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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="creating-and-plotting-the-exact-cdf-pmf-and-histogram-distributions">Creating and Plotting The Exact CDF, PMF and Histogram Distributions</h1> |
| |
| <p>In order to measure accuracy of potential algorithms, we need to compute the exact Cumulative Distribution Function (CDF) and Probability Mass Function (PMF) values |
| from a brute-force analysis of the input stream. |
| This, of course, assumes that this is even possible. For very large streams this may not be. |
| Fortunately, our test streams are not so large.</p> |
| |
| <h2 id="prior-knowledge-about-the-data">Prior Knowledge About The Data</h2> |
| <p>Prior to this analysis or even to feed the data into a sketch we do need some basic information about how the data is stored so that we can correctly interpret it.</p> |
| |
| <h3 id="streama">StreamA</h3> |
| <p>For our <em>streamA</em> test file we know that the data is stored as consecutive strings of numeric integers separated by a line-feeds.</p> |
| |
| <h2 id="1st-scan">1st Scan</h2> |
| <p>We scan the file to determine the number of items, <i>n</i> in the file. |
| Once this is known we create an internal array of <i>n</i> integers (or longs) that we will use for subsequent processing.</p> |
| |
| <h2 id="2nd-scan">2nd Scan</h2> |
| <p>We scan the file again, this time extracting each string value, convert it to a primitive integer and store it into our integer array.</p> |
| |
| <h2 id="sort-the-integer-array">Sort The Integer Array</h2> |
| <p>The array is sorted and depending on the size of the array, this could take some time.</p> |
| |
| <h2 id="3rd-scan">3rd Scan</h2> |
| <p>Now that the array is sorted, the index of every item in the array is also its <em>natural rank</em>. |
| The <em>normalized rank</em> is just the <em>natural rank</em> divided by <em>n</em>. |
| We choose, somewhat arbitrarily, to select the percentile ranks in order to understand what kind of distribution we are dealing with. |
| We scan the array and save the 101 quantile values corresponding to this linear series of ranks: (0, .01, .02, … .99, 1.00).</p> |
| |
| <h2 id="plot-the-streama-cdf">Plot The <i>StreamA</i> CDF</h2> |
| <p>This allows us to plot the rank to quantile cumulative distribution or CDF. |
| This is normally plotted with ranks (0 to 1.0) on the X-axis and the 101 quantile values on the Y-axis. |
| This is a very important plot as it tells us a great deal about our data:</p> |
| <ul> |
| <li>The min and max values</li> |
| <li>The dynamic range of the data: |
| <ul> |
| <li>Does the data have zeros or negative values as well as positive values?</li> |
| <li>Do the values span multiple orders-of-magnitude.</li> |
| <li>Are there any apparent gaps or jumps in the values?</li> |
| </ul> |
| </li> |
| </ul> |
| |
| <h3 id="the-exact-cdf">The Exact CDF</h3> |
| |
| <p><img class="doc-img-full" src="/docs/img/quantiles/StreamA_ExactCDF.png" alt="StreamA Exact CDF" /></p> |
| |
| <p>The reason that the left part of the curve stops at about (0.13, 3) is because slightly less than 13% of the values in the data are zeros, and we can’t plot zeros on the logarithmic Y axis; thus the apparent gap.</p> |
| |
| <h2 id="examine-the-cdf-to-determine-split-points">Examine The CDF To Determine Split-Points</h2> |
| <p>This is an important step and determines the quality and value of our PMF or Histogram plot. |
| By examining the above CDF we can choose the aspects of the data that we are interested in by selecting appropriate split-point values, which are the boundaries of the bins of the PMF. |
| This requires some judgement and could be automated, but we did not bother to do this.</p> |
| |
| <p>For our <em>streamA</em>, we decided that an exponential power series with 5 equally-spaced points per order-of-magnitude should give us a reasonable-looking PMF plot. |
| Based on the min and max values from the CDF, we generated this series mathematically.</p> |
| |
| <h2 id="4th-scan">4th Scan</h2> |
| <p>We scan the array and save the <em>natural ranks</em> (indices) at the chosen split-point values. |
| The difference between adjacent <em>natural ranks</em> is the mass (the number of items) between the respective splitpoints.</p> |
| |
| <h2 id="plot-the-streama-histogram">Plot The <i>StreamA</i> Histogram</h2> |
| <p>We can plot the Histogram with the split-point values on the X-axis and the differences between the respective <em>natural ranks</em> on the Y-axis. |
| If we plotted the differences between the respective <em>normalized ranks</em> on the Y-axis we would have the PMF.</p> |
| |
| <h3 id="the-exact-histogram">The Exact Histogram</h3> |
| |
| <p><img class="doc-img-full" src="/docs/img/quantiles/StreamA_ExactHistogram.png" alt="StreamA Exact Histogram" /></p> |
| |
| <p>On this plot you will observe the big spike on the left. This represents the mass of all the zero values in the data. This is a bar-chart plot, so the X-axis labels are whatever we assign to them. Because all the bars are the same width, it gives the apperance that the x-Axis is a logarithmic axis … but the plotting software does not know that. Normally, one cannot plot a zero on a logarithmic axis, but here we can get away with it. :)</p> |
| |
| <h2 id="source">Source</h2> |
| <p>You can study the code that implements the above process and generated the above plots.</p> |
| |
| <ul> |
| <li><a href="https://github.com/DataSketches/characterization/blob/master/src/main/java/org/apache/datasketches/characterization/quantiles/ExactStreamAProfile.java">Exact analysis profiler</a></li> |
| <li><a href="https://github.com/DataSketches/characterization/blob/master/src/main/resources/quantiles/ExactStreamAJob.conf">Exact analysis config</a></li> |
| <li><a href="https://github.com/DataSketches/characterization/blob/master/streamA.txt.zip">StreamA Data file</a> This is stored using git-lfs.</li> |
| </ul> |
| |
| <p>Run the above profilers as a java application and supply the config file as the single argument. The program will check if the data file has been unzipped, and if not it will unzip it for you.</p> |
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