Approximate sort (array/vector), predictable runtime

Question

Background:

I need to process some hundred thousand events (producing results) given a hard time limit. The clock is literally ticking, and when the timer fires, whatever is done at that point must be flushed out.

What isn't ready by that time is either discarded (depending on an importance metric) or processed during the next time quantum (with an "importance boost", i.e. adding a constant to the importance metric).
Now ideally, the CPU is much faster than needed, and the whole set is ready a long time before the end of the time slice. Unluckily, the world is rarely ever ideal, and "hundred thousands" becomes "tens of millions" before you know.

Events are added to the back of a queue (which is really a vector) as they come in, and are processed from the front during the respective next quantum (so the program always processes the last quantum's input).

However, not all events are equally important. In case the available time is not sufficient, it would be preferrable to drop unimportant events rather than important ones (this is not a strict requirement, since important events will be copied to the next time quantum's queue, but doing so further adds to the load so it isn't a perfect solution).

The obvious thing to use would be, of course, a priority queue / heap. Unluckily, heapifying 100k elements isn't precisely a free operation either (or parallel), and then I end up with objects being in some non-obvious and not necessarily cache-friendly memory locations, and pulling elements from a priority queue doesn't parallelize nicely.
What I would really like is somewhat like a vector that is sorted or at least "somewhat approximately sorted", which one can traverse sequentially afterwards. This would trivially allow me to create e.g. 12 threads (or any other number, one per CPU) that process e.g. 1/64 of the range (or another size) each, slowly advancing from the front to the end, and eventually dropping/postponing what's left over -- which will be events of little importantance that can be discarded.

Simply sorting the complete range using std::sort would be the easiest, most straightforward solution. However, the time it takes to sort items reduces the time available to actually process elements within the fixed time budget, and sorting time is for the most part single-CPU time (and parallel sort isn't that great either).
Also, doing a perfect sort (which isn't really needed) may bring forth worst case complexity whereas an approximate sort should ideally perform at its optimum and have a very predictable cost.

tl;dr

So, what I'm looking for is a way to sort an array/vector only approximately, but fast, and with a predictable (or guaranteed) runtime.

The sort key would be a small integer typically between 10 and 1000. Being postponed to the next time quantum might increase ("priority boost") that value by a small amount, e.g. 100 or 200.

In a different question where humans are supposed to do an approximate sort using "subjective compare"(?) shell sort was proposed. On various sorting demo applets, it seems like at least for the "random shuffle" input that's typical in these, shell sort can indeed do an "approximate sort" that doesn't look too bad with 3-4 passes over the data (and at least the read-tap is strictly sequential). Unluckily it seems to be somewhat of a black art to choose gap values that work well, and runtime estimates seem to involve a lot of looking into the crystal ball as well.

Comb sort with a relatively large shrink factor (such as 2 or 3?) seems tempting as well, since it visits memory strictly sequentially (on both taps) and is able to move far out elements by a great distance quickly. Again, judging from sorting demo applets, it seems like 3-4 passes already give a rather reasonable "approximate sort".

MSD radix sort comes to mind, though I am not sure how it would perform given typical 16/32bit integers in which most of the most significant bits are all zero! One would probably have to do an initial pass to find the most significant bit in the whole set, followed by 2-3 actual sort passes?

Is there a better algorithm or a well-known working approach with one of the algorithms I mentioned?

Answer 1

If you have limited "bandwidth" in processing events (say a 128K per time quantum), you could use std::nth_element to select the 128K (minus some percentage lost due to making that computation) most promising events (assuming you have an operator< that compares priorities) in O(N) time. Then you process those in parallel, and when you are done, you reprioritize the remainder (again in O(N) time).

std::vector<Event> events;
auto const guaranteed_bandwidth = 1<<17; // 128K is always possible to process

if (events.size() <= guaranteed_bandwidth) {
    // let all N workers loose on [begin(events), end(events)) range
} else {
    auto nth = guaranteed_bandwidth * loss_from_nth_element;
    std::nth_element(begin(events), begin(events) + nth);
    // let all N workers loose on [begin(events), nth) range

    // reprioritize [nth, end(events)) range and append to events for next time quantum         
}

This guarantees that in the case that your bandwith threshold is reached, you process the most valuable elements first. You could even speed up the nth_element by a poor man's parallelization (e.g. let each of N workers compute M*128K/N best elements for small M in parallel, and then do a final merge and another nth_element on the M*128K elements).

The only weakness is that in case your system is really overloaded (billions of events, maybe due to some DOS attack) it could take more than the entire quantum to run nth_element (even when quasi-parallized) and you actually process nothing. But if the processing time per event is much larger (say a few 1,000 cycles) than a priority comparison (say a dozen cycles), this should not happen under regular loads.

NOTE: for performance reasons, it's of course better to sort pointers/indices into the main event vector, this is not shown for brevity.

Answer 2

Sounds like a nice example where near-sort algorithms can be useful.

Back a decade Chazelle has developed a nice data-structure that somewhat works like a heap. The key difference is the time complexity though. It has constant time for all important operations, e.g. insert, remove, find lowest element etc.

The trick of this data-structure is, that it breaks the O(n*log n) complexity barrier by allowing for some error in the sort order.

To me that sounds pretty much what you need. The data-structure is called soft heap and explained on wikipedia:

https://en.wikipedia.org/wiki/Soft_heap

There are other algorithms that allow for some error in favor to speed as well. You'll find them if you google for Near Sort Algorithms

If you try that algorithm please give some feedback how it works in practice. I'm really eager to hear from you how the algorithm performs in practice.

Answer 3

Use a separate vector for each priority. Then you don't need to sort them.

Answer 4

If you have N worker threads, give each worker thread 1/Nth of the original unsorted array. The first thing the worker will do is your approximate fast sorting algorithm of preference on it's individual piece of the array. Then, they can each process their array peice in order - roughly performing higher priority items first, and also being very cache friendly. This way, you don't take a hit for trying to sort the entire array, or even trying to approximately sort the entire array; and what little sorting there is, is entirely parallelized. Sorting 10 pieces individually is much cheaper than sorting the whole thing.

This would work best if the priorities of items to process are randomly distributed. If there is some ordering to them you'll wind up with a thread being flooded by or starved of high priority items to process.

Answer 5

Sounds like you want to use std::partition: move the part that interests you to the front, and the others to the back. Its complexity is in the order of O(n), but it is cache-friendly, so it's probably a lot faster than sorting.

Answer 6

What comes to mind is to iterate over the vector and if some event is less important, don't process it but put it aside. As soon as the entire vector has been read, have a look at the events put aside. Of course you can use several buckets with different priorities. And only store references there, you don't want to move megabytes of data. (posted as an answer now as requested by Damon)