burningice2012 opened a new issue #8095: Incorrect quantiles result produed by quantilesDoublesSketch URL: https://github.com/apache/incubator-druid/issues/8095 ### Affected Version 0.13.0 ### Description I'm encountering a problem when using quantiles sketch in druid, for some specific intervals, I got weird quantile results, sometimes even with unreasonable results, e.g. p50 > p99. Here's the case: 1. Data stored in druid segment looks like this: Query: { "queryType": "select", "dataSource": "actiondata", "intervals": ["2019-07-12T08:01:00.000Z/2019-07-12T08:03:00.000Z"], "dimensions":["app_id", "app_version_id"], "metrics":["count", "duration_quantiles"], "filter": {"dimension": "app_id", "type": "selector", "value": "14"}, "granularity": "minute", "pagingSpec":{"pagingIdentifiers": {}, "threshold":5000} } * Where the metric count is of type longSum, and duration_quantiles, quantilesDoublesSketch. And SUM(count) should be equals to DoublesSketch_from_duration_quantiles.getN(). Response: [ { "timestamp" : "2019-07-12T08:01:00.000Z", "result" : { "pagingIdentifiers" : { "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z" : 1 }, "dimensions" : ["app_id"], "metrics" : [ "count", "duration_quantiles" ], "events" : [ { "segmentId" : "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z", "offset" : 0, "event" : { "timestamp" : "2019-07-12T08:01:00.000Z", "app_id" : "14", "app_version_id" : "3132", "count" : 8279, "duration_quantiles" : 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} }, { "segmentId" : "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z", "offset" : 1, "event" : { "timestamp" : "2019-07-12T08:01:00.000Z", "app_id" : "14", "app_version_id" : "3133", "count" : 11028, "duration_quantiles" : 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} } ] } }, { "timestamp" : "2019-07-12T08:02:00.000Z", "result" : { "pagingIdentifiers" : { "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z" : 1 }, "dimensions" : [ "instance_id", "tx_biz_system_id", "action_type", "action_id", "tx_action_type", "data_type", "tx_application_id", "tx_action_id", "application_id", "service_group_id", "biz_system_id" ], "metrics" : [ "resp_time", "count", "success_count", "slow_count", "resp_time_his" ], "events" : [ { "segmentId" : "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z", "offset" : 0, "event" : { "timestamp" : "2019-07-12T08:02:00.000Z", "app_id" : "14", "app_version_id" : "3132", "count" : 7883, "duration_quantiles" : 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} }, { "segmentId" : "actiondata_2019-07-12T08:01:00.000Z_2019-07-12T08:03:00.000Z_2019-07-12T06:01:02.976Z", "offset" : 1, "event" : { "timestamp" : "2019-07-12T08:02:00.000Z", "app_id" : "14", "app_version_id" : "3133", "count" : 7550, "duration_quantiles" : 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} } ] } } ] 2. When I run a groupBy query like this: Query: { "queryType": "groupBy", "dataSource": "actiondata", "intervals": ["2019-07-12T08:01:00.000Z/2019-07-12T08:03:00.000Z"], "dimensions":["app_id"], "filter": {"dimension": "app_id", "type": "selector", "value": "14"}, "granularity":"all", "aggregations": [ { "fieldName": "duration_quantiles", "k": 256, "name": "duration_quantiles", "type": "quantilesDoublesSketch"} ], "postAggregations": [ { "type": "quantilesDoublesSketchToQuantiles", "name": "duration_q", "field": { "fieldName": "duration_quantiles", "name": null, "type": "fieldAccess" }, "fractions": [0.50, 0.80, 0.95, 0.99] } ] } Response: [ { "version": "v1", "timestamp": "2019-07-12T08:01:00.000Z", "event": { "appId": "14", "duration_quantiles": 34740, "duration_q": [0.0, 0.0, 0.0, 46.0] } } ] As we can see, the actual merged result of the 4 sketches of duration_quantiles is [0.0, 0.0, 0.0, 46.0] for fractions: [0.5, 0.8, 0.95, 0.99]. BUT, if we union the 4 sketches (from the select query of step 1) using Yahoo's DoublesSketch lib directly, we got quite different result: String[] sketches_base64 = new String[] { 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}; DoublesUnion union = DoublesUnion.builder().setMaxK(256).build(); for (String encodedSketch : sketches_base64) { DoublesSketch sketch = DoublesSketchOperations.deserializeFromBase64EncodedString(encodedSketch); union.update(sketch); } UpdateDoublesSketch unioned = union.getResult(); System.out.println("expected quantiles: " + Arrays.toString(unioned.getQuantiles(new double[] {0.5, 0.8, 0.95, 0.99}))); With output(expected quantiles) like this: ------------------------------------------- expected quantiles: [1.0, 7.0, 60.0, 368.0] The actual merged result of quantilesDoublesSketch deviated significantly from the expected result. Note that different orders of input sketches to union may result in different merged results slightly, but not that much. I tried all arrangements of the 4 sketches to union, none of them results in the result [0.0, 0.0, 0.0, 46.0]! 3. When I split the 2-minute interval into 2 1-minute intervals, both return correct results: Query: { "queryType": "groupBy", "dataSource": "actiondata", "intervals": ["2019-07-12T08:01:00.000Z/2019-07-12T08:02:00.000Z"], ... } Response: [ { "version": "v1", "timestamp": "2019-07-12T08:01:00.000Z", "event": { "appId": "14", "duration_quantiles": 19307, "duration_q": [1.0, 7.0, 51.0, 685.0] } } ] Query: { "queryType": "groupBy", "dataSource": "actiondata", "intervals": ["2019-07-12T08:02:00.000Z/2019-07-12T08:03:00.000Z"], ... } Response: [ { "version": "v1", "timestamp": "2019-07-12T08:02:00.000Z", "event": { "appId": "14", "duration_quantiles": 15433, "duration_q": [1.0, 7.0, 35.0, 799.0] } } ] I'm trying to debug this issue, adding some debugging log to: DoublesSketchOperations#deserializeFromBase64EncodedString DoublesSketchOperations#deserializeFromByteArray DoublesSketchAggregatorFactory#combine DoublesSketchAggregatorFactory#makeAggregateCombiner#fold DoublesSketchToQuantilesPostAggregator#compute like this: public static DoublesSketch deserializeFromBase64EncodedString(final String str) { log.debug("deser sketch: " + str); return deserializeFromByteArray(Base64.decodeBase64(str.getBytes(StandardCharsets.UTF_8))); } public static DoublesSketch deserializeFromByteArray(final byte[] data) { log.debug("deser sketch(bin): " + Base64.encodeBase64String(data)); return DoublesSketch.wrap(Memory.wrap(data)); } As the raw data in the segment seems ok, something must happened at merging/combining phase of sketches. So I add debugging log to all possible places: deserializing, combining, folding. But, sadly, it's not working.... As a result, debugging log of deserializing of the final sketch (deser sketch(bin): ...) was found in the log, but not the original 4 sketches. And the debugging log of combining/merging was not found either, neither in the log of broker node nor the historical nodes. I also tried disabled the cache by setting useCache/populateCache to false in the context, nothing happened. But when did the original 4 sketches get deserialized and merged? I'm not quite familiar with the architecture or sourcecode of druid, can anyone give me some hints, to help me proceed? Thanks a lot!
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