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Online statistical analysis
using transducers and
sketch algorithms
simon@metabase.com

@sbelak
Metabase ❤

github.com/metabase/metabase
• Open source analytics tool

• Building a “data scientist in a box”

• Hundreds to billions of rows

• Some DBs optimised for analytics, some not
Transducers at a glance
• Transducers decomplect recursion mechanism,
transformation, building the output, and access mechanism











• 3 user-facing “protocols”: xf, transdcucer, and CollReduce
xf and transducer
Composing transducers
1. comp xfs



2. xf and transducer

3. github.com/henrygarner/redux

post-complete fuse











On-line/streaming
analysis
Many batch algorithms can
be turned into online ones
Parallelize independent computations Find a recursive relation
github.com/MastodonC/kixi.stats
• Count

• (Arithmetic) mean

• Geometric mean

• Harmonic mean

• Median

• Variance

• Interquartile range

• Standard deviation

• Standard error

• Skewness
• Kurtosis

• Covariance

• Covariance matrix

• Correlation

• Correlation matrix

• Simple linear regression

• Standard error of the mean

• Standard error of the estimate

• Standard error of the prediction

• …
Single-pass analysis
Using transducers is
worth it for the
composition alone
Annoyances
• Can only transduce one coll at a time

• Always have to pass in an xf

• Having functions that return a transducer or not is error
prone
Sketch algorithms
Idea: summarise your
data with some data
structure and query that
Histograms
Histogram construction
1. Pick a number of buckets K

2. For each incoming value:

1. If a bucket for it exists, increment it

2. else, add a new bucket with count = 1 

3. If there are > K buckets, find the two most adjacent
buckets and merge them
Nice property: merge
Estimating values
• Assume the bin mean in also its median

• Do weighted interpolations

• Often we can be precise up to the two bounding buckets
Nice property II: 

decouples data collection
from computation
github.com/bigmlcom/histogram
Aside: transducers are a
good way to wrap Java/
imperative construction
Having distributions
readily available is great
Sampling trick
Time slices
What about
categorical data?
Count–min sketch
Often approximations
are good enough
github.com/addthis/stream-lib
Takeouts
• Transducers are not only performant but also a good
modularization protocol

• You don’t realise how often you want a distribution until
you have it readily available

• Often approximations are good enough

• You can get surprisingly far on a single machine
Questions
simon@metabase.com

@sbelak

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Online statistical analysis using transducers and sketch algorithms