xiangfu0 commented on code in PR #19795:
URL: https://github.com/apache/pinot/pull/19795#discussion_r4227827748
##########
pinot-segment-local/src/main/java/org/apache/pinot/segment/local/aggregator/PercentileTDigestValueAggregator.java:
##########
@@ -392,7 +448,7 @@ public Collection<Centroid> centroids() {
List<Centroid> centroids = getAllCentroids();
List<Centroid> copies = new ArrayList<>(centroids.size());
for (Centroid centroid : centroids) {
- copies.add(Centroid.createWeighted(centroid.mean(), centroid.count(),
centroid.data()));
+ copies.add(new Centroid(centroid.mean(), centroid.weight()));
Review Comment:
Fixed in
[d27edc192f](https://github.com/apache/pinot/commit/d27edc192f9440dd7bd2c15a56d44cb1e250a84f).
centroids() now returns the independently created getAllCentroids() list
directly. Centroid fields remain final and immutable, so the second list and
copied centroid objects are unnecessary; existing wrapper
ownership/serialization tests pass.
##########
pinot-segment-local/src/main/java/org/apache/pinot/segment/local/customobject/PercentileTDigestAccumulator.java:
##########
@@ -0,0 +1,1687 @@
+/**
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you 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 org.apache.pinot.segment.local.customobject;
+
+import java.nio.ByteBuffer;
+import java.util.ArrayList;
+import java.util.Arrays;
+import java.util.Collection;
+import java.util.List;
+import org.apache.pinot.segment.local.utils.TDigestUtils;
+import
org.apache.pinot.segment.local.utils.TDigestUtils.SerializedTDigestMetadata;
+import org.apache.pinot.segment.spi.customobject.TDigest;
+import org.slf4j.Logger;
+import org.slf4j.LoggerFactory;
+
+
+/// Accumulates raw values and serialized TDigests into primitive centroids
using Pinot's K1 weight-limit rule.
+///
+/// Raw values are sorted in small batches; serialized centroids retain their
existing sorted order. Both are
+/// linearly merged with accumulated centroids. K1 preserves Pinot's existing
middle-quantile behavior, and the
+/// legacy verbose and small encodings preserve stored data and mixed-version
wire compatibility.
+///
+/// Serialized state keeps its first digest pending and allocates centroid
buffers only when another input must be
+/// merged or the digest is queried. Raw-value buffers remain unallocated
until a raw value is added.
+///
+/// Historical corrupted payloads remain opaque and byte-exact, with NaN
statistics. Their reported historical mass
+/// may be invalid; they cannot be mutated or mixed with another distribution.
Such an operation fails before
+/// changing aggregate mass, because neither invented statistics nor synthetic
NaN bytes are safe for old readers.
+///
+/// Instances are externally serialized per aggregation or group key and are
not safe for concurrent mutation.
+public final class PercentileTDigestAccumulator extends TDigest {
+ private static final Logger LOGGER =
LoggerFactory.getLogger(PercentileTDigestAccumulator.class);
+ private static final int MIN_RAW_BUFFER_SIZE = 256;
+ private static final int MAX_RAW_BUFFER_SIZE = 10_000;
+ private static final int MIN_COMPRESSION = 10;
+ private static final int TWO_LEVEL_COMPRESSION_MULTIPLIER = 2;
+ private static final int MIN_INCREMENTAL_COMPRESSION = 50;
+
+ private final double _compression;
+ private final boolean _useTwoLevelRawCompression;
+ private final double _workingCompression;
+ private final double _publicMaxWeightScale;
+ private final double _workingMaxWeightScale;
+ private final int _centroidCapacity;
+ private final int _pendingCentroidCapacity;
+ private double[] _rawValues;
+ private double[] _centroidMeans;
+ private double[] _centroidWeights;
+ private double[] _outputMeans;
+ private double[] _outputWeights;
+ private double[] _incomingMeans;
+ private double[] _incomingWeights;
+ private double[] _sortedIncomingMeans;
+ private double[] _sortedIncomingWeights;
+ private SerializedTDigestInput _serializedTDigestInput;
+ private byte[] _pendingSerializedTDigest;
+ private byte[] _originalFractionalBytes;
+ private SerializedTDigestMetadata _pendingSerializedMetadata;
+ private boolean _legacyDegraded;
+ private byte[] _serializedBytesForWrite;
+ private boolean _hasFractionalWeights;
+
+ private int _numRawValues;
+ private int _numCentroids;
+ private int _numIncomingCentroids;
+ private int _serializedMainCapacity;
+ private int _serializedBufferCapacity;
+ private int _mergeCount;
+ private boolean _publiclyCompressed;
+ private boolean _incomingCentroidsSorted = true;
+ private double _totalWeight;
+ private double _incomingWeight;
+ private double _min = Double.POSITIVE_INFINITY;
+ private double _max = Double.NEGATIVE_INFINITY;
+
+ public PercentileTDigestAccumulator(int compression) {
+ this(positiveCompression(compression), true, true);
+ }
+
+ public PercentileTDigestAccumulator(double compression) {
+ this(compression, true, true);
+ }
+
+ private PercentileTDigestAccumulator(double compression, boolean
allocateRawBuffer, boolean allocateMergeBuffers) {
+ this(compression, allocateRawBuffer, allocateMergeBuffers, false);
+ }
+
+ private PercentileTDigestAccumulator(double compression, boolean
allocateRawBuffer, boolean allocateMergeBuffers,
+ boolean useTwoLevelRawCompression) {
+ TDigestUtils.validateCompression(compression);
+ _useTwoLevelRawCompression = useTwoLevelRawCompression;
+ _compression = Math.max(MIN_COMPRESSION, compression);
+ _workingCompression = TWO_LEVEL_COMPRESSION_MULTIPLIER * _compression;
+ _publicMaxWeightScale = calculateK1MaxWeightScale(_compression);
+ _workingMaxWeightScale = calculateK1MaxWeightScale(_workingCompression);
+ long roundedCompression = (long) Math.ceil(_compression);
+ _centroidCapacity = TDigestUtils.getDefaultCentroidCapacity(_compression);
+ _pendingCentroidCapacity = getPendingCentroidCapacity(_centroidCapacity);
+ if (allocateRawBuffer) {
+ _rawValues = new double[getRawBufferSize(roundedCompression)];
+ }
+ if (allocateMergeBuffers) {
+ int initialCapacity = Math.min(_centroidCapacity, MIN_RAW_BUFFER_SIZE);
+ _centroidMeans = new double[initialCapacity];
+ _centroidWeights = new double[initialCapacity];
+ _outputMeans = new double[initialCapacity];
+ _outputWeights = new double[initialCapacity];
+ }
+ }
+
+ /// Creates a lazy digest with the legacy two-level compression used by
Star-tree and general digest aggregation.
+ public static PercentileTDigestAccumulator forLegacyAggregation(double
compression) {
+ return new PercentileTDigestAccumulator(compression, false, false, true);
+ }
+
+ public static PercentileTDigestAccumulator forSerializedTDigest(byte[]
bytes) {
+ return new PercentileTDigestAccumulator(readCompression(bytes), false,
false);
+ }
+
+ public static PercentileTDigestAccumulator
forSerializedTDigest(SerializedTDigestInput input) {
+ return new PercentileTDigestAccumulator(input._compression, false, false);
+ }
+
+ public static PercentileTDigestAccumulator
forSerializedTDigestWithMergeBuffers(byte[] bytes) {
+ return new PercentileTDigestAccumulator(readCompression(bytes), false,
true);
+ }
+
+ public static PercentileTDigestAccumulator forSerializedTDigest(ByteBuffer
input) {
+ SerializedTDigestInput serialized = new SerializedTDigestInput();
+ serialized.reset(input);
+ PercentileTDigestAccumulator accumulator =
forSerializedTDigest(serialized);
+ accumulator.addSerializedTDigest(serialized);
+ return accumulator;
+ }
+
+ public static PercentileTDigestAccumulator forReduction(double compression) {
+ return new PercentileTDigestAccumulator(positiveCompression(compression),
false, false);
+ }
+
+ /// Copies primitive centroids without encoding and decoding them. Zero
weights are ignored, and unordered
+ /// means are sorted when initializing a stored, already compressed
distribution; caller arrays are not mutated.
+ /// Subsequent inputs use the normal buffered merge. Positive weights and
consistent extrema are required.
+ public void addCentroids(double[] means, double[] weights, int count, double
min, double max,
+ boolean alreadyCompressed) {
+ requireMutable();
+ if (count < 0 || count > means.length || count > weights.length) {
+ throw new IllegalArgumentException("Invalid TDigest centroid count: " +
count);
+ }
+ double totalWeight = 0.0;
+ int positiveCount = 0;
+ boolean sorted = true;
+ boolean fractionalWeights = false;
+ double previousMean = Double.NEGATIVE_INFINITY;
+ for (int i = 0; i < count; i++) {
+ double weight = weights[i];
+ if (weight == 0.0) {
+ continue;
+ }
+ double mean = means[i];
+ if (!(weight > 0.0) || !Double.isFinite(weight) || !(mean >= min && mean
<= max)) {
+ throw new IllegalArgumentException("Invalid TDigest centroid");
+ }
+ totalWeight += weight;
+ sorted &= mean >= previousMean;
+ previousMean = mean;
+ fractionalWeights |= weight != Math.rint(weight);
+ positiveCount++;
+ }
+ checkTotalWeight(getTotalWeight() + totalWeight);
+ if (positiveCount == 0) {
+ return;
+ }
+ materializePendingSerializedTDigest();
+ _originalFractionalBytes = null;
+ _hasFractionalWeights |= fractionalWeights;
+ if (hasNoInputs() && alreadyCompressed) {
+ ensureCentroidCapacity(Math.addExact(positiveCount, 2));
+ for (int i = 0; i < count; i++) {
+ if (weights[i] > 0.0) {
+ _centroidMeans[_numCentroids] = means[i];
+ _centroidWeights[_numCentroids++] = weights[i];
+ }
+ }
+ if (!sorted) {
+ it.unimi.dsi.fastutil.Arrays.mergeSort(0, _numCentroids,
+ (first, second) -> Double.compare(_centroidMeans[first],
_centroidMeans[second]),
+ (first, second) -> {
+ double mean = _centroidMeans[first];
+ _centroidMeans[first] = _centroidMeans[second];
+ _centroidMeans[second] = mean;
+ double weight = _centroidWeights[first];
+ _centroidWeights[first] = _centroidWeights[second];
+ _centroidWeights[second] = weight;
+ });
+ }
+ _totalWeight = totalWeight;
+ _min = min;
+ _max = max;
+ normalizeBoundaryCentroids();
+ _publiclyCompressed = true;
+ } else {
+ for (int i = 0; i < count; i++) {
+ if (weights[i] > 0.0) {
+ bufferIncomingCentroid(means[i], weights[i]);
+ }
+ }
+ _min = Math.min(_min, min);
+ _max = Math.max(_max, max);
+ }
+ }
+
+ public void add(double[] values, int from, int toExclusive) {
+ if (from >= toExclusive) {
+ return;
+ }
+ requireMutable();
+ materializePendingSerializedTDigest();
+ ensureRawBuffer();
+ while (from < toExclusive) {
+ if (_numRawValues == _rawValues.length
+ || _numRawValues + _numIncomingCentroids == getPendingInputLimit()) {
+ flush();
+ }
+ int numValues = Math.min(toExclusive - from, Math.min(_rawValues.length
- _numRawValues,
+ getPendingInputLimit() - _numRawValues - _numIncomingCentroids));
+ int rawOffset = _numRawValues;
+ for (int i = 0; i < numValues; i++) {
+ double value = values[from + i];
+ if (Double.isNaN(value)) {
+ throw new IllegalArgumentException("Cannot add NaN to t-digest");
+ }
+ _rawValues[rawOffset + i] = value;
+ }
+ _originalFractionalBytes = null;
+ from += numValues;
+ _numRawValues += numValues;
+ if (_numRawValues == _rawValues.length
+ || _numRawValues + _numIncomingCentroids == getPendingInputLimit()) {
+ flush();
+ }
+ }
+ }
+
+ @Override
+ public void add(double value) {
+ if (Double.isNaN(value)) {
+ throw new IllegalArgumentException("Cannot add NaN to t-digest");
+ }
+ requireMutable();
+ materializePendingSerializedTDigest();
+ ensureRawBuffer();
+ if (_numRawValues == _rawValues.length
+ || _numRawValues + _numIncomingCentroids == getPendingInputLimit()) {
+ flush();
+ }
+ _originalFractionalBytes = null;
+ _rawValues[_numRawValues++] = value;
+ }
+
+ @Override
+ public void add(double value, double weight) {
+ if (weight == 1) {
+ add(value);
+ return;
+ }
+ if (Double.isNaN(value)) {
+ throw new IllegalArgumentException("Cannot add NaN to t-digest");
+ }
+ if (!(weight > 0.0) || !Double.isFinite(weight)) {
+ throw new IllegalArgumentException("TDigest weight must be positive: " +
weight);
+ }
+ requireMutable();
+ materializePendingSerializedTDigest();
+ bufferIncomingCentroid(value, weight);
+ _originalFractionalBytes = null;
+ _hasFractionalWeights |= weight != Math.rint(weight);
+ _min = Math.min(_min, value);
+ _max = Math.max(_max, value);
+ }
+
+ @Override
+ public void add(TDigest other) {
+ requireMutable();
+ if (other instanceof PercentileTDigestAccumulator) {
+ addAccumulator((PercentileTDigestAccumulator) other);
+ return;
+ }
+ if (!other.hasValidStatistics()) {
+ materializePendingSerializedTDigest();
+ SerializedTDigestInput input = getSerializedTDigestInput();
+ input.reset(ByteBuffer.wrap(TDigestUtils.serialize(other)), false);
+ addSerializedTDigest(input);
+ return;
+ }
+ materializePendingSerializedTDigest();
+ double otherWeight = other.getTotalWeight();
+ checkTotalWeight(_totalWeight + _incomingWeight + _numRawValues +
otherWeight);
+ for (Centroid centroid : other.centroids()) {
+ double weight = centroid.weight();
+ if (weight == 0.0) {
+ continue;
+ }
+ if (!(weight > 0.0) || !Double.isFinite(weight) ||
Double.isNaN(centroid.mean())) {
+ throw new IllegalArgumentException("Invalid TDigest centroid");
+ }
+ _hasFractionalWeights |= weight != Math.rint(weight);
+ bufferIncomingCentroid(centroid.mean(), weight);
+ _originalFractionalBytes = null;
+ }
+ if (otherWeight != 0.0) {
+ _min = Math.min(_min, other.getMin());
+ _max = Math.max(_max, other.getMax());
+ }
+ }
+
+ @Override
+ public void add(List<? extends TDigest> others) {
+ for (TDigest other : others) {
+ add(other);
+ }
+ }
+
+ private void addAccumulator(PercentileTDigestAccumulator other) {
+ if (other == this) {
+ compress();
+ if (_numCentroids == 0) {
+ return;
+ }
+ // Snapshot only self-merges; fresh fractional mass need not be
representable by a legacy wire payload.
+ addCentroids(Arrays.copyOf(_centroidMeans, _numCentroids),
Arrays.copyOf(_centroidWeights, _numCentroids),
+ _numCentroids, _min, _max, false);
+ return;
+ }
+ if (other._originalFractionalBytes != null && _compression ==
other._compression && getTotalWeight() == 0.0) {
+ materializePendingSerializedTDigest();
+ SerializedTDigestInput input = getSerializedTDigestInput();
+ input.reset(other._originalFractionalBytes);
+ input._retainedBytes = other._originalFractionalBytes;
+ addSerializedTDigest(input);
+ return;
+ }
+ if (other._pendingSerializedTDigest != null) {
+ // Materialize before resetting the reusable reader: materialization
uses that same reader.
+ materializePendingSerializedTDigest();
+ SerializedTDigestInput input = getSerializedTDigestInput();
+ input.reset(other._pendingSerializedTDigest,
other._pendingSerializedMetadata);
+ input._retainedBytes = other._pendingSerializedTDigest;
+ addSerializedTDigest(input);
+ return;
+ }
+ if (other._legacyDegraded) {
+ addSerializedTDigest(other.serialize());
+ return;
+ }
+
+ // MergingDigest compressed merge sources in place. Aggregation owns these
mutable inputs exclusively.
+ other.compress();
+ materializePendingSerializedTDigest();
+ checkTotalWeight(_totalWeight + _incomingWeight + _numRawValues +
other._totalWeight);
+ _hasFractionalWeights |= other._hasFractionalWeights;
+ preserveSerializedCapacity(other._serializedMainCapacity,
other._serializedBufferCapacity);
+ bufferIncomingCentroids(other._centroidMeans, other._centroidWeights,
other._numCentroids);
+ if (other._totalWeight > 0.0) {
+ _originalFractionalBytes = null;
+ }
+ _min = Math.min(_min, other._min);
+ _max = Math.max(_max, other._max);
+ }
+
+ public void addSerializedTDigest(byte[] bytes) {
+ requireMutable();
+ materializePendingSerializedTDigest();
+ SerializedTDigestInput input = getSerializedTDigestInput();
+ input.reset(bytes);
+ addSerializedTDigest(input);
+ }
+
+ private SerializedTDigestInput getSerializedTDigestInput() {
+ if (_serializedTDigestInput == null) {
+ _serializedTDigestInput = new SerializedTDigestInput();
+ }
+ return _serializedTDigestInput;
+ }
+
+ public void addSerializedTDigest(SerializedTDigestInput input) {
+ requireMutable();
+ if (prepareSerializedTDigest(input)) {
+ mergeSerializedTDigest(input, false);
+ }
+ }
+
+ public void addSerializedTDigestDirect(SerializedTDigestInput input) {
+ requireMutable();
+ if (prepareSerializedTDigest(input)) {
+ mergeSerializedTDigest(input, true);
+ }
+ }
+
+ private boolean prepareSerializedTDigest(SerializedTDigestInput input) {
+ if (_pendingSerializedTDigest == null && hasNoInputs()) {
+ input.inspectMetadata();
+ _hasFractionalWeights |= input._metadata.fractionalWeights();
+ _pendingSerializedTDigest = input.retainBytes();
+ _pendingSerializedMetadata = input._metadata;
+ if (input.hasUnrepresentableBoundaryMass() && _compression ==
input._compression) {
+ // Alias the retained snapshot; historical fractional bytes remain
byte-exact after read-only materialization.
+ _originalFractionalBytes = _pendingSerializedTDigest;
+ }
+ if (input._metadata.needsLegacyFallback()) {
+ markLegacyDegraded(input);
+ }
+ return false;
+ }
+ materializePendingSerializedTDigest();
+ input.decode();
+ if (input._metadata.needsLegacyFallback()) {
+ if (hasNoInputs()) {
+ _pendingSerializedTDigest = input.retainBytes();
+ _pendingSerializedMetadata = input._metadata;
+ markLegacyDegraded(input);
+ return false;
+ }
+ throw corruptedMutation();
+ }
+ checkTotalWeight(_totalWeight + _incomingWeight + _numRawValues +
input._totalWeight);
+ if (input._totalWeight > 0.0) {
+ _originalFractionalBytes = null;
+ }
+ _hasFractionalWeights |= input._metadata.fractionalWeights();
+ return true;
+ }
+
+ private boolean hasNoInputs() {
+ return _numCentroids == 0 && _totalWeight == 0.0 && _numRawValues == 0 &&
_numIncomingCentroids == 0;
+ }
+
+ private void mergeSerializedTDigest(SerializedTDigestInput input, boolean
direct) {
+ if (input._totalWeight == 0.0) {
+ return;
+ }
+ preserveSerializedCapacity(input._mainCapacity, input._bufferCapacity);
+ if (hasNoInputs()) {
+ if (input._totalWeight != 0.0) {
+ ensureCentroidCapacity(input._numCentroids);
+ System.arraycopy(input._means, 0, _centroidMeans, 0,
input._numCentroids);
+ System.arraycopy(input._weights, 0, _centroidWeights, 0,
input._numCentroids);
+ _numCentroids = input._numCentroids;
+ _totalWeight = input._totalWeight;
+ _min = input._min;
+ _max = input._max;
+ // Stored centroids already went through the writer's public
compression. Reading or repairing their
+ // endpoints needs another K1 pass only when the output compression
differs from the stored compression.
+ _publiclyCompressed = _compression == input._compression;
+ }
+ return;
+ }
+ if (direct) {
+ flush();
+ boolean runBackwards = (_mergeCount++ & 1) != 0;
+ if (!mergeSorted(input._means, input._weights, input._numCentroids,
input._totalWeight,
+ getIncrementalCompression(), runBackwards)) {
+ return;
+ }
+ } else {
+ bufferIncomingCentroids(input._means, input._weights,
input._numCentroids);
+ }
+ _min = Math.min(_min, input._min);
+ _max = Math.max(_max, input._max);
+ }
+
+ @Override
+ public void compress() {
+ if (_legacyDegraded) {
+ return;
+ }
+ if (_pendingSerializedTDigest != null || _numRawValues > 0 ||
_numIncomingCentroids > 0
+ || !_publiclyCompressed && _numCentroids > 0) {
+ _serializedBytesForWrite = null;
+ }
+ materializePendingSerializedTDigest();
+ if (_numRawValues > 0 || _numIncomingCentroids > 0) {
+ // MergingDigest 3.3 combines pending values and existing centroids
directly at public compression. Flushing at
+ // working compression first would add an extra lossy merge pass and
materially increase reducer rank error.
+ flush(_compression);
+ _publiclyCompressed = true;
+ } else if (!_publiclyCompressed && _numCentroids > 0) {
+ recompressCentroids(_compression);
+ _publiclyCompressed = true;
+ }
+ }
+
+ @Override
+ public long size() {
+ return (long) getTotalWeight();
+ }
+
+ @Override
+ public boolean hasValidStatistics() {
+ return !_legacyDegraded;
+ }
+
+ @Override
+ public double getTotalWeight() {
+ return _pendingSerializedTDigest != null ?
_pendingSerializedMetadata.totalWeight()
+ : _totalWeight + _incomingWeight + _numRawValues;
+ }
+
+ /// Bounds serialized output centroids from buffered inputs, including up to
two boundary splits before a merge
+ /// and two more before writing, without flushing or using the potentially
huge input mass.
+ public long getCentroidCountUpperBound() {
+ return _pendingSerializedTDigest != null ? (long)
_pendingSerializedMetadata.centroidCount() + 4L
+ : (long) _numCentroids + _numRawValues + _numIncomingCentroids + 4L;
+ }
+
+ /// Whether fractional input weights invalidate the usual bound of one
centroid per unit of mass.
+ public boolean hasFractionalWeights() {
+ return _hasFractionalWeights;
+ }
+
+ /// Whether unchanged historical fractional boundaries still require their
original byte representation.
+ public boolean hasOriginalFractionalPayload() {
+ return _originalFractionalBytes != null;
+ }
+
+ @Override
+ public double cdf(double value) {
+ if (Double.isNaN(value) || Double.isInfinite(value)) {
+ throw new IllegalArgumentException(String.format("Invalid value: %f",
value));
+ }
+ if (_legacyDegraded) {
+ return Double.NaN;
+ }
+ materializePendingSerializedTDigest();
+ flush();
+ if (_numCentroids == 0) {
+ return Double.NaN;
+ }
+ if (_numCentroids == 1) {
+ double width = _max - _min;
+ if (value < _min) {
+ return 0.0;
+ } else if (value > _max) {
+ return 1.0;
+ } else if (value - _min <= width) {
+ return 0.5;
+ } else {
+ return (value - _min) / width;
+ }
+ }
+ if (value < _min) {
+ return 0.0;
+ }
+ if (value > _max) {
+ return 1.0;
+ }
+ if (value < _centroidMeans[0]) {
+ double width = _centroidMeans[0] - _min;
+ if (width > 0.0) {
+ if (_centroidWeights[0] < 1.0) {
+ return (_centroidWeights[0] / 2.0 * (value - _min) / width) /
_totalWeight;
+ }
+ return value == _min ? 0.5 / _totalWeight
+ : (1.0 + (value - _min) / width * (_centroidWeights[0] / 2.0 -
1.0)) / _totalWeight;
+ }
+ return 0.0;
+ }
+ int lastIndex = _numCentroids - 1;
+ if (value > _centroidMeans[lastIndex]) {
+ double width = _max - _centroidMeans[lastIndex];
+ if (width > 0.0) {
+ if (_centroidWeights[lastIndex] < 1.0) {
+ return 1.0 - (_centroidWeights[lastIndex] / 2.0 * (_max - value) /
width) / _totalWeight;
+ }
+ return value == _max ? 1.0 - 0.5 / _totalWeight
+ : 1.0 - (1.0 + (_max - value) / width *
(_centroidWeights[lastIndex] / 2.0 - 1.0))
+ / _totalWeight;
+ }
+ return 1.0;
+ }
+
+ double weightSoFar = 0.0;
+ for (int i = 0; i < lastIndex; i++) {
+ if (_centroidMeans[i] == value) {
+ double equalWeight = 0.0;
+ int equalIndex = i;
+ while (equalIndex < _numCentroids && _centroidMeans[equalIndex] ==
value) {
+ equalWeight += _centroidWeights[equalIndex];
+ equalIndex++;
+ }
+ return (weightSoFar + equalWeight / 2.0) / _totalWeight;
+ }
+ if (_centroidMeans[i] <= value && _centroidMeans[i + 1] > value) {
+ if (!Double.isFinite(_centroidMeans[i]) ||
!Double.isFinite(_centroidMeans[i + 1])) {
+ return (weightSoFar + _centroidWeights[i]) / _totalWeight;
+ }
+ double width = _centroidMeans[i + 1] - _centroidMeans[i];
+ if (width > 0.0) {
+ double leftExcludedWeight = getPointMassHalfWeight(i);
+ double rightExcludedWeight = getPointMassHalfWeight(i + 1);
+ double halfWeight = (_centroidWeights[i] + _centroidWeights[i + 1])
/ 2.0;
+ double interpolatedWeight = halfWeight - leftExcludedWeight -
rightExcludedWeight;
+ double base = weightSoFar + _centroidWeights[i] / 2.0 +
leftExcludedWeight;
+ return (base + interpolatedWeight * (value - _centroidMeans[i]) /
width) / _totalWeight;
+ }
+ return (weightSoFar + (_centroidWeights[i] + _centroidWeights[i + 1])
/ 2.0) / _totalWeight;
+ }
+ weightSoFar += _centroidWeights[i];
+ }
+ if (value == _centroidMeans[lastIndex]) {
+ return 1.0 - Math.min(1.0, _centroidWeights[lastIndex]) / 2.0 /
_totalWeight;
+ }
+ throw new IllegalStateException("Unable to compute TDigest CDF");
+ }
+
+ @Override
+ public double quantile(double quantile) {
+ if (Double.isNaN(quantile) || quantile < 0.0 || quantile > 1.0) {
+ throw new IllegalArgumentException("q should be in [0,1], got " +
quantile);
+ }
+ if (_legacyDegraded) {
+ return Double.NaN;
+ }
+ materializePendingSerializedTDigest();
+ flush();
+ if (_numCentroids == 0) {
+ return Double.NaN;
+ }
+ if (quantile == 0.0) {
+ return _min;
+ }
+ if (quantile == 1.0) {
+ return _max;
+ }
+ if (_numCentroids == 1) {
+ return _centroidMeans[0];
+ }
+
+ double index = quantile * _totalWeight;
+ double firstWeight = _centroidWeights[0];
+ if (firstWeight < 1.0 && index < firstWeight / 2.0) {
+ return weightedAverage(_min, firstWeight / 2.0 - index,
_centroidMeans[0], index);
+ }
+ if (firstWeight >= 1.0 && index < 1.0) {
+ return _min;
+ }
+ if (_centroidWeights[0] > 1.0 && index < _centroidWeights[0] / 2.0) {
+ return _min + (index - 1.0) / (_centroidWeights[0] / 2.0 - 1.0) *
(_centroidMeans[0] - _min);
+ }
+ int lastIndex = _numCentroids - 1;
+ double lastWeight = _centroidWeights[lastIndex];
+ if (lastWeight < 1.0 && index >= _totalWeight - lastWeight / 2.0) {
+ return weightedAverage(_centroidMeans[lastIndex], _totalWeight - index,
_max,
+ index - (_totalWeight - lastWeight / 2.0));
+ }
+ if (lastWeight >= 1.0 && index > _totalWeight - 1.0) {
+ return _max;
+ }
+ if (_centroidWeights[lastIndex] > 1.0
+ && _totalWeight - index <= _centroidWeights[lastIndex] / 2.0) {
+ return _max - (_totalWeight - index - 1.0) /
(_centroidWeights[lastIndex] / 2.0 - 1.0)
+ * (_max - _centroidMeans[lastIndex]);
+ }
+
+ double weightSoFar = _centroidWeights[0] / 2.0;
+ for (int i = 0; i < lastIndex; i++) {
+ double halfWeight = (_centroidWeights[i] + _centroidWeights[i + 1]) /
2.0;
+ if (weightSoFar + halfWeight > index) {
+ double leftExcludedWeight = getPointMassHalfWeight(i);
+ if (index - weightSoFar < leftExcludedWeight) {
+ return _centroidMeans[i];
+ }
+ double rightExcludedWeight = getPointMassHalfWeight(i + 1);
+ if (weightSoFar + halfWeight - index <= rightExcludedWeight) {
+ return _centroidMeans[i + 1];
+ }
+ double leftWeight = index - weightSoFar - leftExcludedWeight;
+ double rightWeight = weightSoFar + halfWeight - index -
rightExcludedWeight;
+ return weightedAverage(_centroidMeans[i], rightWeight,
_centroidMeans[i + 1], leftWeight);
+ }
+ weightSoFar += halfWeight;
+ }
+ double weightToMax = index - _totalWeight - _centroidWeights[lastIndex] /
2.0;
+ double weightFromLastCentroid = _centroidWeights[lastIndex] / 2.0 -
weightToMax;
+ return weightedAverage(_centroidMeans[lastIndex], weightToMax, _max,
weightFromLastCentroid);
+ }
+
+ private double getPointMassHalfWeight(int index) {
+ // Adjacent equal means establish a repeated-value plateau. Keep its
complete mass out of interpolation at
+ // either edge; an isolated weighted centroid still represents an unknown
distribution around its mean.
+ double mean = _centroidMeans[index];
+ boolean pointMass = _centroidWeights[index] == 1.0 || index > 0 &&
_centroidMeans[index - 1] == mean
+ || index + 1 < _numCentroids && _centroidMeans[index + 1] == mean;
+ return pointMass ? _centroidWeights[index] / 2.0 : 0.0;
+ }
+
+ private static double weightedAverage(double firstValue, double firstWeight,
double secondValue,
+ double secondWeight) {
+ if (firstValue > secondValue) {
+ return weightedAverage(secondValue, secondWeight, firstValue,
firstWeight);
+ }
+ if (firstWeight == 0.0) {
+ return secondValue;
+ }
+ if (secondWeight == 0.0 || firstValue == secondValue) {
+ return firstValue;
+ }
+ if (!Double.isFinite(firstValue)) {
+ return firstValue;
+ }
+ if (!Double.isFinite(secondValue)) {
+ return secondValue;
+ }
+ double average = (firstValue * firstWeight + secondValue * secondWeight) /
(firstWeight + secondWeight);
+ return Math.max(firstValue, Math.min(average, secondValue));
+ }
+
+ @Override
+ public Collection<Centroid> centroids() {
+ if (_legacyDegraded) {
+ byte[] bytes = serialize();
+ ByteBuffer encoded = ByteBuffer.wrap(bytes);
+ SerializedTDigestMetadata metadata =
TDigestUtils.readSerializedHeader(encoded);
+ encoded.position(metadata.centroidOffset());
+ List<Centroid> centroids = new ArrayList<>(metadata.centroidCount());
+ for (int i = 0; i < metadata.centroidCount(); i++) {
+ double weight = metadata.centroidSize() ==
TDigestUtils.VERBOSE_CENTROID_SIZE
+ ? encoded.getDouble() : encoded.getFloat();
+ double mean = metadata.centroidSize() ==
TDigestUtils.VERBOSE_CENTROID_SIZE
+ ? encoded.getDouble() : encoded.getFloat();
+ centroids.add(new Centroid(mean, weight));
+ }
+ return centroids;
+ }
+ materializePendingSerializedTDigest();
+ flush();
+ List<Centroid> centroids = new ArrayList<>(_numCentroids);
+ for (int i = 0; i < _numCentroids; i++) {
+ centroids.add(new Centroid(_centroidMeans[i], _centroidWeights[i]));
+ }
+ return centroids;
+ }
+
+ /// Copies a valid distribution's primitive centroid arrays after flushing
buffered inputs. This does not apply
+ /// public compression or serialize a finite sub-distribution; callers can
include surrounding infinity mass.
+ public void copyCentroids(double[] means, double[] weights, int offset) {
+ if (_legacyDegraded) {
+ throw corruptedMutation();
+ }
+ materializePendingSerializedTDigest();
+ flush();
+ if (means == weights || offset < 0 || offset > means.length - _numCentroids
+ || offset > weights.length - _numCentroids) {
+ throw new IllegalArgumentException("Insufficient distinct TDigest
centroid arrays");
+ }
+ if (_numCentroids == 0) {
+ return;
+ }
+ System.arraycopy(_centroidMeans, 0, means, offset, _numCentroids);
+ System.arraycopy(_centroidWeights, 0, weights, offset, _numCentroids);
+ }
+
+ @Override
+ public double compression() {
+ return _compression;
+ }
+
+ /// Returns the length of the [#serialize()] bytes rather than the raw
verbose byte size, so generic `TDigest`
+ /// serializers ([#byteSize()] followed by [#asBytes(ByteBuffer)]) emit the
mixed-version-compatible encoding.
+ /// Prepared bytes are cached until the next write or mutation, avoiding a
second encoding pass for that pattern.
+ /// Emitting raw verbose bytes here could produce a digest with more
centroids than an old reader of the same
+ /// compression allocates, which it rejects with
[ArrayIndexOutOfBoundsException].
+ @Override
+ public int byteSize() {
+ if (_legacyDegraded || _originalFractionalBytes != null) {
+ return _legacyDegraded ? _pendingSerializedTDigest.length :
_originalFractionalBytes.length;
+ }
+ if (_serializedBytesForWrite == null) {
+ _serializedBytesForWrite = serialize();
+ }
+ return _serializedBytesForWrite.length;
+ }
+
+ /// Bounds both compatible encodings and a widened verbose view without
flushing. Buffered and fractional inputs
+ /// can reserve more space than their eventual bytes; retained capacities
need not fit default compression size.
+ @Override
+ public int maxSerializedByteSize() {
+ if (_legacyDegraded) {
+ return _pendingSerializedTDigest.length;
+ }
+ if (_originalFractionalBytes != null) {
+ return _originalFractionalBytes.length;
+ }
+ long centroidCount = getCentroidCountUpperBound();
+ if (!_hasFractionalWeights) {
+ centroidCount = (long) Math.min(centroidCount,
Math.ceil(getTotalWeight()));
+ }
+ int maximumBytes = getMaxVerboseByteSize(centroidCount);
+ return _pendingSerializedTDigest == null ? maximumBytes :
Math.max(maximumBytes, _pendingSerializedTDigest.length);
+ }
+
+ private static int getMaxVerboseByteSize(long centroidCount) {
+ return Math.toIntExact(Math.addExact(TDigestUtils.VERBOSE_HEADER_SIZE,
+ Math.multiplyExact(TDigestUtils.VERBOSE_CENTROID_SIZE,
centroidCount)));
+ }
+
+ /// Returns the small-encoding size unless float narrowing would overflow,
in which case verbose bytes are used.
+ /// Historical degraded state retains its original encoding and rejects
mutation.
+ @Override
+ public int smallByteSize() {
+ if (_legacyDegraded || _originalFractionalBytes != null) {
+ return _legacyDegraded ? _pendingSerializedTDigest.length :
_originalFractionalBytes.length;
+ }
+ compress();
+ normalizeBoundaryCentroids();
+ checkFractionalBoundaryEncoding();
+ checkCapacityPreservingCentroidCount();
+ if (!canUseSmallEncoding()) {
+ return byteSize();
+ }
+ return Math.addExact(TDigestUtils.SMALL_HEADER_SIZE,
+ Math.multiplyExact(TDigestUtils.SMALL_CENTROID_SIZE, _numCentroids));
+ }
+
+ /// Writes the [#serialize()] bytes; see [#byteSize()]. Bytes are always
written in big-endian order (the t-digest
+ /// wire order) regardless of the destination buffer's byte order, unlike
the library's `asBytes`.
+ @Override
+ public void asBytes(ByteBuffer buffer) {
+ byte[] bytes = _serializedBytesForWrite;
+ _serializedBytesForWrite = null;
+ buffer.put(bytes != null ? bytes : serialize());
+ }
+
+ /// Writes the representation described by [#smallByteSize()]; readers must
inspect the leading encoding identifier.
+ @Override
+ public void asSmallBytes(ByteBuffer buffer) {
+ if (_legacyDegraded || _originalFractionalBytes != null) {
+ buffer.put(serialize());
+ return;
+ }
+ compress();
+ normalizeBoundaryCentroids();
+ checkFractionalBoundaryEncoding();
+ checkCapacityPreservingCentroidCount();
+ if (canUseSmallEncoding()) {
+ buffer.put(toCapacityPreservingBytes());
+ } else {
+ asBytes(buffer);
+ }
+ }
+
+ @Override
+ public int centroidCount() {
+ if (_pendingSerializedTDigest != null) {
+ return !_legacyDegraded && _pendingSerializedMetadata.totalWeight() ==
0.0
+ ? 0 : _pendingSerializedMetadata.centroidCount();
+ }
+ flush();
+ return _numCentroids;
+ }
+
+ @Override
+ public double getMin() {
+ if (_pendingSerializedTDigest != null) {
+ return !_legacyDegraded && _pendingSerializedMetadata.totalWeight() ==
0.0
+ ? Double.POSITIVE_INFINITY : _pendingSerializedMetadata.min();
+ }
+ flush();
+ return _min;
+ }
+
+ @Override
+ public double getMax() {
+ if (_pendingSerializedTDigest != null) {
+ return !_legacyDegraded && _pendingSerializedMetadata.totalWeight() ==
0.0
+ ? Double.NEGATIVE_INFINITY : _pendingSerializedMetadata.max();
+ }
+ flush();
+ return _max;
+ }
+
+ public byte[] serialize() {
+ if (_legacyDegraded) {
+ return _pendingSerializedTDigest.clone();
+ }
+ if (_originalFractionalBytes != null) {
+ return _originalFractionalBytes.clone();
+ }
+ if (_pendingSerializedTDigest != null) {
+ if (_pendingSerializedMetadata.weightedBoundaries() ||
_pendingSerializedMetadata.hasZeroWeightCentroids()) {
+ materializePendingSerializedTDigest();
+ } else {
+ if (ByteBuffer.wrap(_pendingSerializedTDigest).getInt() ==
TDigestUtils.VERBOSE_ENCODING) {
+ byte[] serialized =
TDigestUtils.makeLegacyCompatible(_pendingSerializedTDigest,
_pendingSerializedMetadata);
+ return serialized == _pendingSerializedTDigest ? serialized.clone()
: serialized;
+ }
+ return _pendingSerializedTDigest.clone();
+ }
+ }
+ compress();
+ normalizeBoundaryCentroids();
+ checkFractionalBoundaryEncoding();
+ return toLegacyCompatibleVerboseBytes();
+ }
+
+ private void recompressCentroids(double compression) {
+ normalizeBoundaryCentroids();
+ double[] means = _centroidMeans;
+ double[] weights = _centroidWeights;
+ int numCentroids = _numCentroids;
+ double totalWeight = _totalWeight;
+ _numCentroids = 0;
+ _totalWeight = 0.0;
+ boolean runBackwards = (_mergeCount++ & 1) != 0;
+ if (!mergeSorted(means, weights, numCentroids, totalWeight, compression,
runBackwards)) {
+ throw new IllegalStateException("Cannot recompress an empty TDigest");
+ }
+ }
+
+ private byte[] toLegacyCompatibleVerboseBytes() {
+ ByteBuffer buffer = ByteBuffer.allocate(
+ Math.addExact(TDigestUtils.VERBOSE_HEADER_SIZE,
+ Math.multiplyExact(TDigestUtils.VERBOSE_CENTROID_SIZE,
_numCentroids)));
+ buffer.putInt(TDigestUtils.VERBOSE_ENCODING);
+ buffer.putDouble(_min);
+ buffer.putDouble(_max);
+ buffer.putDouble(_compression);
+ buffer.putInt(_numCentroids);
+ double encodedWeight = 0.0;
+ boolean hasNonFiniteMeans = false;
+ boolean fractionalWeights = false;
+ for (int i = 0; i < _numCentroids; i++) {
+ buffer.putDouble(_centroidWeights[i]);
+ buffer.putDouble(_centroidMeans[i]);
+ encodedWeight += _centroidWeights[i];
+ hasNonFiniteMeans |= !Double.isFinite(_centroidMeans[i]);
+ fractionalWeights |= _centroidWeights[i] !=
Math.rint(_centroidWeights[i]);
+ }
+ checkTotalWeight(encodedWeight);
+ boolean weightedBoundaries = _numCentroids == 1 ? _centroidWeights[0] >=
2.0
+ : _numCentroids > 1 && (_centroidWeights[0] > 1.0 ||
_centroidWeights[_numCentroids - 1] > 1.0);
+ // Collect exact wire metadata during the write rather than decoding and
validating our fresh bytes again.
+ SerializedTDigestMetadata metadata = new
SerializedTDigestMetadata(TDigestUtils.VERBOSE_ENCODING, _min, _max,
+ _compression, _numCentroids,
Math.max(TDigestUtils.getDefaultCentroidCapacity(_compression),
+ TDigestUtils.getLegacyDefaultCentroidCapacity(_compression)), 0,
+ TDigestUtils.VERBOSE_HEADER_SIZE, TDigestUtils.VERBOSE_CENTROID_SIZE,
buffer.capacity(), encodedWeight,
+ hasNonFiniteMeans, false, false, fractionalWeights,
weightedBoundaries, false, _compression);
+ return TDigestUtils.makeLegacyCompatible(buffer.array(), metadata);
+ }
+
+ private boolean canUseSmallEncoding() {
+ if (!Float.isFinite((float) _compression)) {
+ return false;
+ }
+ for (int i = 0; i < _numCentroids; i++) {
+ if (!Float.isFinite((float) _centroidWeights[i])
+ || Double.isFinite(_centroidMeans[i]) && !Float.isFinite((float)
_centroidMeans[i])) {
+ return false;
+ }
+ }
+ return true;
+ }
+
+ private byte[] toCapacityPreservingBytes() {
+ checkCapacityPreservingCentroidCount();
+ int mainCapacity = Math.min(Short.MAX_VALUE,
+ Math.max(_centroidCapacity, Math.max(_numCentroids,
_serializedMainCapacity)));
+ long defaultBufferCapacity =
Math.multiplyExact(TDigestUtils.DEFAULT_MERGE_BUFFER_MULTIPLIER, (long)
mainCapacity);
+ int bufferCapacity = Math.toIntExact(Math.min(Short.MAX_VALUE,
+ Math.max(Math.max((long) _serializedBufferCapacity, mainCapacity +
1L), defaultBufferCapacity)));
+ ByteBuffer buffer = ByteBuffer.allocate(
+ TDigestUtils.SMALL_HEADER_SIZE + TDigestUtils.SMALL_CENTROID_SIZE *
_numCentroids);
+ buffer.putInt(TDigestUtils.SMALL_ENCODING);
+ buffer.putDouble(_min);
+ buffer.putDouble(_max);
+ buffer.putFloat((float) _compression);
+ buffer.putShort((short) mainCapacity);
+ buffer.putShort((short) bufferCapacity);
+ buffer.putShort((short) _numCentroids);
+ for (int i = 0; i < _numCentroids; i++) {
+ buffer.putFloat((float) _centroidWeights[i]);
+ buffer.putFloat((float) _centroidMeans[i]);
+ }
+ return buffer.array();
+ }
+
+ private void checkCapacityPreservingCentroidCount() {
+ if (_numCentroids > Short.MAX_VALUE) {
+ throw new IllegalStateException("TDigest has too many centroids for
capacity-preserving encoding: "
+ + _numCentroids);
+ }
+ }
+
+ private void checkFractionalBoundaryEncoding() {
+ if (_numCentroids > 0) {
+ TDigestUtils.checkLegacyBoundaryWeights(_numCentroids,
_centroidWeights[0], _centroidWeights[_numCentroids - 1]);
+ }
+ }
+
+ private void flush() {
+ // SQL accumulators merge raw inputs incrementally at configured
compression. General digest aggregation keeps
+ // the legacy two-level raw merge, preserving sparse Star-tree query
accuracy. Buffered reducer inputs also
+ // retain the two-level merge for its accuracy benefit.
+ flush(_numIncomingCentroids == 0 && !_useTwoLevelRawCompression
+ ? getIncrementalCompression()
+ : _workingCompression);
+ }
+
+ private double getIncrementalCompression() {
+ // Very low compression leaves too little centroid headroom for
incremental public-compression merges to retain
+ // t-digest 3.3's accuracy. Keep the two-level strategy for those uncommon
configurations.
+ return _compression >= MIN_INCREMENTAL_COMPRESSION ? _compression :
_workingCompression;
+ }
+
+ private void flush(double compression) {
+ if (_numIncomingCentroids > 0) {
+ flushIncoming(compression);
+ return;
+ }
+ if (_numRawValues == 0) {
+ return;
+ }
+
+ Arrays.sort(_rawValues, 0, _numRawValues);
+ double rawMin = _rawValues[0];
+ double rawMax = _rawValues[_numRawValues - 1];
+ boolean runBackwards = (_mergeCount++ & 1) != 0;
+ mergeSorted(_rawValues, null, _numRawValues, _numRawValues, compression,
runBackwards);
+ _numRawValues = 0;
+ _min = Math.min(_min, rawMin);
+ _max = Math.max(_max, rawMax);
+ }
+
+ private void flushIncoming(double compression) {
+ // Match mergeSorted's association before rearranging raw or paired
centroid buffers.
+ checkTotalWeight(_totalWeight + (_incomingWeight + _numRawValues));
+ double rawMin = Double.POSITIVE_INFINITY;
+ double rawMax = Double.NEGATIVE_INFINITY;
+ if (_numRawValues > 0) {
+ Arrays.sort(_rawValues, 0, _numRawValues);
+ rawMin = _rawValues[0];
+ rawMax = _rawValues[_numRawValues - 1];
+ ensureIncomingCapacity(Math.addExact(_numIncomingCentroids,
_numRawValues));
+ System.arraycopy(_incomingMeans, 0, _incomingMeans, _numRawValues,
_numIncomingCentroids);
+ System.arraycopy(_incomingWeights, 0, _incomingWeights, _numRawValues,
_numIncomingCentroids);
+ for (int i = 0; i < _numRawValues; i++) {
+ _incomingMeans[i] = _rawValues[i];
+ _incomingWeights[i] = 1.0;
+ }
+ _numIncomingCentroids += _numRawValues;
+ _incomingWeight += _numRawValues;
+ _numRawValues = 0;
+ _incomingCentroidsSorted = false;
+ }
+
+ int incomingCount = _numIncomingCentroids;
+ double incomingWeight = _incomingWeight;
+ double[] incomingMeans = _incomingMeans;
+ double[] incomingWeights = _incomingWeights;
+ if (!_incomingCentroidsSorted) {
+ ensureSortedIncomingCapacity(incomingCount);
+ stableSortIncoming(incomingCount);
+ incomingMeans = _incomingMeans;
+ incomingWeights = _incomingWeights;
+ _incomingCentroidsSorted = true;
+ }
+ boolean runBackwards = (_mergeCount & 1) != 0;
+ if (!mergeSorted(incomingMeans, incomingWeights, incomingCount,
incomingWeight, compression, runBackwards)) {
+ throw new IllegalStateException("Cannot flush an empty TDigest input
buffer");
+ }
+ _mergeCount++;
+ _numIncomingCentroids = 0;
+ _incomingWeight = 0.0;
+ _incomingCentroidsSorted = true;
+ _min = Math.min(_min, rawMin);
+ _max = Math.max(_max, rawMax);
+ }
+
+ private boolean mergeSorted(double[] incomingMeans, double[]
incomingWeights, int incomingCount,
+ double incomingWeight, double compression, boolean runBackwards) {
+ if (incomingWeight == 0.0) {
+ return false;
+ }
+
+ double newTotalWeight = _totalWeight + incomingWeight;
+ checkTotalWeight(newTotalWeight);
+ normalizeBoundaryCentroids();
+ int preferredOutputCapacity = getPreferredOutputCapacity(incomingCount);
+ ensureOutputCapacity(1);
+ double totalWeightNormalizer = 1.0 / newTotalWeight;
+ double weightNormalizer = totalWeightNormalizer /
getK1MaxWeightScale(compression);
+ int incomingIndex = runBackwards ? incomingCount - 1 : 0;
+ int centroidIndex = runBackwards ? _numCentroids - 1 : 0;
+ int incomingLimit = runBackwards ? -1 : incomingCount;
+ int centroidLimit = runBackwards ? -1 : _numCentroids;
+ int direction = runBackwards ? -1 : 1;
+ int numInputs = incomingCount + _numCentroids;
+ int inputIndex = 0;
+ int numOutputCentroids = 0;
+ double weightSoFar = 0.0;
+ double firstInputMean = _numCentroids == 0 ? incomingMeans[0]
+ : Math.min(incomingMeans[0], _centroidMeans[0]);
+ double lastInputMean = _numCentroids == 0 ? incomingMeans[incomingCount -
1]
+ : Math.max(incomingMeans[incomingCount - 1],
_centroidMeans[_numCentroids - 1]);
+ boolean allFiniteMeans = Double.isFinite(firstInputMean) &&
Double.isFinite(lastInputMean);
+ boolean sameSignMeans = firstInputMean > 0.0 || lastInputMean < 0.0;
+ while (incomingIndex != incomingLimit || centroidIndex != centroidLimit) {
+ double mean;
+ double weight;
+ boolean takeIncoming = centroidIndex == centroidLimit || (incomingIndex
!= incomingLimit
+ && (runBackwards ? incomingMeans[incomingIndex] >
_centroidMeans[centroidIndex]
+ : incomingMeans[incomingIndex] <=
_centroidMeans[centroidIndex]));
+ if (takeIncoming) {
+ mean = incomingMeans[incomingIndex];
+ weight = incomingWeights == null ? 1.0 :
incomingWeights[incomingIndex];
+ incomingIndex += direction;
+ } else {
+ mean = _centroidMeans[centroidIndex];
+ weight = _centroidWeights[centroidIndex];
+ centroidIndex += direction;
+ }
+ if (numOutputCentroids == 0) {
+ _outputMeans[0] = mean;
+ _outputWeights[0] = weight;
+ numOutputCentroids = 1;
+ } else {
+ int currentIndex = numOutputCentroids - 1;
+ double proposedWeight = _outputWeights[currentIndex] + weight;
+ double q0 = weightSoFar * totalWeightNormalizer;
+ double q2 = (weightSoFar + proposedWeight) * totalWeightNormalizer;
+ double normalizedWeight = proposedWeight * weightNormalizer;
+ double normalizedWeightSquared = normalizedWeight * normalizedWeight;
+ boolean canMerge = (allFiniteMeans ||
canMergeMeans(_outputMeans[currentIndex], mean))
+ && normalizedWeightSquared <= q0 * (1.0 - q0)
+ && normalizedWeightSquared <= q2 * (1.0 - q2);
+ if (inputIndex == 1 || inputIndex == numInputs - 1) {
+ canMerge = false;
+ }
+ if (canMerge) {
+ _outputWeights[currentIndex] = proposedWeight;
+ _outputMeans[currentIndex] =
+ TDigestUtils.weightedMean(_outputMeans[currentIndex],
proposedWeight - weight, mean, weight,
+ proposedWeight, sameSignMeans);
+ } else {
+ weightSoFar += _outputWeights[currentIndex];
+ ensureOutputCapacity(Math.max(preferredOutputCapacity,
numOutputCentroids + 1));
+ _outputMeans[numOutputCentroids] = mean;
+ _outputWeights[numOutputCentroids] = weight;
+ numOutputCentroids++;
+ }
+ }
+ inputIndex++;
+ }
+ if (runBackwards) {
+ reverse(_outputMeans, numOutputCentroids);
+ reverse(_outputWeights, numOutputCentroids);
+ }
+ finishMerge(numOutputCentroids, newTotalWeight, compression);
+ return true;
+ }
+
+ private void finishMerge(int numOutputCentroids, double totalWeight, double
compression) {
+ double[] temporary = _centroidMeans;
+ _centroidMeans = _outputMeans;
+ _outputMeans = temporary;
+ temporary = _centroidWeights;
+ _centroidWeights = _outputWeights;
+ _outputWeights = temporary;
+ _numCentroids = numOutputCentroids;
+ _totalWeight = totalWeight;
+ _publiclyCompressed = compression == _compression;
+ }
+
+ private void ensureIncomingCapacity(int capacity) {
+ if (_incomingMeans == null || capacity > _incomingMeans.length) {
+ int newCapacity = _incomingMeans == null
+ ? Math.max(capacity, Math.min(_centroidCapacity,
_pendingCentroidCapacity))
+ : Math.max(capacity, (int) Math.min(_pendingCentroidCapacity,
+ (long) _incomingMeans.length *
TDigestUtils.DEFAULT_MERGE_BUFFER_MULTIPLIER));
+ _incomingMeans = _incomingMeans == null ? new double[newCapacity] :
Arrays.copyOf(_incomingMeans, newCapacity);
+ _incomingWeights =
+ _incomingWeights == null ? new double[newCapacity] :
Arrays.copyOf(_incomingWeights, newCapacity);
+ }
+ }
+
+ private void stableSortIncoming(int count) {
+ double[] sourceMeans = _incomingMeans;
+ double[] sourceWeights = _incomingWeights;
+ double[] destinationMeans = _sortedIncomingMeans;
+ double[] destinationWeights = _sortedIncomingWeights;
+ for (int width = 1; width < count; width *= 2) {
+ for (int start = 0; start < count; start += 2 * width) {
+ int middle = Math.min(start + width, count);
+ int end = Math.min(start + 2 * width, count);
+ int left = start;
+ int right = middle;
+ int output = start;
+ while (left < middle && right < end) {
+ // Equal means keep their input order, including equal signed zeros.
+ int source = sourceMeans[left] <= sourceMeans[right] ? left++ :
right++;
+ destinationMeans[output] = sourceMeans[source];
+ destinationWeights[output++] = sourceWeights[source];
+ }
+ int remaining = left < middle ? middle - left : end - right;
+ int source = left < middle ? left : right;
+ System.arraycopy(sourceMeans, source, destinationMeans, output,
remaining);
+ System.arraycopy(sourceWeights, source, destinationWeights, output,
remaining);
+ }
+ double[] temporary = sourceMeans;
+ sourceMeans = destinationMeans;
+ destinationMeans = temporary;
+ temporary = sourceWeights;
+ sourceWeights = destinationWeights;
+ destinationWeights = temporary;
+ }
+ _incomingMeans = sourceMeans;
+ _incomingWeights = sourceWeights;
+ _sortedIncomingMeans = destinationMeans;
+ _sortedIncomingWeights = destinationWeights;
+ }
+
+ private void ensureSortedIncomingCapacity(int capacity) {
+ if (_sortedIncomingMeans == null || capacity >
_sortedIncomingMeans.length) {
+ int newCapacity = _sortedIncomingMeans == null
+ ? Math.max(capacity, Math.min(_centroidCapacity,
_pendingCentroidCapacity))
+ : Math.max(capacity, Math.multiplyExact(_sortedIncomingMeans.length,
2));
+ _sortedIncomingMeans = new double[newCapacity];
+ _sortedIncomingWeights = new double[newCapacity];
+ }
+ }
+
+ private void bufferIncomingCentroid(double mean, double weight) {
+ checkTotalWeight(_totalWeight + _incomingWeight + _numRawValues + weight);
+ if (_numRawValues + _numIncomingCentroids == getPendingInputLimit()) {
+ flush();
+ }
+ ensureIncomingCapacity(_numIncomingCentroids + 1);
+ if (_incomingCentroidsSorted && _numIncomingCentroids > 0
+ && mean < _incomingMeans[_numIncomingCentroids - 1]) {
+ _incomingCentroidsSorted = false;
+ }
+ _incomingMeans[_numIncomingCentroids] = mean;
+ _incomingWeights[_numIncomingCentroids] = weight;
+ _numIncomingCentroids++;
+ _incomingWeight += weight;
+ }
+
+ private void bufferIncomingCentroids(double[] means, double[] weights, int
count) {
+ int offset = 0;
+ while (offset < count) {
+ if (_numRawValues + _numIncomingCentroids == getPendingInputLimit()) {
+ flush();
+ }
+ int copied = Math.min(count - offset,
+ getPendingInputLimit() - _numRawValues - _numIncomingCentroids);
+ int existingCount = _numIncomingCentroids;
+ int combinedCount = Math.addExact(existingCount, copied);
+ if (existingCount == 0 || !_incomingCentroidsSorted) {
+ ensureIncomingCapacity(combinedCount);
+ System.arraycopy(means, offset, _incomingMeans, existingCount, copied);
+ System.arraycopy(weights, offset, _incomingWeights, existingCount,
copied);
+ } else {
+ ensureIncomingCapacity(combinedCount);
+ int existingIndex = existingCount - 1;
+ int addedIndex = offset + copied - 1;
+ int outputIndex = combinedCount - 1;
+ while (existingIndex >= 0 && addedIndex >= offset) {
+ // Choose the added centroid on equality while merging backwards so
existing equal centroids retain stable
+ // order before the newly added run.
+ if (_incomingMeans[existingIndex] > means[addedIndex]) {
+ _incomingMeans[outputIndex] = _incomingMeans[existingIndex];
+ _incomingWeights[outputIndex--] =
_incomingWeights[existingIndex--];
+ } else {
+ _incomingMeans[outputIndex] = means[addedIndex];
+ _incomingWeights[outputIndex--] = weights[addedIndex--];
+ }
+ }
+ if (addedIndex >= offset) {
+ int remaining = addedIndex - offset + 1;
+ System.arraycopy(means, offset, _incomingMeans, 0, remaining);
+ System.arraycopy(weights, offset, _incomingWeights, 0, remaining);
+ }
+ }
+ for (int i = 0; i < copied; i++) {
+ _incomingWeight += weights[offset + i];
+ }
+ offset += copied;
+ _numIncomingCentroids = combinedCount;
+ }
+ }
+
+ private void materializePendingSerializedTDigest() {
+ if (_pendingSerializedTDigest != null && !_legacyDegraded) {
+ _serializedBytesForWrite = null;
+ byte[] bytes = _pendingSerializedTDigest;
+ SerializedTDigestMetadata metadata = _pendingSerializedMetadata;
+ _pendingSerializedTDigest = null;
+ _pendingSerializedMetadata = null;
+ SerializedTDigestInput input = getSerializedTDigestInput();
+ input.reset(bytes, metadata);
+ input._retainedBytes = bytes;
+ input.decode();
+ mergeSerializedTDigest(input, false);
+ }
+ }
+
+ private void markLegacyDegraded(SerializedTDigestInput input) {
+ if (!_legacyDegraded) {
+ LOGGER.warn("Retaining historical TDigest numerical corruption: input
centroids={}, input weight={}, "
+ + "accumulated weight={}. Percentiles for this aggregation state
are NaN.",
+ input._numCentroids, input._totalWeight, _totalWeight +
_incomingWeight + _numRawValues);
+ _legacyDegraded = true;
+ }
+ }
+
+ private void ensureCentroidCapacity(int capacity) {
+ if (capacity > 0 && (_centroidMeans == null || capacity >
_centroidMeans.length)) {
+ _centroidMeans = new double[capacity];
+ _centroidWeights = new double[capacity];
+ }
+ }
+
+ private void normalizeBoundaryCentroids() {
+ if (_numCentroids == 0 || (_centroidWeights[0] == 1.0
+ && _centroidWeights[_numCentroids - 1] == 1.0)) {
+ return;
+ }
+ int requiredCapacity = Math.addExact(_numCentroids, 2);
+ if (_centroidMeans.length < requiredCapacity) {
+ _centroidMeans = Arrays.copyOf(_centroidMeans, requiredCapacity);
+ _centroidWeights = Arrays.copyOf(_centroidWeights, requiredCapacity);
+ }
+ _numCentroids = normalizeBoundaries(_centroidMeans, _centroidWeights,
_numCentroids, _min, _max);
+ }
+
+ private static int normalizeBoundaries(double[] means, double[] weights, int
count, double min, double max) {
+ if (count == 0 || (weights[0] == 1.0 && weights[count - 1] == 1.0)) {
+ return count;
+ }
+ if (count == 1) {
+ double weight = weights[0];
+ if (weight < 2.0) {
+ return count;
+ }
+ double mean = means[0];
+ means[0] = min;
+ weights[0] = 1.0;
+ if (weight == 2.0) {
+ means[1] = max;
+ weights[1] = 1.0;
+ return 2;
+ }
+ means[1] = residualMean(mean, weight, min, max, weight - 2.0, min, max);
+ weights[1] = weight - 2.0;
+ means[2] = max;
+ weights[2] = 1.0;
+ return 3;
+ }
+
+ if (weights[0] > 1.0) {
+ System.arraycopy(means, 1, means, 2, count - 1);
+ System.arraycopy(weights, 1, weights, 2, count - 1);
+ double weight = weights[0];
+ double mean = means[0];
+ means[0] = min;
+ weights[0] = 1.0;
+ means[1] = residualMean(mean, weight, min, 0.0, weight - 1.0, min,
means[2]);
+ weights[1] = weight - 1.0;
+ count++;
+ }
+ int lastIndex = count - 1;
+ if (weights[lastIndex] > 1.0) {
+ double weight = weights[lastIndex];
+ double mean = means[lastIndex];
+ means[lastIndex] = residualMean(mean, weight, max, 0.0, weight - 1.0,
means[lastIndex - 1], max);
+ weights[lastIndex] = weight - 1.0;
+ means[count] = max;
+ weights[count] = 1.0;
+ count++;
+ }
+ return count;
+ }
+
+ private void ensureRawBuffer() {
+ if (_rawValues == null) {
+ _rawValues = new double[getRawBufferSize((long)
Math.ceil(_compression))];
+ }
+ }
+
+ private static int getRawBufferSize(long roundedCompression) {
+ return (int) Math.min(MAX_RAW_BUFFER_SIZE, Math.max(MIN_RAW_BUFFER_SIZE,
2.0 * roundedCompression));
+ }
+
+ private static int getPendingCentroidCapacity(int centroidCapacity) {
+ return (int) Math.min(MAX_RAW_BUFFER_SIZE,
+ Math.max(MIN_RAW_BUFFER_SIZE, (long)
TDigestUtils.DEFAULT_MERGE_BUFFER_MULTIPLIER * centroidCapacity));
+ }
+
+ private int getPendingInputLimit() {
+ // Large compression can retain more centroids than this independent
buffer's cap. Keep batching instead of
+ // shrinking to one new input per full merge as the accumulated centroid
count grows.
+ if (_pendingCentroidCapacity == MAX_RAW_BUFFER_SIZE) {
+ return MAX_RAW_BUFFER_SIZE;
+ }
+ return Math.max(1, _pendingCentroidCapacity - _numCentroids - 1);
+ }
+
+ private void preserveSerializedCapacity(int mainCapacity, int
bufferCapacity) {
+ if (mainCapacity > 0) {
+ _serializedMainCapacity = Math.max(_serializedMainCapacity,
mainCapacity);
+ }
+ if (bufferCapacity > 0) {
+ _serializedBufferCapacity = Math.max(_serializedBufferCapacity,
bufferCapacity);
+ }
+ }
+
+ private int getPreferredOutputCapacity(int incomingCount) {
+ return Math.min(_centroidCapacity, Math.addExact(_numCentroids,
incomingCount));
+ }
+
+ private void ensureOutputCapacity(int capacity) {
+ if (_outputMeans == null) {
+ int newCapacity = Math.max(capacity, Math.min(_centroidCapacity,
MIN_RAW_BUFFER_SIZE));
+ _outputMeans = new double[newCapacity];
+ _outputWeights = new double[newCapacity];
+ } else if (capacity > _outputMeans.length) {
+ int newCapacity = Math.max(capacity,
Math.multiplyExact(_outputMeans.length, 2));
+ _outputMeans = Arrays.copyOf(_outputMeans, newCapacity);
+ _outputWeights = Arrays.copyOf(_outputWeights, newCapacity);
+ }
+ }
+
+ private static void checkTotalWeight(double totalWeight) {
+ if (!(totalWeight >= 0.0) || !Double.isFinite(totalWeight)) {
+ throw new IllegalArgumentException("Invalid TDigest total weight: " +
totalWeight);
+ }
+ }
+
+ private void requireMutable() {
+ if (_legacyDegraded) {
+ throw corruptedMutation();
+ }
+ _serializedBytesForWrite = null;
+ }
+
+ private static IllegalArgumentException corruptedMutation() {
+ return new IllegalArgumentException("Cannot merge or mutate a historically
corrupted TDigest; "
+ + "only its unchanged original bytes can be retained");
+ }
+
+ private static double positiveCompression(double compression) {
+ if (!(compression > 0.0)) {
+ throw new IllegalArgumentException("TDigest compression must be
positive: " + compression);
+ }
+ return compression;
+ }
+
+ private double getK1MaxWeightScale(double compression) {
+ return compression == _compression ? _publicMaxWeightScale :
_workingMaxWeightScale;
+ }
+
+ private static double calculateK1MaxWeightScale(double compression) {
+ return 2.0 * Math.sin(Math.PI / compression);
+ }
+
+ private static void reverse(double[] values, int length) {
+ for (int i = 0; i < length / 2; i++) {
+ int otherIndex = length - i - 1;
+ double value = values[i];
+ values[i] = values[otherIndex];
+ values[otherIndex] = value;
+ }
+ }
+
+ private static double clamp(double value, double min, double max) {
+ return Math.max(min, Math.min(value, max));
+ }
+
+ private static boolean canMergeMeans(double firstMean, double secondMean) {
+ return firstMean == secondMean || (Double.isFinite(firstMean) &&
Double.isFinite(secondMean));
+ }
+
+ private static double residualMean(double mean, double weight, double
firstRemovedValue,
+ double secondRemovedValue, double residualWeight, double min, double
max) {
+ if (!Double.isFinite(mean) || !Double.isFinite(firstRemovedValue)
+ || !Double.isFinite(secondRemovedValue)) {
+ return clamp(mean, min, max);
+ }
+ boolean removedTwoValues = weight - residualWeight == 2.0;
+ int scaleShift = removedTwoValues ? 2 : 1;
+ double scaledMean = Math.scalb(mean, -scaleShift);
+ double scaledCorrection = scaledMean - Math.scalb(firstRemovedValue,
-scaleShift);
+ if (removedTwoValues) {
+ scaledCorrection += scaledMean - Math.scalb(secondRemovedValue,
-scaleShift);
+ }
+ double correction = Math.scalb(scaledCorrection / residualWeight,
scaleShift);
+ return clamp(mean + correction, min, max);
+ }
+
+ private static double readCompression(byte[] bytes) {
+ return
TDigestUtils.readSerializedHeader(ByteBuffer.wrap(bytes)).compression();
+ }
+
+ /// Reusable, invocation-local view of one serialized TDigest for
group-by-MV fanout.
+ ///
+ /// [#reset(byte\[\])] validates the header once per input row. The first
decode combines numerical validation
+ /// with filling reusable centroid arrays, so all groups for a row merge the
same primitive input without sharing
+ /// mutable accumulator state. A pending accumulator requests an immutable
byte snapshot, created at most once per
+ /// reset
+ /// and shared by the row's group fanout. The input must remain
thread-confined and must not outlive the aggregation
+ /// call that owns it. Pending-only inputs inspect their bytes without
allocating centroid arrays; their first
+ /// later materialization reads the already validated values without another
numerical validation pass.
+ public static final class SerializedTDigestInput {
+ private byte[] _bytes;
+ private byte[] _retainedBytes;
+ private double _min;
Review Comment:
Fixed in
[d27edc192f](https://github.com/apache/pinot/commit/d27edc192f9440dd7bd2c15a56d44cb1e250a84f).
Removed all eight metadata shadow fields. Header properties and validated
total weight now read from the metadata record; the decoded centroid count
remains independent. The byte scan uses metadata.centroidCount(), fixing both
over-scanning after boundary splits and under-scanning after zero-weight
removal; the existing fanout regression covers decode followed by reuse in an
empty group.
##########
pinot-perf/src/main/java/org/apache/pinot/perf/aggregation/TDigestBenchmarkUtils.java:
##########
@@ -75,13 +60,18 @@ static byte[] createFixedVerboseBytes(double[]
sortedValues, double compression)
start = 1 + (centroidId - 1) * numInteriorValues /
numInteriorCentroids;
end = 1 + centroidId * numInteriorValues / numInteriorCentroids;
}
- double sum = 0.0;
- for (int valueId = start; valueId < end; valueId++) {
- sum += sortedValues[valueId];
+ double mean = sortedValues[start];
+ for (int valueId = start + 1; valueId < end; valueId++) {
+ double fraction = 1.0 / (valueId - start + 1);
+ double value = sortedValues[valueId];
+ mean = Math.copySign(1.0, mean) == Math.copySign(1.0, value)
Review Comment:
Fixed in
[d27edc192f](https://github.com/apache/pinot/commit/d27edc192f9440dd7bd2c15a56d44cb1e250a84f).
The benchmark generator now calls TDigestUtils.weightedMean with the running
bucket mass and sameSignMeans=false. It shares the production sign handling and
clamp; duplicate, signed-zero, opposite-sign and near-maximum finite input
checks pass.
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