C-Plus-Plus/probability/windowed_median.cpp

/**
 * @file
 * @brief An implementation of a median calculation of a sliding window along a data stream
 *
 * @details
 * Given a stream of integers, the algorithm calculates the median of a fix size window at the back of the stream. The leading time complexity of this algorithm is
 * O(log(N), and it is inspired by the known algorithm to calculate the median of an infinite stream of values, with the proper modifications to account for the finite
 * window size for which the median is needed
 *
 * ### Algorithm
 * The sliding window is managed by a list, which guarantees O(1) for both pushing and popping. Each new value is pushed to the window back, while a value
 * from the front of the window is popped. In addition, the algorithm manages a multi-value binary search tree (BST), implemented by std::multiset. For each new
 * value that is inserted to the window, it is also inserted to the BST. When a value is popped from the window, it is also erased from the BST. Both insertion and
 * erasion to/from the BST are O(logN) in time, with N the size of the window. Finally, the algorithm keeps a pointer to the root of the BST, and updates its position
 * whenever values are inserted or erased to/from BST. The root of the tree is the median! Hence, median retrieval is always O(1)
 *
 * Time complexity: O(logN). Space complexity: O(N). N - size of window
 * @author [Yaniv Hollander] (https://github.com/YanivHollander)
 */
#include <algorithm>
#include <cassert>
#include <iostream>
#include <list>
#include <set>

/**
 * @namespace probability
 * @brief Probability algorithms
 */
namespace probability {
/**
 * @class WindowedMedian
 * @brief A class to calculate the median of a leading sliding window at the back of a stream of integer values.
 */
class WindowedMedian {
    const int _windowSize;              // Sliding window size
    std::list<int> _window;             // A sliding window of values along the stream
    std::multiset<int> _sortedValues;   // A DS to represent a balanced multi-value binary search tree (BST)
    std::multiset<int>::const_iterator _itMedian;   // An iterator that points to the root of the multi-value BST
    
    /**
     * @brief Inserts a value to a sorted multi-value BST
     * @param value Value to insert
     */
    void insertToSorted(int value) {
        _sortedValues.insert(value);    // Insert value to BST - O(logN)
        const auto sz = _sortedValues.size();
        if (sz == 1) {  // For the first value, set median iterator to BST root
            _itMedian = _sortedValues.begin();
            return;
        }
        
        // If new value goes to left tree branch, and number of elements is even, the new median in the balanced tree
        // is the left child of the median before the insertion
        if (value < *_itMedian && sz % 2 == 0) {
            --_itMedian;    // O(1) - traversing one step to the left child
        }
        
        // However, if the new value goes to the right branch, the previous median's right child is the new median in
        // the balanced tree
        else if (value >= *_itMedian && sz % 2 != 0) {
            ++_itMedian;    // O(1) - traversing one step to the right child
        }
    }
    
    /**
     * @brief Erases a value from a sorted multi-value BST
     * @param value Value to insert
     */
    void eraseFromSorted(int value) {
        const auto sz = _sortedValues.size();
        
        // If the erased value is on the left branch or the median itself and the number of elements is even, the new
        // median will be the right child of the current one
        if (value <= *_itMedian && sz % 2 == 0) {
            ++_itMedian;    // O(1) - traversing one step to the right child
        }
        
        // However, is the erased value is on the right branch or the median itself, and the number of elements is odd,
        // the new median will be the left child of the current one
        else if (value >= *_itMedian && sz % 2 != 0) {
            --_itMedian;    // O(1) - traversing one step to the left child
        }
        
        // Find the (first) position of the value we want to erase, and erase it
        const auto it = _sortedValues.find(value);  // O(logN)
        _sortedValues.erase(it);                    // O(logN)
    }
    
public:
    
    /**
     * @brief Constructs a WindowedMedian object
     * @param windowSize Sliding window size
     */
    explicit WindowedMedian(int windowSize) : _windowSize(windowSize) {};
    
    /**
     * @brief Insert a new value to the stream
     * @param value New value to insert
     */
    void insert(int value) {
        
        // Push new value to the back of the sliding window - O(1)
        _window.push_back(value);
        insertToSorted(value);  // Insert value to the multi-value BST - O(logN)
        if (_window.size() > _windowSize) { // If exceeding size of window, pop from its left side
            eraseFromSorted(_window.front());   // Erase from the multi-value BST the window left side value
            _window.pop_front();    // Pop the left side value from the window - O(1)
        }
    }
    
    /**
     * @brief Gets the median of the values in the sliding window
     * @return Median of sliding window. For even window size return the average between the two values in the middle
     */
    float getMedian() const {
        if (_sortedValues.size() % 2 != 0) {
            return *_itMedian;  // O(1)
        }
        return 0.5f * *_itMedian + 0.5f * *next(_itMedian);   // O(1)
    }
    
    /**
     * @brief A naive and inefficient method to obtain the median of the sliding window. Used for testing!
     * @return Median of sliding window. For even window size return the average between the two values in the middle
     */
    float getMedianNaive() const {
        auto window = _window;
        window.sort();      // Sort window - O(NlogN)
        auto median = *next(window.begin(), window.size() / 2); // Find value in the middle - O(N)
        if (window.size() % 2 != 0) {
            return median;
        }
        return 0.5f * median + 0.5f * *next(window.begin(), window.size() / 2 - 1);   // O(N)
    }
};
}   // namespace probability

#include <vector>
/**
 * @brief A testing function
 * @param vals Stream of values
 * @param windowSize Size of sliding window
 */
static void test(const std::vector<int> &vals, int windowSize) {
    probability::WindowedMedian windowedMedian(windowSize);
    for (const auto val : vals) {
        windowedMedian.insert(val);
        
        // Comparing medians: efficient function vs. Naive one
        assert(windowedMedian.getMedian() == windowedMedian.getMedianNaive());
    }
}

#include <cstdlib>
#include <ctime>
/**
 * @brief Main function
 * @param argc commandline argument count (ignored)
 * @param argv commandline array of arguments (ignored)
 * @returns 0 on exit
 */
int main(int argc, const char * argv[]) {
    test({1, 2, 3, 4, 5, 6, 7, 8, 9}, 3);
    test({9, 8, 7, 6, 5, 4, 3, 2, 1}, 3);
    test({9, 8, 7, 6, 5, 4, 5, 6}, 4);
    test({3, 3, 3, 3, 3, 3, 3, 3, 3}, 3);
    test({3, 3, 3, 3, -7, 3, 3, 3, 3}, 3);
    test({4, 3, 3, -5, 7, 1, 3, 4, 5}, 5);
    test({470211272, 101027544, 1457850878, 1458777923, 2007237709, 823564440, 1115438165, 1784484492,
        74243042, 114807987}, 6);
    std::srand(static_cast<unsigned int>(std::time(nullptr)));
    std::vector<int> vals;
    for (int i = 8; i < 100; i++) {
        const auto n = 1 + std::rand() / ((RAND_MAX + 5u) / 20);
        auto windowSize = 1 + std::rand() / ((RAND_MAX + 3u) / 10);
        vals.clear();
        vals.reserve(n);
        for (int i = 0; i < n; i++) {
            vals.push_back(rand() - RAND_MAX);
        }
        test(vals, windowSize);
    }
    return 0;
}