1 | #include "duckdb/execution/reservoir_sample.hpp" |
2 | #include "duckdb/common/pair.hpp" |
3 | |
4 | namespace duckdb { |
5 | |
6 | ReservoirSample::ReservoirSample(Allocator &allocator, idx_t sample_count, int64_t seed) |
7 | : BlockingSample(seed), sample_count(sample_count), reservoir(allocator) { |
8 | } |
9 | |
10 | void ReservoirSample::AddToReservoir(DataChunk &input) { |
11 | if (sample_count == 0) { |
12 | return; |
13 | } |
14 | // Input: A population V of n weighted items |
15 | // Output: A reservoir R with a size m |
16 | // 1: The first m items of V are inserted into R |
17 | // first we need to check if the reservoir already has "m" elements |
18 | if (reservoir.Count() < sample_count) { |
19 | if (FillReservoir(input) == 0) { |
20 | // entire chunk was consumed by reservoir |
21 | return; |
22 | } |
23 | } |
24 | // find the position of next_index relative to current_count |
25 | idx_t remaining = input.size(); |
26 | idx_t base_offset = 0; |
27 | while (true) { |
28 | idx_t offset = base_reservoir_sample.next_index - base_reservoir_sample.current_count; |
29 | if (offset >= remaining) { |
30 | // not in this chunk! increment current count and go to the next chunk |
31 | base_reservoir_sample.current_count += remaining; |
32 | return; |
33 | } |
34 | // in this chunk! replace the element |
35 | ReplaceElement(input, index_in_chunk: base_offset + offset); |
36 | // shift the chunk forward |
37 | remaining -= offset; |
38 | base_offset += offset; |
39 | } |
40 | } |
41 | |
42 | unique_ptr<DataChunk> ReservoirSample::GetChunk() { |
43 | return reservoir.Fetch(); |
44 | } |
45 | |
46 | void ReservoirSample::ReplaceElement(DataChunk &input, idx_t index_in_chunk) { |
47 | // replace the entry in the reservoir |
48 | // 8. The item in R with the minimum key is replaced by item vi |
49 | for (idx_t col_idx = 0; col_idx < input.ColumnCount(); col_idx++) { |
50 | reservoir.SetValue(column: col_idx, index: base_reservoir_sample.min_entry, value: input.GetValue(col_idx, index: index_in_chunk)); |
51 | } |
52 | base_reservoir_sample.ReplaceElement(); |
53 | } |
54 | |
55 | idx_t ReservoirSample::FillReservoir(DataChunk &input) { |
56 | idx_t chunk_count = input.size(); |
57 | input.Flatten(); |
58 | |
59 | // we have not: append to the reservoir |
60 | idx_t required_count; |
61 | if (reservoir.Count() + chunk_count >= sample_count) { |
62 | // have to limit the count of the chunk |
63 | required_count = sample_count - reservoir.Count(); |
64 | } else { |
65 | // we copy the entire chunk |
66 | required_count = chunk_count; |
67 | } |
68 | // instead of copying we just change the pointer in the current chunk |
69 | input.SetCardinality(required_count); |
70 | reservoir.Append(new_chunk&: input); |
71 | |
72 | base_reservoir_sample.InitializeReservoir(cur_size: reservoir.Count(), sample_size: sample_count); |
73 | |
74 | // check if there are still elements remaining |
75 | // this happens if we are on a boundary |
76 | // for example, input.size() is 1024, but our sample size is 10 |
77 | if (required_count == chunk_count) { |
78 | // we are done here |
79 | return 0; |
80 | } |
81 | // we still need to process a part of the chunk |
82 | // create a selection vector of the remaining elements |
83 | SelectionVector sel(STANDARD_VECTOR_SIZE); |
84 | for (idx_t i = required_count; i < chunk_count; i++) { |
85 | sel.set_index(idx: i - required_count, loc: i); |
86 | } |
87 | // slice the input vector and continue |
88 | input.Slice(sel_vector: sel, count: chunk_count - required_count); |
89 | return input.size(); |
90 | } |
91 | |
92 | ReservoirSamplePercentage::ReservoirSamplePercentage(Allocator &allocator, double percentage, int64_t seed) |
93 | : BlockingSample(seed), allocator(allocator), sample_percentage(percentage / 100.0), current_count(0), |
94 | is_finalized(false) { |
95 | reservoir_sample_size = idx_t(sample_percentage * RESERVOIR_THRESHOLD); |
96 | current_sample = make_uniq<ReservoirSample>(args&: allocator, args&: reservoir_sample_size, args: random.NextRandomInteger()); |
97 | } |
98 | |
99 | void ReservoirSamplePercentage::AddToReservoir(DataChunk &input) { |
100 | if (current_count + input.size() > RESERVOIR_THRESHOLD) { |
101 | // we don't have enough space in our current reservoir |
102 | // first check what we still need to append to the current sample |
103 | idx_t append_to_current_sample_count = RESERVOIR_THRESHOLD - current_count; |
104 | idx_t append_to_next_sample = input.size() - append_to_current_sample_count; |
105 | if (append_to_current_sample_count > 0) { |
106 | // we have elements remaining, first add them to the current sample |
107 | if (append_to_next_sample > 0) { |
108 | // we need to also add to the next sample |
109 | DataChunk new_chunk; |
110 | new_chunk.Initialize(allocator, types: input.GetTypes()); |
111 | SelectionVector sel(append_to_current_sample_count); |
112 | for (idx_t r = 0; r < append_to_current_sample_count; r++) { |
113 | sel.set_index(idx: r, loc: r); |
114 | } |
115 | new_chunk.Slice(sel_vector: sel, count: append_to_current_sample_count); |
116 | new_chunk.Flatten(); |
117 | |
118 | current_sample->AddToReservoir(input&: new_chunk); |
119 | } else { |
120 | input.Flatten(); |
121 | |
122 | input.SetCardinality(append_to_current_sample_count); |
123 | current_sample->AddToReservoir(input); |
124 | } |
125 | } |
126 | if (append_to_next_sample > 0) { |
127 | // slice the input for the remainder |
128 | SelectionVector sel(STANDARD_VECTOR_SIZE); |
129 | for (idx_t i = 0; i < append_to_next_sample; i++) { |
130 | sel.set_index(idx: i, loc: append_to_current_sample_count + i); |
131 | } |
132 | input.Slice(sel_vector: sel, count: append_to_next_sample); |
133 | } |
134 | // now our first sample is filled: append it to the set of finished samples |
135 | finished_samples.push_back(x: std::move(current_sample)); |
136 | |
137 | // allocate a new sample, and potentially add the remainder of the current input to that sample |
138 | current_sample = make_uniq<ReservoirSample>(args&: allocator, args&: reservoir_sample_size, args: random.NextRandomInteger()); |
139 | if (append_to_next_sample > 0) { |
140 | current_sample->AddToReservoir(input); |
141 | } |
142 | current_count = append_to_next_sample; |
143 | } else { |
144 | // we can just append to the current sample |
145 | current_count += input.size(); |
146 | current_sample->AddToReservoir(input); |
147 | } |
148 | } |
149 | |
150 | unique_ptr<DataChunk> ReservoirSamplePercentage::GetChunk() { |
151 | if (!is_finalized) { |
152 | Finalize(); |
153 | } |
154 | while (!finished_samples.empty()) { |
155 | auto &front = finished_samples.front(); |
156 | auto chunk = front->GetChunk(); |
157 | if (chunk && chunk->size() > 0) { |
158 | return chunk; |
159 | } |
160 | // move to the next sample |
161 | finished_samples.erase(position: finished_samples.begin()); |
162 | } |
163 | return nullptr; |
164 | } |
165 | |
166 | void ReservoirSamplePercentage::Finalize() { |
167 | // need to finalize the current sample, if any |
168 | if (current_count > 0) { |
169 | // create a new sample |
170 | auto new_sample_size = idx_t(round(x: sample_percentage * current_count)); |
171 | auto new_sample = make_uniq<ReservoirSample>(args&: allocator, args&: new_sample_size, args: random.NextRandomInteger()); |
172 | while (true) { |
173 | auto chunk = current_sample->GetChunk(); |
174 | if (!chunk || chunk->size() == 0) { |
175 | break; |
176 | } |
177 | new_sample->AddToReservoir(input&: *chunk); |
178 | } |
179 | finished_samples.push_back(x: std::move(new_sample)); |
180 | } |
181 | is_finalized = true; |
182 | } |
183 | |
184 | BaseReservoirSampling::BaseReservoirSampling(int64_t seed) : random(seed) { |
185 | next_index = 0; |
186 | min_threshold = 0; |
187 | min_entry = 0; |
188 | current_count = 0; |
189 | } |
190 | |
191 | BaseReservoirSampling::BaseReservoirSampling() : BaseReservoirSampling(-1) { |
192 | } |
193 | |
194 | void BaseReservoirSampling::InitializeReservoir(idx_t cur_size, idx_t sample_size) { |
195 | //! 1: The first m items of V are inserted into R |
196 | //! first we need to check if the reservoir already has "m" elements |
197 | if (cur_size == sample_size) { |
198 | //! 2. For each item vi ∈ R: Calculate a key ki = random(0, 1) |
199 | //! we then define the threshold to enter the reservoir T_w as the minimum key of R |
200 | //! we use a priority queue to extract the minimum key in O(1) time |
201 | for (idx_t i = 0; i < sample_size; i++) { |
202 | double k_i = random.NextRandom(); |
203 | reservoir_weights.emplace(args: -k_i, args&: i); |
204 | } |
205 | SetNextEntry(); |
206 | } |
207 | } |
208 | |
209 | void BaseReservoirSampling::SetNextEntry() { |
210 | //! 4. Let r = random(0, 1) and Xw = log(r) / log(T_w) |
211 | auto &min_key = reservoir_weights.top(); |
212 | double t_w = -min_key.first; |
213 | double r = random.NextRandom(); |
214 | double x_w = log(x: r) / log(x: t_w); |
215 | //! 5. From the current item vc skip items until item vi , such that: |
216 | //! 6. wc +wc+1 +···+wi−1 < Xw <= wc +wc+1 +···+wi−1 +wi |
217 | //! since all our weights are 1 (uniform sampling), we can just determine the amount of elements to skip |
218 | min_threshold = t_w; |
219 | min_entry = min_key.second; |
220 | next_index = MaxValue<idx_t>(a: 1, b: idx_t(round(x: x_w))); |
221 | current_count = 0; |
222 | } |
223 | |
224 | void BaseReservoirSampling::ReplaceElement() { |
225 | //! replace the entry in the reservoir |
226 | //! pop the minimum entry |
227 | reservoir_weights.pop(); |
228 | //! now update the reservoir |
229 | //! 8. Let tw = Tw i , r2 = random(tw,1) and vi’s key: ki = (r2)1/wi |
230 | //! 9. The new threshold Tw is the new minimum key of R |
231 | //! we generate a random number between (min_threshold, 1) |
232 | double r2 = random.NextRandom(min: min_threshold, max: 1); |
233 | //! now we insert the new weight into the reservoir |
234 | reservoir_weights.emplace(args: -r2, args&: min_entry); |
235 | //! we update the min entry with the new min entry in the reservoir |
236 | SetNextEntry(); |
237 | } |
238 | |
239 | } // namespace duckdb |
240 | |