quantile_estimator 0.0.2
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- checksums.yaml +7 -0
- data/.ruby-gemset +1 -0
- data/.ruby-version +1 -0
- data/Gemfile +4 -0
- data/Gemfile.lock +17 -0
- data/LICENSE.txt +22 -0
- data/README.md +85 -0
- data/Rakefile +9 -0
- data/benchmark.rb +21 -0
- data/doc/Cursor.html +422 -0
- data/doc/Estimator.html +779 -0
- data/doc/Invariant.html +115 -0
- data/doc/Invariant/Biased.html +268 -0
- data/doc/Invariant/Invariant.html +193 -0
- data/doc/Invariant/SingleTarget.html +278 -0
- data/doc/Invariant/Targeted.html +278 -0
- data/doc/Item.html +620 -0
- data/doc/Quantile.html +270 -0
- data/doc/QuantileEstimator.html +117 -0
- data/doc/_index.html +211 -0
- data/doc/class_list.html +54 -0
- data/doc/compression.png +0 -0
- data/doc/css/common.css +1 -0
- data/doc/css/full_list.css +57 -0
- data/doc/css/style.css +338 -0
- data/doc/file.README.html +186 -0
- data/doc/file_list.html +56 -0
- data/doc/frames.html +26 -0
- data/doc/index.html +186 -0
- data/doc/js/app.js +219 -0
- data/doc/js/full_list.js +178 -0
- data/doc/js/jquery.js +4 -0
- data/doc/method_list.html +221 -0
- data/doc/time.png +0 -0
- data/doc/top-level-namespace.html +114 -0
- data/lib/estimator.rb +120 -0
- data/lib/quantile_estimator/cursor.rb +24 -0
- data/lib/quantile_estimator/invariant.rb +47 -0
- data/lib/quantile_estimator/item.rb +21 -0
- data/lib/quantile_estimator/quantile.rb +3 -0
- data/lib/quantile_estimator/test.rb +37 -0
- data/lib/quantile_estimator/version.rb +3 -0
- data/pkg/quantile_estimator-0.0.1.gem +0 -0
- data/quantile_estimator.gemspec +29 -0
- data/test/test_quantile_estimator.rb +85 -0
- metadata +120 -0
checksums.yaml
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data/.ruby-gemset
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quantile_estimator
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data/.ruby-version
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ruby-2.0.0-p0
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data/Gemfile
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data/Gemfile.lock
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data/LICENSE.txt
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Copyright (c) 2013 Diego Echeverri
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MIT License
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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data/README.md
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# QuantileEstimator.rb
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This implements the quantile estimator described in the paper:
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Cormode et. al.:
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"Effective Computation of Biased Quantiles over Data Streams"
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Given the different strategies to implement the algorithm I used the easiest one by
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using https://github.com/odo/quantile_estimator as reference for the implementation.
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## Installation
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Add this line to your application's Gemfile:
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gem 'quantile_estimator'
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install quantile_estimator
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## Usage
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First initialize the estimator. Right now you can either have a `Biased` or
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`Targeted` invariants. The targeted invariant let you select the quantiles you are
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particularly interested and will yield higher compression rates.
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biased = Invariant::Biased.new(0.004)
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targeted = Invariant::Targeted.new([
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[0.05, 0.02],
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[0.5, 0.02],
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[0.95, 0.02]
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])
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estimator = Estimator.new(targeted)
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Insertion of data is as simple as:
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estimator.insert(value)
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The insertion of data _doesn't_ automatically compress it. To compress the data just
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call:
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estimator.compress!
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Using these primitives you can build wraps to compress on every nth insert as shown
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in
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[this file](https://github.com/diegoeche/quantile_estimator.rb/blob/master/benchmark.rb)
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## Pretty Graphs
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Using a targeted invariant to keep track of the 0.05, 0.5 and 0.95 quantiles, a
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uniform source of random values and compressing every 100 iterations. We get the
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following behavior regarding the size of the internal data structure:
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![compression rate (elements size, lower is better)](https://raw.github.com/diegoeche/quantile_estimator.rb/master/doc/compression.png
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"Elements in the estimator. Lower is better")
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Running time behavior is not too bad. The following graph shows the cost of
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insertions in the estimator. The homogeneous layer of outlayers probably corresponds
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to the compression cycles, while the bottom line is the cost of compression-less
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insertions.
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![runtime behavior (ms, lower is better)](https://raw.github.com/diegoeche/quantile_estimator.rb/master/doc/time.png "Time in ms. Lower is better")
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Different distributions, different invariants setups will have different behaviors.
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Check your real data before using this!
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## Known issues
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The implementation is known not to be thread-safe, and little effort has been done to
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optimize it.
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## Contributing
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1. Fork it
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2. Create your feature branch (`git checkout -b my-new-feature`)
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3. Commit your changes (`git commit -am 'Add some feature'`)
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4. Push to the branch (`git push origin my-new-feature`)
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5. Create new Pull Request
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data/Rakefile
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data/benchmark.rb
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require 'estimator'
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biased = Invariant::Biased.new(0.004)
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targeted = Invariant::Targeted.new([
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[0.05, 0.02],
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[0.5, 0.02],
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[0.95, 0.02]
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])
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# estimator = Estimator.new(invariant)
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estimator = Estimator.new(targeted)
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10000.times do |i|
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nowish = Time.now.to_f
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estimator.insert(rand)
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if i % 100 == 99
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estimator.compress!
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end
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puts [i, 1000 * (Time.now.to_f - nowish), estimator.samples.size].join("\t")
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end
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data/doc/Cursor.html
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<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN"
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"http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
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<html xmlns="http://www.w3.org/1999/xhtml" xml:lang="en" lang="en">
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<head>
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<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
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<title>
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Class: Cursor
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— Documentation by YARD 0.8.7.3
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</title>
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<link rel="stylesheet" href="css/style.css" type="text/css" charset="utf-8" />
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<link rel="stylesheet" href="css/common.css" type="text/css" charset="utf-8" />
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<script type="text/javascript" charset="utf-8">
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hasFrames = window.top.frames.main ? true : false;
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relpath = '';
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framesUrl = "frames.html#!" + escape(window.location.href);
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</script>
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<script type="text/javascript" charset="utf-8" src="js/jquery.js"></script>
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<script type="text/javascript" charset="utf-8" src="js/app.js"></script>
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</head>
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<body>
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<div id="header">
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<div id="menu">
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<a href="_index.html">Index (C)</a> »
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<span class="title">Cursor</span>
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<div class="noframes"><span class="title">(</span><a href="." target="_top">no frames</a><span class="title">)</span></div>
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</div>
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<div id="search">
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<a class="full_list_link" id="class_list_link"
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href="class_list.html">
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Class List
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</a>
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<a class="full_list_link" id="method_list_link"
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href="method_list.html">
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Method List
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</a>
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<a class="full_list_link" id="file_list_link"
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href="file_list.html">
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File List
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</a>
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</div>
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<div class="clear"></div>
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</div>
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<iframe id="search_frame"></iframe>
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<div id="content"><h1>Class: Cursor
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</h1>
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<dl class="box">
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<dt class="r1">Inherits:</dt>
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<dd class="r1">
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<span class="inheritName">Object</span>
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<ul class="fullTree">
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<li>Object</li>
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<li class="next">Cursor</li>
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</ul>
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<a href="#" class="inheritanceTree">show all</a>
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</dd>
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<dt class="r2 last">Defined in:</dt>
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<dd class="r2 last">lib/quantile_estimator/cursor.rb</dd>
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</dl>
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<div class="clear"></div>
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<h2>
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Instance Method Summary
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<small>(<a href="#" class="summary_toggle">collapse</a>)</small>
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</h2>
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<ul class="summary">
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<span class="summary_signature">
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<a href="#initialize-instance_method" title="#initialize (instance method)">- (Cursor) <strong>initialize</strong>(array, start = 0) </a>
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</span>
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<span class="note title constructor">constructor</span>
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<span class="summary_desc"><div class='inline'>
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<p>A new instance of Cursor.</p>
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</div></span>
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</li>
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<a href="#next-instance_method" title="#next (instance method)">- (Object) <strong>next</strong> </a>
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<a href="#remove%21-instance_method" title="#remove! (instance method)">- (Object) <strong>remove!</strong> </a>
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<a href="#%7E-instance_method" title="#~ (instance method)">- (Object) <strong>~</strong> </a>
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<h2>Constructor Details</h2>
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- (<tt><span class='object_link'><a href="" title="Cursor (class)">Cursor</a></span></tt>) <strong>initialize</strong>(array, start = 0)
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<p>Returns a new instance of Cursor</p>
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<pre class="code"><span class="info file"># File 'lib/quantile_estimator/cursor.rb', line 2</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_initialize'>initialize</span><span class='lparen'>(</span><span class='id identifier rubyid_array'>array</span><span class='comma'>,</span> <span class='id identifier rubyid_start'>start</span><span class='op'>=</span><span class='int'>0</span><span class='rparen'>)</span>
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<span class='ivar'>@array</span> <span class='op'>=</span> <span class='id identifier rubyid_array'>array</span>
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<pre class="code"><span class="info file"># File 'lib/quantile_estimator/cursor.rb', line 17</span>
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<span class='kw'>def</span> <span class='kw'>next</span>
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<span class='const'>Cursor</span><span class='period'>.</span><span class='id identifier rubyid_new'>new</span><span class='lparen'>(</span><span class='ivar'>@array</span><span class='comma'>,</span> <span class='ivar'>@start</span> <span class='op'>+</span> <span class='int'>1</span><span class='rparen'>)</span>
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<pre class="code"><span class="info file"># File 'lib/quantile_estimator/cursor.rb', line 21</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_previous'>previous</span>
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<span class='const'>Cursor</span><span class='period'>.</span><span class='id identifier rubyid_new'>new</span><span class='lparen'>(</span><span class='ivar'>@array</span><span class='comma'>,</span> <span class='ivar'>@start</span> <span class='op'>-</span> <span class='int'>1</span><span class='rparen'>)</span>
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<span class='kw'>end</span></pre>
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<h3 class="signature " id="remove!-instance_method">
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<pre class="code"><span class="info file"># File 'lib/quantile_estimator/cursor.rb', line 13</span>
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<span class='kw'>def</span> <span class='id identifier rubyid_remove!'>remove!</span>
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<span class='ivar'>@array</span><span class='period'>.</span><span class='id identifier rubyid_delete_at'>delete_at</span><span class='lparen'>(</span><span class='ivar'>@start</span><span class='rparen'>)</span>
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<span class='kw'>end</span></pre>
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<pre class="code"><span class="info file"># File 'lib/quantile_estimator/cursor.rb', line 7</span>
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<span class='kw'>def</span> <span class='op'>~</span>
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<span class='kw'>end</span></pre>
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Generated on Fri Nov 15 15:39:43 2013 by
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<a href="http://yardoc.org" title="Yay! A Ruby Documentation Tool" target="_parent">yard</a>
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0.8.7.3 (ruby-2.0.0).
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