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#include "adaptive_histogram.h"
#include <util/generic/algorithm.h>
#include <util/generic/yexception.h>
#include <util/generic/ymath.h>
#include <util/string/printf.h>
#include <util/system/backtrace.h>
namespace NKiwiAggr {
TAdaptiveHistogram::TAdaptiveHistogram(size_t intervals, ui64 id, TQualityFunction qualityFunc)
: Id(id)
, MinValue(0.0)
, MaxValue(0.0)
, Sum(0.0)
, Intervals(intervals)
, CalcQuality(qualityFunc)
{
}
TAdaptiveHistogram::TAdaptiveHistogram(const THistogram& histo, size_t defaultIntervals, ui64 defaultId, TQualityFunction qualityFunc)
: TAdaptiveHistogram(defaultIntervals, defaultId, qualityFunc)
{
FromProto(histo);
}
TAdaptiveHistogram::TAdaptiveHistogram(IHistogram* histo, size_t defaultIntervals, ui64 defaultId, TQualityFunction qualityFunc)
: TAdaptiveHistogram(defaultIntervals, defaultId, qualityFunc)
{
TAdaptiveHistogram* adaptiveHisto = dynamic_cast<TAdaptiveHistogram*>(histo);
if (!adaptiveHisto) {
FromIHistogram(histo);
return;
}
Id = adaptiveHisto->Id;
MinValue = adaptiveHisto->MinValue;
MaxValue = adaptiveHisto->MaxValue;
Sum = adaptiveHisto->Sum;
Intervals = adaptiveHisto->Intervals;
Bins = adaptiveHisto->Bins;
BinsByQuality = adaptiveHisto->BinsByQuality;
if (CalcQuality == nullptr) {
CalcQuality = adaptiveHisto->CalcQuality;
}
}
TQualityFunction TAdaptiveHistogram::GetQualityFunc() {
return CalcQuality;
}
void TAdaptiveHistogram::Clear() {
Sum = 0.0;
Bins.clear();
BinsByQuality.clear();
}
void TAdaptiveHistogram::Add(const THistoRec& histoRec) {
if (!histoRec.HasId() || histoRec.GetId() == Id) {
Add(histoRec.GetValue(), histoRec.GetWeight());
}
}
void TAdaptiveHistogram::Add(double value, double weight) {
if (!IsValidFloat(value) || !IsValidFloat(weight)) {
ythrow yexception() << Sprintf("Histogram id %lu: bad value %f weight %f", Id, value, weight);
}
TWeightedValue weightedValue(value, weight);
Add(weightedValue, true);
PrecomputedBins.clear();
}
void TAdaptiveHistogram::Merge(const THistogram& histo, double multiplier) {
if (!IsValidFloat(histo.GetMinValue()) || !IsValidFloat(histo.GetMaxValue())) {
fprintf(stderr, "Merging in histogram id %lu: skip bad histo with minvalue %f maxvalue %f\n", Id, histo.GetMinValue(), histo.GetMaxValue());
return;
}
if (histo.FreqSize() == 0) {
return; // skip empty histos
}
if (histo.GetType() == HT_ADAPTIVE_DISTANCE_HISTOGRAM ||
histo.GetType() == HT_ADAPTIVE_WEIGHT_HISTOGRAM ||
histo.GetType() == HT_ADAPTIVE_WARD_HISTOGRAM ||
histo.GetType() == HT_ADAPTIVE_HISTOGRAM)
{
Y_ABORT_UNLESS(histo.FreqSize() == histo.PositionSize(), "Corrupted histo");
for (size_t j = 0; j < histo.FreqSize(); ++j) {
double value = histo.GetPosition(j);
double weight = histo.GetFreq(j);
if (!IsValidFloat(value) || !IsValidFloat(weight)) {
fprintf(stderr, "Merging in histogram id %lu: skip bad value %f weight %f\n", Id, value, weight);
continue;
}
Add(value, weight * multiplier);
}
MinValue = Min(MinValue, histo.GetMinValue());
MaxValue = Max(MaxValue, histo.GetMaxValue());
} else if (histo.GetType() == HT_FIXED_BIN_HISTOGRAM) {
double pos = histo.GetMinValue() + histo.GetBinRange() / 2.0;
for (size_t j = 0; j < histo.FreqSize(); ++j) {
double weight = histo.GetFreq(j);
if (!IsValidFloat(pos) || !IsValidFloat(weight)) {
fprintf(stderr, "Merging in histogram id %lu: skip bad value %f weight %f\n", Id, pos, weight);
pos += histo.GetBinRange();
continue;
}
Add(pos, weight * multiplier);
pos += histo.GetBinRange();
}
MinValue = Min(MinValue, histo.GetMinValue());
MaxValue = Max(MaxValue, histo.GetMaxValue());
} else {
ythrow yexception() << "Unknown THistogram type";
}
}
void TAdaptiveHistogram::Merge(const TVector<THistogram>& histogramsToMerge) {
for (size_t i = 0; i < histogramsToMerge.size(); ++i) {
Merge(histogramsToMerge[i], 1.0);
}
}
void TAdaptiveHistogram::Merge(TVector<IHistogramPtr> histogramsToMerge) {
TVector<IHistogramPtr> histogramsToMergeRepacked(0);
TVector<TAdaptiveHistogram*> histograms(0);
for (size_t i = 0; i < histogramsToMerge.size(); ++i) {
if (!histogramsToMerge[i] || histogramsToMerge[i]->Empty()) {
continue;
}
TAdaptiveHistogram* adaptiveHisto = dynamic_cast<TAdaptiveHistogram*>(histogramsToMerge[i].Get());
if (adaptiveHisto) {
histogramsToMergeRepacked.push_back(histogramsToMerge[i]);
} else {
histogramsToMergeRepacked.push_back(IHistogramPtr(new TAdaptiveHistogram(histogramsToMerge[i].Get(), Intervals, Id, CalcQuality))); // Convert histograms that are not of TFixedBinHistogram type
}
if (histogramsToMergeRepacked.back()->Empty()) {
continue;
}
histograms.push_back(dynamic_cast<TAdaptiveHistogram*>(histogramsToMergeRepacked.back().Get()));
}
if (histograms.size() == 0) {
return;
}
for (size_t histoIndex = 0; histoIndex < histograms.size(); ++histoIndex) {
TAdaptiveHistogram* histo = histograms[histoIndex];
for (TPairSet::const_iterator it = histo->Bins.begin(); it != histo->Bins.end(); ++it) {
Add(*it, true);
}
}
for (size_t i = 0; i < histograms.size(); ++i) {
MinValue = Min(MinValue, histograms[i]->MinValue);
MaxValue = Max(MaxValue, histograms[i]->MaxValue);
}
}
void TAdaptiveHistogram::Multiply(double factor) {
if (!IsValidFloat(factor) || factor <= 0) {
ythrow yexception() << "Not valid factor in IHistogram::Multiply(): " << factor;
}
Sum *= factor;
TPairSet newBins;
for (TPairSet::iterator it = Bins.begin(); it != Bins.end(); ++it) {
newBins.insert(TWeightedValue(it->first, it->second * factor));
}
Bins = newBins;
TPairSet newBinsByQuality;
for (TPairSet::iterator it = Bins.begin(); it != Bins.end(); ++it) {
TPairSet::iterator rightBin = it;
++rightBin;
if (rightBin == Bins.end()) {
break;
}
newBinsByQuality.insert(CalcQuality(*it, *rightBin));
}
BinsByQuality = newBinsByQuality;
}
void TAdaptiveHistogram::FromProto(const THistogram& histo) {
Y_ABORT_UNLESS(histo.HasType(), "Attempt to parse TAdaptiveHistogram from THistogram protobuf with no Type field set");
;
switch (histo.GetType()) { // check that histogram type could be deduced
case HT_ADAPTIVE_DISTANCE_HISTOGRAM:
case HT_ADAPTIVE_WEIGHT_HISTOGRAM:
case HT_ADAPTIVE_WARD_HISTOGRAM:
break; // ok
case HT_ADAPTIVE_HISTOGRAM:
if (CalcQuality != nullptr)
break; // ok
[[fallthrough]];
default: // not ok
ythrow yexception() << "Attempt to parse TAdaptiveHistogram from THistogram protobuf record of type = " << (ui32)histo.GetType();
}
if (histo.FreqSize() != histo.PositionSize()) {
ythrow yexception() << "Attempt to parse TAdaptiveHistogram from THistogram protobuf record where FreqSize != PositionSize. FreqSize == " << (ui32)histo.FreqSize() << ", PositionSize == " << (ui32)histo.PositionSize();
}
if (CalcQuality == nullptr) {
if (histo.GetType() == HT_ADAPTIVE_DISTANCE_HISTOGRAM) {
CalcQuality = CalcDistanceQuality;
} else if (histo.GetType() == HT_ADAPTIVE_WEIGHT_HISTOGRAM) {
CalcQuality = CalcWeightQuality;
} else if (histo.GetType() == HT_ADAPTIVE_WARD_HISTOGRAM) {
CalcQuality = CalcWardQuality;
} else {
ythrow yexception() << "Attempt to parse an HT_ADAPTIVE_HISTOGRAM without default quality function";
}
}
Id = histo.GetId();
Sum = 0.0;
Intervals = Max(Intervals, histo.FreqSize());
for (size_t i = 0; i < histo.FreqSize(); ++i) {
double value = histo.GetPosition(i);
double weight = histo.GetFreq(i);
if (!IsValidFloat(value) || !IsValidFloat(weight)) {
fprintf(stderr, "FromProto in histogram id %lu: skip bad value %f weight %f\n", Id, value, weight);
continue;
}
Add(value, weight);
}
if (!IsValidFloat(histo.GetMinValue()) || !IsValidFloat(histo.GetMaxValue())) {
ythrow yexception() << Sprintf("FromProto in histogram id %lu: skip bad histo with minvalue %f maxvalue %f", Id, histo.GetMinValue(), histo.GetMaxValue());
}
MinValue = histo.GetMinValue();
MaxValue = histo.GetMaxValue();
}
void TAdaptiveHistogram::ToProto(THistogram& histo) {
histo.Clear();
if (CalcQuality == CalcDistanceQuality) {
histo.SetType(HT_ADAPTIVE_DISTANCE_HISTOGRAM);
} else if (CalcQuality == CalcWeightQuality) {
histo.SetType(HT_ADAPTIVE_WEIGHT_HISTOGRAM);
} else if (CalcQuality == CalcWardQuality) {
histo.SetType(HT_ADAPTIVE_WARD_HISTOGRAM);
} else {
histo.SetType(HT_ADAPTIVE_HISTOGRAM);
}
histo.SetId(Id);
if (Empty()) {
return;
}
histo.SetMinValue(MinValue);
histo.SetMaxValue(MaxValue);
for (TPairSet::const_iterator it = Bins.begin(); it != Bins.end(); ++it) {
histo.AddFreq(it->second);
histo.AddPosition(it->first);
}
}
void TAdaptiveHistogram::SetId(ui64 id) {
Id = id;
}
ui64 TAdaptiveHistogram::GetId() {
return Id;
}
bool TAdaptiveHistogram::Empty() {
return Bins.size() == 0;
}
double TAdaptiveHistogram::GetMinValue() {
return MinValue;
}
double TAdaptiveHistogram::GetMaxValue() {
return MaxValue;
}
double TAdaptiveHistogram::GetSum() {
return Sum;
}
double TAdaptiveHistogram::GetSumInRange(double leftBound, double rightBound) {
if (leftBound > rightBound) {
return 0.0;
}
return GetSumAboveBound(leftBound) + GetSumBelowBound(rightBound) - Sum;
}
double TAdaptiveHistogram::GetSumAboveBound(double bound) {
if (Empty()) {
return 0.0;
}
if (bound < MinValue) {
return Sum;
}
if (bound > MaxValue) {
return 0.0;
}
if (!PrecomputedBins.empty()) {
return GetSumAboveBoundImpl(
bound,
PrecomputedBins,
LowerBound(PrecomputedBins.begin(), PrecomputedBins.end(), TFastBin{bound, -1.0, 0, 0}),
[](const auto& it) { return it->SumAbove; });
} else {
return GetSumAboveBoundImpl(
bound,
Bins,
Bins.lower_bound(TWeightedValue(bound, -1.0)),
[this](TPairSet::const_iterator rightBin) {
++rightBin;
double sum = 0;
for (TPairSet::const_iterator it = rightBin; it != Bins.end(); ++it) {
sum += it->second;
}
return sum;
});
}
}
double TAdaptiveHistogram::GetSumBelowBound(double bound) {
if (Empty()) {
return 0.0;
}
if (bound < MinValue) {
return 0.0;
}
if (bound > MaxValue) {
return Sum;
}
if (!PrecomputedBins.empty()) {
return GetSumBelowBoundImpl(
bound,
PrecomputedBins,
LowerBound(PrecomputedBins.begin(), PrecomputedBins.end(), TFastBin{bound, -1.0, 0, 0}),
[](const auto& it) { return it->SumBelow; });
} else {
return GetSumBelowBoundImpl(
bound,
Bins,
Bins.lower_bound(TWeightedValue(bound, -1.0)),
[this](TPairSet::const_iterator rightBin) {
double sum = 0;
for (TPairSet::iterator it = Bins.begin(); it != rightBin; ++it) {
sum += it->second;
}
return sum;
});
}
}
double TAdaptiveHistogram::CalcUpperBound(double sum) {
Y_ABORT_UNLESS(sum >= 0, "Sum must be >= 0");
if (sum == 0.0) {
return MinValue;
}
if (Empty()) {
return MaxValue;
}
TPairSet::iterator current = Bins.begin();
double gatheredSum = 0.0;
while (current != Bins.end() && gatheredSum < sum) {
gatheredSum += current->second;
++current;
}
--current;
if (gatheredSum < sum) {
return MaxValue;
}
TWeightedValue left(MinValue, 0.0);
TWeightedValue right(MaxValue, 0.0);
if (current != Bins.begin()) {
TPairSet::iterator leftBin = current;
--leftBin;
left = *leftBin;
}
{
TPairSet::iterator rightBin = current;
++rightBin;
if (rightBin != Bins.end()) {
right = *rightBin;
}
}
double sumToAdd = sum - (gatheredSum - current->second - left.second / 2);
if (sumToAdd <= ((current->second + left.second) / 2)) {
return left.first + 2 * sumToAdd * (current->first - left.first) / (current->second + left.second);
} else {
sumToAdd -= (current->second + left.second) / 2;
return current->first + 2 * sumToAdd * (right.first - current->first) / (right.second + current->second);
}
}
double TAdaptiveHistogram::CalcLowerBound(double sum) {
Y_ABORT_UNLESS(sum >= 0, "Sum must be >= 0");
if (sum == 0.0) {
return MaxValue;
}
if (Empty()) {
return MinValue;
}
TPairSet::iterator current = Bins.end();
double gatheredSum = 0.0;
while (current != Bins.begin() && gatheredSum < sum) {
--current;
gatheredSum += current->second;
}
if (gatheredSum < sum) {
return MinValue;
}
TWeightedValue left(MinValue, 0.0);
TWeightedValue right(MaxValue, 0.0);
if (current != Bins.begin()) {
TPairSet::iterator leftBin = current;
--leftBin;
left = *leftBin;
}
{
TPairSet::iterator rightBin = current;
++rightBin;
if (rightBin != Bins.end()) {
right = *rightBin;
}
}
double sumToAdd = sum - (gatheredSum - current->second - right.second / 2);
if (sumToAdd <= ((current->second + right.second) / 2)) {
return right.first - 2 * sumToAdd * (right.first - current->first) / (current->second + right.second);
} else {
sumToAdd -= (current->second + right.second) / 2;
return current->first - 2 * sumToAdd * (current->first - left.first) / (left.second + current->second);
}
}
double TAdaptiveHistogram::CalcUpperBoundSafe(double sum) {
if (!Empty()) {
sum = Max(Bins.begin()->second, sum);
}
return CalcUpperBound(sum);
}
double TAdaptiveHistogram::CalcLowerBoundSafe(double sum) {
if (!Empty()) {
sum = Max(Bins.rbegin()->second, sum);
}
return CalcLowerBound(sum);
}
void TAdaptiveHistogram::FromIHistogram(IHistogram* histo) {
if (!histo) {
ythrow yexception() << "Attempt to create TAdaptiveHistogram from a NULL pointer";
}
if (CalcQuality == CalcWardQuality) {
ythrow yexception() << "Not implemented";
} else if (CalcQuality != CalcDistanceQuality && CalcQuality != CalcWeightQuality) {
ythrow yexception() << "Attempt to create TAdaptiveHistogram from a pointer without default CalcQuality";
}
Id = histo->GetId();
if (histo->Empty()) {
return;
}
double sum = histo->GetSum();
double minValue = histo->GetMinValue();
double maxValue = histo->GetMaxValue();
if (minValue == maxValue) {
Add(minValue, sum);
return;
}
if (CalcQuality == CalcDistanceQuality) {
double binRange = (maxValue - minValue) / (Intervals);
for (size_t i = 0; i < Intervals; ++i) {
Add(minValue + binRange * (i + 0.5), histo->GetSumInRange(minValue + binRange * i, minValue + binRange * (i + 1)));
}
} else if (CalcQuality == CalcWeightQuality && sum != 0.0) {
double slab = sum / Intervals;
double prevBound = minValue;
for (size_t i = 0; i < Intervals; ++i) {
double bound = histo->CalcUpperBound(slab * (i + 1));
Add((bound + prevBound) / 2, slab);
prevBound = bound;
}
}
MinValue = minValue;
MaxValue = maxValue;
}
void TAdaptiveHistogram::Add(const TWeightedValue& weightedValue, bool initial) {
const double& value = weightedValue.first;
const double& weight = weightedValue.second;
if (weight <= 0.0) {
return; // all zero-weighted values should be skipped because they don't affect the distribution, negative weights are forbidden
}
if (initial) {
Sum += weight;
}
if (Bins.size() == 0) {
MinValue = value;
MaxValue = value;
Bins.insert(weightedValue);
return;
}
if (value < MinValue) {
MinValue = value;
}
if (value > MaxValue) {
MaxValue = value;
}
TPairSet::iterator rightBin = Bins.lower_bound(TWeightedValue(value, -1.0));
if (rightBin != Bins.end() && rightBin->first == value) {
TPairSet::iterator currentBin = rightBin;
++rightBin;
TWeightedValue newBin(value, weight + currentBin->second);
if (rightBin != Bins.end()) {
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*currentBin, *rightBin)) == 1, "Erase failed");
BinsByQuality.insert(CalcQuality(newBin, *rightBin));
}
if (currentBin != Bins.begin()) {
TPairSet::iterator leftBin = currentBin;
--leftBin;
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*leftBin, *currentBin)) == 1, "Erase failed");
BinsByQuality.insert(CalcQuality(*leftBin, newBin));
}
Bins.erase(currentBin);
Bins.insert(newBin);
return;
}
if (rightBin == Bins.begin()) {
BinsByQuality.insert(CalcQuality(weightedValue, *rightBin));
} else {
TPairSet::iterator leftBin = rightBin;
--leftBin;
if (rightBin == Bins.end()) {
BinsByQuality.insert(CalcQuality(*leftBin, weightedValue));
} else {
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*leftBin, *rightBin)) == 1, "Erase failed");
BinsByQuality.insert(CalcQuality(*leftBin, weightedValue));
BinsByQuality.insert(CalcQuality(weightedValue, *rightBin));
}
}
Bins.insert(weightedValue);
if (Bins.size() > Intervals) {
Shrink();
}
}
void TAdaptiveHistogram::Erase(double value) {
TPairSet::iterator currentBin = Bins.lower_bound(TWeightedValue(value, -1.0));
Y_ABORT_UNLESS(currentBin != Bins.end() && currentBin->first == value, "Can't find bin that should be erased");
TPairSet::iterator rightBin = currentBin;
++rightBin;
if (currentBin == Bins.begin()) {
Y_ABORT_UNLESS(rightBin != Bins.end(), "No right bin for the first bin");
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*currentBin, *rightBin)) != 0, "Erase failed");
} else {
TPairSet::iterator leftBin = currentBin;
--leftBin;
if (rightBin == Bins.end()) {
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*leftBin, *currentBin)) != 0, "Erase failed");
} else {
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*leftBin, *currentBin)) != 0, "Erase failed");
Y_ABORT_UNLESS(BinsByQuality.erase(CalcQuality(*currentBin, *rightBin)) != 0, "Erase failed");
BinsByQuality.insert(CalcQuality(*leftBin, *rightBin));
}
}
Bins.erase(currentBin);
}
void TAdaptiveHistogram::Shrink() {
TPairSet::iterator worstBin = BinsByQuality.begin();
Y_ABORT_UNLESS(worstBin != BinsByQuality.end(), "No right bin for the first bin");
TPairSet::iterator leftBin = Bins.lower_bound(TWeightedValue(worstBin->second, -1.0));
Y_ABORT_UNLESS(leftBin != Bins.end() && leftBin->first == worstBin->second, "Can't find worst bin");
TPairSet::iterator rightBin = leftBin;
++rightBin;
Y_ABORT_UNLESS(rightBin != Bins.end(), "Can't find right bin");
TWeightedValue newBin((leftBin->first * leftBin->second + rightBin->first * rightBin->second) / (leftBin->second + rightBin->second), leftBin->second + rightBin->second);
if (Bins.size() > 2) {
Erase(leftBin->first);
Erase(rightBin->first);
} else {
Bins.clear();
BinsByQuality.clear();
}
Add(newBin, false);
}
void TAdaptiveHistogram::PrecomputePartialSums() {
PrecomputedBins.clear();
PrecomputedBins.reserve(Bins.size());
double currentSum = 0;
for (const auto& bin : Bins) {
PrecomputedBins.emplace_back(bin.first, bin.second, currentSum, Sum - currentSum - bin.second);
currentSum += bin.second;
}
}
template <typename TBins, typename TGetSumAbove>
double TAdaptiveHistogram::GetSumAboveBoundImpl(double bound, const TBins& bins, typename TBins::const_iterator rightBin, const TGetSumAbove& getSumAbove) const {
typename TBins::value_type left(MinValue, 0.0);
typename TBins::value_type right(MaxValue, 0.0);
if (rightBin != bins.end()) {
right = *rightBin;
}
if (rightBin != bins.begin()) {
typename TBins::const_iterator leftBin = rightBin;
--leftBin;
left = *leftBin;
}
double sum = (right.second / 2) + ((right.first == left.first) ? ((left.second + right.second) / 2) : (((left.second + right.second) / 2) * (right.first - bound) / (right.first - left.first)));
if (rightBin == bins.end()) {
return sum;
}
sum += getSumAbove(rightBin);
return sum;
}
template <typename TBins, typename TGetSumBelow>
double TAdaptiveHistogram::GetSumBelowBoundImpl(double bound, const TBins& bins, typename TBins::const_iterator rightBin, const TGetSumBelow& getSumBelow) const {
typename TBins::value_type left(MinValue, 0.0);
typename TBins::value_type right(MaxValue, 0.0);
if (rightBin != bins.end()) {
right = *rightBin;
}
if (rightBin != bins.begin()) {
typename TBins::const_iterator leftBin = rightBin;
--leftBin;
left = *leftBin;
}
double sum = (left.second / 2) + ((right.first == left.first) ? ((left.second + right.second) / 2) : (((left.second + right.second) / 2) * (bound - left.first) / (right.first - left.first)));
if (rightBin == bins.begin()) {
return sum;
}
--rightBin;
sum += getSumBelow(rightBin);
return sum;
}
}
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