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| 1 | +"""Regression tests that exercise the sketch under multiple RNG seeds.""" |
| 2 | + |
| 3 | +from __future__ import annotations |
| 4 | + |
| 5 | +import math |
| 6 | +import random |
| 7 | +import statistics |
| 8 | +from typing import Iterable |
| 9 | + |
| 10 | +import pytest |
| 11 | + |
| 12 | +from kll_sketch import KLL |
| 13 | + |
| 14 | + |
| 15 | +def _exact_quantile(values: Iterable[float], q: float) -> float: |
| 16 | + ordered = sorted(values) |
| 17 | + if not ordered: |
| 18 | + raise ValueError("_exact_quantile requires a non-empty iterable") |
| 19 | + # Linear interpolation between neighbouring order statistics to mirror the |
| 20 | + # behaviour of NumPy's ``quantile`` default method. |
| 21 | + position = q * (len(ordered) - 1) |
| 22 | + lower = math.floor(position) |
| 23 | + upper = math.ceil(position) |
| 24 | + if lower == upper: |
| 25 | + return ordered[lower] |
| 26 | + weight_upper = position - lower |
| 27 | + weight_lower = 1.0 - weight_upper |
| 28 | + return ordered[lower] * weight_lower + ordered[upper] * weight_upper |
| 29 | + |
| 30 | + |
| 31 | +@pytest.mark.parametrize("seed", [3, 17, 221, 1987, 4096]) |
| 32 | +def test_quantile_accuracy_across_random_seeds(seed: int) -> None: |
| 33 | + rng = random.Random(seed) |
| 34 | + samples = [rng.gauss(0.0, 1.0) for _ in range(8_000)] |
| 35 | + |
| 36 | + sketch = KLL(capacity=256, rng_seed=seed) |
| 37 | + sketch.extend(samples) |
| 38 | + |
| 39 | + approx = sketch.quantile(0.5) |
| 40 | + exact = _exact_quantile(samples, 0.5) |
| 41 | + dispersion = statistics.pstdev(samples) |
| 42 | + tolerance = max(1e-9, 0.12 * dispersion) |
| 43 | + |
| 44 | + print( |
| 45 | + "seed={seed}: approx median={approx:.6f}, exact={exact:.6f}, tolerance={tolerance:.6f}".format( |
| 46 | + seed=seed, approx=approx, exact=exact, tolerance=tolerance |
| 47 | + ) |
| 48 | + ) |
| 49 | + |
| 50 | + assert abs(approx - exact) <= tolerance |
| 51 | + |
| 52 | + |
| 53 | +def test_deterministic_compactions_for_fixed_seed() -> None: |
| 54 | + seed = 123_456 |
| 55 | + rng = random.Random(seed) |
| 56 | + payload = [rng.uniform(-5.0, 5.0) for _ in range(5_000)] |
| 57 | + |
| 58 | + a = KLL(capacity=200, rng_seed=seed) |
| 59 | + b = KLL(capacity=200, rng_seed=seed) |
| 60 | + for value in payload: |
| 61 | + a.add(value) |
| 62 | + b.add(value) |
| 63 | + |
| 64 | + print( |
| 65 | + "deterministic compaction: sketch bytes size={size}, levels={levels}".format( |
| 66 | + size=len(a.to_bytes()), |
| 67 | + levels=sum(len(level) for level in a._levels), |
| 68 | + ) |
| 69 | + ) |
| 70 | + |
| 71 | + assert a._levels == b._levels |
| 72 | + assert a.to_bytes() == b.to_bytes() |
| 73 | + for q in [0.05, 0.5, 0.95]: |
| 74 | + assert math.isclose(a.quantile(q), b.quantile(q), rel_tol=1e-12, abs_tol=1e-12) |
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