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HyperLogLog apply bias correction using a polynomial.
Better results can be achieved by compensating for the bias of the raw approximation just after 2.5m (when LINEARCOUNTING is no longer used) by using a polynomial that approximates the bias at a given cardinality. The curve used was found using this web page: http://www.xuru.org/rt/PR.asp That performs polynomial regression given a set of values.
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@ -339,7 +339,7 @@ int hllAdd(uint8_t *registers, unsigned char *ele, size_t elesize) {
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uint64_t hllCount(uint8_t *registers) {
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double m = REDIS_HLL_REGISTERS;
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double alpha = 0.7213/(1+1.079/m);
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double E = 0, linearcounting_factor;
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double E = 0;
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int ez = 0; /* Number of registers equal to 0. */
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int j;
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@ -407,17 +407,24 @@ uint64_t hllCount(uint8_t *registers) {
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/* Muliply the inverse of E for alpha_m * m^2 to have the raw estimate. */
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E = (1/E)*alpha*m*m;
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/* Use the LINEARCOUNTING algorithm for small cardinalities. Note that
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* the HyperLogLog paper suggests using this correction for E < m*2.5
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* while we are using it for E < m*3 since this was verified to have
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* better median / max error rate in the 40000 - 50000 cardinality
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* interval when P * is 14 (m = 16k).
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*
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* However for other values of P we resort to the paper's value of 2.5
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* since no test was performed for other values. */
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linearcounting_factor = (m == 16384) ? 3 : 2.5;
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if (E < m*linearcounting_factor && ez != 0) {
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/* Use the LINEARCOUNTING algorithm for small cardinalities.
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* For larger values but up to 72000 HyperLogLog raw approximation is
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* used since linear counting error starts to increase. However HyperLogLog
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* shows a strong bias in the range 2.5*16384 - 72000, so we try to
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* compensate for it. */
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if (E < m*2.5 && ez != 0) {
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E = m*log(m/ez); /* LINEARCOUNTING() */
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} else if (m == 16384 && E < 72000) {
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/* We did polynomial regression of the bias for this range, this
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* way we can compute the bias for a given cardinality and correct
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* according to it. Only apply the correction for P=14 that's what
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* we use and the value the correction was verified with. */
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double bias = 5.9119*1.0e-18*(E*E*E*E)
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-1.4253*1.0e-12*(E*E*E)+
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1.2940*1.0e-7*(E*E)
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-5.2921*1.0e-3*E+
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83.3216;
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E -= E*(bias/100);
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}
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/* We don't apply the correction for E > 1/30 of 2^32 since we use
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* a 64 bit function and 6 bit counters. To apply the correction for
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