KLL sketch #12498
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| --- | ||
| id: datasketches-kll | ||
| title: "DataSketches KLL Sketch module" | ||
| --- | ||
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| <!-- | ||
| ~ Licensed to the Apache Software Foundation (ASF) under one | ||
| ~ or more contributor license agreements. See the NOTICE file | ||
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| ~ http://www.apache.org/licenses/LICENSE-2.0 | ||
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| ~ under the License. | ||
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| This module provides Apache Druid aggregators based on numeric quantiles KllFloatsSketch and KllDoublesSketch from [Apache DataSketches](https://datasketches.apache.org/) library. KLL quantiles sketch is a mergeable streaming algorithm to estimate the distribution of values, and approximately answer queries about the rank of a value, probability mass function of the distribution (PMF) or histogram, cumulative distribution function (CDF), and quantiles (median, min, max, 95th percentile and such). See [Quantiles Sketch Overview](https://datasketches.apache.org/docs/Quantiles/QuantilesOverview). This document applies to both KllFloatsSketch and KllDoublesSketch. Only one of them will be used in the examples. | ||
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| There are three major modes of operation: | ||
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| 1. Ingesting sketches built outside of Druid (say, with Pig or Hive) | ||
| 2. Building sketches from raw data during ingestion | ||
| 3. Building sketches from raw data at query time | ||
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| To use this aggregator, make sure you [include](../../development/extensions.md#loading-extensions) the extension in your config file: | ||
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| ``` | ||
| druid.extensions.loadList=["druid-datasketches"] | ||
| ``` | ||
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| ### Aggregator | ||
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| The result of the aggregation is a KllFloatsSketch or KllDoublesSketch that is the union of all sketches either built from raw data or read from the segments. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketch", | ||
| "name" : <output_name>, | ||
| "fieldName" : <metric_name>, | ||
| "k": <parameter that controls size and accuracy> | ||
| } | ||
| ``` | ||
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| |property|description|required?| | ||
| |--------|-----------|---------| | ||
| |type|This String should be "KllFloatsSketch" or "KllDoublesSketch"|yes| | ||
| |name|A String for the output (result) name of the calculation.|yes| | ||
| |fieldName|A String for the name of the input field (can contain sketches or raw numeric values).|yes| | ||
| |k|Parameter that determines the accuracy and size of the sketch. Higher k means higher accuracy but more space to store sketches. Must be from 8 to 65535.|no, defaults to 200| | ||
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There was a problem hiding this comment. Is there a table available of k -> space required and expected accuracy? Would be great to provide some additional guidance to users about this. It's the most common question I get about using sketches in Druid. There was a problem hiding this comment. I am working on adding such a table on our web site, and I will refer to it here |
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| |maxStreamLength|This parameter defines the number of items presented to each sketch before it might, in the context of a BufferAggregator, grow larger than a preallocated memory region and need to move on heap. Ideally just a few sketches should grow that large.|no, defaults to 1000000000| | ||
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There was a problem hiding this comment. Users won't necessarily know what BufferAggregators are, since they're an implementation detail. Suggested alternate wording:
This raises the question in users' minds: why not set it to some huge value like There was a problem hiding this comment. OK, I like your suggestion to reword. And again we need a table of sketch sizes, which I will provide. |
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| ### Post Aggregators | ||
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| #### Quantile | ||
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| This returns an approximation to the value that would be preceded by a given fraction of a hypothetical sorted version of the input stream. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToQuantile", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)>, | ||
| "fraction" : <fractional position in the hypothetical sorted stream, number from 0 to 1 inclusive> | ||
| } | ||
| ``` | ||
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| #### Quantiles | ||
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| This returns an array of quantiles corresponding to a given array of fractions | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToQuantiles", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)>, | ||
| "fractions" : <array of fractional positions in the hypothetical sorted stream, number from 0 to 1 inclusive> | ||
| } | ||
| ``` | ||
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| #### Histogram | ||
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| This returns an approximation to the histogram given an array of split points that define the histogram bins or a number of bins (not both). An array of <i>m</i> unique, monotonically increasing split points divide the real number line into <i>m+1</i> consecutive disjoint intervals. The definition of an interval is inclusive of the left split point and exclusive of the right split point. If the number of bins is specified instead of split points, the interval between the minimum and maximum values is divided into the given number of equally-spaced bins. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToHistogram", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)>, | ||
| "splitPoints" : <array of split points (optional)>, | ||
| "numBins" : <number of bins (optional, defaults to 10)> | ||
| } | ||
| ``` | ||
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| #### Rank | ||
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| This returns an approximation to the rank of a given value that is the fraction of the distribution less than that value. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToRank", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)>, | ||
| "value" : <value> | ||
| } | ||
| ``` | ||
| #### CDF | ||
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| This returns an approximation to the Cumulative Distribution Function given an array of split points that define the edges of the bins. An array of <i>m</i> unique, monotonically increasing split points divide the real number line into <i>m+1</i> consecutive disjoint intervals. The definition of an interval is inclusive of the left split point and exclusive of the right split point. The resulting array of fractions can be viewed as ranks of each split point with one additional rank that is always 1. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToCDF", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)>, | ||
| "splitPoints" : <array of split points> | ||
| } | ||
| ``` | ||
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| #### Sketch Summary | ||
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| This returns a summary of the sketch that can be used for debugging. This is the result of calling toString() method. | ||
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| ```json | ||
| { | ||
| "type" : "KllDoublesSketchToString", | ||
| "name": <output name>, | ||
| "field" : <post aggregator that refers to a KllDoublesSketch (fieldAccess or another post aggregator)> | ||
| } | ||
| ``` | ||
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@clintropolis what are your thoughts on the implications of adding float array? Do we need to update any other code?
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Float arrays are allowed to exist in the type system, we just didn't have anything producing them so I didn't make a constant for it. The type system even allows nested arrays if
druid.expressions.allowNestedArraysis true (but it is off by default), so there should be no problem with it. I will ensure thatfloat[]is handled correctly in the expression system when I make the other adjustments.