Series

Cardinality — the series

8 essays on one idea, from the one that introduces it to the one that assumes the rest.
  1. 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.

    part 1 · streaming
  2. 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.

    part 2 · streaming
  3. 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.

    part 3 · structures
  4. 011228101214161820universe size ubits of statea u-bit bitmaplog₂ C(u, u/2)⌈log₂(u+1)⌉, a counterat u = 12: 924 subsets, 8 bitstwo collide → answers 6 and 7floor computed exactly · collision found by exhaustion at u = 12floor 9.85 bits

    The floor under a summary

    An exact one-pass distinct-counter over a universe of u keys needs at least log2 of u-choose-u-over-2 bits of state — the same counting argument as the sorting floor, applied to memory states instead of outcomes. At u = 12 that is 9.85 bits, and an eight-bit candidate is shown to collide by running all 924 subsets.

    part 4 · floors
  5. 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.

    part 5 · streaming
  6. 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.

    part 6 · streaming
  7. 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.

    part 7 · streaming
  8. 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.

    part 8 · streaming

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