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bloom-filters

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JS implementation of probabilistic data structures: Bloom Filter (and its derived), HyperLogLog, Count-Min Sketch, Top-K and MinHash

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/* file: hyperloglog.ts MIT License Copyright (c) 2019-2020 Thomas Minier Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the 'Software'), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. THE SOFTWARE IS PROVIDED 'AS IS', WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ import XXH from 'xxhashjs' import BaseFilter from '../base-filter' import {AutoExportable, Field, Parameter} from '../exportable' import {HashableInput, allocateArray} from '../utils' // 2^32, computed as a constant as we use it a lot in the HyperLogLog algorithm const TWO_POW_32 = 2 ** 32 /** * Estimlate the bias-correction constant, denoted alpha in the algorithm, based on the number of registers. * As alpha is pretty expensive to compute, we estimate it with the formula from Flajolet et al. * @param m - Number of registers in the HyperLogLog algorithm * @return The estimated bias-correction constant */ function computeAlpha(m: number): number { if (m < 16) { return 1 } else if (m < 32) { return 0.673 } else if (m < 64) { return 0.697 } else if (m < 128) { return 0.709 } else { // >= 128 return 0.7213 / (1.0 + 1.079 / m) } } /** * HyperLogLog is an algorithm for the count-distinct problem, approximating the number of distinct elements in a multiset. * @see HyperLogLog: the analysis of a near-optimal cardinality estimation algorithm {@link http://algo.inria.fr/flajolet/Publications/FlFuGaMe07.pdf} * @author Thomas Minier */ @AutoExportable('HyperLogLog', ['_seed']) export default class HyperLogLog extends BaseFilter { /** * The number of registers, denoted m in the algorithm */ @Field() public _nbRegisters: number /** * Number of bytes to take per hash, denoted b in the algorithm (b = log2(m)) */ @Field() public _nbBytesPerHash: number /** * The bias-correction constant, denoted alpha in the algorithm */ @Field() public _correctionBias: number /** * The registers used to store data */ @Field() public _registers: Array<number> /** * Constructor * @param nbRegisters - The number of registers to use */ constructor(@Parameter('_nbRegisters') nbRegisters: number) { super() if ((nbRegisters & (nbRegisters - 1)) !== 0) { throw new Error('The number of registers should be a power of 2') } this._nbRegisters = nbRegisters this._nbBytesPerHash = Math.ceil(Math.log2(nbRegisters)) this._correctionBias = computeAlpha(nbRegisters) this._registers = allocateArray(this._nbRegisters, 0) } /** * Get the number of registers used by the HyperLogLog */ public get nbRegisters(): number { return this._nbRegisters } /** * Update The multiset with a new element * @param element - Element to add */ public update(element: HashableInput): void { const hashedValue = XXH.h64(element, this.seed) .toString(2) .padStart(64, '0') const k = 64 - this._nbBytesPerHash const registerIndex = parseInt(hashedValue.slice(k), 2) // find the left most 1-bit in the second part of the buffer const second = hashedValue.slice(0, k) let leftmost_pos = k - 1 let found = false let i = 0 while (!found && i < second.length) { if (second[i] === '1') { found = true leftmost_pos = i } else { i++ } } // update the register this._registers[registerIndex] = Math.max( this._registers[registerIndex], leftmost_pos ) } /** * Estimate the cardinality of the multiset * @return The estimated cardinality of the multiset */ public count(round = false): number { // Use the standard HyperLogLog estimator const Z = this._registers.reduce( (acc: number, value: number) => acc + Math.pow(2, -value), 0 ) const raw_estimation = (this._correctionBias * this._nbRegisters * this._nbRegisters * 2) / Z let corrected_estimation if (raw_estimation <= (5 / 2) * this._nbRegisters) { // use linear counting to correct the estimation if E < 5m/2 and some registers are set to zero const V = this._registers.filter(value => value === 0).length if (V > 0) { // small range correction: linear counting corrected_estimation = this._nbRegisters * Math.log(this._nbRegisters / V) } else { corrected_estimation = raw_estimation } } else if (raw_estimation <= TWO_POW_32 / 30) { // middle range correction; no correction corrected_estimation = raw_estimation } else { // raw_estimation > TWO_POW_32 / 30 // large range correction corrected_estimation = -TWO_POW_32 * Math.log(1 - raw_estimation / TWO_POW_32) } if (round) { return Math.round(corrected_estimation) } return corrected_estimation } /** * Compute the accuracy of the cardinality estimation produced by this HyperLogLog * @return The accuracy of the cardinality estimation */ public accuracy(): number { return 1.04 / Math.sqrt(this._nbRegisters) } /** * Perform the union with another HyperLogLog multiset * @param other - Multiset ot merge with * @return The union of the two multisets */ public merge(other: HyperLogLog): HyperLogLog { if (this.nbRegisters !== other.nbRegisters) { throw new Error( `Two HyperLogLog must have the same number of registers to be merged. Tried to merge two HyperLogLog with m = ${this.nbRegisters} and m = ${other.nbRegisters}` ) } const newSketch = new HyperLogLog(this.nbRegisters) for (let i = 0; i < this.nbRegisters; i++) { newSketch._registers[i] = Math.max( this._registers[i], other._registers[i] ) } return newSketch } /** * Check if another HyperLogLog is equal to this one * @param other - The HyperLogLog to compare to this one * @return True if they are equal, false otherwise */ public equals(other: HyperLogLog): boolean { if (this.nbRegisters !== other.nbRegisters) { return false } for (let i = 0; i < this.nbRegisters - 1; i++) { if (this._registers[i] !== other._registers[i]) { return false } } return true } }