#include "fixed_bin_histogram.h"
#include "auto_histogram.h"
#include <library/cpp/histogram/adaptive/protos/histo.pb.h>
#include <util/generic/algorithm.h>
#include <util/generic/yexception.h>
#include <util/generic/ymath.h>
#include <util/string/printf.h>
namespace NKiwiAggr {
TFixedBinHistogram::TFixedBinHistogram(size_t intervals, ui64 id, size_t trainingSetSize)
: TrainingSetSize(trainingSetSize)
, IsInitialized(false)
, IsEmpty(true)
, Id(id)
, Sum(0.0)
, Freqs(0)
, ReserveFreqs(0)
, BinRange(0.0)
, Intervals(intervals)
, BaseIndex(intervals / 2)
{
}
TFixedBinHistogram::TFixedBinHistogram(const THistogram& histo, size_t defaultIntervals, ui64 defaultId, size_t trainingSetSize)
: TrainingSetSize(trainingSetSize)
, IsInitialized(false)
, IsEmpty(true)
, Id(defaultId)
, Sum(0.0)
, Freqs(0)
, ReserveFreqs(0)
, BinRange(0.0)
, Intervals(defaultIntervals)
, BaseIndex(defaultIntervals / 2)
{
FromProto(histo);
}
TFixedBinHistogram::TFixedBinHistogram(IHistogram* histo, size_t defaultIntervals, ui64 defaultId, size_t trainingSetSize)
: TrainingSetSize(trainingSetSize)
, IsInitialized(false)
, IsEmpty(true)
, Id(defaultId)
, Sum(0.0)
, Freqs(0)
, ReserveFreqs(0)
, BinRange(0.0)
, Intervals(defaultIntervals)
, BaseIndex(defaultIntervals / 2)
{
TFixedBinHistogram* fixedBinHisto = dynamic_cast<TFixedBinHistogram*>(histo);
if (!fixedBinHisto) {
FromIHistogram(histo);
return;
}
fixedBinHisto->Initialize();
TrainingSetSize = fixedBinHisto->TrainingSetSize;
IsInitialized = fixedBinHisto->IsInitialized;
IsEmpty = fixedBinHisto->IsEmpty;
Id = fixedBinHisto->Id;
MinValue = fixedBinHisto->MinValue;
MaxValue = fixedBinHisto->MaxValue;
Sum = fixedBinHisto->Sum;
Freqs.assign(fixedBinHisto->Freqs.begin(), fixedBinHisto->Freqs.end());
ReserveFreqs.assign(fixedBinHisto->ReserveFreqs.begin(), fixedBinHisto->ReserveFreqs.end());
ReferencePoint = fixedBinHisto->ReferencePoint;
BinRange = fixedBinHisto->BinRange;
Intervals = fixedBinHisto->Intervals;
FirstUsedBin = fixedBinHisto->FirstUsedBin;
LastUsedBin = fixedBinHisto->LastUsedBin;
BaseIndex = fixedBinHisto->BaseIndex;
}
void TFixedBinHistogram::Clear() {
TrainingSet.Destroy();
IsInitialized = false;
IsEmpty = true;
Sum = 0.0;
Freqs.clear();
ReserveFreqs.clear();
BinRange = 0.0;
}
void TFixedBinHistogram::Add(const THistoRec& rec) {
if (!rec.HasId() || rec.GetId() == Id) {
Add(rec.GetValue(), rec.GetWeight());
}
}
void TFixedBinHistogram::Add(double value, double weight) {
if (!IsValidFloat(value) || !IsValidFloat(weight)) {
ythrow yexception() << Sprintf("Histogram id %lu: bad value %f weight %f", Id, value, weight);
}
if (weight <= 0.0) {
return; // all zero-weighted values should be skipped because they don't affect the distribution, negative weights are forbidden
}
Sum += weight;
if (!IsInitialized) {
if (!TrainingSet) {
TrainingSet.Reset(new TVector<TWeightedValue>(0));
}
TrainingSet->push_back(TWeightedValue(value, weight));
if (TrainingSet->size() >= TrainingSetSize) {
Initialize();
}
return;
}
i32 bin = CalcBin(value);
if (bin < 0 || bin >= (i32)Freqs.size() || (BinRange == 0.0 && value != ReferencePoint)) {
Shrink(Min(value, MinValue), Max(value, MaxValue));
Freqs[CalcBin(value)] += weight;
} else {
MinValue = Min(value, MinValue);
MaxValue = Max(value, MaxValue);
FirstUsedBin = Min(FirstUsedBin, bin);
LastUsedBin = Max(LastUsedBin, bin);
Freqs[bin] += weight;
}
}
void TFixedBinHistogram::Merge(const THistogram& /*histo*/, double /*multiplier*/) {
ythrow yexception() << "Method is not implemented for TFixedBinHistogram";
}
void TFixedBinHistogram::Merge(const TVector<THistogram>& histogramsToMerge) {
TVector<IHistogramPtr> parsedHistogramsToMerge;
for (size_t i = 0; i < histogramsToMerge.size(); ++i) {
parsedHistogramsToMerge.push_back(IHistogramPtr(new TAutoHistogram(histogramsToMerge[i], Intervals, Id)));
}
Merge(parsedHistogramsToMerge);
}
void TFixedBinHistogram::Merge(TVector<IHistogramPtr> histogramsToMerge) {
TVector<IHistogramPtr> histogramsToMergeRepacked(0);
TVector<TFixedBinHistogram*> histograms(0);
// put current histogram to the vector of histograms to merge and clear self
if (!Empty()) {
histogramsToMergeRepacked.push_back(IHistogramPtr(new TFixedBinHistogram(this, Intervals, Id, TrainingSetSize)));
histograms.push_back(dynamic_cast<TFixedBinHistogram*>(histogramsToMergeRepacked.back().Get()));
}
Clear();
for (size_t i = 0; i < histogramsToMerge.size(); ++i) {
if (!histogramsToMerge[i] || histogramsToMerge[i]->Empty()) {
continue;
}
TFixedBinHistogram* fixedBinHisto = dynamic_cast<TFixedBinHistogram*>(histogramsToMerge[i].Get());
if (fixedBinHisto) {
fixedBinHisto->Initialize();
histogramsToMergeRepacked.push_back(histogramsToMerge[i]);
} else {
histogramsToMergeRepacked.push_back(IHistogramPtr(new TFixedBinHistogram(histogramsToMerge[i].Get(), Intervals, Id, TrainingSetSize))); // Convert histograms that are not of TFixedBinHistogram type
}
histograms.push_back(dynamic_cast<TFixedBinHistogram*>(histogramsToMergeRepacked.back().Get()));
}
if (histograms.size() == 0) {
return;
}
double minValue = histograms[0]->MinValue;
double maxValue = histograms[0]->MaxValue;
Sum = histograms[0]->Sum;
for (size_t i = 1; i < histograms.size(); ++i) {
minValue = Min(minValue, histograms[i]->MinValue);
maxValue = Max(maxValue, histograms[i]->MaxValue);
Sum += histograms[i]->Sum;
}
SetFrame(minValue, maxValue, true);
if (BinRange == 0.0) {
Freqs[BaseIndex] = Sum;
return;
}
for (size_t histoIndex = 0; histoIndex < histograms.size(); ++histoIndex) {
TFixedBinHistogram* histo = histograms[histoIndex];
for (i32 bin = histo->FirstUsedBin; bin <= histo->LastUsedBin; ++bin) {
double binStart = histo->BinStart(bin);
double binEnd = histo->BinEnd(bin);
double freq = histo->Freqs[bin];
if (binStart == binEnd) {
Freqs[CalcBin(binStart)] += freq;
continue;
}
size_t firstCross = CalcBin(binStart);
size_t lastCross = CalcBin(binEnd);
for (size_t i = firstCross; i <= lastCross; ++i) {
double mergedBinStart = BinStart(i);
double mergedBinEnd = BinEnd(i);
double crossStart = Max(mergedBinStart, binStart);
double crossEnd = Min(mergedBinEnd, binEnd);
if (binStart == binEnd) {
}
Freqs[i] += freq * (crossEnd - crossStart) / (binEnd - binStart);
}
}
}
}
void TFixedBinHistogram::Multiply(double factor) {
if (!IsValidFloat(factor) || factor <= 0) {
ythrow yexception() << "Not valid factor in IHistogram::Multiply(): " << factor;
}
if (!IsInitialized) {
Initialize();
}
Sum *= factor;
for (i32 i = FirstUsedBin; i <= LastUsedBin; ++i) {
Freqs[i] *= factor;
}
}
void TFixedBinHistogram::FromProto(const THistogram& histo) {
if (histo.HasType() && histo.GetType() != HT_FIXED_BIN_HISTOGRAM) {
ythrow yexception() << "Attempt to parse TFixedBinHistogram from THistogram protobuf record of wrong type = " << (ui32)histo.GetType();
}
TrainingSet.Destroy();
IsInitialized = false;
Sum = 0.0;
Id = histo.GetId();
size_t intervals = histo.FreqSize();
if (intervals == 0) {
IsEmpty = true;
return;
}
Intervals = intervals;
TrainingSetSize = Intervals;
BaseIndex = Intervals / 2;
if (!IsValidFloat(histo.GetMinValue()) || !IsValidFloat(histo.GetMaxValue()) || !IsValidFloat(histo.GetBinRange())) {
ythrow yexception() << Sprintf("FromProto in histogram id %lu: skip bad histo with minvalue %f maxvalue %f binrange %f", Id, histo.GetMinValue(), histo.GetMaxValue(), histo.GetBinRange());
}
double minValue = histo.GetMinValue();
double binRange = histo.GetBinRange();
double maxValue = histo.HasMaxValue() ? histo.GetMaxValue() : minValue + binRange * Intervals;
SetFrame(minValue, maxValue, true);
BinRange = binRange;
for (i32 i = FirstUsedBin; i <= LastUsedBin; ++i) {
Freqs[i] = histo.GetFreq(i - BaseIndex);
if (!IsValidFloat(Freqs[i])) {
ythrow yexception() << Sprintf("FromProto in histogram id %lu: bad value %f", Id, Freqs[i]);
}
Sum += Freqs[i];
}
}
void TFixedBinHistogram::ToProto(THistogram& histo) {
histo.Clear();
if (!IsInitialized) {
Initialize();
}
histo.SetType(HT_FIXED_BIN_HISTOGRAM);
histo.SetId(Id);
if (IsEmpty) {
return;
}
if (FirstUsedBin < (i32)BaseIndex || (LastUsedBin - FirstUsedBin + 1) > (i32)Intervals) {
Shrink(MinValue, MaxValue);
}
histo.SetMinValue(MinValue);
histo.SetMaxValue(MaxValue);
histo.SetBinRange(BinRange);
for (ui32 i = BaseIndex; i < BaseIndex + Intervals; ++i) {
histo.AddFreq(Freqs[i]);
}
}
void TFixedBinHistogram::SetId(ui64 id) {
Id = id;
}
ui64 TFixedBinHistogram::GetId() {
return Id;
}
bool TFixedBinHistogram::Empty() {
if (!IsInitialized) {
Initialize();
}
return IsEmpty;
}
double TFixedBinHistogram::GetMinValue() {
if (!IsInitialized) {
Initialize();
}
return MinValue;
}
double TFixedBinHistogram::GetMaxValue() {
if (!IsInitialized) {
Initialize();
}
return MaxValue;
}
double TFixedBinHistogram::GetSum() {
return Sum;
}
double TFixedBinHistogram::GetSumInRange(double leftBound, double rightBound) {
if (!IsInitialized) {
Initialize();
}
if (leftBound > rightBound) {
return 0.0;
}
return GetSumAboveBound(leftBound) + GetSumBelowBound(rightBound) - Sum;
}
double TFixedBinHistogram::GetSumAboveBound(double bound) {
if (!IsInitialized) {
Initialize();
}
if (IsEmpty) {
return 0.0;
}
if (BinRange == 0.0) { // special case - all values added to histogram are the same
return (bound <= ReferencePoint) ? Sum : 0.0;
}
i32 bin = CalcBin(bound);
if (bin < FirstUsedBin) {
return Sum;
}
if (bin > LastUsedBin) {
return 0.0;
}
double binStart = BinStart(bin);
double binEnd = BinEnd(bin);
double result = (bound < binStart) ? Freqs[bin] : Freqs[bin] * (binEnd - bound) / (binEnd - binStart);
for (i32 i = bin + 1; i <= LastUsedBin; ++i) {
result += Freqs[i];
}
return result;
}
double TFixedBinHistogram::GetSumBelowBound(double bound) {
if (!IsInitialized) {
Initialize();
}
if (IsEmpty) {
return 0.0;
}
if (BinRange == 0.0) { // special case - all values added to histogram are the same
return (bound > ReferencePoint) ? Sum : 0.0;
}
i32 bin = CalcBin(bound);
if (bin < FirstUsedBin) {
return 0.0;
}
if (bin > LastUsedBin) {
return Sum;
}
double binStart = BinStart(bin);
double binEnd = BinEnd(bin);
double result = (bound > binEnd) ? Freqs[bin] : Freqs[bin] * (bound - binStart) / (binEnd - binStart);
for (i32 i = bin - 1; i >= FirstUsedBin; --i) {
result += Freqs[i];
}
return result;
}
double TFixedBinHistogram::CalcUpperBound(double sum) {
if (!IsInitialized) {
Initialize();
}
if (sum == 0.0) {
return MinValue;
}
if (IsEmpty) {
return MaxValue;
}
i32 currentBin = FirstUsedBin;
double gatheredSum = 0.0;
while (gatheredSum < sum && currentBin <= LastUsedBin) {
gatheredSum += Freqs[currentBin];
++currentBin;
}
--currentBin;
if ((gatheredSum <= sum && currentBin == LastUsedBin) || (Freqs[currentBin] == 0)) {
return MaxValue;
}
double binStart = BinStart(currentBin);
double binEnd = BinEnd(currentBin);
return binEnd - (binEnd - binStart) * (gatheredSum - sum) / Freqs[currentBin];
}
double TFixedBinHistogram::CalcLowerBound(double sum) {
if (!IsInitialized) {
Initialize();
}
if (sum == 0.0) {
return MaxValue;
}
if (IsEmpty) {
return MinValue;
}
i32 currentBin = LastUsedBin;
double gatheredSum = 0.0;
while (gatheredSum < sum && currentBin >= FirstUsedBin) {
gatheredSum += Freqs[currentBin];
--currentBin;
}
++currentBin;
if ((gatheredSum <= sum && currentBin == FirstUsedBin) || (Freqs[currentBin] == 0)) {
return MinValue;
}
double binStart = BinStart(currentBin);
double binEnd = BinEnd(currentBin);
return binStart + (binEnd - binStart) * (gatheredSum - sum) / Freqs[currentBin];
}
double TFixedBinHistogram::CalcUpperBoundSafe(double sum) {
if (!Empty()) {
sum = Max(Freqs[FirstUsedBin], sum);
}
return CalcUpperBound(sum);
}
double TFixedBinHistogram::CalcLowerBoundSafe(double sum) {
if (!Empty()) {
sum = Max(Freqs[LastUsedBin], sum);
}
return CalcLowerBound(sum);
}
double TFixedBinHistogram::CalcBinRange(double referencePoint, double maxValue) {
return (maxValue - referencePoint) / ((double)Intervals - 0.02);
}
void TFixedBinHistogram::SetFrame(double minValue, double maxValue, bool clear) {
MinValue = minValue;
MaxValue = maxValue;
ReferencePoint = MinValue;
BinRange = CalcBinRange(ReferencePoint, MaxValue);
FirstUsedBin = BaseIndex;
LastUsedBin = (BinRange == 0.0) ? BaseIndex : BaseIndex + Intervals - 1;
if (clear) {
Freqs.assign(2 * Intervals, 0.0);
ReserveFreqs.assign(2 * Intervals, 0.0);
IsEmpty = false;
IsInitialized = true;
}
}
void TFixedBinHistogram::FromIHistogram(IHistogram* histo) {
if (!histo) {
ythrow yexception() << "Attempt to create TFixedBinFistogram from a NULL pointer";
}
Id = histo->GetId();
if (histo->Empty()) {
IsInitialized = false;
IsEmpty = true;
return;
}
SetFrame(histo->GetMinValue(), histo->GetMaxValue(), true);
Sum = histo->GetSum();
if (BinRange == 0.0) {
Freqs[BaseIndex] = Sum;
return;
}
for (i32 i = FirstUsedBin; i <= LastUsedBin; ++i) {
Freqs[i] = histo->GetSumInRange(BinStart(i), BinEnd(i));
}
return;
}
void TFixedBinHistogram::Initialize() {
if (IsInitialized) {
return;
}
if (!TrainingSet || TrainingSet->size() == 0) {
IsEmpty = true;
return;
}
SetFrame(MinElement(TrainingSet->begin(), TrainingSet->end(), CompareWeightedValue)->first,
MaxElement(TrainingSet->begin(), TrainingSet->end(), CompareWeightedValue)->first, true);
for (TVector<TWeightedValue>::const_iterator it = TrainingSet->begin(); it != TrainingSet->end(); ++it) {
Freqs[CalcBin(it->first)] += it->second;
}
TrainingSet.Destroy();
}
i32 TFixedBinHistogram::CalcBin(double value) {
return (BinRange == 0.0) ? BaseIndex : static_cast<i32>(BaseIndex + (value - ReferencePoint) / BinRange);
}
double TFixedBinHistogram::CalcDensity(double value) {
i32 bin = CalcBin(value);
if (bin < 0 || bin >= (i32)Freqs.size() || BinRange == 0.0 || GetSum() == 0) {
return 0.0;
}
return Freqs[bin] / GetSum() / BinRange;
}
double TFixedBinHistogram::BinStart(i32 i) {
return Max(ReferencePoint + (i - BaseIndex) * BinRange, MinValue);
}
double TFixedBinHistogram::BinEnd(i32 i) {
return Min(ReferencePoint + (i + 1 - BaseIndex) * BinRange, MaxValue);
}
void TFixedBinHistogram::Shrink(double newReferencePoint, double newMaxValue) {
Y_ABORT_UNLESS(newReferencePoint < newMaxValue, "Invalid Shrink()");
memset(&(ReserveFreqs[0]), 0, ReserveFreqs.size() * sizeof(double));
double newBinRange = CalcBinRange(newReferencePoint, newMaxValue);
for (i32 i = FirstUsedBin; i <= LastUsedBin; ++i) {
double binStart = BinStart(i);
double binEnd = BinEnd(i);
double freq = Freqs[i];
i32 firstCross = static_cast<i32>(BaseIndex + (binStart - newReferencePoint) / newBinRange);
i32 lastCross = static_cast<i32>(BaseIndex + (binEnd - newReferencePoint) / newBinRange);
for (i32 j = firstCross; j <= lastCross; ++j) {
double newBinStart = newReferencePoint + (j - BaseIndex) * newBinRange;
double newBinEnd = newReferencePoint + (j + 1 - BaseIndex) * newBinRange;
double crossStart = Max(newBinStart, binStart);
double crossEnd = Min(newBinEnd, binEnd);
ReserveFreqs[j] += (binStart == binEnd) ? freq : freq * (crossEnd - crossStart) / (binEnd - binStart);
}
}
Freqs.swap(ReserveFreqs);
SetFrame(newReferencePoint, newMaxValue, false);
}
}