jon-wei commented on a change in pull request #6581: Moments Sketch custom
aggregator
URL: https://github.com/apache/incubator-druid/pull/6581#discussion_r246161523
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File path:
extensions-contrib/momentsketch/src/main/java/org/apache/druid/query/aggregation/momentsketch/MomentSketchWrapper.java
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@@ -103,6 +107,8 @@ public MomentSolver getSolver()
public double[] getQuantiles(double[] fractions)
{
MomentSolver ms = new MomentSolver(data);
+ // Constants here are chosen to yield maximum precision while keeping
solve times ~1ms on 2Ghz cpu
+ // Grid size can be increased if longer solve times are acceptable
Review comment:
When multiple quantiles are requested, the estimation could be more
efficient if `MomentSolver` had a `getQuantiles` method that accepts an array,
the `cdf` could be reused and you would only need one pass of the latter for
loop.
https://github.com/stanford-futuredata/momentsketch/blob/master/momentsolver/src/main/java/com/github/stanfordfuturedata/momentsketch/MomentSolver.java#L88
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