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Use lossy summation for time-series aggregations #132625
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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
}
} |
martijnvg
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Thanks Nhat, this is a great speed up for the TS command!
I left a question, but other than that this looks good to me.
| ) 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.
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That makes sense!
| ) | ||
| 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) |
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Pinging @elastic/es-storage-engine (Team:StorageEngine) |
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| 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.
...ql/compute/src/main/java/org/elasticsearch/compute/aggregation/LossySumDoubleAggregator.java
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| 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
kkrik-es
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Nice.
limotova
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LGTM!
martijnvg
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LGTM 👍
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Thanks friends! |
BASE=30024e14edd361c4b9af134d6ddfc04ab1a061bc HEAD=8ec481f7a2bbe403cea5e2e52bb9985aa3473ac2 Branch=main
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BASE=30024e14edd361c4b9af134d6ddfc04ab1a061bc HEAD=8ec481f7a2bbe403cea5e2e52bb9985aa3473ac2 Branch=main
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.