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Distinct Estimators

This repository contains seven PostgreSQL extension, each with a different statistical estimator, useful for estimating number of distinct items in a data set.

If you need to track distinct elements, and you can settle with a reasonably precise estimate, this may be an interesting option. These extensions can give you estimates with about 1% error, with very little memory (usually just a few kilobytes) and are much faster than the usual DISTINCT aggregate.

So if you don't need exact counts (and many applications can work with estimates withouth any problem), this may be a great tool.

I wrote a short article about it a while ago and now I've finally finished these extensions.

Usage as an aggregate

There are two ways to use those extensions - either as an aggregate or as a data type (for a column). Let's see the aggregate first ...

There are seven extensions, each one provides an aggregate

  1. hyperloglog_distinct(anyelement)
  2. adaptive_distinct(anyelement)
  3. bitmap_distinct(anyelement)
  4. pcsa_distinct(anyelement)
  5. probabilistic_distinct(anyelement)
  6. loglog_distinct(anyelement)
  7. superloglog_distinct(anyelement)

and about the same aggregates with parameters (mostly to tweak precision and memory requirements).

If you don't know which of the estimators to use, use hyperloglog - it's state of the art estimator, providing precise estimates with very low memory requirements.

My second favourite one is the adaptive estimator, but it's mostly because how elegant the implementation feels.

The estimators are not completely independent - some of them are (improved) successors of the other estimators. Using 'A > B' notation to express that A is an improved version of B, the relationships might be written like this:

  • hyperloglog > superloglog > loglog
  • pcsa > probabilistic

The 'bitmap' and 'adaptive' estimators are pretty much independent, although all the estimators are based on probability and the ideas are often quite similar.

Feel free experimenting with the various estimators, effect of the parameters etc.

Aggregate parameters

For adaptive and bitmap estimators those parameters are demanded error rate and expected number of distinct values, so for example if you want an estimate with 1% error and you expect there are 1.000.000 distinct items, you can do this

db=# SELECT adaptive_distinct(i, 0.01, 1000000)
     FROM generate_series(1,1000000);

and likewise for the bitmap estimator.

In case of the pcsa/probabilistic estimators, the parameters are not that straightforward - in most cases you have to play with the estimator a bit to find out what parameters to use (see more detail in the readme for the estimators).

Or you may forget about the parameters and use just a simplified version of the aggregates without the parameters, i.e.

db=# SELECT adaptive_distinct(i) FROM generate_series(1,1000000);

which uses some carefully selected parameter values, that work quite well in most cases. But if you want to get the best performance (low memory requirements, fast execution and precise results), you'll have to play a bit with the estimators.

Usage as a data type (for a column)

Each of the estimators provides a separate data type (based on bytea), and you may use it as a column in a table or in a PL/pgSQL procedure. For example to create an table with an adaptive_estimator, you can do this:

CREATE TABLE article (
  ...
  cnt_visitors  adaptive_estimator DEFAULT adaptive_init(0.01, 1e6)
  ...
);

What is it good for? Well, you can continuously update the column and know how many distinct visitors (by IP or whatever you choose) already read the article. You can't do that with a plain INT column.

The counter may be easily updated by a trigger, just use the proper add_item function to add the items and get_estimate to get the current estimate. The are a few other functions, e.g. "reset" (that effectively sets the counter to 0) and "size" (returns memory requirements of an estimator with supplied parameters).

Anyway be careful about the implementation, as the estimators may easily occupy several kilobytes (depends on the precision etc.). Keep in mind that the PostgreSQL MVCC works so that it creates a copy of the row on update, an that may easily lead to bloat. So group the updates or something like that.

Differences

It's difficult to give a clear rule which of the extensions to choose, I recommend to play with them a bit, try them on an existing data set and you'll see which one performs best.

Anyway, the general rules are that:

  1. The higher the precision and expected number of distinct values, the more memory / CPU time you'll need.

  2. HyperLogLog is pretty much the state of the art estimator. There are probably cases when one of the others performs better, but by default you should probably use HLL.

  3. Adaptive/bitmap estimators are generally easier to work with, as you can easily set the error rate / expected number of distinct values directly.

  4. The pcsa/probabilistic estimators are much simpler but it's not clear what precision you'll get from particular parameter values. So you need to play with them a bit to get an idea what are the right parameter values.

  5. Pcsa/probabilistic estimators usually require less memory than the adaptive/bitmap.

  6. Adaptive estimator has a very interesting feature - you can merge multiple estimators into a single one, providing a global distinct estimate. For example you may maintain counters for each article category, and later merge the estimators to get an estimate for a group of categories.

  7. The pcsa tend to give bad results for low numbers of distinct values - that's where adaptive/bitmap clearly win.

See READMEs for individual estimators for more details.

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distinct counters and aggregate functions for distinct estimation in PostgreSQL

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