Reproducible Floating-Point Aggregation in RDBMSs
Ingo Mueller, Andrea Arteaga, Torsten Hoefler, Gustavo Alonso · 2018
Industry-grade database systems are expected to produce the same result if the same query is repeatedly run on the same input. However, the numerous sources of non-determinism in modern systems make reproducible results difficult to achieve. This is particularly true if floating-point numbers are involved, where the order of the operations affects the final result. As part of a larger effort to extend database engines with data representations more suitable for machine learning and scientific applications, in this paper we explore the problem of making relational GroupBy over floating-point formats bit-reproducible, i.e., ensuring any execution of the operator produces the same result up to every single bit. To that aim, we first propose a numeric data type that can be used as drop-in replacement for other number formats and is—unlike standard floating-point formats—associative. We use this data type to make state-of-the-art GroupBy operators reproducible, but this approach incurs a slowdown between 4x and 12x compared to the same operator using conventional database number formats. We thus explore how to modify existing GroupBy algorithms to make them bit-reproducible and efficient. By using vectorized summation on batches and carefully balancing batch size, cache footprint, and preprocessing costs, we are able to reduce the slowdown due to reproducibility to a factor between 1.9x and 2.4x of aggregation in isolation and to a mere 2.7% of end-to-end query performance even on aggregation-intensive queries in MonetDB. We thereby provide a solid basis for supporting more reproducible operations directly in relational engines.