geonove commented on issue #457:
URL:
https://github.com/apache/datasketches-cpp/issues/457#issuecomment-3757012342
I’ve been working on the characterization of `DDSketch` and comparing it
against `t-digest` and `REQ sketch`. After digging into the literature and
implementations, one compelling reason to consider adding `DDSketch` to the
library is that it provides accuracy guarantees that the others do not.
Specifically, `DDSketch` guarantees bounded `relative error in value space`. In
contrast, `REQ sketch` provides guarantees in `relative rank error`, and
`t-digest` has no formal worst-case bounds.
The figure below shows the `relative quantile error` as a function of
`stream size` for the three sketches:
<img width="2494" height="1292" alt="Image"
src="https://github.com/user-attachments/assets/f0a526d7-9321-4b46-8d41-2eb9ca261da6";
/>
Since `REQ sketch` seems to outperform `DDSketch` for sufficiently large
streams, I'd like to compare their memory footprints as well, to get a full
picture. The memory profiling job takes a while to run (hours or maybe days),
even after the
[optimization](https://github.com/apache/datasketches-characterization/pull/95)
I did. Does anyone have the data used to produce the [memory
plots](https://private-user-images.githubusercontent.com/13126686/311932751-8cd63172-4524-4e1b-a84c-0efc127fd6be.png?jwt=eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzI1NiJ9.eyJpc3MiOiJnaXRodWIuY29tIiwiYXVkIjoicmF3LmdpdGh1YnVzZXJjb250ZW50LmNvbSIsImtleSI6ImtleTUiLCJleHAiOjE3Njg1MTM0NTYsIm5iZiI6MTc2ODUxMzE1NiwicGF0aCI6Ii8xMzEyNjY4Ni8zMTE5MzI3NTEtOGNkNjMxNzItNDUyNC00ZTFiLWE4NGMtMGVmYzEyN2ZkNmJlLnBuZz9YLUFtei1BbGdvcml0aG09QVdTNC1ITUFDLVNIQTI1NiZYLUFtei1DcmVkZW50aWFsPUFLSUFWQ09EWUxTQTUzUFFLNFpBJTJGMjAyNjAxMTUlMkZ1cy1lYXN0LTElMkZzMyUyRmF3czRfcmVxdWVzdCZYLUFtei1EYXRlPTIwMjYwMTE1VDIxMzkxNlomWC1BbXotRXhwaXJlcz0zMDAmWC1BbXotU2lnbm
F0dXJlPTM5ZThhMjlkZTVmZmM2YTlhOWI3ZDQ5OGY3ZDZjMTg2MWIwZjRjNjA4MGU2ZmUyNWY1YTE3NjE2ZGY0Y2IyN2QmWC1BbXotU2lnbmVkSGVhZGVycz1ob3N0In0.JnCkGVIk0I0Ajzl0TYGEw4s6cSszDuIS-Aa9msUaMb0)?
I didn’t see them in the `datasketches-characterization` repo.
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