countminsketch

countminsketch

An implementation of Count-Min Sketch in Golang.

Introduction of Count-Min Sketch, from Wikipedia[1]

The Count–min sketch (or CM sketch) is a probabilistic sub-linear space streaming algorithm which can be used to summarize a data stream in many different ways. The algorithm was invented in 2003 by Graham Cormode and S. Muthu Muthukrishnan.

Count–min sketches are somewhat similar to Bloom filters; the main distinction is that Bloom filters represent sets, while CM sketches represent multisets and frequency tables. Spectral Bloom filters with multi-set policy, are conceptually isomorphic to the Count-Min Sketch.

The code is deeply inspired by an implementation of Bloom filters in golang, bloom.

Same to bloom, the hashing function used is FNV, provided by Go package (hash/fnv). For a item, the 64-bit FNV hash is computed, and upper and lower 32 bit numbers, call them h1 and h2, are used. Then, the i th hashing function is:

h1 + h2*i

Sketch Accuracy

Accuracy guarantees will be made in terms of a pair of user specified parameters, ε and δ, meaning that the error in answering a query is within a factor of ε with probability δ[2]

For a sketch of size w × d with total count N , it follows that any estimate has error at most 2N/w, with probability at least 1 - (1/2)^d. So setting the parameters w and d large enough allows us to achieve very high accuracy while using relatively little space[3].

Suppose we want an error of at most 0.1% (of the sum of all frequencies), with 99.9% certainty. Then we want 2/w = 1/1000, we set w = 2000, and = 0.001, i.e. d = log 0.001 / log 0.5 ≤ 10. Using uint counters, the space required by the array of counters is w × d × 4 = 80KB in 32 bit OS, and w × d × 8 = 160KB in 64 bit OS [3].

To create with given error rate and confidence, we could use constructor NewWithEstimates.

Parallelization

The parallelizing part of Count-Min Sketch is the hashing step. But in this implementation, only one basic hashing step is computed. So the parallelization is not necessary.

If you have to, try to split the data and count separately. And at last Merge them.

Install

This package is "go-gettable", just:

go get github.com/shenwei356/countminsketch

Usage

import "github.com/shenwei356/countminsketch"

var epsilon, delta float64
epsilon, delta = 0.1, 0.9
s := countminsketch.NewWithEstimates(epsilon, delta)
fmt.Printf("ε: %f, δ: %f -> d: %d, w: %d\n", epsilon, delta, s.D(), s.W())

epsilon, delta = 0.0001, 0.9999
s = countminsketch.NewWithEstimates(epsilon, delta)
fmt.Printf("ε: %f, δ: %f -> d: %d, w: %d\n", epsilon, delta, s.D(), s.W())

key := "abc"
s.UpdateString(key, 1)
fmt.Printf("%s:%d\n\n", key, s.EstimateString(key))

//////////////////////////////////////////////////
file := "data"
s.UpdateString(key, 2)
_, err := s.WriteToFile(file)
defer func() {
	err := os.Remove(file)
	checkerr(err)
}()

cm, err := countminsketch.NewFromFile(file)
checkerr(err)

fmt.Printf("%s:%d\n", key, cm.EstimateString(key))

//////////////////////////////////////////////////
s = countminsketch.NewWithEstimates(0.1, 0.9)
s.UpdateString(key, 10)
bytes, err := s.MarshalJSON()
checkerr(err)
fmt.Println(string(bytes))

err = s.UnmarshalJSON(bytes)
checkerr(err)
s.UpdateString(key, 10)

fmt.Printf("%s:%d\n", key, s.EstimateString(key))

Output

ε: 0.100000, δ: 0.900000 -> d: 4, w: 20
ε: 0.000100, δ: 0.999900 -> d: 14, w: 20000
abc:1

abc:3
{"d":4,"w":20,"count":[[0,0,0,10,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0],[0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,10,0,0,0,0],[0,0,0,0,0,0,0,10,0,0,0,0,0,0,0,0,0,0,0,0],[0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,10]]}
abc:20

Benchmark

Benchmark_Update_ε0_001_δ0_999           5000000               515 ns/op
Benchmark_Estimates_ε0_001_δ0_999        5000000               481 ns/op
Benchmark_Update_ε0_000001_δ0_9999       2000000               941 ns/op
Benchmark_Estimates_ε0_000001_δ0_9999    2000000               841 ns/op

Documentation

Reference

1. Wikipedia
2. An Improved Data Stream Summary: The Count-Min Sketch and its Applications
3. Approximating Data with the Count-Min Data Structure
4. https://github.com/jehiah/countmin
5. https://github.com/mtchavez/countmin

Copyright

Copyright (c) 2014-2016, Wei Shen (shenwei356@gmail.com)

MIT License