[ML] Store expanding window bucket values in a compressed format

docs/CHANGELOG.asciidoc

@@ -32,6 +32,7 @@ Improve robustness w.r.t. outliers of detection and initialisation of seasonal c
 Improve behavior when there are abrupt changes in the seasonal components present in a time series ({pull}91[#91])
 Explicit change point detection and modelling ({pull}92[#92])
 Improve partition analysis memory usage ({pull}97[#97])
+Reduce model memory by storing state for periodicity testing in a compressed format ({pull}100[#100])
 
 Forecasting of Machine Learning job time series is now supported for large jobs by temporarily storing
 model state on disk ({pull}89[#89])

include/core/CStringSimilarityTester.h

@@ -6,9 +6,9 @@
 #ifndef INCLUDED_ml_core_CStringSimilarityTester_h
 #define INCLUDED_ml_core_CStringSimilarityTester_h
 
-#include <core/CCompressUtils.h>
 #include <core/CLogger.h>
 #include <core/CNonCopyable.h>
+#include <core/CompressUtils.h>
 #include <core/ImportExport.h>
 
 #include <boost/scoped_array.hpp>
@@ -440,7 +440,7 @@ class CORE_EXPORT CStringSimilarityTester : private CNonCopyable {
     static const int MINUS_INFINITE_INT;
 
     //! Used by the compression-based similarity measures
-    mutable CCompressUtils m_Compressor;
+    mutable CDeflator m_Compressor;
 
     // For unit testing
     friend class ::CStringSimilarityTesterTest;

include/core/CompressUtils.h

@@ -0,0 +1,218 @@
+/*
+ * Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
+ * or more contributor license agreements. Licensed under the Elastic License;
+ * you may not use this file except in compliance with the Elastic License.
+ */
+#ifndef INCLUDED_ml_core_CCompressUtils_h
+#define INCLUDED_ml_core_CCompressUtils_h
+
+#include <core/CNonCopyable.h>
+#include <core/ImportExport.h>
+
+#include <zlib.h>
+
+#include <string>
+#include <vector>
+
+namespace ml {
+namespace core {
+
+//! \brief
+//! Shrink wrap zlib calls.
+//!
+//! DESCRIPTION:\n
+//! Shrink wrap zlib calls.
+//!
+//! IMPLEMENTATION DECISIONS:\n
+//! Data can be added incrementally and then 'finished' to
+//! complete deflation or inflation.
+//!
+//! This object retains in memory the entire compressed state
+//! so it not good for file read/write.
+//!
+//! A single Z stream is used for the lifetime of the object,
+//! so each object can only work on one task at a time.  In
+//! a multi-threaded application it would be best to create
+//! one object for each thread.
+//!
+class CORE_EXPORT CCompressUtil : private CNonCopyable {
+public:
+    using TByteVec = std::vector<Bytef>;
+
+public:
+    CCompressUtil(bool lengthOnly);
+    virtual ~CCompressUtil() = default;
+
+    //! Add a string.
+    //!
+    //! \note Multiple calls to this function without finishing
+    //! are equivalent to deflating or inflating the concatenation
+    //! of the strings passed in the order they are passed.
+    bool addString(const std::string& input);
+
+    //! Add a vector of trivially copyable types.
+    //!
+    //! \note Multiple calls to this function without finishing
+    //! are equivalent to deflating or inflating the concatenation
+    //! of the vectors passed in the order they are passed.
+    template<typename T>
+    bool addVector(const std::vector<T>& input) {
+        static_assert(std::is_trivially_copyable<T>::value, "Type must be trivially copyable");
+        if (input.empty()) {
+            return true;
+        }
+        if (m_State == E_Finished) {
+            // If the last round of data processing has finished
+            // and we're adding a new vector then we need to reset
+            // the stream so that a new round starts from scratch.
+            this->reset();
+        }
+        return this->processInput(false, input);
+    }
+
+    //! Get transformed representation.
+    //!
+    //! \warning This will fail if the lengthOnly constructor argument
+    //! was set to true.
+    //!
+    //! \note The output representation is a byte array NOT a string,
+    //! and hence not printable.
+    //!
+    //! If finish==false then retrieve partial state.
+    bool data(bool finish, TByteVec& result);
+
+    //! Get transformed representation.
+    //!
+    //! \note This is equivalent to calling data with finish==true, but
+    //! also takes the cached state (avoiding the copy).
+    bool finishAndTakeData(TByteVec& result);
+
+    //! Get transformed data length.
+    //!
+    //! If finish==false then retrieve partial length.
+    bool length(bool finish, std::size_t& length);
+
+    //! Reset the underlying stream.  This will happen automatically
+    //! when adding a new string after having finished the previous
+    //! round, but sometimes, for example when recovering from an
+    //! error, it may be desirable to explicitly reset the state.
+    void reset();
+
+protected:
+    //! Get the underlying stream.
+    z_stream& stream();
+
+private:
+    enum EState { E_Unused, E_Active, E_Finished };
+
+private:
+    static const std::size_t CHUNK_SIZE{4096};
+
+private:
+    //! Get an unsigned character pointer to the address of the start
+    //! of the vector data.
+    template<typename T>
+    static Bytef* bytes(const std::vector<T>& input) {
+        return const_cast<Bytef*>(reinterpret_cast<const Bytef*>(input.data()));
+    }
+
+    //! Get an unsigned character pointer to the address of the start
+    //! of the string character array.
+    static Bytef* bytes(const std::string& input) {
+        return reinterpret_cast<Bytef*>(const_cast<char*>(input.data()));
+    }
+
+    //! Get the vector data size in bytes.
+    template<typename T>
+    static uInt size(const std::vector<T>& input) {
+        return static_cast<uInt>(input.size() * sizeof(T));
+    }
+
+    //! Get the string size in bytes.
+    static uInt size(const std::string& input) {
+        return static_cast<uInt>(input.size());
+    }
+
+    //! Process a chunk of state (optionally flushing).
+    bool processChunk(int flush);
+
+    //! Process the input \p input in chunks.
+    template<typename T>
+    bool processInput(bool finish, const T& input) {
+        if (input.empty() && m_State == E_Active && !finish) {
+            return true;
+        }
+
+        m_State = E_Active;
+
+        m_ZlibStrm.next_in = bytes(input);
+        m_ZlibStrm.avail_in = size(input);
+
+        int flush{finish ? Z_FINISH : Z_NO_FLUSH};
+        do {
+            if (this->processChunk(flush) == false) {
+                return false;
+            }
+        } while (m_ZlibStrm.avail_out == 0);
+
+        m_State = finish ? E_Finished : E_Active;
+
+        return true;
+    }
+
+    //! Preparation before returning any data.
+    bool prepareToReturnData(bool finish);
+
+    //! Process a chunk with the stream.
+    virtual int streamProcessChunk(int flush) = 0;
+
+    //! Reset the underlying stream.
+    virtual int resetStream() = 0;
+
+private:
+    //! The current state of deflation or inflation.
+    EState m_State;
+
+    //! Is this object only fit for getting output lengths?
+    bool m_LengthOnly;
+
+    //! The buffer for a chunk of output from (de|in)flation.
+    Bytef m_Chunk[CHUNK_SIZE];
+
+    //! The output buffer when the compressed result is being
+    //! stored.
+    TByteVec m_FullResult;
+
+    //! The zlib data structure.
+    z_stream m_ZlibStrm;
+};
+
+//! \brief Implementation of CompressUtil for deflating data.
+class CORE_EXPORT CDeflator final : public CCompressUtil {
+public:
+    CDeflator(bool lengthOnly, int level = Z_DEFAULT_COMPRESSION);
+    ~CDeflator();
+
+private:
+    //! Process a chunk of state (optionally flushing).
+    virtual int streamProcessChunk(int flush);
+    //! Reset the underlying stream.
+    virtual int resetStream();
+};
+
+//! \brief Implementation of CompressUtil for inflating data.
+class CORE_EXPORT CInflator final : public CCompressUtil {
+public:
+    CInflator(bool lengthOnly);
+    ~CInflator();
+
+private:
+    //! Process a chunk of state (optionally flushing).
+    virtual int streamProcessChunk(int flush);
+    //! Reset the underlying stream.
+    virtual int resetStream();
+};
+}
+}
+
+#endif // INCLUDED_ml_core_CCompressUtils_h