Concept

Regret — where it appears

The cost of the choice actually made divided by the cost of the best choice that was available, measured once the truth is known. A regret of one means the decision was right, and its size depends on what the cost is divided by, which decides whether a mistake looks small.

Named by 10 essays across 2 fields — each of them below, with the objects they name alongside it.

01/82/83/84/85/86/87/811×1.5×2×3×5×10×share of the bits given to the HyperLogLogworst error over all overlaps ÷ the best possible1.81×switch at a crossingmeasured in advanceswitch on the textbookvariancesweight by the textbookvariances40,960 bits a set, 64 seeds, J from 0.98 to 0.001ringed: the minimax split

A budget split before the question arrives

Forty thousand bits a set, divided between a HyperLogLog and a sample of the smallest hashes before anyone knows which intersections will be asked for. Given all to either structure, the worst query is 2.7 or 12.8 times as far out as the best possible. Split in half, it is 1.8 — but only if the choice between the two estimates is made from a crossing measured in advance. The textbook error formulas make the choice wrongly on every one of 640 draws.

streaming · Cardinality
01/82/83/84/85/86/87/812×3×5×10×share of the budget given to the HyperLogLogworst regretswitch, textbook varianceweight, textbook varianceswitch at a measuredcrossingswitch, variance fromregistersweight, variance fromregisterstwo sets of 100,00032 groups of registers

The covariance the registers already hold

A budget split between a HyperLogLog and a sample of the smallest hashes chose its intersection estimate wrongly on every draw, because the textbook variance for a subtraction of three sketches drops their covariance. A crossing measured on calibration seeds repaired the choice at a worst regret of 1.81. Read instead from the registers themselves — thirty-two groups of them, each a small sketch of both sets and their union — the variance makes the per-draw switch match the crossing exactly, and makes the weighted mixture the best rule measured: 1.70 at the even split, and 1.42 against 1.85 when one set is ten times the other, with no calibration at all.

streaming · Cardinality
11010010³10⁴12510rows the query actually matchescost ÷ the better plan's costrho plus the descent, 4.01estimate ÷64estimate ÷8estimate ×8estimate ×64n = 65,536, B = 64, M = 4,096 (M/B = 64), scattered read ×4dotted: the estimate switches at 512 rows

The estimate a plan rests on

A planner chooses between an index and a scan on how many rows it thinks will match, and the number it has is wrong by a factor. Guess sixty-four times too many on a narrow query and the scan it picks costs 13.5 times the index. Guess sixty-four times too few on a wide one and the index costs at most 4.01 times the scan — a ceiling that can be named before any query runs.

applied · Transfer
1×2×5×10×20×50×00.40.811.2skew of the join columnratio, logarithmicestimate off byregret, decided partregret, whole planR 4,000, S 40,000, T 2,000 rows, B = 64, M = 4,096 (M/B = 64)every order writes the same output

The join order is a guess

Three tables, two orders, and an estimate of the first intermediate result that assumes the join column is uniform. When the column is skewed the estimate is out by seventy-two times, and the plan chosen on it costs 1.49 times the better one — which sounds tolerable until the shared output is taken away, and the part of the cost the order actually decided turns out to be 43.9 times worse.

applied · Transfer
1×2×5×10×20×50×100×200×00.250.50.7511.251.51.752skew of the join columnregret of the decided part, logarithmicuniform estimate4 counters a side16 counters a side64 counters a side256 counters a sideR 4,000, S 40,000, T 2,000 rows · 64-record blocks, 4,096 in memoryMisra–Gries on each side of the join column

The skew a few counters cannot repair

A join order chosen on the textbook estimate costs 243.9 times the better order at a Zipf exponent of two, and two counters a side are enough to fix it. At an exponent of one half the estimate is out by less than a factor of two, the plan it picks costs 1.37 times the better one, and no number of counters up to 256 changes that. The easy case is the extreme one, and the reason the moderate one is hard is a series that stops converging at exactly one half.

applied · Transfer
trusts the estimateinsured ×2insured ×8always the index11.5235expected regret, logarithmic · label: worst within three standard deviationsrho 14.42.51.11.0rho 215.17.82.22.0rho 413.57.54.04.0rho 1616.016.016.016.0σ = 1.5, median error e^-1, 65,536 rowsexact over the error distribution

What insurance against an estimate costs

A planner that trusts its row estimate expects to pay 1.057 times the better plan and risks 7.76. One that insures itself by halving its estimate before it decides expects 1.057 and risks 4.10 — the insurance is free. At a read ratio of sixteen the same insurance costs six per cent in expectation and makes the worst case worse. Whether a conservative planner is paying a sensible premium depends on two numbers the planner can measure and usually does not — its device's read ratio and the direction its own errors run.

applied · Transfer
12481632641282561executed queries the fit sawexpected regrettrusting the estimatefitted from the queriesthe best divisor, 1.5ρ = 4, σ = 1.5, 120 fits a pointlower is better

What a planner pays to find out what to pay

Insurance against a row estimate is set from the error's median and spread, and a running system knows neither — it has to fit them from executed queries. Fitted from one query the divisor costs 1.263 times the better plan against 1.215 for a planner that never insures at all, so learning is worse than not learning until about sixteen queries have run. The tail, though, is bought immediately: one observation already holds the worst case to 24.7 against 36.6.

applied · Transfer
01251025501002505000.00010.0010.010.1110100how far S's ranking is rotated from R'strue size ÷ estimatethe uniform estimate8 counters a side8 counters, using their silenceexactZipf 2, 8 counters a sideabove the line: the estimate is too low

A summary's silence is a bound, not a count

When both sides of a join are skewed towards the same values the textbook estimate is 399 times too low and the order it picks costs 244 times the better one; two counters a side repair it. Skew them towards different values and the same estimate becomes 254 times too high — and the counters have nothing to say, because no value is in both summaries. Using their silence instead repairs the middle of the sweep and makes the far end six times worse.

applied · Transfer
1.201.401.601.80executed queries the fit sawexpected regret248163264128256fitted spread75% bound95% bound99% boundtrusting the estimatethe best divisor, 1.5ρ = 4, σ = 1.5, 120 fits a pointlower is better

A planner that knows how sure it is

A planner that fits its insurance divisor from a handful of executed queries under-insures, because a spread fitted to a small sample is biased low. The textbook repair is to use the upper end of a confidence interval on the spread instead of its centre. At a read ratio of four it makes the planner worse than trusting its estimate for longer — until sixty-four queries rather than sixteen — and it buys the worst case immediately, from 22.4 times the better plan to 6.2 after two queries. The bound is not a correction towards the truth. It is a dial between two different planners.

applied · Transfer
123451234567eighths of the budget in registersworst regret over every overlapregister variance, floor of one hashhalf a hash, estimate toohalf a hash, variance onlytextbook variancelower is better64 draws an overlap

A variance that had seen one hash

A budget of 40,960 bits split between a HyperLogLog and a bottom-k sample answers an intersection best by weighting the two estimates by their variances, except in one corner: a sample of 160 hashes asked about sets sharing one key in a thousand, where the weighting's worst regret was 4.46. The sample was said to see nothing, report a variance of nought and be believed completely. Its variance was never nought — it was taken at one shared hash whenever none was seen — and it was believed too little, not too much. Half a shared hash in the variance gives the sample more weight and cuts the corner's regret to 3.08, not under the 2.5 predicted; half a hash in the estimate too gives 3.74 there, and 1.61 at five eighths of the budget in registers, the lowest worst regret any split and rule has reached. No weighting measured gets the corner under the sample's own 2.30: 160 hashes expecting a sixth of a shared one is a limit, not a formula.

streaming · Cardinality

Named alongside it

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

Worst caseRelative errorBlock transferCardinality estimateEstimatorQuery planSketchVarianceBottom-kCardinalityCardinality estimationCost model

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