Yes, in batch case with long-term historical data, this would be O(n^2) as it basically a bubble sort. If you have large # of updates for a single key, this would be super expensive.
Kenn, can this be re-implemented with your solution? On Tue, Nov 26, 2019 at 1:10 PM Jan Lukavský <je...@seznam.cz> wrote: > Functionally yes. But this straightforward solution is not working for me > for two main reasons: > > - it either blows state in batch case or the time complexity of the sort > would be O(n^2) (and reprocessing several years of dense time-series data > makes it a no go) > > - it is not reusable for different time-ordering needs, because the logic > implemented purely in user-space cannot be transferred to different problem > (there are two states needed, one for buffer, the other for user-state) and > extending DoFns does not work (cannot create abstract SortedDoFn, because > of the state annotation definitions) > > Jan > On 11/26/19 12:56 PM, David Morávek wrote: > > Hi, > > I think what Jan has in mind would look something like this > <https://gist.github.com/dmvk/3ea32eb36c6406fa72d70b9b1df1d878>, if > implemented in user code. Am I right? > > D. > > > On Tue, Nov 26, 2019 at 10:23 AM Jan Lukavský <je...@seznam.cz> wrote: > >> >> On 11/25/19 11:45 PM, Kenneth Knowles wrote: >> >> >> >> On Mon, Nov 25, 2019 at 1:56 PM Jan Lukavský <je...@seznam.cz> wrote: >> >>> Hi Rui, >>> >>> > Hi Kenn, you think stateful DoFn based join can emit joined rows that >>> never to be retracted because in stateful DoFn case joined rows will be >>> controlled by timers and emit will be only once? If so I will agree with >>> it. Generally speaking, if only emit once is the factor of needing >>> retraction or not. >>> >>> that would imply buffering elements up until watermark, then sorting and >>> so reduces to the option a) again, is that true? This also has to deal with >>> allowed lateness, that would mean, that with allowed lateness greater than >>> zero, there can still be multiple firings and so retractions are needed. >>> >> Specifically, when I say "bi-temporal join" I mean unbounded-to-unbounded >> join where one of the join conditions is that elements are within event >> time distance d of one another. An element at time t will be saved until >> time t + 2d and then garbage collected. Every matching pair can be emitted >> immediately. >> >> OK, this might simplify things a little. Is there a design doc for that? >> If there are multiple LHS elements within event time distance from RHS >> element, which one should be joined? I suppose all of them, but that is not >> "(time-varying-)relational" join semantics. In that semantics only the last >> element must be joined, because that is how a (classical) relational >> database would see the relation at time T (the old record would have been >> overwritten and not be part of the output). Because of the time distance >> constraint this is different from the join I have in mind, because that >> simply joins every LHS element(s) to most recent RHS element(s) and vice >> versa, without any additional time constraints (that is the RHS "update" >> can happen arbitrarily far in past). >> >> Jan >> >> >> In the triggered CoGBK + join-product implementation, you do need >> retractions as a model concept. But you don't need full support, since they >> only need to be shipped as deltas and only from the CoGBK to the >> join-product transform where they are all consumed to create only positive >> elements. Again a delay is not required; this yields correct results with >> the "always" trigger. >> >> Neither case requires waiting or time sorting a whole buffer. The >> bi-temporal join requires something more, in a way, since you need to query >> by time range and GC time prefixes. >> >> Kenn >> >> Jan >>> On 11/25/19 10:17 PM, Rui Wang wrote: >>> >>> >>> >>> On Mon, Nov 25, 2019 at 11:29 AM Jan Lukavský <je...@seznam.cz> wrote: >>> >>>> >>>> On 11/25/19 7:47 PM, Kenneth Knowles wrote: >>>> >>>> >>>> >>>> On Sun, Nov 24, 2019 at 12:57 AM Jan Lukavský <je...@seznam.cz> wrote: >>>> >>>>> I can put down a design document, but before that I need to clarify >>>>> some things for me. I'm struggling to put all of this into a bigger >>>>> picture. Sorry if the arguments are circulating, but I didn't notice any >>>>> proposal of how to solve these. If anyone can disprove any of this logic >>>>> it >>>>> would be very much appreciated as I might be able to get from a dead end: >>>>> >>>>> a) in the bi-temporal join you can either buffer until watermark, or >>>>> emit false data that has to be retracted >>>>> >>>> This is not the case. A stateful DoFn based join can emit immediately >>>> joined rows that will never need to be retracted. The need for retractions >>>> has to do with CoGBK-based implementation of a join. >>>> >>>> I fail to see how this could work. If I emit joined rows immediately >>>> without waiting for watermark to pass, I can join two elements, that don't >>>> belong to each other, because later can arrive element with lower time >>>> distance, that should have been joint in the place of the previously >>>> emitted one. This is wrong result that has to be retracted. Or what I'm >>>> missing? >>>> >>> >>> Hi Kenn, you think stateful DoFn based join can emit joined rows that >>> never to be retracted because in stateful DoFn case joined rows will be >>> controlled by timers and emit will be only once? If so I will agree with >>> it. Generally speaking, if only emit once is the factor of needing >>> retraction or not. >>> >>> In the past brainstorming, even having retractions ready, streaming join >>> with windowing are likely be implemented by a style of CoGBK + stateful >>> DoFn. >>> >>> >>> >>> I suggest that you work out the definition of the join you are >>>> interested in, with a good amount of mathematical rigor, and then consider >>>> the ways you can implement it. That is where a design doc will probably >>>> clarify things. >>>> >>>> Kenn >>>> >>>> b) until retractions are 100% functional (and that is sort of holy >>>>> grail for now), then the only solution is using a buffer holding data up >>>>> to >>>>> watermark *and then sort by event time* >>>>> >>>> c) even if retractions were 100% functional, there would have to be >>>>> special implementation for batch case, because otherwise this would simply >>>>> blow up downstream processing with insanely many false additions and >>>>> subsequent retractions >>>>> >>>>> Property b) means that if we want this feature now, we must sort by >>>>> event time and there is no way around. Property c) shows that even in the >>>>> future, we must make (in certain cases) distinction between batch and >>>>> streaming code paths, which seems weird to me, but it might be an option. >>>>> But still, there is no way to express this join in batch case, because it >>>>> would require either buffering (up to) whole input on local worker >>>>> (doesn't >>>>> look like viable option) or provide a way in user code to signal the need >>>>> for ordering of data inside GBK (and we are there again :)). Yes, we might >>>>> shift this need from stateful dofn to GBK like >>>>> >>>>> input.apply(GroupByKey.sorted()) >>>>> >>>>> I cannot find a good reasoning why this would be better than giving >>>>> this semantics to (stateful) ParDo. >>>>> >>>>> Maybe someone can help me out here? >>>>> >>>>> Jan >>>>> On 11/24/19 5:05 AM, Kenneth Knowles wrote: >>>>> >>>>> I don't actually see how event time sorting simplifies this case much. >>>>> You still need to buffer elements until they can no longer be matched in >>>>> the join, and you still need to query that buffer for elements that might >>>>> match. The general "bi-temporal join" (without sorting) requires one new >>>>> state type and then it has identical API, does not require any novel data >>>>> structures or reasoning, yields better latency (no sort buffer delay), and >>>>> discards less data (no sort buffer cutoff; watermark is better). Perhaps a >>>>> design document about this specific case would clarify. >>>>> >>>>> Kenn >>>>> >>>>> On Fri, Nov 22, 2019 at 10:08 PM Jan Lukavský <je...@seznam.cz> wrote: >>>>> >>>>>> I didn't want to go too much into detail, but to describe the idea >>>>>> roughly (ignoring the problem of different window fns on both sides to >>>>>> keep >>>>>> it as simple as possible): >>>>>> >>>>>> rhs ----- \ >>>>>> >>>>>> flatten (on global window) ---- stateful par do >>>>>> (sorted by event time) ---- output >>>>>> >>>>>> lhs ----- / >>>>>> >>>>>> If we can guarantee event time order arrival of events into the >>>>>> stateful pardo, then the whole complexity reduces to keep current value >>>>>> of >>>>>> left and right element and just flush them out each time there is an >>>>>> update. That is the "knob" is actually when watermark moves, because it >>>>>> is >>>>>> what tells the join operation that there will be no more (not late) >>>>>> input. >>>>>> This is very, very simplified, but depicts the solution. The "classical" >>>>>> windowed join reduces to this if all data in each window is projected >>>>>> onto >>>>>> window end boundary. Then there will be a cartesian product, because all >>>>>> the elements have the same timestamp. I can put this into a design doc >>>>>> with >>>>>> all the details, I was trying to find out if there is or was any effort >>>>>> around this. >>>>>> >>>>>> I was in touch with Reza in the PR #9032, I think that it currently >>>>>> suffers from problems with running this on batch. >>>>>> >>>>>> I think I can even (partly) resolve the retraction issue (for joins), >>>>>> as described on the thread [1]. Shortly, there can be two copies of the >>>>>> stateful dofn, one running at watermark and the other at (watermark - >>>>>> allowed lateness). One would produce ON_TIME (maybe wrong) results, the >>>>>> other would produce LATE but correct ones. Being able to compare them, >>>>>> the >>>>>> outcome would be that it would be possible to retract the wrong results. >>>>>> >>>>>> Yes, this is also about providing more evidence of why I think >>>>>> event-time sorting should be (somehow) part of the model. :-) >>>>>> >>>>>> Jan >>>>>> >>>>>> [1] >>>>>> https://lists.apache.org/thread.html/a736ebd6b0913d2e06dfa54797716d022adf2c45140530d5c3bd538d@%3Cdev.beam.apache.org%3E >>>>>> On 11/23/19 5:54 AM, Kenneth Knowles wrote: >>>>>> >>>>>> +Mikhail Gryzykhin <mig...@google.com> +Rui Wang <ruw...@google.com> >>>>>> +Reza >>>>>> Rokni <r...@google.com> who have all done some investigations here. >>>>>> >>>>>> >>>>>> On Fri, Nov 22, 2019 at 11:48 AM Jan Lukavský <je...@seznam.cz> >>>>>> wrote: >>>>>> >>>>>>> >>>>>>> On 11/22/19 7:54 PM, Reuven Lax wrote: >>>>>>> >>>>>>> >>>>>>> >>>>>>> On Fri, Nov 22, 2019 at 10:19 AM Jan Lukavský <je...@seznam.cz> >>>>>>> wrote: >>>>>>> >>>>>>>> Hi Reuven, >>>>>>>> >>>>>>>> I didn't investigate that particular one, but looking into that >>>>>>>> now, it looks that is (same as the "classic" join library) builds >>>>>>>> around >>>>>>>> CoGBK. Is that correct? If yes, then it essentially means that it: >>>>>>>> >>>>>>> - works only for cases where both sides have the same windowfn >>>>>>>> (that is limitation of Flatten that precedes CoGBK) >>>>>>>> >>>>>>> Correct. Did you want to join different windows? If so what are the >>>>>>> semantics? If the lhs has FixedWindows and the rhs has SessionWindows, >>>>>>> what >>>>>>> do you want the join semantics to be? The only thing I could imagine >>>>>>> would >>>>>>> be for the user to provide some function telling the join how to map the >>>>>>> windows together, but that could be pretty complicated. >>>>>>> >>>>>>> I don't want to go too far into details, but generally both lhs and >>>>>>> rhs can be put onto time line and then full join can be defined as each >>>>>>> pair of (lhs, first preceding rhs) and (rhs, first preceding lhs). Then >>>>>>> the >>>>>>> end of window is semantically just clearing the joined value (setting >>>>>>> it to >>>>>>> null, thus at the end of window there will be pair (lhs, null) or (null, >>>>>>> rhs) in case of full outer join). This way any combination of windows is >>>>>>> possible, because all window does is that it "scopes" validity of >>>>>>> respective values (lhs, rhs). >>>>>>> >>>>>> >>>>>> I think it is very valid to hope to do a join in the sense of a >>>>>> relational join where it is row-to-row. In this case, Beam's concept of >>>>>> windowing may or may not make sense. It is just a tool for the job. It is >>>>>> just a grouping key that provides a time when state can be deleted. So I >>>>>> would say your use case is more global window to global window join. That >>>>>> is what I think of as a true stream-to-stream join anyhow. You probably >>>>>> don't want to wait forever for output. So you'll need to use some knob >>>>>> other than Beam windows or triggers. >>>>>> >>>>>>> Reza has prototyped a join like you describe here: >>>>>> https://github.com/apache/beam/pull/9032 >>>>>> >>>>>> If your join condition explicitly includes the event time distance >>>>>> between elements, then it could "just work". If that isn't really part of >>>>>> your join condition, then you will have to see this restriction as a >>>>>> "knob" >>>>>> that you tweak on your results. >>>>>> >>>>>>> - when using global window, there has to be trigger and (afaik) >>>>>>>> there is no trigger that would guarantee firing after each data element >>>>>>>> (for early panes) (because triggers are there to express cost-latency >>>>>>>> tradeoff, not semantics) >>>>>>>> >>>>>>> >>>>>>> Can you explain the use case where this matters? If you do trigger >>>>>>> elementCountAtLeast(1) on the join, then the consumer will simply see a >>>>>>> continuous stream of outputs. I'm not sure I understand why the consumer >>>>>>> cares that some of those outputs were in a pane that really held 3 >>>>>>> outputs >>>>>>> instead of 1. >>>>>>> >>>>>>> What I'm trying to solve is basically this: >>>>>>> >>>>>>> - lhs is event stream >>>>>>> >>>>>>> - rhs is stream of a "state updates" >>>>>>> >>>>>>> purpose of the join is "take each event, pair it with currently >>>>>>> valid state and produce output and possibly modified state". I cannot >>>>>>> process two events at a time, because first event can modify the state >>>>>>> and >>>>>>> the subsequent event should see this. It is not a "simple" stateful >>>>>>> pardo >>>>>>> either, because the state can be modified externally (not going into too >>>>>>> much detail here, but e.g. by writing into kafka topic). >>>>>>> >>>>>> Reuven's explanation is missing some detail. If the CoGBK is in >>>>>> discarding mode, then it will miss join results. If the CoGBK is in >>>>>> accumulating mode, it will duplicate join results. This is a known >>>>>> problem >>>>>> and the general solution is retractions. >>>>>> >>>>>> Basically, CoGBK-based joins just don't work with triggers until we >>>>>> have retractions. >>>>>> >>>>>> >>>>>> >>>>>>> Moreover, I'd like to define the join semantics so that when there >>>>>>>> are available elements from both sides, the fired pane should be >>>>>>>> ON_TIME, >>>>>>>> not EARLY. That essentially means that the fully general case would >>>>>>>> not be >>>>>>>> built around (Co)GBK, but stateful ParDo. There are specific options >>>>>>>> where >>>>>>>> this fully general case "degrades" into forms that can be efficiently >>>>>>>> expressed using (Co)GBK, that is true. >>>>>>>> >>>>>>> >>>>>>> BTW building this around stateful DoFn might be a better fit. The >>>>>>> main reason I didn't is because we would need a good distributed >>>>>>> MapState >>>>>>> (something discussed fairly recently on the list), and that is not yet >>>>>>> built. Once we had that, I might be inclined to rewrite this join on >>>>>>> stateful DoFn. >>>>>>> >>>>>>> Yes, the sorted state helps for streaming case. But I'd be careful >>>>>>> about that for batch case, where this might lead to high pressure on the >>>>>>> state (and InMemoryStateInternals might OOME for instance). >>>>>>> >>>>>>> >>>>>>> However can you explain what you are expecting from the pane? An >>>>>>> EARLY pane simply means that we are producing output before the end of >>>>>>> the >>>>>>> window. If you are in the global window triggering every element, then >>>>>>> every output is EARLY. It might seem weird if you are interpreting >>>>>>> EARLY as >>>>>>> "outputting data that isn't ready," however that's not what EARLY is >>>>>>> defined to be. Any change to the pane semantics would be a major >>>>>>> breaking >>>>>>> change to very fundamental semantics. >>>>>>> >>>>>>> I wonder if you are really objecting to the name EARLY and ON_TIME? >>>>>>> Maybe we would've been better off tagging it BEFORE_WINDOW_END instead >>>>>>> of >>>>>>> EARLY, to make it clear what is meant? >>>>>>> >>>>>>> Essentially I don't object anything here. I'm missing solution to >>>>>>> the "event vs. state" join described above. I was thinking about how to >>>>>>> make these types of problems more user friendly and it essentially >>>>>>> leads to >>>>>>> creating a somewhat more generic semantics of join, where end-of-window >>>>>>> is >>>>>>> converted into "'value-delete events" and then just joining by the >>>>>>> "previous" or "valid" value (yes, this relates to validity windows >>>>>>> mentioned on Beam Summit Europe). It actually turns out that with some >>>>>>> work >>>>>>> we could define quite "naturally" a join on two streams with global >>>>>>> window >>>>>>> and no trigger. It would even function with lowest latency possible (but >>>>>>> yes, with the highest expenses, it is actually the introduction of >>>>>>> (same!) >>>>>>> windows that enable certain optimizations). It the correctly defines >>>>>>> semantics for different windows, although the result would be (probably >>>>>>> unexpectedly) windowed using global window. But that doesn't seem to be >>>>>>> any >>>>>>> breaking change, because it is currently not possible (any such pipeline >>>>>>> will not be validated). >>>>>>> >>>>>>> Maybe for reference, the unwindowed join would be what is described >>>>>>> here [1] >>>>>>> >>>>>>> [1] >>>>>>> https://cwiki.apache.org/confluence/display/KAFKA/Kafka+Streams+Join+Semantics#KafkaStreamsJoinSemantics-KStream-KTableJoin >>>>>>> >>>>>>> >>>>>>> >>>>>>>> Jan >>>>>>>> On 11/22/19 6:47 PM, Reuven Lax wrote: >>>>>>>> >>>>>>>> Have you seen the Join library that is part of schemas? I'm curious >>>>>>>> whether this fits your needs, or there's something lacking there. >>>>>>>> >>>>>>>> On Fri, Nov 22, 2019 at 12:31 AM Jan Lukavský <je...@seznam.cz> >>>>>>>> wrote: >>>>>>>> >>>>>>>>> Hi, >>>>>>>>> >>>>>>>>> based on roadmap [1], we would like to define and implement a full >>>>>>>>> set >>>>>>>>> of (unified) stream-stream joins. That would include: >>>>>>>>> >>>>>>>>> - joins (left, right, full outer) on global window with >>>>>>>>> "immediate >>>>>>>>> trigger" >>>>>>>>> >>>>>>>>> - joins with different windowing functions on left and right side >>>>>>>>> >>>>>>>>> The approach would be to define these operations in a natural way, >>>>>>>>> so >>>>>>>>> that the definition is aligned with how current joins work (same >>>>>>>>> windows, cartesian product of values with same keys, output >>>>>>>>> timestamp >>>>>>>>> projected to the end of window, etc.). Because this should be a >>>>>>>>> generic >>>>>>>>> approach, this effort should probably be part of join library, >>>>>>>>> that can >>>>>>>>> the be reused by other components, too (e.g. SQL). >>>>>>>>> >>>>>>>>> The question is - is (or was) there any effort that we can build >>>>>>>>> upon? >>>>>>>>> Or should this be designed from scratch? >>>>>>>>> >>>>>>>>> Jan >>>>>>>>> >>>>>>>>> [1] https://beam.apache.org/roadmap/euphoria/ >>>>>>>>> >>>>>>>>>