821 lines
26 KiB
C++
821 lines
26 KiB
C++
/*!
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* Copyright 2014 by Contributors
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* \file quantile.h
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* \brief util to compute quantiles
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* \author Tianqi Chen
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*/
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#ifndef XGBOOST_UTILS_QUANTILE_H_
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#define XGBOOST_UTILS_QUANTILE_H_
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#include <cmath>
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#include <vector>
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#include <cstring>
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#include <algorithm>
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#include <iostream>
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#include "./io.h"
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#include "./utils.h"
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namespace xgboost {
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namespace utils {
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/*!
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* \brief experimental wsummary
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* \tparam DType type of data content
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* \tparam RType type of rank
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*/
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template<typename DType, typename RType>
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struct WQSummary {
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/*! \brief an entry in the sketch summary */
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struct Entry {
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/*! \brief minimum rank */
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RType rmin;
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/*! \brief maximum rank */
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RType rmax;
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/*! \brief maximum weight */
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RType wmin;
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/*! \brief the value of data */
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DType value;
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// constructor
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Entry(void) {}
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// constructor
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Entry(RType rmin, RType rmax, RType wmin, DType value)
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: rmin(rmin), rmax(rmax), wmin(wmin), value(value) {}
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/*!
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* \brief debug function, check Valid
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* \param eps the tolerate level for violating the relation
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*/
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inline void CheckValid(RType eps = 0) const {
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utils::Assert(rmin >= 0 && rmax >= 0 && wmin >= 0, "nonneg constraint");
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utils::Assert(rmax- rmin - wmin > -eps, "relation constraint: min/max");
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}
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/*! \return rmin estimation for v strictly bigger than value */
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inline RType rmin_next(void) const {
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return rmin + wmin;
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}
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/*! \return rmax estimation for v strictly smaller than value */
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inline RType rmax_prev(void) const {
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return rmax - wmin;
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}
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};
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/*! \brief input data queue before entering the summary */
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struct Queue {
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// entry in the queue
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struct QEntry {
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// value of the instance
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DType value;
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// weight of instance
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RType weight;
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// default constructor
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QEntry(void) {}
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// constructor
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QEntry(DType value, RType weight)
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: value(value), weight(weight) {}
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// comparator on value
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inline bool operator<(const QEntry &b) const {
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return value < b.value;
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}
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};
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// the input queue
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std::vector<QEntry> queue;
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// end of the queue
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size_t qtail;
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// push data to the queue
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inline void Push(DType x, RType w) {
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if (qtail == 0 || queue[qtail - 1].value != x) {
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queue[qtail++] = QEntry(x, w);
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} else {
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queue[qtail - 1].weight += w;
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}
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}
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inline void MakeSummary(WQSummary *out) {
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std::sort(queue.begin(), queue.begin() + qtail);
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out->size = 0;
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// start update sketch
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RType wsum = 0;
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// construct data with unique weights
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for (size_t i = 0; i < qtail;) {
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size_t j = i + 1;
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RType w = queue[i].weight;
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while (j < qtail && queue[j].value == queue[i].value) {
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w += queue[j].weight; ++j;
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}
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out->data[out->size++] = Entry(wsum, wsum + w, w, queue[i].value);
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wsum += w; i = j;
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}
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}
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};
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/*! \brief data field */
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Entry *data;
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/*! \brief number of elements in the summary */
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size_t size;
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// constructor
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WQSummary(Entry *data, size_t size)
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: data(data), size(size) {}
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/*!
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* \return the maximum error of the Summary
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*/
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inline RType MaxError(void) const {
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RType res = data[0].rmax - data[0].rmin - data[0].wmin;
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for (size_t i = 1; i < size; ++i) {
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res = std::max(data[i].rmax_prev() - data[i - 1].rmin_next(), res);
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res = std::max(data[i].rmax - data[i].rmin - data[i].wmin, res);
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}
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return res;
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}
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/*!
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* \brief query qvalue, start from istart
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* \param qvalue the value we query for
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* \param istart starting position
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*/
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inline Entry Query(DType qvalue, size_t &istart) const { // NOLINT(*)
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while (istart < size && qvalue > data[istart].value) {
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++istart;
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}
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if (istart == size) {
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RType rmax = data[size - 1].rmax;
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return Entry(rmax, rmax, 0.0f, qvalue);
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}
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if (qvalue == data[istart].value) {
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return data[istart];
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} else {
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if (istart == 0) {
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return Entry(0.0f, 0.0f, 0.0f, qvalue);
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} else {
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return Entry(data[istart - 1].rmin_next(),
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data[istart].rmax_prev(),
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0.0f, qvalue);
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}
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}
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}
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/*! \return maximum rank in the summary */
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inline RType MaxRank(void) const {
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return data[size - 1].rmax;
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}
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/*!
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* \brief copy content from src
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* \param src source sketch
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*/
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inline void CopyFrom(const WQSummary &src) {
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size = src.size;
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std::memcpy(data, src.data, sizeof(Entry) * size);
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}
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/*!
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* \brief debug function, validate whether the summary
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* run consistency check to check if it is a valid summary
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* \param eps the tolerate error level, used when RType is floating point and
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* some inconsistency could occur due to rounding error
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*/
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inline void CheckValid(RType eps) const {
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for (size_t i = 0; i < size; ++i) {
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data[i].CheckValid(eps);
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if (i != 0) {
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utils::Assert(data[i].rmin >= data[i - 1].rmin + data[i - 1].wmin, "rmin range constraint");
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utils::Assert(data[i].rmax >= data[i - 1].rmax + data[i].wmin, "rmax range constraint");
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}
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}
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}
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/*!
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* \brief set current summary to be pruned summary of src
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* assume data field is already allocated to be at least maxsize
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* \param src source summary
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* \param maxsize size we can afford in the pruned sketch
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*/
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inline void SetPrune(const WQSummary &src, size_t maxsize) {
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if (src.size <= maxsize) {
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this->CopyFrom(src); return;
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}
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const RType begin = src.data[0].rmax;
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const RType range = src.data[src.size - 1].rmin - src.data[0].rmax;
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const size_t n = maxsize - 1;
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data[0] = src.data[0];
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this->size = 1;
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// lastidx is used to avoid duplicated records
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size_t i = 1, lastidx = 0;
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for (size_t k = 1; k < n; ++k) {
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RType dx2 = 2 * ((k * range) / n + begin);
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// find first i such that d < (rmax[i+1] + rmin[i+1]) / 2
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while (i < src.size - 1
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&& dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
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utils::Assert(i != src.size - 1, "this cannot happen");
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if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
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if (i != lastidx) {
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data[size++] = src.data[i]; lastidx = i;
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}
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} else {
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if (i + 1 != lastidx) {
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data[size++] = src.data[i + 1]; lastidx = i + 1;
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}
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}
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}
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if (lastidx != src.size - 1) {
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data[size++] = src.data[src.size - 1];
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}
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}
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/*!
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* \brief set current summary to be merged summary of sa and sb
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* \param sa first input summary to be merged
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* \param sb second input summary to be merged
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*/
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inline void SetCombine(const WQSummary &sa,
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const WQSummary &sb) {
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if (sa.size == 0) {
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this->CopyFrom(sb); return;
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}
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if (sb.size == 0) {
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this->CopyFrom(sa); return;
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}
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utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
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const Entry *a = sa.data, *a_end = sa.data + sa.size;
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const Entry *b = sb.data, *b_end = sb.data + sb.size;
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// extended rmin value
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RType aprev_rmin = 0, bprev_rmin = 0;
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Entry *dst = this->data;
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while (a != a_end && b != b_end) {
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// duplicated value entry
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if (a->value == b->value) {
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*dst = Entry(a->rmin + b->rmin,
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a->rmax + b->rmax,
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a->wmin + b->wmin, a->value);
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aprev_rmin = a->rmin_next();
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bprev_rmin = b->rmin_next();
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++dst; ++a; ++b;
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} else if (a->value < b->value) {
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*dst = Entry(a->rmin + bprev_rmin,
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a->rmax + b->rmax_prev(),
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a->wmin, a->value);
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aprev_rmin = a->rmin_next();
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++dst; ++a;
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} else {
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*dst = Entry(b->rmin + aprev_rmin,
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b->rmax + a->rmax_prev(),
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b->wmin, b->value);
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bprev_rmin = b->rmin_next();
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++dst; ++b;
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}
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}
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if (a != a_end) {
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RType brmax = (b_end - 1)->rmax;
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do {
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*dst = Entry(a->rmin + bprev_rmin, a->rmax + brmax, a->wmin, a->value);
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++dst; ++a;
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} while (a != a_end);
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}
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if (b != b_end) {
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RType armax = (a_end - 1)->rmax;
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do {
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*dst = Entry(b->rmin + aprev_rmin, b->rmax + armax, b->wmin, b->value);
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++dst; ++b;
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} while (b != b_end);
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}
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this->size = dst - data;
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const RType tol = 10;
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RType err_mingap, err_maxgap, err_wgap;
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this->FixError(&err_mingap, &err_maxgap, &err_wgap);
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if (err_mingap > tol || err_maxgap > tol || err_wgap > tol) {
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utils::Printf("INFO: mingap=%g, maxgap=%g, wgap=%g\n",
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err_mingap, err_maxgap, err_wgap);
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}
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utils::Assert(size <= sa.size + sb.size, "bug in combine");
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}
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// helper function to print the current content of sketch
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inline void Print() const {
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for (size_t i = 0; i < this->size; ++i) {
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utils::Printf("[%lu] rmin=%g, rmax=%g, wmin=%g, v=%g\n",
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i, data[i].rmin, data[i].rmax,
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data[i].wmin, data[i].value);
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}
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}
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// try to fix rounding error
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// and re-establish invariance
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inline void FixError(RType *err_mingap,
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RType *err_maxgap,
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RType *err_wgap) const {
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*err_mingap = 0;
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*err_maxgap = 0;
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*err_wgap = 0;
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RType prev_rmin = 0, prev_rmax = 0;
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for (size_t i = 0; i < this->size; ++i) {
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if (data[i].rmin < prev_rmin) {
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data[i].rmin = prev_rmin;
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*err_mingap = std::max(*err_mingap, prev_rmin - data[i].rmin);
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} else {
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prev_rmin = data[i].rmin;
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}
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if (data[i].rmax < prev_rmax) {
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data[i].rmax = prev_rmax;
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*err_maxgap = std::max(*err_maxgap, prev_rmax - data[i].rmax);
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}
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RType rmin_next = data[i].rmin_next();
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if (data[i].rmax < rmin_next) {
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data[i].rmax = rmin_next;
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*err_wgap = std::max(*err_wgap, data[i].rmax - rmin_next);
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}
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prev_rmax = data[i].rmax;
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}
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}
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// check consistency of the summary
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inline bool Check(const char *msg) const {
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const float tol = 10.0f;
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for (size_t i = 0; i < this->size; ++i) {
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if (data[i].rmin + data[i].wmin > data[i].rmax + tol ||
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data[i].rmin < -1e-6f || data[i].rmax < -1e-6f) {
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utils::Printf("----%s: Check not Pass------\n", msg);
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this->Print();
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return false;
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}
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}
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return true;
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}
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};
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/*! \brief try to do efficient pruning */
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template<typename DType, typename RType>
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struct WXQSummary : public WQSummary<DType, RType> {
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// redefine entry type
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typedef typename WQSummary<DType, RType>::Entry Entry;
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// constructor
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WXQSummary(Entry *data, size_t size)
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: WQSummary<DType, RType>(data, size) {}
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// check if the block is large chunk
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inline static bool CheckLarge(const Entry &e, RType chunk) {
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return e.rmin_next() > e.rmax_prev() + chunk;
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}
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// set prune
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inline void SetPrune(const WQSummary<DType, RType> &src, size_t maxsize) {
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if (src.size <= maxsize) {
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this->CopyFrom(src); return;
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}
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RType begin = src.data[0].rmax;
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size_t n = maxsize - 1, nbig = 0;
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RType range = src.data[src.size - 1].rmin - begin;
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// prune off zero weights
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if (range == 0.0f) {
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// special case, contain only two effective data pts
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this->data[0] = src.data[0];
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this->data[1] = src.data[src.size - 1];
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this->size = 2;
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return;
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} else {
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range = std::max(range, static_cast<RType>(1e-3f));
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}
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const RType chunk = 2 * range / n;
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// minimized range
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RType mrange = 0;
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{
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// first scan, grab all the big chunk
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// moving block index
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size_t bid = 0;
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for (size_t i = 1; i < src.size; ++i) {
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if (CheckLarge(src.data[i], chunk)) {
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if (bid != i - 1) {
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mrange += src.data[i].rmax_prev() - src.data[bid].rmin_next();
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}
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bid = i; ++nbig;
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}
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}
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if (bid != src.size - 2) {
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mrange += src.data[src.size-1].rmax_prev() - src.data[bid].rmin_next();
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}
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}
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if (nbig >= n - 1) {
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// see what was the case
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utils::Printf("LOG: check quantile stats, nbig=%lu, n=%lu\n", nbig, n);
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utils::Printf("LOG: srcsize=%lu, maxsize=%lu, range=%g, chunk=%g\n",
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src.size, maxsize, static_cast<double>(range),
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static_cast<double>(chunk));
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src.Print();
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utils::Assert(nbig < n - 1, "quantile: too many large chunk");
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}
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this->data[0] = src.data[0];
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this->size = 1;
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// use smaller size
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n = n - nbig;
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// find the rest of point
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size_t bid = 0, k = 1, lastidx = 0;
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for (size_t end = 1; end < src.size; ++end) {
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if (end == src.size - 1 || CheckLarge(src.data[end], chunk)) {
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if (bid != end - 1) {
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size_t i = bid;
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RType maxdx2 = src.data[end].rmax_prev() * 2;
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for (; k < n; ++k) {
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RType dx2 = 2 * ((k * mrange) / n + begin);
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if (dx2 >= maxdx2) break;
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while (i < end &&
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dx2 >= src.data[i + 1].rmax + src.data[i + 1].rmin) ++i;
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if (i == end) break;
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if (dx2 < src.data[i].rmin_next() + src.data[i + 1].rmax_prev()) {
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if (i != lastidx) {
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this->data[this->size++] = src.data[i]; lastidx = i;
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}
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} else {
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if (i + 1 != lastidx) {
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this->data[this->size++] = src.data[i + 1]; lastidx = i + 1;
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}
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}
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}
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}
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if (lastidx != end) {
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this->data[this->size++] = src.data[end];
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lastidx = end;
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}
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bid = end;
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// shift base by the gap
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begin += src.data[bid].rmin_next() - src.data[bid].rmax_prev();
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}
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}
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}
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};
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/*!
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* \brief traditional GK summary
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*/
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template<typename DType, typename RType>
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struct GKSummary {
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/*! \brief an entry in the sketch summary */
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struct Entry {
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/*! \brief minimum rank */
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RType rmin;
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/*! \brief maximum rank */
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RType rmax;
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/*! \brief the value of data */
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DType value;
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// constructor
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Entry(void) {}
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// constructor
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Entry(RType rmin, RType rmax, DType value)
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: rmin(rmin), rmax(rmax), value(value) {}
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};
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/*! \brief input data queue before entering the summary */
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struct Queue {
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// the input queue
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std::vector<DType> queue;
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// end of the queue
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size_t qtail;
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// push data to the queue
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inline void Push(DType x, RType w) {
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queue[qtail++] = x;
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}
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inline void MakeSummary(GKSummary *out) {
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std::sort(queue.begin(), queue.begin() + qtail);
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out->size = qtail;
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for (size_t i = 0; i < qtail; ++i) {
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out->data[i] = Entry(i + 1, i + 1, queue[i]);
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}
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}
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};
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/*! \brief data field */
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Entry *data;
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/*! \brief number of elements in the summary */
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size_t size;
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GKSummary(Entry *data, size_t size)
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: data(data), size(size) {}
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/*! \brief the maximum error of the summary */
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inline RType MaxError(void) const {
|
|
RType res = 0;
|
|
for (size_t i = 1; i < size; ++i) {
|
|
res = std::max(data[i].rmax - data[i-1].rmin, res);
|
|
}
|
|
return res;
|
|
}
|
|
/*! \return maximum rank in the summary */
|
|
inline RType MaxRank(void) const {
|
|
return data[size - 1].rmax;
|
|
}
|
|
/*!
|
|
* \brief copy content from src
|
|
* \param src source sketch
|
|
*/
|
|
inline void CopyFrom(const GKSummary &src) {
|
|
size = src.size;
|
|
std::memcpy(data, src.data, sizeof(Entry) * size);
|
|
}
|
|
inline void CheckValid(RType eps) const {
|
|
// assume always valid
|
|
}
|
|
/*! \brief used for debug purpose, print the summary */
|
|
inline void Print(void) const {
|
|
for (size_t i = 0; i < size; ++i) {
|
|
std::cout << "x=" << data[i].value << "\t"
|
|
<< "[" << data[i].rmin << "," << data[i].rmax << "]"
|
|
<< std::endl;
|
|
}
|
|
}
|
|
/*!
|
|
* \brief set current summary to be pruned summary of src
|
|
* assume data field is already allocated to be at least maxsize
|
|
* \param src source summary
|
|
* \param maxsize size we can afford in the pruned sketch
|
|
*/
|
|
inline void SetPrune(const GKSummary &src, size_t maxsize) {
|
|
if (src.size <= maxsize) {
|
|
this->CopyFrom(src); return;
|
|
}
|
|
const RType max_rank = src.MaxRank();
|
|
this->size = maxsize;
|
|
data[0] = src.data[0];
|
|
size_t n = maxsize - 1;
|
|
RType top = 1;
|
|
for (size_t i = 1; i < n; ++i) {
|
|
RType k = (i * max_rank) / n;
|
|
while (k > src.data[top + 1].rmax) ++top;
|
|
// assert src.data[top].rmin <= k
|
|
// because k > src.data[top].rmax >= src.data[top].rmin
|
|
if ((k - src.data[top].rmin) < (src.data[top+1].rmax - k)) {
|
|
data[i] = src.data[top];
|
|
} else {
|
|
data[i] = src.data[top + 1];
|
|
}
|
|
}
|
|
data[n] = src.data[src.size - 1];
|
|
}
|
|
inline void SetCombine(const GKSummary &sa,
|
|
const GKSummary &sb) {
|
|
if (sa.size == 0) {
|
|
this->CopyFrom(sb); return;
|
|
}
|
|
if (sb.size == 0) {
|
|
this->CopyFrom(sa); return;
|
|
}
|
|
utils::Assert(sa.size > 0 && sb.size > 0, "invalid input for merge");
|
|
const Entry *a = sa.data, *a_end = sa.data + sa.size;
|
|
const Entry *b = sb.data, *b_end = sb.data + sb.size;
|
|
this->size = sa.size + sb.size;
|
|
RType aprev_rmin = 0, bprev_rmin = 0;
|
|
Entry *dst = this->data;
|
|
while (a != a_end && b != b_end) {
|
|
if (a->value < b->value) {
|
|
*dst = Entry(bprev_rmin + a->rmin,
|
|
a->rmax + b->rmax - 1, a->value);
|
|
aprev_rmin = a->rmin;
|
|
++dst; ++a;
|
|
} else {
|
|
*dst = Entry(aprev_rmin + b->rmin,
|
|
b->rmax + a->rmax - 1, b->value);
|
|
bprev_rmin = b->rmin;
|
|
++dst; ++b;
|
|
}
|
|
}
|
|
if (a != a_end) {
|
|
RType bprev_rmax = (b_end - 1)->rmax;
|
|
do {
|
|
*dst = Entry(bprev_rmin + a->rmin, bprev_rmax + a->rmax, a->value);
|
|
++dst; ++a;
|
|
} while (a != a_end);
|
|
}
|
|
if (b != b_end) {
|
|
RType aprev_rmax = (a_end - 1)->rmax;
|
|
do {
|
|
*dst = Entry(aprev_rmin + b->rmin, aprev_rmax + b->rmax, b->value);
|
|
++dst; ++b;
|
|
} while (b != b_end);
|
|
}
|
|
utils::Assert(dst == data + size, "bug in combine");
|
|
}
|
|
};
|
|
|
|
/*!
|
|
* \brief template for all quantile sketch algorithm
|
|
* that uses merge/prune scheme
|
|
* \tparam DType type of data content
|
|
* \tparam RType type of rank
|
|
* \tparam TSummary actual summary data structure it uses
|
|
*/
|
|
template<typename DType, typename RType, class TSummary>
|
|
class QuantileSketchTemplate {
|
|
public:
|
|
/*! \brief type of summary type */
|
|
typedef TSummary Summary;
|
|
/*! \brief the entry type */
|
|
typedef typename Summary::Entry Entry;
|
|
/*! \brief same as summary, but use STL to backup the space */
|
|
struct SummaryContainer : public Summary {
|
|
std::vector<Entry> space;
|
|
SummaryContainer(const SummaryContainer &src) : Summary(NULL, src.size) {
|
|
this->space = src.space;
|
|
this->data = BeginPtr(this->space);
|
|
}
|
|
SummaryContainer(void) : Summary(NULL, 0) {
|
|
}
|
|
/*! \brief reserve space for summary */
|
|
inline void Reserve(size_t size) {
|
|
if (size > space.size()) {
|
|
space.resize(size);
|
|
this->data = BeginPtr(space);
|
|
}
|
|
}
|
|
/*!
|
|
* \brief set the space to be merge of all Summary arrays
|
|
* \param begin beginning position in the summary array
|
|
* \param end ending position in the Summary array
|
|
*/
|
|
inline void SetMerge(const Summary *begin,
|
|
const Summary *end) {
|
|
utils::Assert(begin < end, "can not set combine to empty instance");
|
|
size_t len = end - begin;
|
|
if (len == 1) {
|
|
this->Reserve(begin[0].size);
|
|
this->CopyFrom(begin[0]);
|
|
} else if (len == 2) {
|
|
this->Reserve(begin[0].size + begin[1].size);
|
|
this->SetMerge(begin[0], begin[1]);
|
|
} else {
|
|
// recursive merge
|
|
SummaryContainer lhs, rhs;
|
|
lhs.SetCombine(begin, begin + len / 2);
|
|
rhs.SetCombine(begin + len / 2, end);
|
|
this->Reserve(lhs.size + rhs.size);
|
|
this->SetCombine(lhs, rhs);
|
|
}
|
|
}
|
|
/*!
|
|
* \brief do elementwise combination of summary array
|
|
* this[i] = combine(this[i], src[i]) for each i
|
|
* \param src the source summary
|
|
* \param max_nbyte, maximum number of byte allowed in here
|
|
*/
|
|
inline void Reduce(const Summary &src, size_t max_nbyte) {
|
|
this->Reserve((max_nbyte - sizeof(this->size)) / sizeof(Entry));
|
|
SummaryContainer temp;
|
|
temp.Reserve(this->size + src.size);
|
|
temp.SetCombine(*this, src);
|
|
this->SetPrune(temp, space.size());
|
|
}
|
|
/*! \brief return the number of bytes this data structure cost in serialization */
|
|
inline static size_t CalcMemCost(size_t nentry) {
|
|
return sizeof(size_t) + sizeof(Entry) * nentry;
|
|
}
|
|
/*! \brief save the data structure into stream */
|
|
template<typename TStream>
|
|
inline void Save(TStream &fo) const { // NOLINT(*)
|
|
fo.Write(&(this->size), sizeof(this->size));
|
|
if (this->size != 0) {
|
|
fo.Write(this->data, this->size * sizeof(Entry));
|
|
}
|
|
}
|
|
/*! \brief load data structure from input stream */
|
|
template<typename TStream>
|
|
inline void Load(TStream &fi) { // NOLINT(*)
|
|
utils::Check(fi.Read(&this->size, sizeof(this->size)) != 0, "invalid SummaryArray 1");
|
|
this->Reserve(this->size);
|
|
if (this->size != 0) {
|
|
utils::Check(fi.Read(this->data, this->size * sizeof(Entry)) != 0,
|
|
"invalid SummaryArray 2");
|
|
}
|
|
}
|
|
};
|
|
/*!
|
|
* \brief initialize the quantile sketch, given the performance specification
|
|
* \param maxn maximum number of data points can be feed into sketch
|
|
* \param eps accuracy level of summary
|
|
*/
|
|
inline void Init(size_t maxn, double eps) {
|
|
nlevel = 1;
|
|
while (true) {
|
|
limit_size = static_cast<size_t>(ceil(nlevel / eps)) + 1;
|
|
size_t n = (1UL << nlevel);
|
|
if (n * limit_size >= maxn) break;
|
|
++nlevel;
|
|
}
|
|
// check invariant
|
|
size_t n = (1UL << nlevel);
|
|
utils::Assert(n * limit_size >= maxn, "invalid init parameter");
|
|
utils::Assert(nlevel <= limit_size * eps, "invalid init parameter");
|
|
// lazy reserve the space, if there is only one value, no need to allocate space
|
|
inqueue.queue.resize(1);
|
|
inqueue.qtail = 0;
|
|
data.clear();
|
|
level.clear();
|
|
}
|
|
/*!
|
|
* \brief add an element to a sketch
|
|
* \param x the element added to the sketch
|
|
*/
|
|
inline void Push(DType x, RType w = 1) {
|
|
if (w == static_cast<RType>(0)) return;
|
|
if (inqueue.qtail == inqueue.queue.size()) {
|
|
// jump from lazy one value to limit_size * 2
|
|
if (inqueue.queue.size() == 1) {
|
|
inqueue.queue.resize(limit_size * 2);
|
|
} else {
|
|
temp.Reserve(limit_size * 2);
|
|
inqueue.MakeSummary(&temp);
|
|
// cleanup queue
|
|
inqueue.qtail = 0;
|
|
this->PushTemp();
|
|
}
|
|
}
|
|
inqueue.Push(x, w);
|
|
}
|
|
/*! \brief push up temp */
|
|
inline void PushTemp(void) {
|
|
temp.Reserve(limit_size * 2);
|
|
for (size_t l = 1; true; ++l) {
|
|
this->InitLevel(l + 1);
|
|
// check if level l is empty
|
|
if (level[l].size == 0) {
|
|
level[l].SetPrune(temp, limit_size);
|
|
break;
|
|
} else {
|
|
// level 0 is actually temp space
|
|
level[0].SetPrune(temp, limit_size);
|
|
temp.SetCombine(level[0], level[l]);
|
|
if (temp.size > limit_size) {
|
|
// try next level
|
|
level[l].size = 0;
|
|
} else {
|
|
// if merged record is still smaller, no need to send to next level
|
|
level[l].CopyFrom(temp); break;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
/*! \brief get the summary after finalize */
|
|
inline void GetSummary(SummaryContainer *out) {
|
|
if (level.size() != 0) {
|
|
out->Reserve(limit_size * 2);
|
|
} else {
|
|
out->Reserve(inqueue.queue.size());
|
|
}
|
|
inqueue.MakeSummary(out);
|
|
if (level.size() != 0) {
|
|
level[0].SetPrune(*out, limit_size);
|
|
for (size_t l = 1; l < level.size(); ++l) {
|
|
if (level[l].size == 0) continue;
|
|
if (level[0].size == 0) {
|
|
level[0].CopyFrom(level[l]);
|
|
} else {
|
|
out->SetCombine(level[0], level[l]);
|
|
level[0].SetPrune(*out, limit_size);
|
|
}
|
|
}
|
|
out->CopyFrom(level[0]);
|
|
} else {
|
|
if (out->size > limit_size) {
|
|
temp.Reserve(limit_size);
|
|
temp.SetPrune(*out, limit_size);
|
|
out->CopyFrom(temp);
|
|
}
|
|
}
|
|
}
|
|
// used for debug, check if the sketch is valid
|
|
inline void CheckValid(RType eps) const {
|
|
for (size_t l = 1; l < level.size(); ++l) {
|
|
level[l].CheckValid(eps);
|
|
}
|
|
}
|
|
// initialize level space to at least nlevel
|
|
inline void InitLevel(size_t nlevel) {
|
|
if (level.size() >= nlevel) return;
|
|
data.resize(limit_size * nlevel);
|
|
level.resize(nlevel, Summary(NULL, 0));
|
|
for (size_t l = 0; l < level.size(); ++l) {
|
|
level[l].data = BeginPtr(data) + l * limit_size;
|
|
}
|
|
}
|
|
// input data queue
|
|
typename Summary::Queue inqueue;
|
|
// number of levels
|
|
size_t nlevel;
|
|
// size of summary in each level
|
|
size_t limit_size;
|
|
// the level of each summaries
|
|
std::vector<Summary> level;
|
|
// content of the summary
|
|
std::vector<Entry> data;
|
|
// temporal summary, used for temp-merge
|
|
SummaryContainer temp;
|
|
};
|
|
|
|
/*!
|
|
* \brief Quantile sketch use WQSummary
|
|
* \tparam DType type of data content
|
|
* \tparam RType type of rank
|
|
*/
|
|
template<typename DType, typename RType = unsigned>
|
|
class WQuantileSketch :
|
|
public QuantileSketchTemplate<DType, RType, WQSummary<DType, RType> >{
|
|
};
|
|
|
|
/*!
|
|
* \brief Quantile sketch use WXQSummary
|
|
* \tparam DType type of data content
|
|
* \tparam RType type of rank
|
|
*/
|
|
template<typename DType, typename RType = unsigned>
|
|
class WXQuantileSketch :
|
|
public QuantileSketchTemplate<DType, RType, WXQSummary<DType, RType> >{
|
|
};
|
|
/*!
|
|
* \brief Quantile sketch use WQSummary
|
|
* \tparam DType type of data content
|
|
* \tparam RType type of rank
|
|
*/
|
|
template<typename DType, typename RType = unsigned>
|
|
class GKQuantileSketch :
|
|
public QuantileSketchTemplate<DType, RType, GKSummary<DType, RType> >{
|
|
};
|
|
|
|
} // namespace utils
|
|
} // namespace xgboost
|
|
#endif // XGBOOST_UTILS_QUANTILE_H_
|