notfilippo commented on code in PR #62: URL: https://github.com/apache/datasketches-rust/pull/62#discussion_r2805762022
########## datasketches/src/density/sketch.rs: ########## @@ -0,0 +1,601 @@ +// Licensed to the Apache Software Foundation (ASF) under one +// or more contributor license agreements. See the NOTICE file +// distributed with this work for additional information +// regarding copyright ownership. The ASF licenses this file +// to you under the Apache License, Version 2.0 (the +// "License"); you may not use this file except in compliance +// with the License. You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, +// software distributed under the License is distributed on an +// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY +// KIND, either express or implied. See the License for the +// specific language governing permissions and limitations +// under the License. + +use std::io::Write; + +use crate::codec::SketchBytes; +use crate::codec::SketchSlice; +use crate::common::RandomSource; +use crate::common::XorShift64; +use crate::density::serialization::DENSITY_FAMILY_ID; +use crate::density::serialization::FLAGS_IS_EMPTY; +use crate::density::serialization::PREAMBLE_INTS_LONG; +use crate::density::serialization::PREAMBLE_INTS_SHORT; +use crate::density::serialization::SERIAL_VERSION; +use crate::error::Error; +use crate::error::ErrorKind; + +type SerializeValue<T> = fn(&mut SketchBytes, T); +type DeserializeValue<T> = fn(&mut SketchSlice<'_>) -> std::io::Result<T>; +type Point<T> = Vec<T>; +type Level<T> = Vec<Point<T>>; +type Levels<T> = Vec<Level<T>>; + +/// Floating point types supported by the density sketch. +pub trait DensityValue: Copy + PartialOrd + 'static { + /// Converts from f64. + fn from_f64(value: f64) -> Self; + /// Converts to f64 for accumulation. + fn to_f64(self) -> f64; +} + +macro_rules! impl_density_value { + ($name:ty, $from:expr, $to:expr) => { + impl DensityValue for $name { + #[inline(always)] + fn from_f64(value: f64) -> Self { + ($from)(value) + } + + #[inline(always)] + fn to_f64(self) -> f64 { + ($to)(self) + } + } + }; +} + +impl_density_value!(f64, |value: f64| value, |value: f64| value); +impl_density_value!(f32, |value: f64| value as f32, |value: f32| value as f64); + +/// Kernel used to compute density contributions between points. +pub trait DensityKernel { + /// Returns the kernel evaluation for the two points. + fn evaluate<T: DensityValue>(&self, left: &[T], right: &[T]) -> T; +} + +/// Gaussian kernel based on squared Euclidean distance. +#[derive(Debug, Default, Clone, Copy)] +pub struct GaussianKernel; + +impl DensityKernel for GaussianKernel { + fn evaluate<T: DensityValue>(&self, left: &[T], right: &[T]) -> T { + let mut sum = 0.0f64; + for (a, b) in left.iter().zip(right.iter()) { + let diff = a.to_f64() - b.to_f64(); + sum += diff * diff; + } + T::from_f64((-sum).exp()) + } +} + +/// Density sketch for streaming density estimation. +pub struct DensitySketch< + T: DensityValue, + K: DensityKernel = GaussianKernel, + R: RandomSource = XorShift64, +> { + kernel: K, + rng: R, + k: u16, + dim: u32, + num_retained: u32, + n: u64, + levels: Levels<T>, +} + +impl<T: DensityValue> DensitySketch<T, GaussianKernel, XorShift64> { + /// Creates a new sketch using the Gaussian kernel. + /// + /// # Panics + /// + /// Panics if `k` is less than 2. + pub fn new(k: u16, dim: u32) -> Self { + Self::with_kernel(k, dim, GaussianKernel) + } +} + +impl DensitySketch<f32, GaussianKernel, XorShift64> { + /// Deserializes a sketch using the Gaussian kernel. + pub fn deserialize(bytes: &[u8]) -> Result<Self, Error> { + Self::deserialize_with_kernel(bytes, GaussianKernel) + } +} + +impl DensitySketch<f64, GaussianKernel, XorShift64> { + /// Deserializes a sketch using the Gaussian kernel. + pub fn deserialize(bytes: &[u8]) -> Result<Self, Error> { + Self::deserialize_with_kernel(bytes, GaussianKernel) + } +} + +impl<K: DensityKernel> DensitySketch<f32, K, XorShift64> { + /// Deserializes a sketch using the provided kernel. + pub fn deserialize_with_kernel(bytes: &[u8], kernel: K) -> Result<Self, Error> { + Self::deserialize_with_kernel_and_rng(bytes, kernel, XorShift64::default()) + } +} + +impl<K: DensityKernel> DensitySketch<f64, K, XorShift64> { + /// Deserializes a sketch using the provided kernel. + pub fn deserialize_with_kernel(bytes: &[u8], kernel: K) -> Result<Self, Error> { + Self::deserialize_with_kernel_and_rng(bytes, kernel, XorShift64::default()) + } +} + +impl<K: DensityKernel, R: RandomSource> DensitySketch<f32, K, R> { + /// Deserializes a sketch using the provided kernel and random source. + pub fn deserialize_with_kernel_and_rng(bytes: &[u8], kernel: K, rng: R) -> Result<Self, Error> { + deserialize_inner(bytes, kernel, rng, read_f32_value) + } + + /// Serializes the sketch to a byte vector. + pub fn serialize(&self) -> Vec<u8> { + serialize_inner(self, 4, write_f32_value) + } + + /// Serializes the sketch to a writer. + pub fn serialize_to_writer(&self, writer: &mut dyn Write) -> std::io::Result<()> { + writer.write_all(&self.serialize()) + } +} + +impl<K: DensityKernel, R: RandomSource> DensitySketch<f64, K, R> { + /// Deserializes a sketch using the provided kernel and random source. + pub fn deserialize_with_kernel_and_rng(bytes: &[u8], kernel: K, rng: R) -> Result<Self, Error> { + deserialize_inner(bytes, kernel, rng, read_f64_value) + } + + /// Serializes the sketch to a byte vector. + pub fn serialize(&self) -> Vec<u8> { + serialize_inner(self, 8, write_f64_value) + } + + /// Serializes the sketch to a writer. + pub fn serialize_to_writer(&self, writer: &mut dyn Write) -> std::io::Result<()> { + writer.write_all(&self.serialize()) + } +} + +impl<T: DensityValue, K: DensityKernel> DensitySketch<T, K, XorShift64> { + /// Creates a new sketch with a custom kernel. + /// + /// # Panics + /// + /// Panics if `k` is less than 2. + pub fn with_kernel(k: u16, dim: u32, kernel: K) -> Self { + Self::with_kernel_and_rng(k, dim, kernel, XorShift64::default()) + } +} + +impl<T: DensityValue, K: DensityKernel, R: RandomSource> DensitySketch<T, K, R> { + /// Creates a new sketch with a custom kernel and random source. + /// + /// # Panics + /// + /// Panics if `k` is less than 2. + pub fn with_kernel_and_rng(k: u16, dim: u32, kernel: K, rng: R) -> Self { + assert!(k >= 2, "k must be > 1. Found: {k}"); + Self { + kernel, + rng, + k, + dim, + num_retained: 0, + n: 0, + levels: vec![Vec::new()], + } + } + + /// Returns the configured parameter k. + pub fn k(&self) -> u16 { + self.k + } + + /// Returns the configured dimension. + pub fn dim(&self) -> u32 { + self.dim + } + + /// Returns true if the sketch is empty. + pub fn is_empty(&self) -> bool { + self.num_retained == 0 + } + + /// Returns the number of points observed by this sketch. + pub fn n(&self) -> u64 { + self.n + } + + /// Returns the number of retained points. + pub fn num_retained(&self) -> u32 { + self.num_retained + } + + /// Returns true if the sketch is in estimation mode. + pub fn is_estimation_mode(&self) -> bool { + self.levels.len() > 1 + } + + /// Updates this sketch with a given point. + /// + /// # Panics + /// + /// Panics if the point dimension does not match this sketch. + pub fn update(&mut self, point: Point<T>) { + self.ensure_dim(point.len()); + self.update_point(point); + } + + /// Updates this sketch with a slice, copying the point into the sketch. + /// + /// # Panics + /// + /// Panics if the point dimension does not match this sketch. + pub fn update_slice(&mut self, point: &[T]) { + self.ensure_dim(point.len()); + self.update_point(point.to_vec()); + } + + /// Merges another sketch into this one. + /// + /// # Panics + /// + /// Panics if dimensions do not match. + pub fn merge(&mut self, other: &Self) { + if other.is_empty() { + return; + } + if other.dim != self.dim { + panic!("dimension mismatch"); + } + while self.levels.len() < other.levels.len() { + self.levels.push(Vec::new()); + } + for (height, level) in other.levels.iter().enumerate() { + self.levels[height].extend(level.iter().cloned()); + } + self.num_retained += other.num_retained; + self.n += other.n; + while self.num_retained >= self.k as u32 * self.levels.len() as u32 { + self.compact(); + } + } + + /// Returns a density estimate at a given point. + /// + /// # Panics + /// + /// Panics if the sketch is empty. + pub fn estimate(&self, point: &[T]) -> T { + if self.is_empty() { + panic!("operation is undefined for an empty sketch"); + } + self.ensure_dim(point.len()); + let n = self.n as f64; + let mut density = 0.0f64; + for (height, level) in self.levels.iter().enumerate() { + let height_weight = weight_for_level(height) as f64; + for p in level { + density += height_weight * self.kernel.evaluate(p, point).to_f64() / n; + } + } + T::from_f64(density) + } + + /// Returns an iterator over retained points with their weights. + pub fn iter(&self) -> DensityIter<'_, T> { + DensityIter { + levels: &self.levels, + level_index: 0, + item_index: 0, + } + } + + fn compact(&mut self) { + for height in 0..self.levels.len() { + if self.levels[height].len() >= self.k as usize { + if height + 1 >= self.levels.len() { + self.levels.push(Vec::new()); + } + self.compact_level(height); + break; + } + } + } + + fn compact_level(&mut self, height: usize) { + let level_len = self.levels[height].len(); + if level_len == 0 { + return; + } + let bits = { + let rng = &mut self.rng; + let level = &mut self.levels[height]; + let kernel = &self.kernel; + let mut bits = vec![false; level_len]; + shuffle_with_rng(rng, level); + bits[0] = random_bit(rng); + for i in 1..level_len { + let mut delta = 0.0f64; + for (j, bit) in bits.iter().enumerate().take(i) { + let weight = if *bit { 1.0 } else { -1.0 }; + delta += weight * kernel.evaluate(&level[i], &level[j]).to_f64(); + } + bits[i] = delta < 0.0; Review Comment: Python ([gde.py](https://github.com/edoliberty/streaming-quantiles/blob/f688c8161a25582457b0a09deb4630a81406293b/gde.py)) keeps ties: `signs[i] = -np.sign(delta)` then keeps `sign >= 0` (gde.py:132, gde.py:135), so delta == 0 seems to be retained. Rust instead drops ties: `bits[i] = delta < 0.0` (datasketches/src/density/sketch.rs:339), so `delta == 0` is discarded. C++ seems to do the same as the Rust implementation. This could change retained points and density estimates for duplicate/symmetric data. ########## datasketches/src/density/serialization.rs: ########## @@ -0,0 +1,22 @@ +// Licensed to the Apache Software Foundation (ASF) under one +// or more contributor license agreements. See the NOTICE file +// distributed with this work for additional information +// regarding copyright ownership. The ASF licenses this file +// to you under the Apache License, Version 2.0 (the +// "License"); you may not use this file except in compliance +// with the License. You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, +// software distributed under the License is distributed on an +// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY +// KIND, either express or implied. See the License for the +// specific language governing permissions and limitations +// under the License. + +pub(super) const PREAMBLE_INTS_SHORT: u8 = 3; +pub(super) const PREAMBLE_INTS_LONG: u8 = 6; +pub(super) const SERIAL_VERSION: u8 = 1; +pub(super) const DENSITY_FAMILY_ID: u8 = 19; +pub(super) const FLAGS_IS_EMPTY: u8 = 1 << 2; Review Comment: These can all be just `pub` since the `serialization` module is not exposed (e.g. `mod serialization` in `density/mod.rs`) ########## datasketches/src/density/sketch.rs: ########## @@ -0,0 +1,601 @@ +// Licensed to the Apache Software Foundation (ASF) under one +// or more contributor license agreements. See the NOTICE file +// distributed with this work for additional information +// regarding copyright ownership. The ASF licenses this file +// to you under the Apache License, Version 2.0 (the +// "License"); you may not use this file except in compliance +// with the License. You may obtain a copy of the License at +// +// http://www.apache.org/licenses/LICENSE-2.0 +// +// Unless required by applicable law or agreed to in writing, +// software distributed under the License is distributed on an +// "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY +// KIND, either express or implied. See the License for the +// specific language governing permissions and limitations +// under the License. + +use std::io::Write; + +use crate::codec::SketchBytes; +use crate::codec::SketchSlice; +use crate::common::RandomSource; +use crate::common::XorShift64; +use crate::density::serialization::DENSITY_FAMILY_ID; +use crate::density::serialization::FLAGS_IS_EMPTY; +use crate::density::serialization::PREAMBLE_INTS_LONG; +use crate::density::serialization::PREAMBLE_INTS_SHORT; +use crate::density::serialization::SERIAL_VERSION; +use crate::error::Error; +use crate::error::ErrorKind; + +type SerializeValue<T> = fn(&mut SketchBytes, T); +type DeserializeValue<T> = fn(&mut SketchSlice<'_>) -> std::io::Result<T>; +type Point<T> = Vec<T>; +type Level<T> = Vec<Point<T>>; +type Levels<T> = Vec<Level<T>>; + +/// Floating point types supported by the density sketch. +pub trait DensityValue: Copy + PartialOrd + 'static { Review Comment: Since this `DensityValue` is implemented for `f64` and `f32`, wouldn't it be better to use something like: https://docs.rs/num-traits/latest/num_traits/float/trait.Float.html This would allow you to call methods (e.g. `mul`) to operate on those types without needing to convert from and back `f64`. -- This is an automated message from the Apache Git Service. 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