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DynamicHistogram is an adaptive histogram where the bucket boundaries shift to accommodate the data.

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Overview

DynamicDensityMap is a collection of histogram-like datastructures that autoscale to the inserted data. Both DynamicHistogram and DynamicKDE work on one dimensional data while DynamicKDE2D works on two dimensional data. These data structures are highly optimized and can be used to profile streaming data.

All of these data structures use a collection of resizable and movable component objects -- buckets for the DynamicHistogram and Gaussian distributions, or kernels, for the two KDE data structures. A roughly equal proportion of all data will be stored in each of these component objects, which produces high resolution for areas of the distribution where most of the data falls, but also provides enough resolution to perform inference about extreme quantiles.

A decay rate tunable dictates whether old data is slowly forgotten or if all data will be retained. When the decay rate is non-zero, this has the effect of producing an exponential moving distribution, similar in concept to an exponential moving average. A non-zero decay rate produces more meaningful animations since shocks to the distribution become visible.

Example

Use the show_density_map binary to display images from a running server.

~/DynamicDensityMap$ bazel run :show_density_map -- --show=1 --animate

DynamicHistogram Animation Example

~/DynamicDensityMap$ bazel run :show_density_map -- --show=3

DynamicKDE2D Example

An example of building a binary in a separate workspace/repository and including support for the DensityMapServer can be found in the example folder. To start the example, use a terminal to execute

~/DynamicDensityMap$ cd example
~/DynamicDenistyMap/example$ bazel run -c opt :profile_malloc
DensityMapServer listening on 0.0.0.0:50051

The DynamicDensityMap descriptions can be viewed with the --list option.

~/DynamicDensityMap$ bazel run :show_density_map -- --list
...
list_density_maps_result {
  descriptions {
    identifier {
      identity: 1
    }
    title: "DynamicHistogram -- malloc"
    labels: "log(cycles)"
    timestamp {
      seconds: 1623444811
      nanos: 179904000
    }
    decay_rate: 1e-05
    type: HISTOGRAM
    num_containers: 100
  }
...

The value identity: 1 indicates that this graph can be displayed with the --show=1 option.

Change the options of a DynamicDensityMap using the --set_description option. This can change the decay rate, the number of buckets/kernels, or display options. The map that is affected is identified through the {"identifier": {"identity": N}} field.

~/DynamicDensityMap$ bazel run :show_density_map -- --set_description='\
  {"identifier": {"identity": 1}, "title": "DynamicHistogram -- malloc",\
   "labels": ["log(cycles)"], "decay_rate": 0.0}'

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