Concept

Mergeable summary — where it appears

A summary that combines with another into the summary the concatenated stream would have produced, exactly for some structures and only in its guarantee for others. Merging exactly and merging within the guarantee are different properties, and only the first survives a shard being delivered twice.

Named by 20 essays across 7 fields — each of them below, with the objects they name alongside it.

one summary, k = 32769one summary, k = 25608 summaries of 32, merged536worst error over the top keys, in arrivalsconcentration 1.00 — the mean share of a heavy key held by one shard8 shards · hashed · balancedmerge 536 against matched 0

The state a merge is standing in for

A merge of eight summaries of thirty-two counters is wrong by 536 where one summary of thirty-two is wrong by 769, which reads as merging helping. One summary of two hundred and fifty-six counters — exactly what the eight were holding between them — is wrong by nothing at all.

streaming · Merge
313roundconc 0.14536hashedconc 1.00309blockedconc 0.14how the arrivals were partitionedworst error over the top keysone summary, k = 32one summary, k = 256the merge of 8Space-Saving · stationary Zipf · 40,000 arrivals8 shards

The partition the analysis did not mention

Space-Saving and Misra-Gries are the same structure under a stream, related by subtracting one number. Sharded eight ways and merged, one of them is wrong by 313 where the other is wrong by 927 — and swapping how the arrivals were assigned to machines reverses which is which.

streaming · Merge
hash rowh1h2h3h4h1 → cell 30: 10,433h2 → cell 29: 10,624h3 → cell 19: 10,575h4 → cell 4: 10,895key 0 occurred 9,579 times · the minimum of the four is 10,433 · over by 854the additive bound at this width is e/w × N = 5,0974×32 counters · 4,096 bits · Zipf s = 1.1exact would take 162,288 bits

A count that is never under

The Count-Min sketch holds four rows of counters and answers how often a key occurred. Its error is one-sided with no probability attached — the estimate is never below the truth on any stream — and the probabilistic half of its guarantee is only about how far above.

streaming · Sketch
keytruthfoldedtreereversed16,3626,8666,8696,86923,0743,5783,5813,58131,9632,4672,4702,47041,3731,9021,9071,95451,0981,6021,6051,60569351,5121,4711,46377691,2801,2851,30686561,1601,1631,16395661,1001,1011,095105101,0511,0361,029shaded rows are keys whose count depends on the order aloneSpace-Saving, k = 32 · 8 shards · hashed37 keys move with the order

The order nobody fixed

The same eight summaries, combined pairwise in a tree or folded in one at a time, produce tables that differ on forty keys — the largest by 964 arrivals. Nothing in a deployment fixes which shape is used, and both answers are inside the guarantee.

structures · Merge
01325leading-zero rank keptregister, 0 to 255estimate 7,107truth 7,368error -3.54%0 still empty256 registers × 5 bits = 1,280 bitspredicted ±6.50%

A count read off the leading zeros

Hash every key and watch for the longest run of leading zeros. Seeing k of them is evidence of about two to the k distinct keys — an estimator with a variance so large it is worthless, and the two devices that fix it are the whole of what a cardinality sketch is.

streaming · Cardinality
quantilepromisedone summarymerge of 8q = 0.5100.01418q = 0.920.0183q = 0.992.005overq = 0.9990.214overrank error, in items out of 20,000ε = 0.01 · high-biased · 8 shards, round2 of 4 quantiles over the single summary's promise

The promise that does not survive the tree

A high-biased quantile summary at ε = 1% answers the 99th percentile of twenty thousand values to within two ranks. Merge thirty-two of them and the answer is seventeen ranks out — inside the merged bound, eight times outside the one anybody was quoted.

wrong · Rank
0.010.10.11Jaccard index of the two setsrelative error of the intersectionas wrong as the answerinclusion–exclusionthe minimum valuesHyperLogLog p = 12, 20,480 bits · bottom-4,096, 131,072 bitstruth from a hash map over 200,000 keys

The error of a difference

Three sketches, each within a per cent or two of its own answer, subtracted into an intersection. At a Jaccard index of 0.82 the answer is 1.3% out. At 0.005 it is 146% out — the same three sketches, the same accuracy, a different question. The error never grew: it stayed a fixed fraction of the union, and the union stopped being the thing being asked about.

streaming · Cardinality
0231436845165232shards mergedkeys whose count movedthree orders:folded in one at a timecombined pairwise, in a treefolded in, last shard firstMisra-Gries, k = 32 · hashedworst gap 298 arrivals

What a fold charges per level

Thirty-two counter tables folded in a chain come out wrong by 323 where the same thirty-two combined pairwise are wrong by 148, and the quantile summaries prefer the chain by exactly as much in the other direction. What is being charged in each case is the depth of the fold, and the two families are charged on opposite ones.

bounds · Merge
queries answered yesabsent key, the AND0.190%absent key, built on the intersection0.025%in one set only, the AND1.800%in one set only, built on it0.000%bits set: A 6,351, B 6,294, AND 3,232, direct 1,859no common key is ever denied

The intersection two filters cannot report

Two Bloom filters over sets that share five hundred keys, ANDed bit by bit. The result never denies a shared key, and it looks like a filter of the intersection. It is not one — a key in only one of the sets passes it 1.8% of the time where a real filter of the intersection passes none, and reading the intersection's size off its bits gives 900.

randomness · Randomness
1,000248163264high-biased, α = 0.56low-biased, α = 0.56none-biased, α = 0.74tuples keptshards mergedlog-normal, σ = 1.2 — a latency distribution · 20,000 valuesα 0.56 / 0.56 / 0.74 · worst residual 6.5%

The cheap tail and the expensive merge

A summary whose tolerance tightens towards the tail keeps seven times the tuples of a plain one on a single pass, and after merging sixty-four shards it keeps three and a half times as many. The error function that buys a useful tail promise is also the one that pays most for never having the values in one place.

space · Rank
HyperLogLog1024/1024 identicalCount-Min256/256 identicalbottom-k128/128 identicalMisra-Gries20/36 identicalfraction of the state that merged to the identical value→ 1,974→ 10,291→ 2,322→ 8,766two streams of 30,000 · 2,007 distinct keys in the union3 of 4 merge exactly

The summaries that add

Two sketches built over two streams and merged are, for three of the four structures here, byte for byte the summary the concatenated stream would have produced. For the fourth the guarantee survives and the state does not, and calling both properties mergeability hides the difference that matters.

structures · Cardinality
010020030040021φ 382φ 7203φ 17434φ 42885φ 1012486φ 242measured 409counts chargedlevel of the foldcharged at this levelrunning total64 shards · k = 32 · hashedcharged 409 · measured 409

The floor charged at every level

A key surviving a fold of sixty-four shards is charged 2, then 8, then 20, then 43, then 88, then 248 — the floor of whatever summary it was merged against, level by level. They sum to 409, and the damage read off the merged table is 409. The model that charged sixty-three copies of the leaf floor said 222.

floors · Floor
1,00010,000248163264ε = 0.02, α = 0.58ε = 0.01, α = 0.56ε = 0.005, α = 0.54tuples keptshards mergedlog-normal, σ = 1.2 — a latency distribution · 20,000 valuesα 0.58 / 0.56 / 0.54 · worst residual 2.0%

The tuples a merge does not give back

A merge of thirty-two quantile summaries keeps seven times the tuples of one summary over the same values, and sixty-four keeps ten and a half. Fitted across the sweep the count goes as the shard number to the power 0.56, which answers what it converges to — it does not.

streaming · Rank
2585167741,032020,00040,000arrivals so farcountSpace-Saving's floorMisra-Gries's decrementsboth 93840,000 prefixes, 0 disagreementsk = 32 against k = 31

Two structures that are one

Space-Saving never underestimates and Misra-Gries never overestimates, and they are taught as rival structures with opposite failure modes. Subtract one number from every Space-Saving counter and what is left is the Misra-Gries table, key for key and count for count, at all twenty thousand prefixes of a stream and at every table size tried.

wrong · Sketch
f = 6,3628/8 holdingf = 3,0748/8 holdingf = 1,9638/8 holdingf = 1,3738/8 holdingf = 1,0988/8 holdingf = 9353/8 holdingf = 7690/8 holdingf = 6560/8 holdingpredicted damage, in arrivals — every row totals 967Space-Saving's shareMisra-Gries's share8 shards · round · k = 32bill 967 arrivals

The bill a partition only divides

The two predicted damages for any key sum to the same number under every partition — 967 arrivals here, whatever the arrangement. Round-robin hands nearly all of it to Misra-Gries and hashing hands most of it to Space-Saving, and neither of them is paying more than the other in total.

structures · Merge
folded in one at a time2,616 tuples17 ranks outcombined pairwise, in a tree3,637 tuples17 ranks outfolded in, last shard first2,615 tuples17 ranks outtuples kept, and worst rank error against a promise of 10032 shards · ε = 0.01 · high-biased · round1.39× the space, 0 ranks of answer

The shape that moves the bill

Thirty-two quantile summaries combined pairwise keep 3,637 tuples and the same thirty-two folded in one at a time keep 2,616, for answers that differ by nothing at all. The counter tables measured for the same thing do the opposite — their order moves the answer and leaves the space alone.

structures · Rank
weighted path lengthΣ wᵢdᵢ — what Huffman minimisescuts takenΣ over the mergesdamageworst error leftchaintreesmallest-firstlargest-first543k147k123k738k309254259388323148183403Misra-Gries · 32 shards · hashedleast path smallest · least damage balanced

The fold that minimises the wrong thing

A fold charges per level and a survivor pays the cuts on its path, so the bill looks like a weighted external path length — and Huffman's construction minimises that quantity by proof. Built and measured on thirty-two uneven shards it does minimise it, 181,407 against a balanced tree's 200,000, and leaves more damage than the tree does.

structures · Merge
counter tablesworst error, ratio to bestquantile summariestuples kept, ratio to bestchain2.18× (323)1.10× (2,807)tree1.00× (148)1.26× (3,211)smallest-first1.24× (183)1.28× (3,278)largest-first2.72× (403)1.00× (2,556)32 shards · hashed · k = 32each column against its own best shape

The shape one structure will not fold

Folding thirty-two shards largest-pair-first keeps 2,556 quantile tuples against a balanced tree's 3,211 — a fifth of the space saved. The same fold on the counter tables beside them leaves 403 counts of error against the tree's 148. A deployment holding both cannot fold once and be right twice.

structures · Merge
01002003004005006007008009001000roundloads 1.0×blockedloads 1.0×hashedloads 17.6×worst error over the heaviest keyschaintreesmallest-firstlargest-first32 shards · k = 32 · 40,000 arrivalseven 1.00× · uneven 2.7×

A parameter that waits for another

Four merge fold shapes over thirty-two evenly loaded shards leave errors of 665, 667, 665 and 667 — a fifth of a per cent apart. Give the same four shapes shards whose loads span seventeen-fold and they leave 148, 183, 323 and 403. The parameter did nothing until a second parameter moved, and every measurement that fixed the second one saw nothing.

wrong · Merge
0.60.81.01.21.41.61.84φ share 0.908φ share 0.8516φ share 0.8032φ share 0.7564φ share 0.70predicted ÷ measuredshards, mlevel floors, uncorrectedleaf floorslevel floors, correctedk = 32 · hashed · 40,000 arrivalsworst 22% against 73% and 46%

The floor a merge does not settle at

Compute a fold's level floors from the shard histograms and the prediction over-shoots by 1.73. A merged summary's floor is not the floor a summary settles at on the same arrivals — it is 0.90 of it at four shards and 0.70 at sixty-four, straight in log₂ m at a 3% residual, because merging preserves the heavy counters and never runs their eviction cascade.

wrong · Merge

Named alongside it

The objects these essays reach for when they reach for this one.

ShardGuaranteeSpace-savingHeavy hitterMerge treeMisra–GriesState bitsPartitionEstimatorQuantile summaryTrade offRank error

All concepts