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CountMinSketch.java
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CountMinSketch.java
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/*
* Licensed 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 com.clearspring.analytics.stream.frequency;
import java.io.ByteArrayInputStream;
import java.io.ByteArrayOutputStream;
import java.io.DataInputStream;
import java.io.DataOutputStream;
import java.io.IOException;
import java.util.Arrays;
import java.util.Random;
import com.clearspring.analytics.stream.membership.Filter;
/**
* Count-Min Sketch datastructure.
* An Improved Data Stream Summary: The Count-Min Sketch and its Applications
* http://www.eecs.harvard.edu/~michaelm/CS222/countmin.pdf
*/
public class CountMinSketch implements IFrequency {
public static final long PRIME_MODULUS = (1L << 31) - 1;
int depth;
int width;
long[][] table;
long[] hashA;
long size;
double eps;
double confidence;
CountMinSketch() {
}
public CountMinSketch(int depth, int width, int seed) {
this.depth = depth;
this.width = width;
this.eps = 2.0 / width;
this.confidence = 1 - 1 / Math.pow(2, depth);
initTablesWith(depth, width, seed);
}
public CountMinSketch(double epsOfTotalCount, double confidence, int seed) {
// 2/w = eps ; w = 2/eps
// 1/2^depth <= 1-confidence ; depth >= -log2 (1-confidence)
this.eps = epsOfTotalCount;
this.confidence = confidence;
this.width = (int) Math.ceil(2 / epsOfTotalCount);
this.depth = (int) Math.ceil(-Math.log(1 - confidence) / Math.log(2));
initTablesWith(depth, width, seed);
}
CountMinSketch(int depth, int width, int size, long[] hashA, long[][] table) {
this.depth = depth;
this.width = width;
this.eps = 2.0 / width;
this.confidence = 1 - 1 / Math.pow(2, depth);
this.hashA = hashA;
this.table = table;
this.size = size;
}
private void initTablesWith(int depth, int width, int seed) {
this.table = new long[depth][width];
this.hashA = new long[depth];
Random r = new Random(seed);
// We're using a linear hash functions
// of the form (a*x+b) mod p.
// a,b are chosen independently for each hash function.
// However we can set b = 0 as all it does is shift the results
// without compromising their uniformity or independence with
// the other hashes.
for (int i = 0; i < depth; ++i) {
hashA[i] = r.nextInt(Integer.MAX_VALUE);
}
}
public double getRelativeError() {
return eps;
}
public double getConfidence() {
return confidence;
}
int hash(long item, int i) {
long hash = hashA[i] * item;
// A super fast way of computing x mod 2^p-1
// See http://www.cs.princeton.edu/courses/archive/fall09/cos521/Handouts/universalclasses.pdf
// page 149, right after Proposition 7.
hash += hash >> 32;
hash &= PRIME_MODULUS;
// Doing "%" after (int) conversion is ~2x faster than %'ing longs.
return ((int) hash) % width;
}
@Override
public void add(long item, long count) {
if (count < 0) {
// Actually for negative increments we'll need to use the median
// instead of minimum, and accuracy will suffer somewhat.
// Probably makes sense to add an "allow negative increments"
// parameter to constructor.
throw new IllegalArgumentException("Negative increments not implemented");
}
for (int i = 0; i < depth; ++i) {
table[i][hash(item, i)] += count;
}
size += count;
}
@Override
public void add(String item, long count) {
if (count < 0) {
// Actually for negative increments we'll need to use the median
// instead of minimum, and accuracy will suffer somewhat.
// Probably makes sense to add an "allow negative increments"
// parameter to constructor.
throw new IllegalArgumentException("Negative increments not implemented");
}
int[] buckets = Filter.getHashBuckets(item, depth, width);
for (int i = 0; i < depth; ++i) {
table[i][buckets[i]] += count;
}
size += count;
}
@Override
public long size() {
return size;
}
/**
* The estimate is correct within 'epsilon' * (total item count),
* with probability 'confidence'.
*/
@Override
public long estimateCount(long item) {
long res = Long.MAX_VALUE;
for (int i = 0; i < depth; ++i) {
res = Math.min(res, table[i][hash(item, i)]);
}
return res;
}
@Override
public long estimateCount(String item) {
long res = Long.MAX_VALUE;
int[] buckets = Filter.getHashBuckets(item, depth, width);
for (int i = 0; i < depth; ++i) {
res = Math.min(res, table[i][buckets[i]]);
}
return res;
}
/**
* Merges count min sketches to produce a count min sketch for their combined streams
*
* @param estimators
* @return merged estimator or null if no estimators were provided
* @throws CMSMergeException if estimators are not mergeable (same depth, width and seed)
*/
public static CountMinSketch merge(CountMinSketch... estimators) throws CMSMergeException {
CountMinSketch merged = null;
if (estimators != null && estimators.length > 0) {
int depth = estimators[0].depth;
int width = estimators[0].width;
long[] hashA = Arrays.copyOf(estimators[0].hashA, estimators[0].hashA.length);
long[][] table = new long[depth][width];
int size = 0;
for (CountMinSketch estimator : estimators) {
if (estimator.depth != depth) {
throw new CMSMergeException("Cannot merge estimators of different depth");
}
if (estimator.width != width) {
throw new CMSMergeException("Cannot merge estimators of different width");
}
if (!Arrays.equals(estimator.hashA, hashA)) {
throw new CMSMergeException("Cannot merge estimators of different seed");
}
for (int i = 0; i < table.length; i++) {
for (int j = 0; j < table[i].length; j++) {
table[i][j] += estimator.table[i][j];
}
}
size += estimator.size;
}
merged = new CountMinSketch(depth, width, size, hashA, table);
}
return merged;
}
public static byte[] serialize(CountMinSketch sketch) {
ByteArrayOutputStream bos = new ByteArrayOutputStream();
DataOutputStream s = new DataOutputStream(bos);
try {
s.writeLong(sketch.size);
s.writeInt(sketch.depth);
s.writeInt(sketch.width);
for (int i = 0; i < sketch.depth; ++i) {
s.writeLong(sketch.hashA[i]);
for (int j = 0; j < sketch.width; ++j) {
s.writeLong(sketch.table[i][j]);
}
}
return bos.toByteArray();
} catch (IOException e) {
// Shouldn't happen
throw new RuntimeException(e);
}
}
public static CountMinSketch deserialize(byte[] data) {
ByteArrayInputStream bis = new ByteArrayInputStream(data);
DataInputStream s = new DataInputStream(bis);
try {
CountMinSketch sketch = new CountMinSketch();
sketch.size = s.readLong();
sketch.depth = s.readInt();
sketch.width = s.readInt();
sketch.eps = 2.0 / sketch.width;
sketch.confidence = 1 - 1 / Math.pow(2, sketch.depth);
sketch.hashA = new long[sketch.depth];
sketch.table = new long[sketch.depth][sketch.width];
for (int i = 0; i < sketch.depth; ++i) {
sketch.hashA[i] = s.readLong();
for (int j = 0; j < sketch.width; ++j) {
sketch.table[i][j] = s.readLong();
}
}
return sketch;
} catch (IOException e) {
// Shouldn't happen
throw new RuntimeException(e);
}
}
@SuppressWarnings("serial")
protected static class CMSMergeException extends FrequencyMergeException {
public CMSMergeException(String message) {
super(message);
}
}
}