jihoonson commented on a change in pull request #7331: TDigest backed sketch aggregators URL: https://github.com/apache/incubator-druid/pull/7331#discussion_r282269391
########## File path: docs/content/development/extensions-contrib/tdigestsketch-quantiles.md ########## @@ -0,0 +1,159 @@ +--- +layout: doc_page +title: "T-Digest Quantiles Sketch module" +--- + +<!-- + ~ Licensed to the Apache Software Foundation (ASF) under one + ~ or more contributor license agreements. See the NOTICE file + ~ distributed with this work for additional information + ~ regarding copyright ownership. The ASF licenses this file + ~ to you under the Apache License, Version 2.0 (the + ~ "License"); you may not use this file except in compliance + ~ with the License. You may obtain a copy of the License at + ~ + ~ http://www.apache.org/licenses/LICENSE-2.0 + ~ + ~ Unless required by applicable law or agreed to in writing, + ~ software distributed under the License is distributed on an + ~ "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY + ~ KIND, either express or implied. See the License for the + ~ specific language governing permissions and limitations + ~ under the License. + --> + +# T-Digest Quantiles Sketch module + +This module provides Apache Druid (incubating) approximate sketch aggregators based on T-Digest. +T-Digest (https://github.com/tdunning/t-digest) is a popular datastructure for accurate on-line accumulation of +rank-based statistics such as quantiles and trimmed means. +The datastructure is also designed for parallel programming use cases like distributed aggregations or map reduce jobs by making combining two intermediate t-digests easy and efficient. + +There are three flavors of T-Digest sketch aggregator available in Apache Druid (incubating): + +1. buildTDigestSketch - used for building T-Digest sketches from raw numeric values. It generally makes sense to +use this aggregator when ingesting raw data into Druid. One can also use this aggregator during query time too to +generate sketches, just that one would be building these sketches on every query execution instead of building them +once during ingestion. +2. mergeTDigestSketch - used for merging pre-built T-Digest sketches. This aggregator is generally used during +query time to combine sketches generated by buildTDigestSketch aggregator. +3. quantilesFromTDigestSketch - used for generating quantiles from T-Digest sketches. This aggregator is generally used +during query time to generate quantiles from sketches built using the above two sketch generating aggregators. + +To use this aggregator, make sure you [include](../../operations/including-extensions.html) the extension in your config file: + +``` +druid.extensions.loadList=["druid-tdigestsketch"] +``` + +### Aggregator + +The result of the aggregation is a T-Digest sketch that is built ingesting numeric values from the raw data. + +```json +{ + "type" : "buildTDigestSketch", + "name" : <output_name>, + "fieldName" : <metric_name>, + "compression": <parameter that controls size and accuracy> + } +``` +Example: +```json +{ + "type": "buildTDigestSketch", + "name": "sketch", + "fieldName": "session_duration", + "compression": 200 +} +``` + +|property|description|required?| +|--------|-----------|---------| +|type|This String should always be "buildTDigestSketch"|yes| +|name|A String for the output (result) name of the calculation.|yes| +|fieldName|A String for the name of the input field containing raw numeric values.|yes| +|compression|Parameter that determines the accuracy and size of the sketch. Higher compression means higher accuracy but more space to store sketches.|no, defaults to 100| + + +The result of the aggregation is a T-Digest sketch that is built by merging pre-built T-Digest sketches. + +```json +{ + "type" : "mergeTDigestSketch", + "name" : <output_name>, + "fieldName" : <metric_name>, + "compression": <parameter that controls size and accuracy> + } +``` + +|property|description|required?| +|--------|-----------|---------| +|type|This String should always be "buildTDigestSketch"|yes| +|name|A String for the output (result) name of the calculation.|yes| +|fieldName|A String for the name of the input field containing raw numeric values.|yes| +|compression|Parameter that determines the accuracy and size of the sketch. Higher compression means higher accuracy but more space to store sketches.|no, defaults to 100| + +Example: +```json +{ + "queryType": "groupBy", + "dataSource": "test_datasource", + "granularity": "ALL", + "dimensions": [], + "aggregations": [{ + "type": "mergeTDigestSketch", + "name": "merged_sketch", + "fieldName": "ingested_sketch", + "compression": 200 + }], + "intervals": ["2016-01-01T00:00:00.000Z/2016-01-31T00:00:00.000Z"] +} +``` +### Post Aggregators + +#### Quantiles + +This returns an array of quantiles corresponding to a given array of fractions. + +```json +{ + "type" : "quantilesFromTDigestSketch", + "name": <output name>, + "field" : <post aggregator that refers to a TDigestSketch (fieldAccess or another post aggregator)>, + "fractions" : <array of fractions> +} +``` + +|property|description|required?| +|--------|-----------|---------| +|type|This String should always be "buildTDigestSketch"|yes| Review comment: Should be `quantilesFromTDigestSketch` ---------------------------------------------------------------- This is an automated message from the Apache Git Service. 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