Series

Sketch — the series

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

    part 1 · streaming
  2. 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.

    part 2 · streaming
  3. 10,0000.1total bits of stateruns outside ±15%1 × 483 × 485 × 487 × 489 × 48240 runs per design · tolerance ±15% · truth 12,00067 → 3 failures

    The estimate that is a median of means

    An estimator with a 70% spread is not usable and an estimator with a stated failure probability is. The construction that turns the first into the second is two lines long, it is where every delta in this field comes from, and its exponential is measured here by counting failures rather than by evaluating a bound.

    part 3 · randomness
  4. 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.

    part 4 · streaming
  5. key 05,416short by 4,163key 1462short by 4,154key 31short by 2,099key 71short by 943key 19401short by 3counter held (bar) against true count (tick)12 counters · 768 bits · no randomnessbound N/(k+1) = 4,615

    The items that survive k counters

    Misra-Gries keeps k counters, decrements all of them on a miss, and never returns a count above the truth — with no hashing, no randomness and no failure probability. At equal state it is more accurate than the randomised sketch on the question both are usually asked, at every size measured.

    part 5 · structures
  6. 1101001,0000.111010010³true count of the keyrelative errorheaviest keyrarest key4×64 counters · 8,192 bits · Zipf s = 1.1 · 3,528 distinct keys at 702 positions4.11% to 34100%

    The guarantee that is one query wide

    A sketch described as accurate to within a per cent is accurate to within a per cent of the whole stream, not of the number asked about. On a skewed stream the same sketch is 4% wrong about its heaviest key and 34,100% wrong about one of its rarest, and both figures satisfy the bound.

    part 6 · wrong
  7. Count-Min 4×64exact184 under16 overrms 42Count-Sketch 4×64-174-8708717499 under101 overrms 13general turnstile · insertions and deletions, counts may go negative · counts exact8,192 bits each

    When the stream takes it back

    Count-Min's estimate is never below the truth. That is a theorem about a stream where every update adds — and allow deletions that can take a count below zero and it comes back under on 93% of queries, with nothing in the number to say so.

    part 7 · wrong
  8. key 16,726exactkey 23,236exactkey 32,035exactkey 41,440± 2key 3109± 937key 42117± 937key 8402± 937key 14914± 937bracket, with the truth marked · widest 937 · 3 exactcash register · stationary Zipf · 32 countersthe smallest counter is 938

    The counter that takes the smallest slot

    Space-Saving keeps two numbers per key and they bracket the truth from both sides. On the twenty heaviest keys of a stream its mean error is a tenth of one arrival, against a hundred and ten for Misra-Gries at the same bits — and on the keys ranked past a hundred the ordering reverses.

    part 8 · structures
  9. 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.

    part 9 · wrong

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