Real-Time Histogram Plots on Unbounded Data
Using histograms on real-time data is not possible in most of the popular data science libraries. In this article you will learn how dynamically compute and display a histogram within a Python notebook.
By Romain Picard, a data science engineer, working on the Digital TV.
Everyone's data science toolbox contains some base tools. We use them systematically up to the point that we consider their usage for granted. Histograms are one of them. We use them for visualization in the exploration phase, during validation of the data distribution type before choosing a model, and many other things (sometimes without even being aware of it). Unfortunately, using histograms on real-time data is not possible with most libraries.
One typically uses histograms on bounded data like a CSV dataset. But the traditional way to compute a histogram does not apply to unbounded/stream data. That is because the algorithm needs to go through all the elements of the dataset. In this article, you will learn how to compute and update a histogram on the fly. On data emitted in real-time.
The practical example here is the monitoring of the CPU usage of a system over time. We will compute and plot a histogram of the CPU usage in real-time, potentially during an infinite time. Still, as you will see, this requires very little memory.
For this, we will use three python packages in a notebook:
- psutil to retrieve the CPU usage of the machine
- Bokeh to plot the histogram and update it
- Maki-Nage to compute the histogram
Let's first install them with pip:
For all the code of this article, we need several imports:
Generating a stream of CPU usage
We first need to generate the data to analyze. We will create items that contain a timestamp and the measured CPU usage every 100ms. We first define a data structure for these items:
Then we can emit these items as a stream of data. We use Maki-Nage for this. Maki-Nage is a stream processing framework based on ReactiveX. To generate the source stream, we use ReactiveX directly:
The result of this function is a stream object. That is called an observable. This observable emits a CpuMeasure object every 100ms (0.1 seconds).
Plotting and updating a bar-graph
The next step consists in preparing the real-time plot. We want to plot a histogram already computed, so we need a bar-plot. So we use a bokeh vbar widget here. The figure is just initialized, with no data for now.
We will later update the plot by setting the source_cpu_total object to other values. The edges field corresponds to the histogram bins, and the value field corresponds to the number of items in each bin.
We can wrap the graph update step in a dedicated function:
Here graph_id is the bokeh figure object, source the bokeh data source, and histogram the pre-computed histogram.
We can test this code by using fake values for now:
The result looks like this:
Computing the histogram
Now that the data source and the graph are available, we can compute the actual histogram. Maki Nage implements the distribution compression algorithm defined by Ben-Haim et al. in the paper A Streaming Parallel Decision Tree Algorithm. That is also the algorithm implemented on the apache Hive histogram_numeric function.
The principle of this algorithm is to compress a data distribution as a dynamic histogram: The bins edges of this histogram are adjusted dynamically as new data come in, but the number of bins is set at creation time. From this compressed representation, one can compute approximations of different metrics with a very good accuracy:
- variance, standard deviation
Since the size of the compressed distribution is fixed, it is very memory efficient and completely independent of the cardinality of the distribution: Whatever the size of the input dataset, you only need 100s of bytes to compress the distribution!
To fill the compressed distribution, we use the math.dist.update operator.
While this compressed representation is a histogram, it cannot be used directly as a displayable histogram: Each bin has unique width, and the number of bins may be much higher than what you want to display. So we use another operator to compute a histogram from the compressed distribution: math.dist.histogram.
The whole computation and display consist of 10 lines of code:
Let's decompose these lines.
First, we create the observable of CPU usage. Then, we apply a pipe of operations to it. These are data transforms that are applied sequentially to each item. The stateful operations need a state store. That is the location where all intermediate computations are stored. We configure with the with_memory_store operator.
The next step consists in extracting the value of each item. We do not need the timestamp in this first example, so we work on the value field thanks to the map operator.
The two following steps consist in updating the distribution and computing a histogram of 20 bins for each incoming item.
Finally, a tuple is created with the arguments needed to plot the histogram. The histogram is plotted as the sink of this pipeline in the on_next callback.
Running this code displays a live histogram of the CPU utilization:
Now, what if we want to monitor our system since the beginning and also see its recent status (like the last 3 minutes)? We can do this by computing two distributions: A global one and a recent one on a window of 3 minutes.
To do this, we first move the computation to a dedicated function so that we can re-use it:
Then we must compute in parallel these two histograms. We use two more operators here.
The first one is the tee_map operator. This operator forwards a source observable to several pipelines so that several computations happen in parallel.
The second one is the split operator. It splits the source observable to windows of 3 minutes. This allows to reset the histogram every three minutes and display only recent data.
With an update on the graph creation, this updates in real-time two histograms.
The whole code of these examples is available here.
The algorithm presented here is also applicable to distributed systems: The compressed representations of the distributions are mergeable. That is especially useful when you shard a computation on several workers. One can aggregate the final result by merging all partial representations.
It is also possible to use this algorithm in any python environment. The Maki-Nage implementation is in a dedicated package called distogram and has no dependency.
Finally, if you want to learn more about stream processing, you can go through another introduction article I wrote on Maki-Nage.
Bio: Romain (@_mainro_) is a data science engineer, working on the Digital TV and Telecommunications industry. He is especially interested in algorithic, looking for the most adapted algorithm for each use-case.
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