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sketches: Probabilistic Data Structures, in Rust

Rust Python License

Fast, memory-efficient probabilistic data structures for streaming analytics, cardinality estimation, quantile computation, and sampling.

Python bindings for Rust-based implementations of HyperLogLog, T-Digest, Reservoir Sampling, and more via PyO3.

Algorithm Deep Dive

Features

Algorithm Category Implementation Description
Cardinality Estimation HyperLogLog (HLL) Industry-standard distinct counting with ~1% error
HyperLogLog++ Enhanced HLL with bias correction and sparse mode
CPC Sketch Most compact serialisation for network transfer
Linear Counter Optimal for small cardinalities (n < 1000)
Hybrid Counter Auto-transitions from Linear to HLL
Set Operations Theta Sketch Union, intersection, difference with cardinality estimation
Sampling Algorithm R Basic reservoir sampling for uniform random samples
Algorithm A Optimised reservoir sampling (Vitter, skips items probabilistically)
Weighted Sampling Probability-proportional reservoir sampling
Stream Sampling High-throughput sampling with batching
Quantile Estimation T-Digest Superior accuracy for extreme quantiles (p95, p99)
KLL Sketch Provable error bounds (~1.65% at k=200)
Frequency Estimation Count-Min Sketch Conservative frequency estimation with epsilon-delta guarantees
Count Sketch Unbiased frequency estimation using median
Frequent Items Top-K heavy hitters with Space-Saving algorithm
Membership Testing Bloom Filter Fast membership testing with configurable false positive rate
Counting Bloom Bloom filter with deletion support
Multi-dimensional Array of Doubles Tuple sketch for multi-dimensional aggregation

Mergeable means two independently built sketches can be combined into one that represents the union of both input streams, without access to the original data. This is essential for distributed systems where data is partitioned across nodes -- each node builds a local sketch, then all sketches are merged into a single result.

Install

The package is not yet published to PyPI (the reserved name is rusty-sketches); install from source for now.

git clone https://github.com/tallamjr/sketches.git
cd sketches
pip install .

For an editable install with development dependencies and the maturin build:

pip install -e .[dev]
maturin develop

Quickstart

from sketches import HllSketch

sketch = HllSketch(lg_k=12)
for item in ["apple", "banana", "orange", "apple"]:
    sketch.update(item)

print(f"Estimated unique items: {sketch.estimate():.2f}")

See the usage guide for every sketch with runnable examples.

Choosing the right sketch

Different problems call for different sketches. Use this guide to pick the right one for your use case.

Problem "How do I know if..." Small Scale Large Scale Distributed / Mergeable
Membership "Is X in the set?" BloomFilter CountingBloomFilter (if deletions needed) Yes, union via bitwise OR
Cardinality "How many unique items?" LinearCounter (n < 1000) HllSketch / HllPlusPlusSketch Yes, register-wise max
Cardinality + Set Ops "What's the overlap between A and B?" ThetaSketch ThetaSketch Yes, union, intersect, difference
Compact Cardinality "Unique count with minimal serialised size?" CpcSketch CpcSketch Yes, sketch merging
Frequency "What are the top-K items?" FrequentStringsSketch CountMinSketch / CountSketch Yes, entry-wise addition
Quantiles "What's the p99 latency?" KllSketch (provable bounds) TDigest (extreme quantile accuracy) Yes, digest merging
Sampling "Give me a random subset" ReservoirSamplerR ReservoirSamplerA (Vitter, skips items) Partial, merge samplers
Weighted Sampling "Sample proportional to weight" WeightedReservoirSampler VarOptSketch (Horvitz-Thompson) Yes, VarOpt merge
Multi-dimensional "Aggregate multiple metrics per key" AodSketch AodSketch Yes, summary merging

Key trade-offs:

  • HLL vs Theta: HLL is more memory-efficient for pure cardinality. Theta supports set operations (union, intersection, difference).
  • HLL vs CPC: CPC achieves ~40% smaller serialised size but is more complex. Use CPC when network transfer cost matters.
  • Count-Min vs Count Sketch: Count-Min always overestimates (conservative). Count Sketch is unbiased but uses more space.
  • KLL vs T-Digest: KLL has provable error bounds (~1.65% at k=200). T-Digest excels at extreme quantiles (p99, p99.9) but bounds are empirical.
  • Algorithm R vs A: Both produce uniform samples. Algorithm A skips items probabilistically (Vitter), which is much faster than Algorithm R for large streams.

Performance

Measured on a stabilised harness (the median over independent rounds with a 95% bootstrap confidence interval), our xxh3-backed default leads Apache DataSketches across the board. On real TPC-H string columns we beat hand-tuned Apache C++ on every one of the five shared sketches, and beat the Apache Rust crate on all five by wider margins. Accuracy stays at parity: HLL, Theta and CPC match Apache DataSketches within the run-to-run noise band by multi-trial RMSE, all at or below the 1/sqrt(k) floor.

Speedup over Apache on a real TPC-H column (the c_address field of a customer table, about 150k distinct strings, generated with tpchgen-rs), where every bar clears the parity line:

Speedup vs Apache, real TPC-H strings

The same lead in absolute time on that TPC-H column: a single HLL update takes roughly 7.7 ns with this library against 16.7 ns for Apache C++ (lower is better).

Latency per operation, real TPC-H strings

What we benchmark against. The references are the official Apache implementations built and run locally: apache/datasketches-cpp at master 3.2.0-858-g0bab259 (2026-06-19), built with cmake/g++ at C++11, and the official Apache Rust datasketches crate. Each runner emits one shared CSV schema over identical datasets, and the C++ runner has a startup self-check that aborts if its measurement scaffolding is miscompiled. Throughput is the median over independent rounds with a 95% bootstrap confidence interval; accuracy is multi-trial RMSE.

See docs/benchmarks.md for the full methodology, the reproduction steps, and the throughput, memory and accuracy plots.

Documentation

Roadmap

Planned but not yet implemented:

  • Similarity estimation: MinHash, SimHash, an LSH framework.
  • Performance: SIMD-accelerated register updates (the implementation is currently pure scalar Rust).
  • Integration: Polars custom expressions and DataFrame operations.

Current priorities: MinHash first (fills the similarity gap), then Polars expressions, then batch operations for the Python bindings.

License

This project is licensed under the MIT License (see pyproject.toml).

Metadata

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Release files / rusty_sketches-1.0.0-cp311-cp311-macosx_10_12_x86_64.whl

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Tags CPython 3.11 macOS 10.12+ x86-64
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