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…vMonPyramid UnivMonPyramid had the same two estimator problems as UnivMon: - calc_card dropped heap keys whose estimate was not positive, or below L2/sqrt(k) on an incomplete layer. - calc_l2 ran the heap recursion with g = x^2 instead of reading the Count Sketch. calc_card now counts every heap key. calc_l2 reads layer 0's Count Sketch in standard mode and sums the strata's squared estimates in terminal mode. Adds top_layer_complete(). The doc comments state the bounds in the pyramid's own terms: - L2 uses layer 0's dimensions in standard mode, and each stratum's own in terminal mode. - The distinct-count bound is independent of the elephant/mouse split. Before the fix, a 5x64 layer 0 missed by more than eps = 0.5 in 39 of 150 Zipf trials, against delta = 0.016. The direct estimate stays within the bound. The Monte Carlo checks have ignored long variants. The e2e univmon_pyramid_weighted_metrics test checked the distinct count within 20% at heap 32, where the unbiased estimator's standard deviation can reach 25% of F0. It now uses the default tiers with heap 128 and asserts top_layer_complete(), as #221 did for UnivMon's documented matrix.
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Closing: UnivMonPyramid (univmon_optimized.rs) was removed from main (#240). |
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…223, #228, #229, #233, #238) (#242) * feat(univmon): check_shape refuses a pyramid shape without building it `UnivMon::check_shape(heap_size, rows, cols, layers)` accepts exactly the shapes `UnivMon::new` builds: positive dimensions, at most UNIVMON_MAX_LAYERS layers, at most MATRIX_MAX_ROWS rows, rows within the 128-bit hash budget and a counter count that fits usize. `new` panics exactly when it fails, so it no longer builds a pyramid the ASAPv1 wire refuses. Ports #229. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * fix(univmon): count every cardinality candidate, direct L2, documented error bounds `estimate_cardinality` counts every heap key, including zero-weight keys and keys whose Count Sketch estimate is not positive. `estimate_l2` reads layer 0's Count Sketch F2 estimate in standard mode and sums the strata's F2 estimates in terminal mode; `estimate_g_sum` keeps the paper's recurrence, and its flag is now `count_every_key` (`true` counts every heap key). New `top_layer_complete()`. The L2 bound and the distinct-count bound, stated jointly with `top_layer_complete()`, are derived in docs/api/api_univmon.md, with Monte Carlo tests. Ports #221. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * fix(univmon_two_tier): count every cardinality candidate and direct L2 `UnivMonTwoTier` gets the estimators `UnivMon` has: `estimate_cardinality` counts every heap key whatever its estimate, zero-weight keys included; `estimate_l2` reads layer 0's Count Sketch F2 estimate in standard mode and sums the strata's in terminal mode; new `top_layer_complete()`. The API doc states the bounds in the two-tier layout's terms, with Monte Carlo tests. Ports #222. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(hydra): group-total query from per-cell mass `Hydra::query_group_total(key)` returns a subpopulation's estimated total mass: the minimum over rows of the subkey's cell `HydraCounter::total_mass()`, a Count-Min cell's inner row sum or a KLL cell's retained weight. Count Sketch, HyperLogLog and UnivMon counters return an error. The total is read from existing cell state, so the wire format is unchanged. `query_key` and the new query share one subkey hash helper. Ports #223. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * perf(kll): allocate the item buffer as items arrive Kll's item buffer starts empty, then holds 16 items and doubles up to max_capacity; a full buffer compacts only at max_capacity, so retained items, coin tosses, quantiles, merges and ASAPv1 bytes match the eagerly allocated buffer for the same input and seed. The merge scratch buffer starts empty; merge, from_portable_state and the ASAPv1 decoder size the buffer to what they hold. lazy_allocation_matches_eager compares every level and the coin with a test-only eager copy (k = 8 to 1024, up to 50,000 items, with a merge). Ports #238. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(kll): Kll::memory_bytes and KllDynamic::memory_bytes Both report the bytes the sketch holds now: Kll its struct, item buffer, level array, merge scratch space and memoized CDF; KllDynamic its struct, item buffer and level bounds. Ports #238. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * fix(kmv): estimate and merge by shared reference, memory_bytes, early reject past the k-th hash Kmv::estimate takes &self and Kmv::merge takes &Kmv. Kmv::memory_bytes is the struct plus the hash slots the heap has allocated (CommonHeap::allocated_slots, crate-private). A full sketch turns away a hash at or above its largest retained one before scanning the retained hashes for a duplicate; the retained set and every estimate are unchanged. Ports #228. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(heap)!: TopKHeap::estimated_memory_bytes; UnivMonQ::memory_bytes TopKHeap::estimated_memory_bytes(heap_size, key) is the bytes a heap of that capacity holds in steady state once keys shaped like key churn through it: the struct, entry and digest arrays, the digest index (std HashMap layout, grown once more when tombstones force a resize of an index over half full) and the owned key bytes. A heap holds at most this. UnivMonQ::estimated_memory_bytes(&self) becomes memory_bytes(&self) and counts what the instance holds: its counters, candidate tables (bucket count from the largest capacity() seen), candidate heaps and ordered-sample heap. tests/heap_memory_bytes.rs checks both against a counting global allocator: the heap estimate as an upper bound after a fill and exactly after churn, UnivMon-Q exactly. Ports #233 (the heap half). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(cms,cs)!: check_shape, clear and memory accounting for the matrix sketches CountMinSketch, CountSketch and their WithHeap and WithSpaceSaving forms gain check_shape(rows, cols), which accepts the ASAPv1 geometry, 1 <= rows <= MATRIX_MAX_ROWS and 1 <= cols <= u32::MAX, on every hashing path. with_dimensions, new and from_storage panic on any other shape. Past 20 rows the regular path and the fast path's per-row (Rows) layout hash row r + 20 with row r's seed; the packed layouts reuse no seed. Tests that built such a shape to watch the encoder refuse it check check_shape instead, Hydra's included. clear() zeroes the counters (and empties the heap for the WithHeap types) and returns the Nitro sampler to its start (Nitro::reset, through the new MatrixStorage::reset_sampler), keeping shape, allocation and admission rate. TopKHeap::memory_bytes reports the bytes a heap holds, taking the digest index's bucket count from the largest capacity() it has reported, which evictions' tombstones cannot lower. The WithHeap types add memory_bytes and estimated_memory_bytes(rows, cols, heap_size, key). tests/heap_memory_bytes.rs checks all of them against a counting allocator, after a fill and after 50 times heap_size evicting keys. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(hash)!: a seed for every seed index; matrix sketches take any row count Seed index i hashes with seed_for_index(i) = SEED_LIST[i % 20] * (i / 20 + 1) + i / 20 in wrapping u64 arithmetic; indexes below 20 keep their seed. The matrix hash passes seed indexes through unreduced, so rows past 20 on the regular path and the fast path's per-row layout hash independently, and UnivMon-Q's occurrence priorities hash at their own seed. check_shape on Count-Min, Count Sketch and their WithHeap and WithSpaceSaving forms refuses only a zero dimension and a counter count past usize; Elastic, Hydra and UnivMon build any row count. to_asapv1 and from_asapv1 keep the MATRIX_MAX_ROWS bound. The UnivMon-Q residual-CDF accuracy test hashes each of its 32 sketches at its own seed index. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(cms,cs)!: memory_bytes, CountMinF64 at the root, check_shape without type parameters CountMinSketch and CountSketch gain memory_bytes(&self): the struct plus its rows * cols counters, exact for Vector2D storage, checked against a counting allocator in tests/heap_memory_bytes.rs. CountMinF64 is re-exported from sketches and the crate root. check_shape on CountMinSketch, CountSketch, their WithHeap and WithSpaceSaving forms is defined on the type with its default parameters, so CountMinSketch::check_shape(3, 64) resolves without naming storage, path or hasher. A call naming non-default type parameters no longer compiles. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> * feat(asapv1)!: seed_derivation is "seed_list_index_scaled" The ASAPv1 seed_derivation string names seed_for_index. Bytes carrying "seed_list_index_wrap" no longer decode. The golden submodule moves to the regenerated fixtures (sketchlib-golden-bytes#3). Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> --------- Co-authored-by: zz_y <zeyingz@umd.edu> Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>
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Stacked on #221 (
fix/univmon-certifiable-estimators) and targets that branch: terminal-modecalc_l2usesL2HH::get_l2_sqr(), which #221 adds. It can be retargeted tomainonce #221 merges.Why
UnivMonPyramid(src/sketch_framework/univmon_optimized.rs) has the same two estimator problems #221 fixes inUnivMon, so its distinct count and L2 norm carried no error bound that held:calc_carddropped heap keys by their Count Sketch estimate, which biases the distinct count.calc_l2went through the heap recursion, with more variance than the Count Sketch's ownF2estimate and no stated bound.What
calc_cardcounts every heap key, in standard and terminal mode. Entropy and othergkeep their filters.calc_l2returns layer 0's Count Sketch L2 in standard mode, andsqrtof the summed per-stratum squared estimates in terminal mode.UnivMonPyramid::top_layer_complete(), the precondition of the distinct-count bound.calc_l2andcalc_cardstate the(eps, delta)bounds for the pyramid and refer toUnivMon's derivations from fix(univmon)!: every query is the paper's Algorithm 2 G-sum #221.docs/api/api_univmon_optimized.mdanddocs/tests.mdare updated. No CHANGELOG entry.How
calc_g_sum(and the terminal-modecalc_terminal_g_sum) takeis_cardand, when it is set, skip neither thecount > 0filter nor theheavy_thresholdfilter. This is the same change fix(univmon)!: every query is the paper's Algorithm 2 G-sum #221 makes inUnivMon.F2directly (each row's sum of squared counters, median across rows). In terminal mode the layers hold disjoint strata, so theirF2estimates add.elephant_layers >= 1):delta = P(Bin(r, p) >= ceil(r/2))withp = 2q/eps^2. Terminal mode holds each stratum to its own layer's dimensions and union-bounds over the non-empty strata.2 F0^2/k, soP(|Y_0 - F0| > eps F0) <= 2/(k eps^2)fork = heap_size >= 8.Before this PR
L2/sqrt(k)on an incomplete layer. For example, a one-layer1x1pyramid holding a weight-5 key and a weight-1 key of opposite sign returnedcalc_card() == 1.5x64layer 0,calc_l2()^2missed the trueF2by more than 50% in 39 of 150 Zipf trials, where the Count Sketch bound allowsdelta ~ 0.016.After this PR
calc_card() == 2. The distinct count is unbiased whenevertop_layer_complete()holds, and callers can check that.calc_l2()equals layer 0's direct estimate and stays within the documented bound in the Monte Carlo test.Verification
Each fix has a deterministic test that fails before it and passes after it:
pyramid_calc_card_counts_heap_keys_with_nonpositive_estimatespyramid_calc_l2_reads_layer_zero_directly_in_standard_modepyramid_calc_l2_sums_stratum_estimates_in_terminal_modepyramid_top_layer_complete_tracks_the_top_heapcovers the new accessor.Monte Carlo tests run in under a second by default. Their
_longvariants are#[ignore]d.pyramid_calc_l2_meets_its_documented_bound: 150 trials, or 3000 in the long variant. It failed before the fix (39/150 misses) and passes after it.pyramid_calc_card_meets_its_documented_bound: 60 trials, or 2000 in the long variant, with3x256elephant and2x32mouse layers. It checks the miss rate against the Chebyshev bound, that the variance is at most2 F0^2/k, and that the estimate is unbiased (mean error within four standard errors).One e2e assertion is adjusted.
tests/e2e/frameworks.rs::univmon_pyramid_weighted_metricschecked the distinct count against a 20% band withwith_defaults()(heap 32). At heap 32 the unbiased estimator's standard deviation can reachsqrt(2/32) = 25%ofF0. On that test's stream the estimate came out at -26%; the old filtered estimator happened to fall inside the band. Following what #221 did forUnivMon's documented matrix, the test now uses the default tiers with heap 128 and assertstop_layer_complete(). It passes.Run for this PR:
cargo fmt --checkcargo clippy --workspace --all-targets -D warningswith all features, default features,octo-runtimeandexperimentalcargo doc --all-featureswith-D warningscargo test --libwith the same four feature setsThe full e2e suite (
tests/e2e) was not run for this PR. The only e2e test run wasunivmon_pyramid_weighted_metrics.Evidence types: screenshots and performance measurements do not apply. Before/after behavior comes from the tests above.
Limitations
delta.UnivMontests also cover uniform and single-heavy-key streams.