datasketches 0.2.4 → 0.2.5

data/vendor/datasketches-cpp/quantiles/test/CMakeLists.txt

@@ -0,0 +1,44 @@
+# 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.
+
+add_executable(quantiles_test)
+
+target_link_libraries(quantiles_test quantiles common common_test)
+
+set_target_properties(quantiles_test PROPERTIES
+  CXX_STANDARD 11
+  CXX_STANDARD_REQUIRED YES
+)
+
+file(TO_CMAKE_PATH "${CMAKE_CURRENT_SOURCE_DIR}" QUANTILES_TEST_BINARY_PATH)
+string(APPEND QUANTILES_TEST_BINARY_PATH "/")
+target_compile_definitions(quantiles_test
+  PRIVATE
+    TEST_BINARY_INPUT_PATH="${QUANTILES_TEST_BINARY_PATH}"
+)
+
+add_test(
+  NAME quantiles_test
+  COMMAND quantiles_test
+)
+
+target_sources(quantiles_test
+  PRIVATE
+    quantiles_sketch_test.cpp
+    quantiles_compatibility_test.cpp
+    kolmogorov_smirnov_test.cpp
+)

data/vendor/datasketches-cpp/quantiles/test/kolmogorov_smirnov_test.cpp

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+/*
+ * 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.
+ */
+
+#include <catch.hpp>
+
+#include <random>
+
+#include <quantiles_sketch.hpp>
+#include <kolmogorov_smirnov.hpp>
+
+namespace datasketches {
+
+TEST_CASE("kolmogorov-smirnov empty", "[quantiles_sketch]") {
+  quantiles_sketch<double> sketch1;
+  quantiles_sketch<double> sketch2;
+  REQUIRE(kolmogorov_smirnov::delta(sketch1, sketch2) == 0);
+  REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.01));
+}
+
+TEST_CASE("kolmogorov-smirnov same distribution", "[quantiles_sketch]") {
+  const uint16_t k = 128;
+  quantiles_sketch<double> sketch1(k);
+  quantiles_sketch<double> sketch2(k);
+  std::default_random_engine rand;
+  std::normal_distribution<double> distr;
+  const int n = k * 3 - 1;
+  for (int i = 0; i < n; ++i) {
+    const double x = distr(rand);
+    sketch1.update(x);
+    sketch2.update(x);
+  }
+  REQUIRE(kolmogorov_smirnov::delta(sketch1, sketch2) == Approx(0).margin(0.02));
+  REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.01));
+}
+
+TEST_CASE("kolmogorov-smirnov very different distributions", "[quantiles_sketch]") {
+  const uint16_t k = 128;
+  quantiles_sketch<double> sketch1(k);
+  quantiles_sketch<double> sketch2(k);
+  std::default_random_engine rand;
+  std::normal_distribution<double> distr;
+  const int n = k * 3 - 1;
+  for (int i = 0; i < n; ++i) {
+    const double x = distr(rand);
+    sketch1.update(x + 100.0);
+    sketch2.update(x);
+  }
+  const auto delta = kolmogorov_smirnov::delta(sketch1, sketch2);
+  REQUIRE(delta == Approx(1.0).margin(1e-6));
+  REQUIRE(delta <= 1);
+  REQUIRE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05));
+}
+
+TEST_CASE("kolmogorov-smirnov slightly different distributions", "[quantiles_sketch]") {
+  const uint16_t k = 1024;
+  quantiles_sketch<double> sketch1(k);
+  quantiles_sketch<double> sketch2(k);
+  std::default_random_engine rand;
+  std::normal_distribution<double> distr;
+  const int n = k * 3 - 1;
+  for (int i = 0; i < n; ++i) {
+    const double x = distr(rand);
+    sketch1.update(x + 0.05);
+    sketch2.update(x);
+  }
+  const double delta = kolmogorov_smirnov::delta(sketch1, sketch2);
+  REQUIRE(delta == Approx(0.02).margin(0.01));
+  const double threshold = kolmogorov_smirnov::threshold(sketch1, sketch2, 0.05);
+  std::cout << "delta=" << delta << ", threshold=" << threshold << "\n";
+  REQUIRE_FALSE(delta > threshold);
+  REQUIRE_FALSE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05));
+}
+
+TEST_CASE("kolmogorov-smirnov slightly different distributions high resolution", "[quantiles_sketch]") {
+  const uint16_t k = 8192;
+  quantiles_sketch<double> sketch1(k);
+  quantiles_sketch<double> sketch2(k);
+  std::default_random_engine rand;
+  std::normal_distribution<double> distr;
+  const int n = k * 3 - 1;
+  for (int i = 0; i < n; ++i) {
+    const double x = distr(rand);
+    sketch1.update(x + 0.05);
+    sketch2.update(x);
+  }
+  const double delta = kolmogorov_smirnov::delta(sketch1, sketch2);
+  REQUIRE(delta == Approx(0.02).margin(0.01));
+  const double threshold = kolmogorov_smirnov::threshold(sketch1, sketch2, 0.05);
+  std::cout << "delta=" << delta << ", threshold=" << threshold << "\n";
+  REQUIRE(delta > threshold);
+  REQUIRE(kolmogorov_smirnov::test(sketch1, sketch2, 0.05));
+}
+
+} /* namespace datasketches */

data/vendor/datasketches-cpp/quantiles/test/quantiles_compatibility_test.cpp

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+/*
+ * 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.
+ */
+
+#include <catch.hpp>
+#include <cmath>
+#include <sstream>
+#include <fstream>
+
+#include <quantiles_sketch.hpp>
+#include <serde.hpp>
+#include <test_allocator.hpp>
+
+namespace datasketches {
+
+#ifdef TEST_BINARY_INPUT_PATH
+static std::string testBinaryInputPath = TEST_BINARY_INPUT_PATH;
+#else
+static std::string testBinaryInputPath = "test/";
+#endif
+
+// these tests are for compatibility with old versions of Java's
+// Quantiles sketch, which is only for doubles.
+// 
+// typical usage would be just quantiles_sketch<double>, but here we use test_allocator
+using quantiles_double_sketch = quantiles_sketch<double, std::less<double>, test_allocator<double>>;
+
+static void quantiles_decode_and_check(uint16_t k, uint64_t n, const std::string& version,
+                                       double expected_median) {
+  const double median_rank = 0.5;
+
+  std::ostringstream filestr;
+  filestr << "Qk" << k << "_n" << n << "_v" << version << ".sk";
+  // as stream
+  std::ifstream is;
+  is.exceptions(std::ios::failbit | std::ios::badbit);
+  std::string filename = testBinaryInputPath + filestr.str();
+
+  is.open(filename, std::ios::binary);
+  auto sketch_stream = quantiles_double_sketch::deserialize(is, serde<double>(), 0);
+  is.close();
+  REQUIRE(sketch_stream.get_quantile(median_rank) == expected_median);
+
+  // as bytes
+  std::ifstream infile(filename, std::ios::binary);
+  std::vector<char> bytes(
+    (std::istreambuf_iterator<char>(infile)),
+    (std::istreambuf_iterator<char>()));
+  infile.close();
+  auto sketch_bytes = quantiles_double_sketch::deserialize(bytes.data(), bytes.size(), serde<double>(), 0);
+  REQUIRE(sketch_bytes.get_quantile(median_rank) == expected_median);
+}
+
+TEST_CASE("quantiles compatibility", "[quantiles_compatibility]") {
+
+  // setup
+  test_allocator_total_bytes = 0;
+
+  SECTION("Qk128_n50_v0.3.0.sk") {
+    // file: Qk128_n50_v0.3.0.sk
+    // median: 26.0
+    quantiles_decode_and_check(128, 50, "0.3.0", 26.0);
+  }
+
+  SECTION("Qk128_n1000_v0.3.0.sk") {
+    // file: Qk128_n1000_v0.3.0.sk
+    // median: 501.0
+    quantiles_decode_and_check(128, 1000, "0.3.0", 501.0);
+  }
+
+  SECTION("Qk128_n50_v0.6.0.sk") {
+    // file: Qk128_n50_v0.6.0.sk
+    // median: 26.0
+    quantiles_decode_and_check(128, 50, "0.6.0", 26.0);
+  }
+
+  SECTION("Qk128_n1000_v0.6.0.sk") {
+    // file: Qk128_n1000_v0.6.0.sk
+    // median: 501.0
+    quantiles_decode_and_check(128, 1000, "0.6.0", 501.0);
+  }
+
+  SECTION("Qk128_n50_v0.8.0.sk") {
+    // file: Qk128_n50_v0.8.0.sk
+    // median: 26.0
+    quantiles_decode_and_check(128, 50, "0.8.0", 26.0);
+  }
+
+  SECTION("Qk128_n1000_v0.8.0.sk") {
+    // file: Qk128_n1000_v0.8.0.sk
+    // median: 501.0
+    quantiles_decode_and_check(128, 1000, "0.8.0", 501.0);
+  }
+
+  SECTION("Qk128_n50_v0.8.3.sk") {
+    // file: Qk128_n50_v0.8.3.sk
+    // median: 26.0
+    quantiles_decode_and_check(128, 50, "0.8.3", 26.0);
+  }
+
+  SECTION("Qk128_n1000_v0.8.3.sk") {
+    // file: Qk128_n1000_v0.8.3.sk
+    // median: 501.0
+    quantiles_decode_and_check(128, 1000, "0.8.3", 501.0);
+  }
+
+  // cleanup
+  if (test_allocator_total_bytes != 0) {
+    REQUIRE(test_allocator_total_bytes == 0);
+  }
+
+}
+
+} /* namespace datasketches */