tdigest 0.1.0 → 0.2.0
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- checksums.yaml +5 -5
- data/.github/workflows/specs.yml +22 -0
- data/.ruby-version +1 -1
- data/Gemfile +2 -0
- data/README.md +5 -9
- data/Rakefile +7 -5
- data/bin/console +4 -3
- data/lib/tdigest/centroid.rb +7 -4
- data/lib/tdigest/tdigest.rb +28 -31
- data/lib/tdigest/version.rb +3 -1
- data/lib/tdigest.rb +3 -3
- data/tdigest.gemspec +24 -16
- metadata +25 -26
- data/.travis.yml +0 -6
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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-
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-
metadata.gz:
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-
data.tar.gz:
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2
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+
SHA256:
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+
metadata.gz: 2b5f999c42d1051e26230facc685f22b8d7cc1c6c31af9e5680a202c7cb4f653
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4
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+
data.tar.gz: 5580752fe6f646fdc1774e4f5eb04c6170f2ce9dbdb325de3daae950fe4895eb
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 8d0eb2f8fd8a1645b035cb9245ca5659de2059e0fcc4899159fd8a600b8d23f13b919638d53787622956b11ced97fefd4898b6caa264f47429bfcc35a6a1d214
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7
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+
data.tar.gz: cbf7ce26a01bfcf8cff1496b31921227a97ebf21f74a7877a8c978475f69da5dc409763d308fb852488f05fa9cd3d4537ea309c05614d6c81c09db4488d81cc9
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@@ -0,0 +1,22 @@
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+
name: CI
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+
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on: [push, pull_request]
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+
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5
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jobs:
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6
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build:
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7
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runs-on: ubuntu-latest
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8
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strategy:
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9
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matrix:
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10
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ruby-version: [2.7, 3.1]
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11
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steps:
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- uses: actions/checkout@v3
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+
- name: Set up Ruby ${{ matrix.ruby-version }}
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uses: ruby/setup-ruby@v1
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with:
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ruby-version: ${{ matrix.ruby-version }}
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+
- name: Install dependencies
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run: |
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gem update --system
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bundle install
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- name: Run tests
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run: bundle exec rake test
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data/.ruby-version
CHANGED
@@ -1 +1 @@
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1
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-
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1
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+
3.1.3
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data/Gemfile
CHANGED
data/README.md
CHANGED
@@ -1,8 +1,7 @@
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1
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-
#
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1
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+
# t-digest Ruby
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2
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+
[![Ruby CI](https://github.com/castle/tdigest/actions/workflows/specs.yml/badge.svg?branch=master)](https://github.com/castle/tdigest/actions/workflows/specs.yml)
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3
4
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[![Gem Version](https://badge.fury.io/rb/tdigest.svg)](https://badge.fury.io/rb/tdigest)
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4
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-
[![Build Status](https://travis-ci.org/castle/tdigest.svg?branch=master)](https://travis-ci.org/castle/tdigest)
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5
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-
[![Coverage Status](https://coveralls.io/repos/castle/tdigest/badge.svg?branch=master&service=github)](https://coveralls.io/github/castle/tdigest?branch=master)
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Ruby implementation of Ted Dunning's [t-digest](https://github.com/tdunning/t-digest) data structure.
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7
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@@ -37,12 +36,11 @@ puts td.p_rank(0.95)
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#### Serialization
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39
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-
This gem offers the same serialization options as the original [Java implementation](https://github.com/tdunning/t-digest). You can read more about T-digest
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39
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+
This gem offers the same serialization options as the original [Java implementation](https://github.com/tdunning/t-digest). You can read more about T-digest persistence in [Chapter 3 in the paper](https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf).
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40
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**Standard encoding**
|
43
42
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44
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-
This encoding uses 8-byte Double for the means and a 4-byte
|
45
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-
Size per centroid is a fixed 12-bytes.
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43
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+
This encoding uses 8-byte Double for the means and a 4-byte integer for counts. Size per centroid is a fixed 12-bytes.
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44
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47
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```ruby
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bytes = tdigest.as_bytes
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@@ -50,8 +48,7 @@ bytes = tdigest.as_bytes
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48
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49
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**Compressed encoding**
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50
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53
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-
This encoding uses delta encoding with 4-byte floats for the means and variable
|
54
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-
length encoding for the counts. Size per centroid is between 5-12 bytes.
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+
This encoding uses delta encoding with 4-byte floats for the means and variable length encoding for the counts. Size per centroid is between 5-12 bytes.
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56
53
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```ruby
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bytes = tdigest.as_small_bytes
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@@ -79,4 +76,3 @@ Bug reports and pull requests are welcome on GitHub at https://github.com/castle
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## License
|
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The gem is available as open source under the terms of the [MIT License](http://opensource.org/licenses/MIT).
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-
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data/Rakefile
CHANGED
@@ -1,10 +1,12 @@
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-
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-
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1
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# frozen_string_literal: true
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+
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require 'bundler/gem_tasks'
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require 'rake/testtask'
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Rake::TestTask.new(:test) do |t|
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5
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-
t.libs <<
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6
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-
t.libs <<
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7
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+
t.libs << 'test'
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8
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t.libs << 'lib'
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7
9
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t.test_files = FileList['test/**/*_test.rb']
|
8
10
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end
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9
11
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|
10
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task :
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task default: :test
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data/bin/console
CHANGED
@@ -1,7 +1,8 @@
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1
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#!/usr/bin/env ruby
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# frozen_string_literal: true
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-
require
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require
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require 'bundler/setup'
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require 'tdigest'
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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@@ -10,5 +11,5 @@ require "tdigest"
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11
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# require "pry"
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# Pry.start
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13
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-
require
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+
require 'irb'
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14
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IRB.start
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data/lib/tdigest/centroid.rb
CHANGED
@@ -1,10 +1,13 @@
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1
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+
# frozen_string_literal: true
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2
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+
|
1
3
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module TDigest
|
2
4
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class Centroid
|
3
5
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attr_accessor :mean, :n, :cumn, :mean_cumn
|
4
|
-
def initialize(
|
5
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-
|
6
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-
|
7
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-
|
6
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+
def initialize(mean, n, cumn, mean_cumn = nil)
|
7
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+
@mean = mean
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8
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+
@n = n
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9
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@cumn = cumn
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10
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@mean_cumn = mean_cumn
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8
11
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end
|
9
12
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|
10
13
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def as_json(_ = nil)
|
data/lib/tdigest/tdigest.rb
CHANGED
@@ -1,3 +1,5 @@
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1
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+
# frozen_string_literal: true
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2
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+
|
1
3
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require 'rbtree'
|
2
4
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require 'tdigest/centroid'
|
3
5
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@@ -13,16 +15,15 @@ module TDigest
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13
15
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@cx = cx
|
14
16
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@centroids = RBTree.new
|
15
17
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@nreset = 0
|
18
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+
@n = 0
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16
19
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reset!
|
17
20
|
end
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18
21
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|
19
22
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def +(other)
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20
23
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# Uses delta, k and cx from the caller
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21
24
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t = self.class.new(@delta, @k, @cx)
|
22
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-
data =
|
23
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-
|
24
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-
t.push_centroid(data.delete_at(rand(data.length)))
|
25
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-
end
|
25
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+
data = centroids.values + other.centroids.values
|
26
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+
t.push_centroid(data.delete_at(rand(data.length))) until data.empty?
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26
27
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t
|
27
28
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end
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28
29
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@@ -55,7 +56,7 @@ module TDigest
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55
56
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arr << b
|
56
57
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n = n >> 7
|
57
58
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k += 1
|
58
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-
|
59
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+
raise 'Unreasonable large number' if k > 6
|
59
60
|
end
|
60
61
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arr << n
|
61
62
|
end
|
@@ -76,7 +77,7 @@ module TDigest
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76
77
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def bound_mean_cumn(cumn)
|
77
78
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last_c = nil
|
78
79
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bounds = []
|
79
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-
|
80
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+
@centroids.each do |_k, v|
|
80
81
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if v.mean_cumn == cumn
|
81
82
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bounds << v
|
82
83
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break
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@@ -97,10 +98,8 @@ module TDigest
|
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97
98
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def compress!
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98
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points = to_a
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99
100
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reset!
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100
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-
|
101
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-
|
102
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-
end
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103
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-
_cumulate(true)
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+
push_centroid(points.shuffle)
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+
_cumulate(true, true)
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nil
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104
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end
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@@ -128,10 +127,8 @@ module TDigest
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128
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end
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128
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def merge!(other)
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-
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-
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133
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-
@centroids = t.centroids
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-
compress!
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+
push_centroid(other.centroids.values.shuffle)
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+
self
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end
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def p_rank(x)
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@@ -167,8 +164,9 @@ module TDigest
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167
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p = [p] unless is_array
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p.map! do |item|
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169
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unless (0..1).include? item
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170
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-
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167
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+
raise ArgumentError, "p should be in [0,1], got #{item}"
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end
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169
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+
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if size == 0
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nil
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else
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@@ -222,7 +220,7 @@ module TDigest
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case format
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when VERBOSE_ENCODING
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array = bytes[start_idx..-1].unpack("d#{size}L#{size}")
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225
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-
means, counts = array.each_slice(size).to_a
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+
means, counts = array.each_slice(size).to_a unless array.empty?
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when SMALL_ENCODING
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means = bytes[start_idx..(start_idx + 4 * size)].unpack("f#{size}")
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# Decode delta encoding of means
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@@ -240,7 +238,8 @@ module TDigest
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z = 0x7f & v
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shift = 7
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while (v & 0x80) != 0
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-
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+
raise 'Shift too large in decode' if shift > 28
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+
|
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v = counts_bytes.shift || 0
|
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z += (v & 0x7f) << shift
|
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shift += 7
|
@@ -248,9 +247,9 @@ module TDigest
|
|
248
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counts << z
|
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end
|
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249
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# This shouldn't happen
|
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-
|
250
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+
raise 'Mismatch' unless counts.size == means.size
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else
|
253
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-
|
252
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+
raise 'Unknown compression format'
|
254
253
|
end
|
255
254
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if means && counts
|
256
255
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means.zip(counts).each { |val| tdigest.push(val[0], val[1]) }
|
@@ -277,7 +276,6 @@ module TDigest
|
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277
276
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nearest.cumn += n
|
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277
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nearest.mean_cumn += n / 2.0
|
279
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nearest.n += n
|
280
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-
@n += n
|
281
279
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|
282
280
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nil
|
283
281
|
end
|
@@ -285,11 +283,11 @@ module TDigest
|
|
285
283
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def _cumulate(exact = false, force = false)
|
286
284
|
unless force
|
287
285
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factor = if @last_cumulate == 0
|
288
|
-
|
289
|
-
|
290
|
-
|
291
|
-
|
292
|
-
return if @n == @last_cumulate || (!exact && @cx && @cx >
|
286
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+
Float::INFINITY
|
287
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+
else
|
288
|
+
(@n.to_f / @last_cumulate)
|
289
|
+
end
|
290
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+
return if @n == @last_cumulate || (!exact && @cx && @cx > factor)
|
293
291
|
end
|
294
292
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|
295
293
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cumn = 0
|
@@ -311,6 +309,8 @@ module TDigest
|
|
311
309
|
max = max.nil? ? nil : max[1]
|
312
310
|
nearest = find_nearest(x)
|
313
311
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|
312
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+
@n += n
|
313
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+
|
314
314
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if nearest && nearest.mean == x
|
315
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_add_weight(nearest, x, n)
|
316
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elsif nearest == min
|
@@ -320,7 +320,7 @@ module TDigest
|
|
320
320
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else
|
321
321
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p = nearest.mean_cumn.to_f / @n
|
322
322
|
max_n = (4 * @n * @delta * p * (1 - p)).floor
|
323
|
-
if
|
323
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+
if max_n - nearest.n >= n
|
324
324
|
_add_weight(nearest, x, n)
|
325
325
|
else
|
326
326
|
_new_centroid(x, n, nearest.cumn)
|
@@ -333,17 +333,14 @@ module TDigest
|
|
333
333
|
# it may be due to values being inserted in sorted order.
|
334
334
|
# We combat that by replaying the centroids in random order,
|
335
335
|
# which is what compress! does
|
336
|
-
if @centroids.size > (@k / @delta)
|
337
|
-
compress!
|
338
|
-
end
|
336
|
+
compress! if @centroids.size > (@k / @delta)
|
339
337
|
|
340
338
|
nil
|
341
339
|
end
|
342
340
|
|
343
341
|
def _new_centroid(x, n, cumn)
|
344
|
-
c = Centroid.new(
|
342
|
+
c = Centroid.new(x, n, cumn)
|
345
343
|
@centroids[x] = c
|
346
|
-
@n += n
|
347
344
|
c
|
348
345
|
end
|
349
346
|
end
|
data/lib/tdigest/version.rb
CHANGED
data/lib/tdigest.rb
CHANGED
data/tdigest.gemspec
CHANGED
@@ -1,29 +1,37 @@
|
|
1
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-
#
|
2
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-
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1
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+
# frozen_string_literal: true
|
2
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+
|
3
|
+
lib = File.expand_path('lib', __dir__)
|
3
4
|
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
4
5
|
require 'tdigest/version'
|
5
6
|
|
7
|
+
java = (ENV['RUBY_PLATFORM'] == 'java')
|
8
|
+
|
6
9
|
Gem::Specification.new do |spec|
|
7
|
-
spec.name =
|
10
|
+
spec.name = 'tdigest'
|
8
11
|
spec.version = TDigest::VERSION
|
9
|
-
spec.authors = [
|
10
|
-
spec.email = [
|
12
|
+
spec.authors = ['Sebastian Wallin']
|
13
|
+
spec.email = ['sebastian.wallin@gmail.com']
|
11
14
|
|
12
|
-
spec.summary =
|
13
|
-
spec.description =
|
14
|
-
spec.homepage =
|
15
|
-
spec.license =
|
15
|
+
spec.summary = 'TDigest for Ruby'
|
16
|
+
spec.description = "Ruby implementation of Dunning's T-Digest for streaming quantile approximation"
|
17
|
+
spec.homepage = 'https://github.com/castle/tdigest'
|
18
|
+
spec.license = 'MIT'
|
16
19
|
|
17
20
|
spec.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
|
18
|
-
spec.bindir =
|
21
|
+
spec.bindir = 'exe'
|
19
22
|
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
20
|
-
spec.require_paths = [
|
23
|
+
spec.require_paths = ['lib']
|
24
|
+
spec.platform = java ? 'java' : 'ruby'
|
21
25
|
|
22
|
-
|
26
|
+
if java
|
27
|
+
spec.add_runtime_dependency 'rbtree-jruby', '~> 0.2.1'
|
28
|
+
else
|
29
|
+
spec.add_runtime_dependency 'rbtree3', '~> 0.6.0'
|
30
|
+
end
|
23
31
|
|
24
|
-
spec.add_development_dependency 'bundler', '~> 1
|
25
|
-
spec.add_development_dependency 'rake', '~> 10.0'
|
26
|
-
spec.add_development_dependency 'minitest', '~> 5.8.3'
|
32
|
+
spec.add_development_dependency 'bundler', '~> 2.1'
|
27
33
|
spec.add_development_dependency 'coveralls', '~> 0.8.10'
|
28
|
-
spec.add_development_dependency '
|
34
|
+
spec.add_development_dependency 'minitest', '~> 5.8'
|
35
|
+
spec.add_development_dependency 'rake', '>= 12.3.3'
|
36
|
+
spec.add_development_dependency 'simplecov', '~> 0.16.0'
|
29
37
|
end
|
metadata
CHANGED
@@ -1,99 +1,99 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: tdigest
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.2.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Sebastian Wallin
|
8
|
-
autorequire:
|
8
|
+
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2023-03-02 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
|
-
name:
|
14
|
+
name: rbtree3
|
15
15
|
requirement: !ruby/object:Gem::Requirement
|
16
16
|
requirements:
|
17
17
|
- - "~>"
|
18
18
|
- !ruby/object:Gem::Version
|
19
|
-
version: 0.
|
19
|
+
version: 0.6.0
|
20
20
|
type: :runtime
|
21
21
|
prerelease: false
|
22
22
|
version_requirements: !ruby/object:Gem::Requirement
|
23
23
|
requirements:
|
24
24
|
- - "~>"
|
25
25
|
- !ruby/object:Gem::Version
|
26
|
-
version: 0.
|
26
|
+
version: 0.6.0
|
27
27
|
- !ruby/object:Gem::Dependency
|
28
28
|
name: bundler
|
29
29
|
requirement: !ruby/object:Gem::Requirement
|
30
30
|
requirements:
|
31
31
|
- - "~>"
|
32
32
|
- !ruby/object:Gem::Version
|
33
|
-
version: '1
|
33
|
+
version: '2.1'
|
34
34
|
type: :development
|
35
35
|
prerelease: false
|
36
36
|
version_requirements: !ruby/object:Gem::Requirement
|
37
37
|
requirements:
|
38
38
|
- - "~>"
|
39
39
|
- !ruby/object:Gem::Version
|
40
|
-
version: '1
|
40
|
+
version: '2.1'
|
41
41
|
- !ruby/object:Gem::Dependency
|
42
|
-
name:
|
42
|
+
name: coveralls
|
43
43
|
requirement: !ruby/object:Gem::Requirement
|
44
44
|
requirements:
|
45
45
|
- - "~>"
|
46
46
|
- !ruby/object:Gem::Version
|
47
|
-
version:
|
47
|
+
version: 0.8.10
|
48
48
|
type: :development
|
49
49
|
prerelease: false
|
50
50
|
version_requirements: !ruby/object:Gem::Requirement
|
51
51
|
requirements:
|
52
52
|
- - "~>"
|
53
53
|
- !ruby/object:Gem::Version
|
54
|
-
version:
|
54
|
+
version: 0.8.10
|
55
55
|
- !ruby/object:Gem::Dependency
|
56
56
|
name: minitest
|
57
57
|
requirement: !ruby/object:Gem::Requirement
|
58
58
|
requirements:
|
59
59
|
- - "~>"
|
60
60
|
- !ruby/object:Gem::Version
|
61
|
-
version: 5.8
|
61
|
+
version: '5.8'
|
62
62
|
type: :development
|
63
63
|
prerelease: false
|
64
64
|
version_requirements: !ruby/object:Gem::Requirement
|
65
65
|
requirements:
|
66
66
|
- - "~>"
|
67
67
|
- !ruby/object:Gem::Version
|
68
|
-
version: 5.8
|
68
|
+
version: '5.8'
|
69
69
|
- !ruby/object:Gem::Dependency
|
70
|
-
name:
|
70
|
+
name: rake
|
71
71
|
requirement: !ruby/object:Gem::Requirement
|
72
72
|
requirements:
|
73
|
-
- - "
|
73
|
+
- - ">="
|
74
74
|
- !ruby/object:Gem::Version
|
75
|
-
version:
|
75
|
+
version: 12.3.3
|
76
76
|
type: :development
|
77
77
|
prerelease: false
|
78
78
|
version_requirements: !ruby/object:Gem::Requirement
|
79
79
|
requirements:
|
80
|
-
- - "
|
80
|
+
- - ">="
|
81
81
|
- !ruby/object:Gem::Version
|
82
|
-
version:
|
82
|
+
version: 12.3.3
|
83
83
|
- !ruby/object:Gem::Dependency
|
84
84
|
name: simplecov
|
85
85
|
requirement: !ruby/object:Gem::Requirement
|
86
86
|
requirements:
|
87
87
|
- - "~>"
|
88
88
|
- !ruby/object:Gem::Version
|
89
|
-
version: 0.
|
89
|
+
version: 0.16.0
|
90
90
|
type: :development
|
91
91
|
prerelease: false
|
92
92
|
version_requirements: !ruby/object:Gem::Requirement
|
93
93
|
requirements:
|
94
94
|
- - "~>"
|
95
95
|
- !ruby/object:Gem::Version
|
96
|
-
version: 0.
|
96
|
+
version: 0.16.0
|
97
97
|
description: Ruby implementation of Dunning's T-Digest for streaming quantile approximation
|
98
98
|
email:
|
99
99
|
- sebastian.wallin@gmail.com
|
@@ -101,9 +101,9 @@ executables: []
|
|
101
101
|
extensions: []
|
102
102
|
extra_rdoc_files: []
|
103
103
|
files:
|
104
|
+
- ".github/workflows/specs.yml"
|
104
105
|
- ".gitignore"
|
105
106
|
- ".ruby-version"
|
106
|
-
- ".travis.yml"
|
107
107
|
- Gemfile
|
108
108
|
- LICENSE.txt
|
109
109
|
- README.md
|
@@ -119,7 +119,7 @@ homepage: https://github.com/castle/tdigest
|
|
119
119
|
licenses:
|
120
120
|
- MIT
|
121
121
|
metadata: {}
|
122
|
-
post_install_message:
|
122
|
+
post_install_message:
|
123
123
|
rdoc_options: []
|
124
124
|
require_paths:
|
125
125
|
- lib
|
@@ -134,9 +134,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
134
134
|
- !ruby/object:Gem::Version
|
135
135
|
version: '0'
|
136
136
|
requirements: []
|
137
|
-
|
138
|
-
|
139
|
-
signing_key:
|
137
|
+
rubygems_version: 3.3.26
|
138
|
+
signing_key:
|
140
139
|
specification_version: 4
|
141
|
-
summary:
|
140
|
+
summary: TDigest for Ruby
|
142
141
|
test_files: []
|