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Pydistinct - Population Distinct Value Estimators

The most useful and well-known algorithm for computing the cardinality of a population is hyperloglog. It is fast, efficient and also allows you to specify the error bound you are comfortable with. However hyperloglog requires that you have the entire population at hand. Sometimes you only have a sample of that population, and collecting more samples from the population is costly or time consuming (field work, streaming data etc). 

Pydistinct is a library that allows you to compute the cardinality of a population from a small sample. It implements 15 statistical estimators from Peter Haas et al. (1996) in python that allows you to estimate, from just a small sample, the cardinality of the population.

Please send all bugs reports/issues/queries to [email protected] for fastest response!

Cited in :

Spang, B., & McKeown, N. On estimating the number of flows, 2019. Workshop on Buffer Sizing, Stanford University.

Installation

pip install pydistinct

Requirements

numpy, statsmodels, scipy

Usage

See tutorial notebook

Estimators available

Suggested Estimators (See Usage)

  • median_estimator : Takes the median estimate of all the different estimators
  • bootstrap_estimator : More conservative technique, could also be useful as a lower bound. Useful if you want to avoid overpredicting
  • smoothed_jackknife_estimator : More aggressive technique, could also be useful as a upper bound, Useful if you want to avoid underpredicting
  • horvitz_thompson_estimator : tends to predict somewhat in the middle of bootstrap and smoothed jackknife

This package is based on work from Haas et al, 1995 with estimators from Goodman (1949), Chao (1984), Chao and Lee (1992), Shlosser (1981), Sichel (1986a, 1986b and 1992), Smith and Van Bell (1984), Sarndal, Swensson, and Wretman (1992),

  • goodmans_estimator : Implementation of Goodman estimator, unique unbiased estimator of D
  • chao_estimator : Implementation of Chao estimator, using counts of values that appear exactly once and twice (Chao1 estimator uncorrected)
  • jackknife_estimator : Jackknife scheme for estimating D
  • chao_lee_estimator : Implementation of Chao and Lee estimator using a natural estimator of coverage
  • shlossers_estimator : Implementation of Shlosser Estimator using a Bernoulli Sampling scheme
  • sichel_estimator : Implementation of Sichel Parametric Estimator which uses a zero-truncated generalized inverse Gaussian-Poisson to estimate D
  • method_of_moments_estimator : Simple Method-of-Moments Estimator to estimate D
  • bootstrap_estimator : Implementation of a bootstrap estimator to estimate D
  • horvitz_thompson_estimator : Implementation of the Horvitz-Thompson Estimator to estimate D
  • method_of_moments_v2_estimator : Method-of-Moments Estimator with equal frequency assumption while still sampling from a finite relation
  • method_of_moments_v3_estimator : Method-of-Moments Estimator without equal frequency assumption
  • smoothed_jackknife_estimator : Jackknife scheme for estimating D that accounts for true bias structures
  • hybrid_estimator : Hybrid Estimator that uses Shlosser estimator when data is skewed and Smooth jackknife estimator when data is not. Skew is computed by using an approximate chi square test for uniformity
  • median_estimator : takes median of 7 faster and generally more reliable estimators
  • full_median_estimator : takes median of all estimators, 10x slower than median_estimator

Sample Use Cases

estimating the number of

  • unique elements in an infinite stream
  • unique insects in a population from a field sample
  • unique words in a document given a sentence or a paragraph
  • estimating the number of unique items in a database from a few sample rows

Complexities

All values are unique

Where all values seen are unique (d unique values in sequence of length d), no statistical method works and the methods fall back to a special case of birthday problem with no collisions. In this problem, we try different values of the distinct values in the population (D), and estimate the probability that we draw d unique values from it with no collision. Intuitively, if our sample contains 10 unique values, then D is more likely to be 100 than 10. If we set a posterior probability (default 0.1), we can then compute the smallest value for D where the probability is greater than 0.1. You can tweak the probability of the birthday solution to get the lower bound (around 0.1) or an upper bound estimate (something like 0.9) of D.

Knowledge of population size (N)

In most real world problems, the population size N will not be known - all that is available is the sample sequence. Most of estimators would be improved if the population size N is given to it, but if it isn't the estimators would just assume a very large N and attempt to estimate D anyway. However, in cases where the population size is known, the estimators that rely on population size will take a value (n_pop = N) or a function (pop_estimator that takes in a function of sample size and returns population size i.e lambda x : x * 10) and use that at prediction time.

Comparison with hyperloglog

Comparison of these estimators with hyperloglog - if you have the entire dataset and you want to compute its cardinality, use hyperloglog. If you only have a sample of the dataset but want to estimate the entire dataset's cardinality, these estimators would be more appropriate.

Research Error Bounds

Research error bounds are provided in Peter Haas et al. (1996) paper : Sampling-Based Estimation of the Number of Distinct Values of an Attribute

Additional planned work

  • Include ensemble learning to improve on estimator predictions
  • Include newer work on streaming algorithms

References

Haas, P. J., Naughton, J. F., Seshadri, S., & Stokes, L. (1995, September). Sampling based estimation of the number of distinct values of an attribute. In VLDB (Vol. 95, pp. 311-322).

Bunge, J., & Fitzpatrick, M. (1993). Estimating the number of species: a review. Journal of the American Statistical Association, 88(421), 364-373.

Burnham, K. P., & Overton, W. S. (1978). Estimation of the size of a closed population when capture probabilities vary among animals. Biometrika, 65(3), 625-633.

Chao, A. (1984). Nonparametric estimation of the number of classes in a population. Scandinavian Journal of statistics, 265-270.

Chao, A., & Lee, S. M. (1992). Estimating the number of classes via sample coverage. Journal of the American statistical Association, 87(417), 210-217.

Goodman, L. A. (1949). On the estimation of the number of classes in a population. The Annals of Mathematical Statistics, 20(4), 572-579.

Heltshe, J. F., & Forrester, N. E. (1983). Estimating species richness using the jackknife procedure. Biometrics, 1-11.

Ozsoyoglu, G., Du, K., Tjahjana, A., Hou, W. C., & Rowland, D. Y. (1991). On estimating COUNT, SUM, and AVERAGE relational algebra queries. In Database and Expert Systems Applications (pp. 406-412). Springer, Vienna.

Särndal, C. E., Swensson, B., & Wretman, J. (2003). Model assisted survey sampling. Springer Science & Business Media.

Shlosser, A. (1981). On estimation of the size of the dictionary of a long text on the basis of a sample. Engineering Cybernetics, 19(1), 97-102.

Sichel, H. S. (1986). Parameter estimation for a word frequency distribution based on occupancy theory. Communications in Statistics-Theory and Methods, 15(3), 935-949.

Sichel, H. S. (1986). Word frequency distributions and type-token characteristics. Math. Scientist, 11, 45-72.

Sichel, H. S. (1992). Anatomy of the generalized inverse Gaussian-Poisson distribution with special applications to bibliometric studies. Information Processing & Management, 28(1), 5-17.

Smith, E. P., & van Belle, G. (1984). Nonparametric estimation of species richness. Biometrics, 119-129.

Special Thanks

Keng Hwee

Written in python, known in literature as distinct value estimation.