Use lossy summation for time-series aggregations #132625
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dnhatn
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{
"operator": "TimeSeriesAggregationOperator[blockHash=BytesRefLongBlockHash{keys=[BytesRefKey[channel=3], LongKey[channel=2]], entries=546, size=56368b}, aggregators=[GroupingAggregator[aggregatorFunction=SumDoubleGroupingAggregatorFunction[channels=[4]], mode=INITIAL], GroupingAggregator[aggregatorFunction=CountGroupingAggregatorFunction[channels=[4]], mode=INITIAL], GroupingAggregator[aggregatorFunction=ValuesBytesRefGroupingAggregatorFunction[channels=[5]], mode=INITIAL]]]",
"status": {
"hash_nanos": 2949462,
"aggregation_nanos": 22679014, // <- 22ms
"pages_processed": 546,
"rows_received": 982982,
"rows_emitted": 546,
"emit_nanos": 121951
}
}{
"operator": "TimeSeriesAggregationOperator[blockHash=BytesRefLongBlockHash{keys=[BytesRefKey[channel=3], LongKey[channel=2]], entries=546, size=56368b}, aggregators=[GroupingAggregator[aggregatorFunction=LossySumDoubleGroupingAggregatorFunction[channels=[4]], mode=INITIAL], GroupingAggregator[aggregatorFunction=CountGroupingAggregatorFunction[channels=[4]], mode=INITIAL], GroupingAggregator[aggregatorFunction=ValuesBytesRefGroupingAggregatorFunction[channels=[5]], mode=INITIAL]]]",
"status": {
"hash_nanos": 2770991,
"aggregation_nanos": 15664657, // <- 15ms
"pages_processed": 546,
"rows_received": 982982,
"rows_emitted": 546,
"emit_nanos": 72400
}
} |
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dnhatn
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:StorageEngine/TSDB
martijnvg
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Aug 11, 2025
| @@ -55,11 +58,16 @@ public Avg( | |||
| description = "Expression that outputs values to average." | |||
| ) Expression field | |||
| ) { | |||
| this(source, field, Literal.TRUE); | |||
| this(source, field, Literal.TRUE, SummationMode.COMPENSATED_LITERAL); | |||
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Should we consider also using LOSSY_LITERAL for avg the function is used in the context of TS source command? If so, then maybe we can do that in a followup?
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++. I will do it in a follow-up, as these may require bigger changes.
| @@ -61,15 +66,25 @@ public class Sum extends NumericAggregate implements SurrogateExpression { | |||
| ) } | |||
| ) | |||
| public Sum(Source source, @Param(name = "number", type = { "aggregate_metric_double", "double", "integer", "long" }) Expression field) { | |||
| this(source, field, Literal.TRUE); | |||
| this(source, field, Literal.TRUE, SummationMode.COMPENSATED_LITERAL); | |||
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Same question as for the avg function.
|
Pinging @elastic/es-analytical-engine (Team:Analytics) |
elasticsearchmachine
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Pinging @elastic/es-storage-engine (Team:StorageEngine) |
kkrik-es
reviewed
Aug 11, 2025
|
|
||
| public static void combineIntermediate(SumState state, double inValue, double zeroDelta, boolean seen) { | ||
| assert zeroDelta == 0.0 : zeroDelta; | ||
| if (seen) { |
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Should this be seen == false ?
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Here, seen indicates that the input value is valid.
kkrik-es
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Aug 11, 2025
...ql/compute/src/main/java/org/elasticsearch/compute/aggregation/LossySumDoubleAggregator.java
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kkrik-es
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Aug 11, 2025
| private static Avg readFrom(StreamInput in) throws IOException { | ||
| Source source = Source.readFrom((PlanStreamInput) in); | ||
| Expression field = in.readNamedWriteable(Expression.class); | ||
| Expression filter = in.getTransportVersion().onOrAfter(TransportVersions.V_8_16_0) |
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Why do we use 8.16 here? Maybe add a comment?
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This was copied from the super class. I took a new approach in 8ec481f
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Kahan summation can be expensive, and for time-series aggregation, a lossy summation can be a good trade-off for performance. This change introduces a lossy summation mode and makes it the default for time-series aggregations. These two summation modes for sum and avg are used internally and are not exposed to users.