Sketching Algorithms in Clojure
Installation
sketchy
is available as a Maven artifact from
Clojars.
Overview
This library contains various sketching/hash-based algorithms useful for building compact summaries of large datasets.
All the sketches are composed using vanilla Clojure data structures. That means immutability and easy serialization but humble performance. stream-lib is a good alternative for those in need of speed.
General Utilities:
Sketching/hash-based algorithms:
As we review each section, feel free to follow along in the REPL. Note
that bigml.sketchy.test.demo
loads Hamlet and A Midsummer Night's
Dream into memory for our code examples.
user> (ns test
(:use [bigml.sketchy.test.demo])
(:require (bigml.sketchy [murmur :as murmur]
[bits :as bits]
[bloom :as bloom]
[min-hash :as min-hash]
[hyper-loglog :as hll]
[count-min :as count-min])))
MurmurHash
The bigml.sketchy.murmur
namespace makes it easy to generate seeded
Murmur hashes. Murmur hashes
are popular as they are reasonably quick to produce and adequately
random.
These Murmur hashes are all produced as 64 bit longs. A simple example hashing the string "foo" to a long:
test> (murmur/hash "foo")
6231696022289519434
Anything that clojure.core/hash
accepts may also be used with this
hash fn:
test> (murmur/hash {:foo "bar"})
-7720779806311024803
An optional seed parameter selects a unique hashing function. Anything
that's hashable by clojure.core/hash
is valid as a seed.
test> (murmur/hash "foo" 0)
6231696022289519434
test> (murmur/hash "foo" 42)
-8820575662888368925
test> (murmur/hash "foo" :bar)
-8527955061573093315
The truncate
function can be used to truncate the number of bits
(must be less than 64 and more than 0).
test> (murmur/truncate (murmur/hash "foo") 32)
3972535114
test> (murmur/truncate (murmur/hash "foo") 16)
4938
test> (murmur/truncate (murmur/hash "foo") 8)
74
If you need multiple unique hashes for a value, hash-seq
is a
convenience function for that. It applies an infinite sequence of
unique hash functions (always in the same order), so take
as many
as you need.
test> (take 3 (murmur/hash-seq "foo"))
(6231696022289519434 -1965669315023635442 -4826411765733908310)
Immutable Bitset
Besides being my favorite name for a namespace, bigml.sketchy.bits
provides an immutable bitset supporting bit-level operations for any
number of bits. The bitset is backed by a vector of longs.
The create
function builds a bitset given the desired number of
bits. Every bit will be initialized as clear (all zero).
The set
function sets the bits at the given indicies. The test
function returns true if the bit at the given index is set.
test> (def my-bits (-> (bits/create 256)
(bits/set 2 48 58 184 233)))
test> (bits/test my-bits 47)
false
test> (bits/test my-bits 48)
true
The set-seq
function returns the indicies of every set
bit. Alternatively, clear-seq
returns all the clear bits.
test> (bits/set-seq my-bits)
(2 48 58 184 233)
The clear
function complements set
by clearing the bits for the
given indices. Similarly, the flip
function reverses a bit's state.
test> (bits/set-seq (bits/clear my-bits 48))
(2 58 184 233)
test> (bits/set-seq (bits/flip my-bits 48))
(2 58 184 233)
Moreover, the namespace offers functions to and
and or
two
bitsets. You can also measure hamming-distance
,
jaccard-similarity
, or cosine-similarity
.
Bloom Filter
bigml.sketchy.bloom
contains an implementation of a Bloom
filter, useful for testing
set membership. When checking set membership for an item, false
positives are possible but false negatives are not.
You may create
a Bloom filter by providing the expected number of
items to be inserted into the filter and the acceptable
false positive rate.
After creating the filter, you may either insert
individual items or
add an entire collection of items into
the Bloom filter.
test> (def hamlet-bloom
(reduce bloom/insert
(bloom/create (count hamlet-tokens) 0.01)
hamlet-tokens))
test> (def midsummer-bloom
(bloom/into (bloom/create (count midsummer-tokens) 0.01)
midsummer-tokens))
Item membership is tested with contains?
.
test> (bloom/contains? hamlet-bloom "puck")
false
test> (bloom/contains? midsummer-bloom "puck")
true
The Bloom filters are also merge friendly as long as they are initialized with the same parameters.
test> (def summerham-bloom
(let [total (+ (count hamlet-tokens) (count midsummer-tokens))]
(bloom/merge (bloom/into (bloom/create total 0.01) midsummer-tokens)
(bloom/into (bloom/create total 0.01) hamlet-tokens))))
test> (bloom/contains? summerham-bloom "puck")
true
test> (bloom/contains? summerham-bloom "yorick")
true
test> (bloom/contains? summerham-bloom "henry")
false
Min-Hash
bigml.sketchy.min-hash
contains an implementation of the
MinHash algorithm, useful for
comparing the Jaccard
similarity of two sets.
This implementation includes the improvements recommended in "Improved Densification of One Permutation Hashing", which greatly reduces the algorithmic complexity for building a MinHash.
To create
a MinHash, you may provide a target error rate for
similarity (default is 0.05). After that, you can either insert
individual values or add collections into
the MinHash.
In the following example we break A Midsummer Night's Dream into two
halves (midsummer-part1
and midsummer-part2
) and build a MinHash
for each. We then compare the two parts together to see if they are
more similar than a MinHash of Hamlet.
As we'd expect, the two halves of A Midsummer Night's Dream are more alike than Hamlet.
test> (def hamlet-hash (min-hash/into (min-hash/create) hamlet-tokens))
test> (def midsummer1-hash (min-hash/into (min-hash/create) midsummer-part1))
test> (def midsummer2-hash (min-hash/into (min-hash/create) midsummer-part2))
test> (min-hash/jaccard-similarity midsummer1-hash midsummer2-hash)
0.2852
test> (min-hash/jaccard-similarity midsummer1-hash hamlet-hash)
0.2012
The MinHashes are merge friendly as long as they're initialized with the same target error rate.
test> (def midsummer-hash (min-hash/into (min-hash/create) midsummer-tokens))
test> (min-hash/jaccard-similarity midsummer-hash
(min-hash/merge midsummer1-hash
midsummer2-hash))
1.0
Hyper-LogLog
bigml.sketchy.hyper-loglog
contains an implementation of the
HyperLogLog sketch,
useful for estimating the number of distinct items in a set. This is a
technique popular for tracking unique visitors over time.
To create
a HyperLogLog sketch, you may provide a target error rate
for distinct item estimation (default is 0.05). After that, you can
either insert
individual values or add collections into
the
sketch.
test> (def hamlet-hll (hll/into (hll/create 0.01) hamlet-tokens))
test> (def midsummer-hll (hll/into (hll/create 0.01) midsummer-tokens))
test> (count (distinct hamlet-tokens)) ;; actual
4793
test> (hll/distinct-count hamlet-hll) ;; estimated
4868
test> (count (distinct midsummer-tokens)) ;; actual
3034
test> (hll/distinct-count midsummer-hll) ;; estimated
3018
HyperLogLog sketches may be merged if they're initialized with the same error rate.
test> (count (distinct (concat hamlet-tokens midsummer-tokens))) ;; actual
6275
test> (hll/distinct-count (hll/merge hamlet-hll midsummer-hll)) ;; estimated
6312
Similar to MinHash, HyperLogLog sketches can also provide an estimate of the Jaccard similarity between two sets.
test> (def midsummer1-hll (hll/into (hll/create 0.01) midsummer-part1))
test> (def midsummer2-hll (hll/into (hll/create 0.01) midsummer-part2))
test> (hll/jaccard-similarity midsummer1-hll midsummer2-hll)
0.2833001988071571
test> (hll/jaccard-similarity midsummer1-hll hamlet-hll)
0.201231310466139
Count-Min
bigml.sketchy.count-min
provides an implementation of the Count-Min
sketch, useful for
estimating frequencies of arbritrary items in a stream.
To create
a count-min sketch you may define the desired number of
hash-bits and the number of independent hash functions. The total
number of counters maintained by the sketch will be
(2^hash-bits)*hashers, so choose these values carefully.
After creating a sketch, you may either insert
individual values or
add collections into
the sketch.
In the example below we build a Count-Min sketch that uses 1500 counters to estimate frequencies for the 4800 unique tokens in Hamlet.
test> (def hamlet-cm (count-min/into (count-min/create :hash-bits 9)
hamlet-tokens))
test> (count (:counters hamlet-cm))
1536
test> ((frequencies hamlet-tokens) "hamlet")
77
test> (count-min/estimate-count hamlet-cm "hamlet")
87
test> ((frequencies hamlet-tokens) "rosencrantz")
7
test> (count-min/estimate-count hamlet-cm "rosencrantz")
15
As with the other sketching algorithms, Count-Min sketches may be merged if they're initialized with the same parameters.
test> (def midsummer1-cm (count-min/into (count-min/create :hash-bits 9)
midsummer-part1))
test> (def midsummer2-cm (count-min/into (count-min/create :hash-bits 9)
midsummer-part2))
test> ((frequencies midsummer-tokens) "love") ;; actual count
98
test> (count-min/estimate-count (count-min/merge midsummer1-cm midsummer2-cm)
"love")
104
License
Copyright (C) 2013 BigML Inc.
Distributed under the Apache License, Version 2.0.