Github user chiwanpark commented on a diff in the pull request:
https://github.com/apache/flink/pull/861#discussion_r37137749
--- Diff:
flink-staging/flink-ml/src/main/scala/org/apache/flink/ml/statistics/ContinuousHistogram.scala
---
@@ -0,0 +1,343 @@
+/*
+ * 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.
+ */
+
+package org.apache.flink.ml.statistics
+
+import scala.Double.MaxValue
+import scala.collection.mutable
+
+/** Implementation of a continuous valued online histogram
+ * Adapted from Ben-Haim and Yom-Tov's Streaming Decision Tree Algorithm
+ * Refer http://www.jmlr.org/papers/volume11/ben-haim10a/ben-haim10a.pdf
+ *
+ * =Parameters=
+ * -[[capacity]]:
+ * Number of bins to be used in the histogram
+ *
+ * -[[min]]:
+ * Lower limit on the elements
+ *
+ * -[[max]]:
+ * Upper limit on the elements
+ */
+case class ContinuousHistogram(capacity: Int, min: Double, max: Double)
extends OnlineHistogram {
+
+ require(capacity > 0, "Capacity should be a positive integer")
+ require(lower < upper, "Lower must be less than upper")
+
+ val data = new mutable.ArrayBuffer[(Double, Int)]()
+
+ /** Adds a new item to the histogram
+ *
+ * @param p value to be added
+ */
+ override def add(p: Double): Unit = {
+ require(p > lower && p < upper, p + " not in (" + lower + "," + upper
+ ")")
+ // search for the index where the value is just higher than p
+ val search = find(p)
+ // add the new value there, shifting everything to the right
+ data.insert(search, (p, 1))
+ // If we're over capacity or any two elements are within 1e-9 of each
other, merge.
+ // This will take care of the case if p was actually equal to some
value in the histogram and
+ // just increment the value there
+ mergeElements()
+ }
+
+ /** Merges the histogram with h and returns a histogram with capacity B
+ *
+ * @param h histogram to be merged
+ * @param B capacity of the resultant histogram
+ * @return Merged histogram with capacity B
+ */
+ override def merge(h: OnlineHistogram, B: Int): ContinuousHistogram = {
+ h match {
+ case temp: ContinuousHistogram => {
+ val m: Int = bins
+ val n: Int = temp.bins
+ var i, j: Int = 0
+ val mergeList = new mutable.ArrayBuffer[(Double, Int)]()
+ while (i < m || j < n) {
+ if (i >= m) {
+ mergeList += ((temp.getValue(j), temp.getCounter(j)))
+ j = j + 1
+ } else if (j >= n || getValue(i) <= temp.getValue(j)) {
+ mergeList += (data.apply(i))
+ i = i + 1
+ } else {
+ mergeList += ((temp.getValue(j), temp.getCounter(j)))
+ j = j + 1
+ }
+ }
+ // the size will be brought to capacity while constructing the new
histogram itself
+ val finalLower = Math.min(lower, temp.lower)
+ val finalUpper = Math.max(upper, temp.upper)
+ val ret = new ContinuousHistogram(B, finalLower, finalUpper)
+ ret.loadData(mergeList.toArray)
+ ret
+ }
+ case default =>
+ throw new RuntimeException("Only a continuous histogram is allowed
to be merged with a " +
+ "continuous histogram")
+
+ }
+ }
+
+ /** Returns the qth quantile of the histogram
+ *
+ * @param q Quantile value in (0,1)
+ * @return Value at quantile q
+ */
+ def quantile(q: Double): Double = {
+ require(bins > 0, "Histogram is empty")
+ require(q > 0 && q < 1, "Quantile must be between 0 and 1")
+ var total = 0
+ for (i <- 0 to bins - 1) {
+ total = total + getCounter(i)
+ }
+ val wantedSum = (q * total).round.toInt
+ var currSum = count(getValue(0))
+
+ if (wantedSum < currSum) {
+ require(lower > -MaxValue, "Set a lower bound before proceeding")
+ return Math.sqrt(2 * wantedSum * Math.pow(getValue(0) - lower, 2) /
getCounter(0)) + lower
+ }
+
+ /** Walk the histogram to find sums at every bin value
+ * As soon as you hit the interval where you should be
+ * Walk along the trapezoidal line
+ * This leads to solving a quadratic equation.
+ */
+ for (i <- 1 to bins - 1) {
+ val tmpSum = count(getValue(i))
+ if (currSum <= wantedSum && wantedSum < tmpSum) {
+ val neededSum = wantedSum - currSum
+ val a: Double = getCounter(i) - getCounter(i - 1)
+ val b: Double = 2 * getCounter(i - 1)
+ val c: Double = -2 * neededSum
+ if (a == 0) {
+ return getValue(i - 1) + (getValue(i) - getValue(i - 1)) * (-c /
b)
+ } else {
+ return getValue(i - 1) +
+ (getValue(i) - getValue(i - 1)) * (-b + Math.sqrt(b * b - 4 *
a * c)) / (2 * a)
+ }
+ } else {
+ currSum = tmpSum
+ }
+ }
+ require(upper < MaxValue, "Set an upper bound before proceeding")
+ // this means wantedSum > sum(getValue(bins-1))
+ // this will likely fail to return a bounded value.
+ // Make sure you set some proper limits on min and max.
+ getValue(bins - 1) + Math.sqrt(
+ Math.pow(upper - getValue(bins - 1), 2) * 2 * (wantedSum - currSum)
/ getCounter(bins - 1))
+ }
+
+ /** Returns the probability (and by extension, the number of points) for
the value b
+ * Since this is a continuous histogram, return the cumulative
probability at b
+ *
+ * @return Cumulative number of points at b
+ */
+ def count(b: Double): Int = {
+ require(bins > 0, "Histogram is empty")
+ if (b < lower) {
+ return 0
+ }
+ if (b >= upper) {
+ var ret = 0
+ for (i <- 0 to bins - 1) {
+ ret = ret + getCounter(i)
+ }
+ return ret
+ }
+ /** Suppose x is the index with value just less than or equal to b
+ * Then, sum everything up to x-1
+ * Add half the value at x
+ * Find area of the trapezoid for x and the value b
+ */
+
+ val index = find(b) - 1
+ var m_b, s: Double = 0
+ if (index == -1) {
+ m_b = getCounter(index + 1) * (b - lower) / (getValue(index + 1) -
lower)
+ s = m_b * (b - lower) / (2 * (getValue(index + 1) - lower))
+ return s.round.toInt
+ } else if (index == bins - 1) {
+ m_b = getCounter(index) +
+ (-getCounter(index)) * (b - getValue(index)) / (upper -
getValue(index))
+ s = (getCounter(index) + m_b) *
+ (b - getValue(index)) / (2 * (upper - getValue(index)))
+ } else {
+ m_b = getCounter(index) + (getCounter(index + 1) -
getCounter(index)) *
+ (b - getValue(index)) / (getValue(index + 1) - getValue(index))
+ s = (getCounter(index) + m_b) *
+ (b - getValue(index)) / (2 * (getValue(index + 1) -
getValue(index)))
+ }
+ for (i <- 0 to index - 1) {
+ s = s + getCounter(i)
+ }
+ s = s + getCounter(index) / 2
+ s.round.toInt
+ }
+
+ /** Returns the total number of entries in the histogram
+ *
+ * @return Total number of points added in the histogram
+ */
+ override def total: Int = {
+ var result = 0
+ for (i <- 0 to bins - 1) {
+ result = result + getCounter(i)
+ }
+ result
+ }
--- End diff --
`total` method can be replaced by following. `getCounter` method checks
range. But in this case, we don't need to check range.
```scala
override def total: Int = data.iterator.map(_._2).sum
```
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