- Function Reference
- count
- any(x)
- anyHeavy(x)
- anyLast(x)
- groupBitAnd
- groupBitOr
- groupBitXor
- groupBitmap
- min(x)
- max(x)
- argMin(arg, val)
- argMax(arg, val)
- sum(x)
- sumWithOverflow(x)
- sumMap(key, value)
- skewPop
- skewSamp
- kurtPop
- kurtSamp
- timeSeriesGroupSum(uid, timestamp, value)
- timeSeriesGroupRateSum(uid, ts, val)
- avg(x)
- uniq
- uniqCombined
- uniqCombined64
- uniqHLL12
- uniqExact
- groupArray(x), groupArray(max_size)(x)
- groupArrayInsertAt(value, position)
- groupArrayMovingSum
- groupArrayMovingAvg
- groupUniqArray(x), groupUniqArray(max_size)(x)
- quantile
- quantileDeterministic
- quantileExact
- quantileExactWeighted
- quantileTiming
- quantileTimingWeighted
- quantileTDigest
- quantileTDigestWeighted
- median
- quantiles(level1, level2, …)(x)
- varSamp(x)
- varPop(x)
- stddevSamp(x)
- stddevPop(x)
- topK(N)(x)
- topKWeighted
- covarSamp(x, y)
- covarPop(x, y)
- corr(x, y)
- categoricalInformationValue
- simpleLinearRegression
- stochasticLinearRegression
- stochasticLogisticRegression
- groupBitmapAnd
- groupBitmapOr
- groupBitmapXor
Function Reference
count
Counts the number of rows or not-NULL values.
ClickHouse supports the following syntaxes for count
:
- count(expr)
or COUNT(DISTINCT expr)
.
- count()
or COUNT(*)
. The count()
syntax is ClickHouse-specific.
Parameters
The function can take:
- Zero parameters.
- One expression.
Returned value
- If the function is called without parameters it counts the number of rows.
- If the expression is passed, then the function counts how many times this expression returned not null. If the expression returns a Nullable-type value, then the result of
count
stays notNullable
. The function returns 0 if the expression returnedNULL
for all the rows.
In both cases the type of the returned value is UInt64.
Details
ClickHouse supports the COUNT(DISTINCT ...)
syntax. The behavior of this construction depends on the count_distinct_implementation setting. It defines which of the uniq* functions is used to perform the operation. The default is the uniqExact function.
The SELECT count() FROM table
query is not optimized, because the number of entries in the table is not stored separately. It chooses a small column from the table and counts the number of values in it.
Examples
Example 1:
SELECT count() FROM t
┌─count()─┐
│ 5 │
└─────────┘
Example 2:
SELECT name, value FROM system.settings WHERE name = 'count_distinct_implementation'
┌─name──────────────────────────┬─value─────┐
│ count_distinct_implementation │ uniqExact │
└───────────────────────────────┴───────────┘
SELECT count(DISTINCT num) FROM t
┌─uniqExact(num)─┐
│ 3 │
└────────────────┘
This example shows that count(DISTINCT num)
is performed by the uniqExact
function according to the count_distinct_implementation
setting value.
any(x)
Selects the first encountered value.
The query can be executed in any order and even in a different order each time, so the result of this function is indeterminate.
To get a determinate result, you can use the ‘min’ or ‘max’ function instead of ‘any’.
In some cases, you can rely on the order of execution. This applies to cases when SELECT comes from a subquery that uses ORDER BY.
When a SELECT
query has the GROUP BY
clause or at least one aggregate function, ClickHouse (in contrast to MySQL) requires that all expressions in the SELECT
, HAVING
, and ORDER BY
clauses be calculated from keys or from aggregate functions. In other words, each column selected from the table must be used either in keys or inside aggregate functions. To get behavior like in MySQL, you can put the other columns in the any
aggregate function.
anyHeavy(x)
Selects a frequently occurring value using the heavy hitters algorithm. If there is a value that occurs more than in half the cases in each of the query’s execution threads, this value is returned. Normally, the result is nondeterministic.
anyHeavy(column)
Arguments
column
– The column name.
Example
Take the OnTime data set and select any frequently occurring value in the AirlineID
column.
SELECT anyHeavy(AirlineID) AS res
FROM ontime
┌───res─┐
│ 19690 │
└───────┘
anyLast(x)
Selects the last value encountered.
The result is just as indeterminate as for the any
function.
groupBitAnd
Applies bitwise AND
for series of numbers.
groupBitAnd(expr)
Parameters
expr
– An expression that results in UInt*
type.
Return value
Value of the UInt*
type.
Example
Test data:
binary decimal
00101100 = 44
00011100 = 28
00001101 = 13
01010101 = 85
Query:
SELECT groupBitAnd(num) FROM t
Where num
is the column with the test data.
Result:
binary decimal
00000100 = 4
groupBitOr
Applies bitwise OR
for series of numbers.
groupBitOr(expr)
Parameters
expr
– An expression that results in UInt*
type.
Return value
Value of the UInt*
type.
Example
Test data:
binary decimal
00101100 = 44
00011100 = 28
00001101 = 13
01010101 = 85
Query:
SELECT groupBitOr(num) FROM t
Where num
is the column with the test data.
Result:
binary decimal
01111101 = 125
groupBitXor
Applies bitwise XOR
for series of numbers.
groupBitXor(expr)
Parameters
expr
– An expression that results in UInt*
type.
Return value
Value of the UInt*
type.
Example
Test data:
binary decimal
00101100 = 44
00011100 = 28
00001101 = 13
01010101 = 85
Query:
SELECT groupBitXor(num) FROM t
Where num
is the column with the test data.
Result:
binary decimal
01101000 = 104
groupBitmap
Bitmap or Aggregate calculations from a unsigned integer column, return cardinality of type UInt64, if add suffix -State, then return bitmap object.
groupBitmap(expr)
Parameters
expr
– An expression that results in UInt*
type.
Return value
Value of the UInt64
type.
Example
Test data:
UserID
1
1
2
3
Query:
SELECT groupBitmap(UserID) as num FROM t
Result:
num
3
min(x)
Calculates the minimum.
max(x)
Calculates the maximum.
argMin(arg, val)
Calculates the ‘arg’ value for a minimal ‘val’ value. If there are several different values of ‘arg’ for minimal values of ‘val’, the first of these values encountered is output.
Example:
┌─user─────┬─salary─┐
│ director │ 5000 │
│ manager │ 3000 │
│ worker │ 1000 │
└──────────┴────────┘
SELECT argMin(user, salary) FROM salary
┌─argMin(user, salary)─┐
│ worker │
└──────────────────────┘
argMax(arg, val)
Calculates the ‘arg’ value for a maximum ‘val’ value. If there are several different values of ‘arg’ for maximum values of ‘val’, the first of these values encountered is output.
sum(x)
Calculates the sum.
Only works for numbers.
sumWithOverflow(x)
Computes the sum of the numbers, using the same data type for the result as for the input parameters. If the sum exceeds the maximum value for this data type, the function returns an error.
Only works for numbers.
sumMap(key, value)
Totals the ‘value’ array according to the keys specified in the ‘key’ array.
The number of elements in ‘key’ and ‘value’ must be the same for each row that is totaled.
Returns a tuple of two arrays: keys in sorted order, and values summed for the corresponding keys.
Example:
CREATE TABLE sum_map(
date Date,
timeslot DateTime,
statusMap Nested(
status UInt16,
requests UInt64
)
) ENGINE = Log;
INSERT INTO sum_map VALUES
('2000-01-01', '2000-01-01 00:00:00', [1, 2, 3], [10, 10, 10]),
('2000-01-01', '2000-01-01 00:00:00', [3, 4, 5], [10, 10, 10]),
('2000-01-01', '2000-01-01 00:01:00', [4, 5, 6], [10, 10, 10]),
('2000-01-01', '2000-01-01 00:01:00', [6, 7, 8], [10, 10, 10]);
SELECT
timeslot,
sumMap(statusMap.status, statusMap.requests)
FROM sum_map
GROUP BY timeslot
┌────────────timeslot─┬─sumMap(statusMap.status, statusMap.requests)─┐
│ 2000-01-01 00:00:00 │ ([1,2,3,4,5],[10,10,20,10,10]) │
│ 2000-01-01 00:01:00 │ ([4,5,6,7,8],[10,10,20,10,10]) │
└─────────────────────┴──────────────────────────────────────────────┘
skewPop
Computes the skewness of a sequence.
skewPop(expr)
Parameters
expr
— Expression returning a number.
Returned value
The skewness of the given distribution. Type — Float64
Example
SELECT skewPop(value) FROM series_with_value_column
skewSamp
Computes the sample skewness of a sequence.
It represents an unbiased estimate of the skewness of a random variable if passed values form its sample.
skewSamp(expr)
Parameters
expr
— Expression returning a number.
Returned value
The skewness of the given distribution. Type — Float64. If n <= 1
(n
is the size of the sample), then the function returns nan
.
Example
SELECT skewSamp(value) FROM series_with_value_column
kurtPop
Computes the kurtosis of a sequence.
kurtPop(expr)
Parameters
expr
— Expression returning a number.
Returned value
The kurtosis of the given distribution. Type — Float64
Example
SELECT kurtPop(value) FROM series_with_value_column
kurtSamp
Computes the sample kurtosis of a sequence.
It represents an unbiased estimate of the kurtosis of a random variable if passed values form its sample.
kurtSamp(expr)
Parameters
expr
— Expression returning a number.
Returned value
The kurtosis of the given distribution. Type — Float64. If n <= 1
(n
is a size of the sample), then the function returns nan
.
Example
SELECT kurtSamp(value) FROM series_with_value_column
timeSeriesGroupSum(uid, timestamp, value)
timeSeriesGroupSum
can aggregate different time series that sample timestamp not alignment.
It will use linear interpolation between two sample timestamp and then sum time-series together.
uid
is the time series unique id,UInt64
.timestamp
is Int64 type in order to support millisecond or microsecond.value
is the metric.
The function returns array of tuples with (timestamp, aggregated_value)
pairs.
Before using this function make sure timestamp
is in ascending order.
Example:
┌─uid─┬─timestamp─┬─value─┐
│ 1 │ 2 │ 0.2 │
│ 1 │ 7 │ 0.7 │
│ 1 │ 12 │ 1.2 │
│ 1 │ 17 │ 1.7 │
│ 1 │ 25 │ 2.5 │
│ 2 │ 3 │ 0.6 │
│ 2 │ 8 │ 1.6 │
│ 2 │ 12 │ 2.4 │
│ 2 │ 18 │ 3.6 │
│ 2 │ 24 │ 4.8 │
└─────┴───────────┴───────┘
CREATE TABLE time_series(
uid UInt64,
timestamp Int64,
value Float64
) ENGINE = Memory;
INSERT INTO time_series VALUES
(1,2,0.2),(1,7,0.7),(1,12,1.2),(1,17,1.7),(1,25,2.5),
(2,3,0.6),(2,8,1.6),(2,12,2.4),(2,18,3.6),(2,24,4.8);
SELECT timeSeriesGroupSum(uid, timestamp, value)
FROM (
SELECT * FROM time_series order by timestamp ASC
);
And the result will be:
[(2,0.2),(3,0.9),(7,2.1),(8,2.4),(12,3.6),(17,5.1),(18,5.4),(24,7.2),(25,2.5)]
timeSeriesGroupRateSum(uid, ts, val)
Similarly timeSeriesGroupRateSum, timeSeriesGroupRateSum will Calculate the rate of time-series and then sum rates together.
Also, timestamp should be in ascend order before use this function.
Use this function, the result above case will be:
[(2,0),(3,0.1),(7,0.3),(8,0.3),(12,0.3),(17,0.3),(18,0.3),(24,0.3),(25,0.1)]
avg(x)
Calculates the average.
Only works for numbers.
The result is always Float64.
uniq
Calculates the approximate number of different values of the argument.
uniq(x[, ...])
Parameters
The function takes a variable number of parameters. Parameters can be Tuple
, Array
, Date
, DateTime
, String
, or numeric types.
Returned value
- A UInt64-type number.
Implementation details
Function:
- Calculates a hash for all parameters in the aggregate, then uses it in calculations.
Uses an adaptive sampling algorithm. For the calculation state, the function uses a sample of element hash values up to 65536.
This algorithm is very accurate and very efficient on the CPU. When the query contains several of these functions, using
uniq
is almost as fast as using other aggregate functions.Provides the result deterministically (it doesn’t depend on the query processing order).
We recommend using this function in almost all scenarios.
See Also
uniqCombined
Calculates the approximate number of different argument values.
uniqCombined(HLL_precision)(x[, ...])
The uniqCombined
function is a good choice for calculating the number of different values.
Parameters
The function takes a variable number of parameters. Parameters can be Tuple
, Array
, Date
, DateTime
, String
, or numeric types.
HLL_precision
is the base-2 logarithm of the number of cells in HyperLogLog. Optional, you can use the function as uniqCombined(x[, ...])
. The default value for HLL_precision
is 17, which is effectively 96 KiB of space (2^17 cells, 6 bits each).
Returned value
- A number UInt64-type number.
Implementation details
Function:
- Calculates a hash (64-bit hash for
String
and 32-bit otherwise) for all parameters in the aggregate, then uses it in calculations. Uses a combination of three algorithms: array, hash table, and HyperLogLog with an error correction table.
For a small number of distinct elements, an array is used. When the set size is larger, a hash table is used. For a larger number of elements, HyperLogLog is used, which will occupy a fixed amount of memory.
Provides the result deterministically (it doesn’t depend on the query processing order).
Note
Since it uses 32-bit hash for non-String
type, the result will have very high error for cardinalities significantly larger than UINT_MAX
(error will raise quickly after a few tens of billions of distinct values), hence in this case you should use uniqCombined64
Compared to the uniq function, the uniqCombined
:
- Consumes several times less memory.
- Calculates with several times higher accuracy.
- Usually has slightly lower performance. In some scenarios,
uniqCombined
can perform better thanuniq
, for example, with distributed queries that transmit a large number of aggregation states over the network.
See Also
uniqCombined64
Same as uniqCombined, but uses 64-bit hash for all data types.
uniqHLL12
Calculates the approximate number of different argument values, using the HyperLogLog algorithm.
uniqHLL12(x[, ...])
Parameters
The function takes a variable number of parameters. Parameters can be Tuple
, Array
, Date
, DateTime
, String
, or numeric types.
Returned value
- A UInt64-type number.
Implementation details
Function:
- Calculates a hash for all parameters in the aggregate, then uses it in calculations.
Uses the HyperLogLog algorithm to approximate the number of different argument values.
212 5-bit cells are used. The size of the state is slightly more than 2.5 KB. The result is not very accurate (up to ~10% error) for small data sets (<10K elements). However, the result is fairly accurate for high-cardinality data sets (10K-100M), with a maximum error of ~1.6%. Starting from 100M, the estimation error increases, and the function will return very inaccurate results for data sets with extremely high cardinality (1B+ elements).
Provides the determinate result (it doesn’t depend on the query processing order).
We don’t recommend using this function. In most cases, use the uniq or uniqCombined function.
See Also
uniqExact
Calculates the exact number of different argument values.
uniqExact(x[, ...])
Use the uniqExact
function if you absolutely need an exact result. Otherwise use the uniq function.
The uniqExact
function uses more memory than uniq
, because the size of the state has unbounded growth as the number of different values increases.
Parameters
The function takes a variable number of parameters. Parameters can be Tuple
, Array
, Date
, DateTime
, String
, or numeric types.
See Also
groupArray(x), groupArray(max_size)(x)
Creates an array of argument values.
Values can be added to the array in any (indeterminate) order.
The second version (with the max_size
parameter) limits the size of the resulting array to max_size
elements.
For example, groupArray (1) (x)
is equivalent to [any (x)]
.
In some cases, you can still rely on the order of execution. This applies to cases when SELECT
comes from a subquery that uses ORDER BY
.
groupArrayInsertAt(value, position)
Inserts a value into the array in the specified position.
Note
This function uses zero-based positions, contrary to the conventional one-based positions for SQL arrays.
Accepts the value and position as input. If several values are inserted into the same position, any of them might end up in the resulting array (the first one will be used in the case of single-threaded execution). If no value is inserted into a position, the position is assigned the default value.
Optional parameters:
- The default value for substituting in empty positions.
- The length of the resulting array. This allows you to receive arrays of the same size for all the aggregate keys. When using this parameter, the default value must be specified.
groupArrayMovingSum
Calculates the moving sum of input values.
groupArrayMovingSum(numbers_for_summing)
groupArrayMovingSum(window_size)(numbers_for_summing)
The function can take the window size as a parameter. If left unspecified, the function takes the window size equal to the number of rows in the column.
Parameters
numbers_for_summing
— Expression resulting in a numeric data type value.window_size
— Size of the calculation window.
Returned values
- Array of the same size and type as the input data.
Example
The sample table:
CREATE TABLE t
(
`int` UInt8,
`float` Float32,
`dec` Decimal32(2)
)
ENGINE = TinyLog
┌─int─┬─float─┬──dec─┐
│ 1 │ 1.1 │ 1.10 │
│ 2 │ 2.2 │ 2.20 │
│ 4 │ 4.4 │ 4.40 │
│ 7 │ 7.77 │ 7.77 │
└─────┴───────┴──────┘
The queries:
SELECT
groupArrayMovingSum(int) AS I,
groupArrayMovingSum(float) AS F,
groupArrayMovingSum(dec) AS D
FROM t
┌─I──────────┬─F───────────────────────────────┬─D──────────────────────┐
│ [1,3,7,14] │ [1.1,3.3000002,7.7000003,15.47] │ [1.10,3.30,7.70,15.47] │
└────────────┴─────────────────────────────────┴────────────────────────┘
SELECT
groupArrayMovingSum(2)(int) AS I,
groupArrayMovingSum(2)(float) AS F,
groupArrayMovingSum(2)(dec) AS D
FROM t
┌─I──────────┬─F───────────────────────────────┬─D──────────────────────┐
│ [1,3,6,11] │ [1.1,3.3000002,6.6000004,12.17] │ [1.10,3.30,6.60,12.17] │
└────────────┴─────────────────────────────────┴────────────────────────┘
groupArrayMovingAvg
Calculates the moving average of input values.
groupArrayMovingAvg(numbers_for_summing)
groupArrayMovingAvg(window_size)(numbers_for_summing)
The function can take the window size as a parameter. If left unspecified, the function takes the window size equal to the number of rows in the column.
Parameters
numbers_for_summing
— Expression resulting in a numeric data type value.window_size
— Size of the calculation window.
Returned values
- Array of the same size and type as the input data.
The function uses rounding towards zero. It truncates the decimal places insignificant for the resulting data type.
Example
The sample table b
:
CREATE TABLE t
(
`int` UInt8,
`float` Float32,
`dec` Decimal32(2)
)
ENGINE = TinyLog
┌─int─┬─float─┬──dec─┐
│ 1 │ 1.1 │ 1.10 │
│ 2 │ 2.2 │ 2.20 │
│ 4 │ 4.4 │ 4.40 │
│ 7 │ 7.77 │ 7.77 │
└─────┴───────┴──────┘
The queries:
SELECT
groupArrayMovingAvg(int) AS I,
groupArrayMovingAvg(float) AS F,
groupArrayMovingAvg(dec) AS D
FROM t
┌─I─────────┬─F───────────────────────────────────┬─D─────────────────────┐
│ [0,0,1,3] │ [0.275,0.82500005,1.9250001,3.8675] │ [0.27,0.82,1.92,3.86] │
└───────────┴─────────────────────────────────────┴───────────────────────┘
SELECT
groupArrayMovingAvg(2)(int) AS I,
groupArrayMovingAvg(2)(float) AS F,
groupArrayMovingAvg(2)(dec) AS D
FROM t
┌─I─────────┬─F────────────────────────────────┬─D─────────────────────┐
│ [0,1,3,5] │ [0.55,1.6500001,3.3000002,6.085] │ [0.55,1.65,3.30,6.08] │
└───────────┴──────────────────────────────────┴───────────────────────┘
groupUniqArray(x), groupUniqArray(max_size)(x)
Creates an array from different argument values. Memory consumption is the same as for the uniqExact
function.
The second version (with the max_size
parameter) limits the size of the resulting array to max_size
elements.
For example, groupUniqArray(1)(x)
is equivalent to [any(x)]
.
quantile
Computes an approximate quantile of a numeric data sequence.
This function applies reservoir sampling with a reservoir size up to 8192 and a random number generator for sampling. The result is non-deterministic. To get an exact quantile, use the quantileExact function.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantile(level)(expr)
Alias: median
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.
Returned value
- Approximate quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Input table:
┌─val─┐
│ 1 │
│ 1 │
│ 2 │
│ 3 │
└─────┘
Query:
SELECT quantile(val) FROM t
Result:
┌─quantile(val)─┐
│ 1.5 │
└───────────────┘
See Also
quantileDeterministic
Computes an approximate quantile of a numeric data sequence.
This function applies reservoir sampling with a reservoir size up to 8192 and deterministic algorithm of sampling. The result is deterministic. To get an exact quantile, use the quantileExact function.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileDeterministic(level)(expr, determinator)
Alias: medianDeterministic
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.determinator
— Number whose hash is used instead of a random number generator in the reservoir sampling algorithm to make the result of sampling deterministic. As a determinator you can use any deterministic positive number, for example, a user id or an event id. If the same determinator value occures too often, the function works incorrectly.
Returned value
- Approximate quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Input table:
┌─val─┐
│ 1 │
│ 1 │
│ 2 │
│ 3 │
└─────┘
Query:
SELECT quantileDeterministic(val, 1) FROM t
Result:
┌─quantileDeterministic(val, 1)─┐
│ 1.5 │
└───────────────────────────────┘
See Also
quantileExact
Exactly computes the quantile of a numeric data sequence.
To get exact value, all the passed values are combined into an array, which is then partially sorted. Therefore, the function consumes O(n)
memory, where n
is a number of values that were passed. However, for a small number of values, the function is very effective.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileExact(level)(expr)
Alias: medianExact
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.
Returned value
- Quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Query:
SELECT quantileExact(number) FROM numbers(10)
Result:
┌─quantileExact(number)─┐
│ 5 │
└───────────────────────┘
See Also
quantileExactWeighted
Exactly computes the quantile of a numeric data sequence, taking into account the weight of each element.
To get exact value, all the passed values are combined into an array, which is then partially sorted. Each value is counted with its weight, as if it is present weight
times. A hash table is used in the algorithm. Because of this, if the passed values are frequently repeated, the function consumes less RAM than quantileExact. You can use this function instead of quantileExact
and specify the weight 1.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileExactWeighted(level)(expr, weight)
Alias: medianExactWeighted
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.weight
— Column with weights of sequence members. Weight is a number of value occurrences.
Returned value
- Quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Input table:
┌─n─┬─val─┐
│ 0 │ 3 │
│ 1 │ 2 │
│ 2 │ 1 │
│ 5 │ 4 │
└───┴─────┘
Query:
SELECT quantileExactWeighted(n, val) FROM t
Result:
┌─quantileExactWeighted(n, val)─┐
│ 1 │
└───────────────────────────────┘
See Also
quantileTiming
With the determined precision computes the quantile of a numeric data sequence.
The result is deterministic (it doesn’t depend on the query processing order). The function is optimized for working with sequences which describe distributions like loading web pages times or backend response times.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileTiming(level)(expr)
Alias: medianTiming
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over a column values returning a Float*-type number.- If negative values are passed to the function, the behavior is undefined.
- If the value is greater than 30,000 (a page loading time of more than 30 seconds), it is assumed to be 30,000.
Accuracy
The calculation is accurate if:
- Total number of values doesn’t exceed 5670.
- Total number of values exceeds 5670, but the page loading time is less than 1024ms.
Otherwise, the result of the calculation is rounded to the nearest multiple of 16 ms.
Note
For calculating page loading time quantiles, this function is more effective and accurate than quantile.
Returned value
- Quantile of the specified level.
Type: Float32
.
Note
If no values are passed to the function (when using quantileTimingIf
), NaN is returned. The purpose of this is to differentiate these cases from cases that result in zero. See ORDER BY clause for notes on sorting NaN
values.
Example
Input table:
┌─response_time─┐
│ 72 │
│ 112 │
│ 126 │
│ 145 │
│ 104 │
│ 242 │
│ 313 │
│ 168 │
│ 108 │
└───────────────┘
Query:
SELECT quantileTiming(response_time) FROM t
Result:
┌─quantileTiming(response_time)─┐
│ 126 │
└───────────────────────────────┘
See Also
quantileTimingWeighted
With the determined precision computes the quantile of a numeric data sequence according to the weight of each sequence member.
The result is deterministic (it doesn’t depend on the query processing order). The function is optimized for working with sequences which describe distributions like loading web pages times or backend response times.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileTimingWeighted(level)(expr, weight)
Alias: medianTimingWeighted
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over a column values returning a Float*-type number.- If negative values are passed to the function, the behavior is undefined.
- If the value is greater than 30,000 (a page loading time of more than 30 seconds), it is assumed to be 30,000.
weight
— Column with weights of sequence elements. Weight is a number of value occurrences.
Accuracy
The calculation is accurate if:
- Total number of values doesn’t exceed 5670.
- Total number of values exceeds 5670, but the page loading time is less than 1024ms.
Otherwise, the result of the calculation is rounded to the nearest multiple of 16 ms.
Note
For calculating page loading time quantiles, this function is more effective and accurate than quantile.
Returned value
- Quantile of the specified level.
Type: Float32
.
Note
If no values are passed to the function (when using quantileTimingIf
), NaN is returned. The purpose of this is to differentiate these cases from cases that result in zero. See ORDER BY clause for notes on sorting NaN
values.
Example
Input table:
┌─response_time─┬─weight─┐
│ 68 │ 1 │
│ 104 │ 2 │
│ 112 │ 3 │
│ 126 │ 2 │
│ 138 │ 1 │
│ 162 │ 1 │
└───────────────┴────────┘
Query:
SELECT quantileTimingWeighted(response_time, weight) FROM t
Result:
┌─quantileTimingWeighted(response_time, weight)─┐
│ 112 │
└───────────────────────────────────────────────┘
See Also
quantileTDigest
Computes an approximate quantile of a numeric data sequence using the t-digest algorithm.
The maximum error is 1%. Memory consumption is log(n)
, where n
is a number of values. The result depends on the order of running the query, and is nondeterministic.
The performance of the function is lower than performance of quantile or quantileTiming. In terms of the ratio of State size to precision, this function is much better than quantile
.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileTDigest(level)(expr)
Alias: medianTDigest
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.
Returned value
- Approximate quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Query:
SELECT quantileTDigest(number) FROM numbers(10)
Result:
┌─quantileTDigest(number)─┐
│ 4.5 │
└─────────────────────────┘
See Also
quantileTDigestWeighted
Computes an approximate quantile of a numeric data sequence using the t-digest algorithm. The function takes into account the weight of each sequence member. The maximum error is 1%. Memory consumption is log(n)
, where n
is a number of values.
The performance of the function is lower than performance of quantile or quantileTiming. In terms of the ratio of State size to precision, this function is much better than quantile
.
The result depends on the order of running the query, and is nondeterministic.
When using multiple quantile*
functions with different levels in a query, the internal states are not combined (that is, the query works less efficiently than it could). In this case, use the quantiles function.
Syntax
quantileTDigest(level)(expr)
Alias: medianTDigest
.
Parameters
level
— Level of quantile. Optional parameter. Constant floating-point number from 0 to 1. We recommend using alevel
value in the range of[0.01, 0.99]
. Default value: 0.5. Atlevel=0.5
the function calculates median.expr
— Expression over the column values resulting in numeric data types, Date or DateTime.weight
— Column with weights of sequence elements. Weight is a number of value occurrences.
Returned value
- Approximate quantile of the specified level.
Type:
- Float64 for numeric data type input.
- Date if input values have the
Date
type. - DateTime if input values have the
DateTime
type.
Example
Query:
SELECT quantileTDigestWeighted(number, 1) FROM numbers(10)
Result:
┌─quantileTDigestWeighted(number, 1)─┐
│ 4.5 │
└────────────────────────────────────┘
See Also
median
The median*
functions are the aliases for the corresponding quantile*
functions. They calculate median of a numeric data sample.
Functions:
median
— Alias for quantile.medianDeterministic
— Alias for quantileDeterministic.medianExact
— Alias for quantileExact.medianExactWeighted
— Alias for quantileExactWeighted.medianTiming
— Alias for quantileTiming.medianTimingWeighted
— Alias for quantileTimingWeighted.medianTDigest
— Alias for quantileTDigest.medianTDigestWeighted
— Alias for quantileTDigestWeighted.
Example
Input table:
┌─val─┐
│ 1 │
│ 1 │
│ 2 │
│ 3 │
└─────┘
Query:
SELECT medianDeterministic(val, 1) FROM t
Result:
┌─medianDeterministic(val, 1)─┐
│ 1.5 │
└─────────────────────────────┘
quantiles(level1, level2, …)(x)
All the quantile functions also have corresponding quantiles functions: quantiles
, quantilesDeterministic
, quantilesTiming
, quantilesTimingWeighted
, quantilesExact
, quantilesExactWeighted
, quantilesTDigest
. These functions calculate all the quantiles of the listed levels in one pass, and return an array of the resulting values.
varSamp(x)
Calculates the amount Σ((x - x̅)^2) / (n - 1)
, where n
is the sample size and x̅
is the average value of x
.
It represents an unbiased estimate of the variance of a random variable if passed values form its sample.
Returns Float64
. When n <= 1
, returns +∞
.
varPop(x)
Calculates the amount Σ((x - x̅)^2) / n
, where n
is the sample size and x̅
is the average value of x
.
In other words, dispersion for a set of values. Returns Float64
.
stddevSamp(x)
The result is equal to the square root of varSamp(x)
.
stddevPop(x)
The result is equal to the square root of varPop(x)
.
topK(N)(x)
Returns an array of the approximately most frequent values in the specified column. The resulting array is sorted in descending order of approximate frequency of values (not by the values themselves).
Implements the Filtered Space-Saving algorithm for analyzing TopK, based on the reduce-and-combine algorithm from Parallel Space Saving.
topK(N)(column)
This function doesn’t provide a guaranteed result. In certain situations, errors might occur and it might return frequent values that aren’t the most frequent values.
We recommend using the N < 10
value; performance is reduced with large N
values. Maximum value of N = 65536
.
Parameters
- ‘N’ is the number of elements to return.
If the parameter is omitted, default value 10 is used.
Arguments
- ‘ x ‘ – The value to calculate frequency.
Example
Take the OnTime data set and select the three most frequently occurring values in the AirlineID
column.
SELECT topK(3)(AirlineID) AS res
FROM ontime
┌─res─────────────────┐
│ [19393,19790,19805] │
└─────────────────────┘
topKWeighted
Similar to topK
but takes one additional argument of integer type - weight
. Every value is accounted weight
times for frequency calculation.
Syntax
topKWeighted(N)(x, weight)
Parameters
N
— The number of elements to return.
Arguments
x
– The value.weight
— The weight. UInt8.
Returned value
Returns an array of the values with maximum approximate sum of weights.
Example
Query:
SELECT topKWeighted(10)(number, number) FROM numbers(1000)
Result:
┌─topKWeighted(10)(number, number)──────────┐
│ [999,998,997,996,995,994,993,992,991,990] │
└───────────────────────────────────────────┘
covarSamp(x, y)
Calculates the value of Σ((x - x̅)(y - y̅)) / (n - 1)
.
Returns Float64. When n <= 1
, returns +∞.
covarPop(x, y)
Calculates the value of Σ((x - x̅)(y - y̅)) / n
.
corr(x, y)
Calculates the Pearson correlation coefficient: Σ((x - x̅)(y - y̅)) / sqrt(Σ((x - x̅)^2) * Σ((y - y̅)^2))
.
categoricalInformationValue
Calculates the value of (P(tag = 1) - P(tag = 0))(log(P(tag = 1)) - log(P(tag = 0)))
for each category.
categoricalInformationValue(category1, category2, ..., tag)
The result indicates how a discrete (categorical) feature [category1, category2, ...]
contribute to a learning model which predicting the value of tag
.
simpleLinearRegression
Performs simple (unidimensional) linear regression.
simpleLinearRegression(x, y)
Parameters:
x
— Column with dependent variable values.y
— Column with explanatory variable values.
Returned values:
Constants (a, b)
of the resulting line y = a*x + b
.
Examples
SELECT arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [0, 1, 2, 3])
┌─arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [0, 1, 2, 3])─┐
│ (1,0) │
└───────────────────────────────────────────────────────────────────┘
SELECT arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [3, 4, 5, 6])
┌─arrayReduce('simpleLinearRegression', [0, 1, 2, 3], [3, 4, 5, 6])─┐
│ (1,3) │
└───────────────────────────────────────────────────────────────────┘
stochasticLinearRegression
This function implements stochastic linear regression. It supports custom parameters for learning rate, L2 regularization coefficient, mini-batch size and has few methods for updating weights (Adam (used by default), simple SGD, Momentum, Nesterov).
Parameters
There are 4 customizable parameters. They are passed to the function sequentially, but there is no need to pass all four - default values will be used, however good model required some parameter tuning.
stochasticLinearRegression(1.0, 1.0, 10, 'SGD')
learning rate
is the coefficient on step length, when gradient descent step is performed. Too big learning rate may cause infinite weights of the model. Default is0.00001
.l2 regularization coefficient
which may help to prevent overfitting. Default is0.1
.mini-batch size
sets the number of elements, which gradients will be computed and summed to perform one step of gradient descent. Pure stochastic descent uses one element, however having small batches(about 10 elements) make gradient steps more stable. Default is15
.method for updating weights
, they are:Adam
(by default),SGD
,Momentum
,Nesterov
.Momentum
andNesterov
require little bit more computations and memory, however they happen to be useful in terms of speed of convergance and stability of stochastic gradient methods.
Usage
stochasticLinearRegression
is used in two steps: fitting the model and predicting on new data. In order to fit the model and save its state for later usage we use -State
combinator, which basically saves the state (model weights, etc).
To predict we use function evalMLMethod, which takes a state as an argument as well as features to predict on.
1. Fitting
Such query may be used.
CREATE TABLE IF NOT EXISTS train_data
(
param1 Float64,
param2 Float64,
target Float64
) ENGINE = Memory;
CREATE TABLE your_model ENGINE = Memory AS SELECT
stochasticLinearRegressionState(0.1, 0.0, 5, 'SGD')(target, param1, param2)
AS state FROM train_data;
Here we also need to insert data into train_data
table. The number of parameters is not fixed, it depends only on number of arguments, passed into linearRegressionState
. They all must be numeric values.
Note that the column with target value(which we would like to learn to predict) is inserted as the first argument.
2. Predicting
After saving a state into the table, we may use it multiple times for prediction, or even merge with other states and create new even better models.
WITH (SELECT state FROM your_model) AS model SELECT
evalMLMethod(model, param1, param2) FROM test_data
The query will return a column of predicted values. Note that first argument of evalMLMethod
is AggregateFunctionState
object, next are columns of features.
test_data
is a table like train_data
but may not contain target value.
Notes
To merge two models user may create such query:
sql SELECT state1 + state2 FROM your_models
whereyour_models
table contains both models. This query will return newAggregateFunctionState
object.User may fetch weights of the created model for its own purposes without saving the model if no
-State
combinator is used.sql SELECT stochasticLinearRegression(0.01)(target, param1, param2) FROM train_data
Such query will fit the model and return its weights - first are weights, which correspond to the parameters of the model, the last one is bias. So in the example above the query will return a column with 3 values.
See Also
stochasticLogisticRegression
This function implements stochastic logistic regression. It can be used for binary classification problem, supports the same custom parameters as stochasticLinearRegression and works the same way.
Parameters
Parameters are exactly the same as in stochasticLinearRegression:learning rate
, l2 regularization coefficient
, mini-batch size
, method for updating weights
.
For more information see parameters.
stochasticLogisticRegression(1.0, 1.0, 10, 'SGD')
Fitting
See the
Fitting
section in the stochasticLinearRegression description.Predicted labels have to be in [-1, 1].
Predicting
Using saved state we can predict probability of object having label
1
.sql WITH (SELECT state FROM your_model) AS model SELECT evalMLMethod(model, param1, param2) FROM test_data
The query will return a column of probabilities. Note that first argument of
evalMLMethod
isAggregateFunctionState
object, next are columns of features.We can also set a bound of probability, which assigns elements to different labels.
sql SELECT ans < 1.1 AND ans > 0.5 FROM (WITH (SELECT state FROM your_model) AS model SELECT evalMLMethod(model, param1, param2) AS ans FROM test_data)
Then the result will be labels.
test_data
is a table liketrain_data
but may not contain target value.
See Also
groupBitmapAnd
Calculations the AND of a bitmap column, return cardinality of type UInt64, if add suffix -State, then return bitmap object.
groupBitmapAnd(expr)
Parameters
expr
– An expression that results in AggregateFunction(groupBitmap, UInt*)
type.
Return value
Value of the UInt64
type.
Example
DROP TABLE IF EXISTS bitmap_column_expr_test2;
CREATE TABLE bitmap_column_expr_test2
(
tag_id String,
z AggregateFunction(groupBitmap, UInt32)
)
ENGINE = MergeTree
ORDER BY tag_id;
INSERT INTO bitmap_column_expr_test2 VALUES ('tag1', bitmapBuild(cast([1,2,3,4,5,6,7,8,9,10] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag2', bitmapBuild(cast([6,7,8,9,10,11,12,13,14,15] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag3', bitmapBuild(cast([2,4,6,8,10,12] as Array(UInt32))));
SELECT groupBitmapAnd(z) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─groupBitmapAnd(z)─┐
│ 3 │
└───────────────────┘
SELECT arraySort(bitmapToArray(groupBitmapAndState(z))) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─arraySort(bitmapToArray(groupBitmapAndState(z)))─┐
│ [6,8,10] │
└──────────────────────────────────────────────────┘
groupBitmapOr
Calculations the OR of a bitmap column, return cardinality of type UInt64, if add suffix -State, then return bitmap object. This is equivalent to groupBitmapMerge
.
groupBitmapOr(expr)
Parameters
expr
– An expression that results in AggregateFunction(groupBitmap, UInt*)
type.
Return value
Value of the UInt64
type.
Example
DROP TABLE IF EXISTS bitmap_column_expr_test2;
CREATE TABLE bitmap_column_expr_test2
(
tag_id String,
z AggregateFunction(groupBitmap, UInt32)
)
ENGINE = MergeTree
ORDER BY tag_id;
INSERT INTO bitmap_column_expr_test2 VALUES ('tag1', bitmapBuild(cast([1,2,3,4,5,6,7,8,9,10] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag2', bitmapBuild(cast([6,7,8,9,10,11,12,13,14,15] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag3', bitmapBuild(cast([2,4,6,8,10,12] as Array(UInt32))));
SELECT groupBitmapOr(z) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─groupBitmapOr(z)─┐
│ 15 │
└──────────────────┘
SELECT arraySort(bitmapToArray(groupBitmapOrState(z))) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─arraySort(bitmapToArray(groupBitmapOrState(z)))─┐
│ [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15] │
└─────────────────────────────────────────────────┘
groupBitmapXor
Calculations the XOR of a bitmap column, return cardinality of type UInt64, if add suffix -State, then return bitmap object.
groupBitmapOr(expr)
Parameters
expr
– An expression that results in AggregateFunction(groupBitmap, UInt*)
type.
Return value
Value of the UInt64
type.
Example
DROP TABLE IF EXISTS bitmap_column_expr_test2;
CREATE TABLE bitmap_column_expr_test2
(
tag_id String,
z AggregateFunction(groupBitmap, UInt32)
)
ENGINE = MergeTree
ORDER BY tag_id;
INSERT INTO bitmap_column_expr_test2 VALUES ('tag1', bitmapBuild(cast([1,2,3,4,5,6,7,8,9,10] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag2', bitmapBuild(cast([6,7,8,9,10,11,12,13,14,15] as Array(UInt32))));
INSERT INTO bitmap_column_expr_test2 VALUES ('tag3', bitmapBuild(cast([2,4,6,8,10,12] as Array(UInt32))));
SELECT groupBitmapXor(z) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─groupBitmapXor(z)─┐
│ 10 │
└───────────────────┘
SELECT arraySort(bitmapToArray(groupBitmapXorState(z))) FROM bitmap_column_expr_test2 WHERE like(tag_id, 'tag%');
┌─arraySort(bitmapToArray(groupBitmapXorState(z)))─┐
│ [1,3,5,6,8,10,11,13,14,15] │
└──────────────────────────────────────────────────┘