p>In order to be in our library, a <em>Sketch</em> should exhibit these properties:</p> |
| |
| <h2 id="streaming--one-touch">Streaming / One-Touch</h2> |
| <p>Sketches are a class of streaming algorithms by definition, which means they only touch or process each item in a stream once. This is absolutely essential for real-time applications.</p> |
| |
| <h2 id="small-in-size">Small in Size</h2> |
| <p>One of the key properties of any sketch is that it is a synopsis or summary of a much larger data set. The whole point of a small summary is that it is faster to read and merge. In this context, <em>small</em> means small with respect to the original data. If the original data is terabytes in size, a single sketch of 100KB may not seem very different from a sketch of 50KB as both are very small compared to the original data.</p> |
| |
| <p>But <em>small</em> can also be important in an systems context. If that original terabyte of data generates 10,000 sketches, each sketch consuming 100KB, that amounts to a GB of storage. Now the total memory use starts to be a concern. Being able to reduce that by 50% by using a smaller (and otherwise equivalent) sketch can be a big deal.</p> |
| |
| <p>Nonetheless, <em>small</em> is relevant to the specific application. Sketches can very from a few bytes to many megabytes depending on the specific sketch and how it has been configured. Whether it is small enough depends on the use-case and the specific environment.</p> |
| |
| <h2 id="sublinear-in-size-growth">Sublinear in Size Growth</h2> |
| <p>Not only should a sketch start small, it needs to stay small as the size of the input stream grows. Some sketches have an upper bound of size independent of the size of the input stream, which clearly makes them sublinear. Other sketches may need to continue to increase their size as the stream grows. For these sketches it is important that they do so very very slowly. They should grow sublinearly by no more then <em>O(log(n))</em> or preferrably by <em>O(k log(n/k))</em> or less.</p> |
| |
| <h2 id="mergeable">Mergeable</h2> |
| <p>In order to be useful in large distributed computing environments, the sketches must be mergeable without additional loss of accuracy. This is defined as</p> |
| |
| <p style="text-align: center;"><i>sketch(A + B) ≈ sketch(A) U sketch(B),</i></p> |
| |
| <p>where<br /> |
| “+” = concatination of streams A and B,<br /> |
| “U” = merge or union,<br /> |
| “≈” = approximately equal within the error bounds of the sketch.</p> |
| |
| <h3 id="mergeable-with-different-size-parameters">Mergeable With Different Size Parameters</h3> |
| <p>In addition to just being mergeable, sketches used in production environments must be mergeable with different sizing parameters.</p> |
| |
| <p>In many production applications sketches might be stored for years because they are so much smaller than keeping the original data around, and orders-of-magnitude faster to merge.</p> |
| |
| <p>Imagine an organization that has saved its sketches for several years with one size/accuracy parameter, then changes its policy about the size/accuracy needed going forward. Unless the two differently configured sketches can be merged successfully (even if the accuracy degrades to the lower of the two configurations), the data from the older sketch data would be essentially lost. The only other alternative would require reprocessing all the old original data – if it even exists!</p> |
| |
| <h2 id="data-insensitive">Data Insensitive</h2> |
| <p>In many real production environments the data that needs to be processed is ugly. There are often missing or troublesome values in the stream. It is naive to expect, for example, that a stream of integer time-spent values does not contain zeros or negative values. In this case, an algorithm that makes the assumption that all the input values are always positive is a very fragile algorithm. In a real-time streaming application, if the algorithm returns horrible answers because there happend to be zeros in the stream, there may be no opportunity to go back and reprocess the stream after tweeking the algorithm to now ignore zeros! This violates the <em>One-Touch</em> property and places a major burden on the system users.</p> |
| |
| <p>There are many types of Data Insensitivity where the sketch should return meaningful results, within the specified error bounds:</p> |
| |
| <ul> |
| <li><strong>Order Insensitive:</strong> The sketch results should be independent of the order that the items are presented to the sketch. See <a href="https://datasketches.apache.org/docs/Architecture/OrderSensitivity.html">Sketching and Order Sensitivity</a>.</li> |
| <li><strong>Distribution Insensitive:</strong> The sketch results should be independent of how the data within the stream is distributed. For example, the data might be distrubuted as Gaussian, Zipf, lognormal, power-law, or whatever.</li> |
| <li><strong>Value Insensitive:</strong> The sketch results should be independent of exceptional values in the stream. For example, if the stream consists of double values, the sketch should be able to handle NaNs and Infinities in a sensible way.</li> |
| </ul> |
| |
| <p>There are practical limits to data insensitivity, for example, A sketch designed for handling <em>double</em> values should not be expected to handle <em>strings</em> or arbitrary objects in the same stream.</p> |
| |
| <p>It is important that the sketch developers clearly document the data insensitivities that the sketch is designed to handle.</p> |
| |
| <h2 id="mathematically-proven-error-and-size-properties">Mathematically Proven Error and Size Properties</h2> |
| <p>Sketch algorithms must have an openly published and reviewed theoretical basis for their operation including their error and merging properties. Empirical algorithms do not qualify.</p> |
| |
| <h3 id="meaningful-and-usable-error-bounds">Meaningful and Usable Error Bounds.</h3> |
| <p>It is not sufficient that some algorithm has been published in a scientific paper. There are published and reviewed sketch algorithms that use error definitions that may be interesting theoretically, but very misleading in practice. For example, if the authors of a paper define their measure of error to be the average error over a distribution of values (<i>L<sub>1</sub> error</i>), this it not what most users would expect. Given a query, the user has no idea what part of the distribution his query is hitting, thus, the error result could be great or horrible and the user has no way to know.</p> |
| |
| <p>A much more meaningful and usable definition of error is, for example, one that holds for all possible queries simultaneously (<i>L<sub>∞</sub> error</i>).</p> |
| |
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