The collection

Every essay — page 12

Page 12 of 18, continuing through the fields in the same order.

What a bound is Counting The floors What the machine does Structures Two parameters The other axis When the algorithm flips a coin What the libraries do When it does not fit One pass, and no room The data that is not a number When the algorithm is a table The index that replaces the text What is taught wrongly Ladders Objects Search

The other axis

Auxiliary space, counted at the point it is taken. "Sorts in place" turns out to cover three behaviours that differ by a factor of n, and one of them runs out of stack.

00.2500.5000.750101234567891011level of the wavelet treebits a bitthe parse's grida uniform permutation3,612 points · 12 levels0.997 bits a bit

A bit for every bit

A grid over 3,612 points is 43,344 bits of payload. The smallest any structure can be that distinguishes one permutation of 3,612 things from another is 37,485. There is 16% to play for, and the deferral that asked for a compressed grid assumed there was much more.

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forward · wavelet tree18,377forward · rank directories5,037forward · C table100forward · sample marks8,193forward · sampled positions3,598reverse · wavelet tree18,377reverse · rank directories5,037reverse · C table100reverse · sample marks8,193droppedreverse · sampled positions3,598dropped8,192 characters · sampling every 3216.7% of both halves

An index that cannot locate

Take an FM-index, remove the sampled positions and the bit vector marking them, and refuse every request for a position. What is left still counts, still extends intervals, still runs a whole search — and is a third smaller.

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tree · suffix array2,363,886tree · text656,635tree · document array1,050,616tree · previous-occurrence chain2,363,886tree · range minimum4,727,772succinct · suffix array2,363,886succinct · text656,635succinct · document array1,050,616succinct · previous-occurrence chain2,363,886succinct · range minimum1,483,854chainless · suffix array2,363,886chainless · text656,635chainless · document array1,050,616chainless · range minimum1,483,854chainless · reported bitmap256131,327 characters · 256 documents6 parts

What the chain cost

The chain of previous occurrences is one row number per row — exactly as wide as the suffix array it sits beside, and the largest single part of a document-listing apparatus. It is now absent, and what replaces it is one bit per document.

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run together1.00xsigma 21 · 5 bitsone separator1.00xsigma 22 · 5 bitsa separator each1.20xsigma 36 · 6 bitsruns 1.00xruns 1.00xruns 1.02x16 documents of 512 characterspacked bits, against running them together

Two currencies for one separator

Giving every document its own boundary marker costs a fifth of the packed text and three per cent of the run count. Both numbers are right, they are about the same change, and which one a collection pays depends on a structure nobody named.

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4,097 rows · one in 32 marked3.1% of the rows

The array that says where is twice the samples

An index keeps one suffix-array value in every thirty-two, and a bit vector over all n rows saying which. The vector is sixteen thousand bits and the values it points at are seven thousand — the index of the samples is twice the samples.

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range minimum and chain838,797255.0%range minimum, no chain285,46086.8%one descent over D119,97236.5%the document array, the chain and a range minimumthe document array, a range minimum and one bit per documentthe document array, in a wavelet tree64 documents · 16,447 characters14.3% of the published apparatus

The apparatus, three times smaller again

Eight hundred and thirty-nine thousand bits became two hundred and eighty-five thousand, and now a hundred and twenty thousand. The listing apparatus is fourteen per cent of what it was and holds one array, which is the only part of it that was ever information.

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both halves locate250,584100.0%the reverse half counts only226,50490.4%and its marks are Elias-Fano210,93484.2%the saving spent on sampling241,47596.4%16,384 characters · one in 3284.2% smaller, or the same size and faster

The ladder, and the rung that spends

Two hundred and fifty thousand bits, then two hundred and twenty-six, then two hundred and eleven. The fourth rung takes the whole saving and buys a four-times denser sampling with it, landing at ninety-six per cent of where it started and locating several times faster.

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phrase lengths2,71222.6%phrase sources2,71222.6%phrase literals1,1309.4%boundary orders5,42445.3%three permutations of 226 elements: 1,808 bits each, and one is the inverse of another226 phrases · 4,096 characters45.3% in the orders

Half an index is three permutations

A phrase index stores a length, a source and a literal per phrase — and three orderings of its boundaries, at forty-five per cent of the structure. One of the three is the inverse of another, and nothing needs both at once.

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copy 1copy 8copy 16copy 24copy 32position within the copy32 copies × 2,048 charactersdivergence 0.0005

Sparse on average, dense where it gathers

The r-index keeps one suffix-array value for every run of its transform and prices the set as Elias–Fano: on 32 exact copies of 2,048 characters that is 666 values among 65,537 positions at 9.04 bits a value, as though they were spread evenly. They are not — 663 sit in one copy. Cut into chunks of 32 values, each held by whichever of a bitmap, its own Elias–Fano or a run is cheapest, the same set costs 4.48 bits a value, under the 8.05 that any representation of an arbitrary set of that size must spend on some set. At a divergence of 0.0005 the saving is a fifth, and from one character in five hundred it is nothing but the select directory, which the chunks replace with reading. On the scattered marks of an ordinary index the partition saves only that directory too.

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bitmap chunkElias–Fano chunka chunk of 32 beginscopy 1copy 8copy 16copy 24copy 32position within the copy32 copies × 2,048 charactersdivergence 0.0005

Cuts that follow the gathering

Cutting an r-index's run-start values into chunks of a fixed count left chunk edges inside the places the values gather. Choosing the cuts as a shortest path through the sorted values was predicted to save a further tenth on exact copies by cutting once at each edge of the gathering. It cuts there, and saves more than a quarter: two chunks, one of them a bitmap of 664 values that a select must scan from its start. Capped at the chunk's old size, the optimum keeps the reads and saves 9% on exact copies and 15% at a divergence of 0.0005. On moderately drifted copies the uncapped optimum is smaller and cheap to read at once.

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468567891011log₂ bits a select readsbits a valueone Elias–Fano≤32≤64≤128≤256∞t 256t 64t 16capped, no samplesuncapped, samplest: values a sampleexact copiesa model of reads, not a timing

A select that starts near its answer

The cheapest partition of an r-index's run-start values held exact copies in two chunks, one a bitmap of 664 values that every select scanned from its start: 1,065 bits read a select. Capping the chunks bought the reads back by giving up the saving. A select sample every 64 values inside each chunk, its bits charged in the same shortest path, was predicted to bring the uncapped optimum under 150 bits a select for under 3.5 bits a value. It reads 111 for 3.45, where the cap that reads as little costs 3.68. And the middle divergences, predicted to be untouched because their chunks were short, lose two fifths of their reads to the same samples.

5 figures
5.8066.206.406.60567891011log₂ bits a select readsbits a valuet 256t 64t 16s 1024s 512s 256s 128s 64select samples, t valuesrank samples, s bitsdivergence 0.01a model of reads, not a timing

A sample that has to be found

A select sample every 64 values inside the cheapest partition of an r-index's run-start values cut a select's reads from 1,065 bits to 111 on exact copies. Samples by count bound how many values a select passes, not how many bits it reads, so samples every 128 bits of a chunk's vector were predicted to read a third less on the sparse, drifted sets at the same cost. They bound the scan as promised, but a rank sample does not say which sample a select needs, and finding it by binary search costs a select up to a third of what it reads. The two kinds of sample end up on one frontier, and the rank samples' advantage is that they come in finer steps.

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3.203.403.603.8056789log₂ bits a select readsbits a valuet 64, s 64two levelsselect samples alonerank samples aloneexact copiesa model of reads, not a timing

A second level that pays in one band

A select on a chunked bit vector can be helped two ways: a select sample every t values says where to start but not how far to scan, and a rank sample every s bits bounds the scan but must be searched for. A directory with both — select samples that name a rank block, rank samples that bound the scan — was predicted to reach under 70 bits read a select for under 3.6 bits a value on an r-index's run starts over exact copies, a point neither kind reaches. It reaches 62 bits read for 3.76 bits a value, which neither kind reaches, and costs 3.73 within 70 bits where the better single kind costs 3.93; but under 3.6 bits a value it reads 84. The select sample names a block two rank samples away, not one. Across eight sets the second level saves more than a twentieth of a bit a value on three, and only between about 65 and 100 bits read a select: outside that band either single kind is as good.

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One pass, and no room

The data goes past once and there is not room to keep it. What survives is a summary of a few hundred bits, and the answer it gives is wrong — the whole design is a choice about how wrong, and every structure here buys accuracy with bits at a rate that can be measured.

1,00010,0000.1bits of state heldrelative errorHyperLogLog (-0.49)LogLog (-0.44)bottom-k (-0.38)50,000 distinct keys · 14 runs per point · truth counted exactlybest: 2.00% at 10,240 bits

The answer that is allowed to be wrong

Every algorithm on this site so far was checked for correctness before it was measured. A summary of a stream cannot be — the data goes past once and does not fit — so the error becomes a resource, bought with bits, at an exchange rate that is a measurement.

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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.

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0.1bits the register neededrelative errora = 2a = 1.5a = 1.2a = 1.1a = 1.05a = 1.02√((a−1)/2), predicted200 runs per base · n = 20,000 · exact counter needs 15 bits72.6% at 5 bits

Counting past what the register holds

Morris's counter counts ten million events in five bits by incrementing with probability 2 to the minus c. The estimate is exactly unbiased at every n, its relative error is 71%, and the base is a dial that trades one against the other at a rate of the square root of half of a minus one.

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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.

8 figures
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.

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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.

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16326412825610244096window length W, in arrivals (D = W × the mean gap)share of the counts they disagree onevenPoissonburstydrifting1 ms clock · mean gap 10 ticks · 30,000 arrivalseven: 0% at every length

A window that is a duration

Nobody asks for the error rate over the last four thousand and ninety-six requests. They ask for the last five minutes. The two are the same question exactly when the arrivals are evenly spaced, and on a stream whose rate drifts they disagree about fifty-seven per cent of the counts.

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exact-11.2%-3.3%0.0%3.3%11.2%rmse 3.61%worst 9.71%23 of 60outside the band5,120 bits · 60 seeds · relative error of one runpredicted ±3.25%

The correction that makes it work

HyperLogLog and LogLog read the same registers and differ only in how they average them. The harmonic mean is worth 30% of the error for nothing, and below two and a half registers' worth of keys the estimator both are built on is 137% high and has to be abandoned.

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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.

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+1−1keys, most frequent firstΣ s(x)·f(x) = 9,034squared: 81,613,156true F2: 36,931,352121.0% outa polynomial of degree 4 · cash-register model · counts exactone register, 32 bits

The estimate that squares the stream

The length of a stream is a counter and the number of distinct keys is a register bank. The sum of the squared frequencies has nothing obvious to count — and one number, one sign per key, and a squaring get within 4% of it in a fortieth of the space.

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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.

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answered 19.90%25%50%75%100%0.36420.52,170value, logarithmicfraction of the stream at or belowrank ±2%value 19.3–21.9answered 2.9% out20,000 values · log-normal, σ = 1.2 — a latency distribution · Greenwald–Khanna, ε = 0.02rank 1.02% · value 2.9%

The error that is on the rank

A summary of 77 tuples answers eight quantiles of a stream of 20,000 values, and every answer is guaranteed to sit within 0.9% of the stream from where it was asked for. The guarantee is deterministic, it holds on every distribution, and it is not about the numbers it returns.

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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.

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decayedwindowed060120secondscount attributed to key 0half-life 4 s · window 5.77 s · burstythe same key, two questions

The counter with no window in it

A counter that fades by half every H settles, on a steady stream, at exactly the count of a window of 1.44H. That correspondence holds in the mean, on a steady stream, and nowhere else — and it is the reason a decayed counter is not an estimate of a windowed count for any window.

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3,600 — the window opens4,000 — now32161616884the window edge215 in buckets−16 for the oldest= 200true 2000.3% outsliding-window model · ε = 0.2, k = 5 · 1,764 merges406 bits against 400

The summary that has to forget

Every structure in this field so far accumulates. Ask instead for the count over only the last thousand arrivals and no counter will do, because a counter has no record of which of its increments are old — and the repair is a row of buckets whose whole error is the oldest one.

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windowed HyperLogLog4,088 bitsone stamp per live key8,775 bitsblocks of Misra-Gries18,549 bitsthe last W keys, kept131,072 bitskeysstampspayloadindexthe parts, in the order they stackwindow 4,096 · the popular keys drift131,072 bits at most

The bits that say when

A windowed cardinality estimator holds 4,592 bits and 2,392 of them are clocks. Every summary in this collection has reported its size from the shape of its own structure, and not one of those numbers has ever been asked what the bits were for — so the resource that half of these structures spend most of their state on has been invisible while being counted.

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cash register — every key49,952 bitscash register — HyperLogLog2,560 bitswindow — a stamp per live key8,505 bitswindow — HyperLogLog5,494 bits40,000 arrivals · the popular keys drift, so old keys are gone rather than rare · W = 4,0961,561 distinct in the stream · 169 in the window20× against 1.5×

A register that became a list

HyperLogLog replaces a key per distinct item with a five-bit register, and over a whole stream that is a saving of a hundred times. Ask it about the last four thousand arrivals instead and the same comparison against the same exact structure comes out at five. The estimator did not get worse. The exact answer got cheap.

8 figures