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https://issues.apache.org/jira/browse/APEXMALHAR-2094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15312673#comment-15312673
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ASF GitHub Bot commented on APEXMALHAR-2094:
--------------------------------------------
Github user sandeep-n commented on a diff in the pull request:
https://github.com/apache/incubator-apex-malhar/pull/301#discussion_r65579101
--- Diff:
sketches/src/main/java/org/apache/apex/malhar/sketches/QuantilesEstimator.java
---
@@ -0,0 +1,182 @@
+/**
+ * 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.
+ */
+package org.apache.apex.malhar.sketches;
+
+import com.yahoo.sketches.quantiles.QuantilesSketch;
+
+import com.datatorrent.api.DefaultInputPort;
+import com.datatorrent.api.DefaultOutputPort;
+import com.datatorrent.api.annotation.OperatorAnnotation;
+import com.datatorrent.common.util.BaseOperator;
+
+/**
+ * An implementation of BaseOperator that computes a "sketch" (a
representation of the probability distribution using
+ * a low memory footprint) of the incoming numeric data, and
evaluates/outputs the cumulative distribution function and
+ * quantiles of the probability distribution. Leverages the quantiles
sketch implementation from the Yahoo Datasketches
+ * Library.
+ * <p/>
+ * <b>Input Port(s) : </b><br>
+ * <b>data : </b> Data values input port. <br>
+ * <br>
+ * <b>Output Port(s) : </b> <br>
+ * <b>cdfOutput : </b>cumulative distribution function output port. <br>
+ * <b>quantilesOutput : </b>quantiles output port. <br>
+ * <br>
+ * <b>Partitions : No</b>, no will yield wrong results. <br>
+ * <br>+
+ */
+@OperatorAnnotation(partitionable = false)
+public class QuantilesEstimator extends BaseOperator
+{
+ /**
+ * Output port that emits cdf estimated at the current data point
+ */
+ public final transient DefaultOutputPort<Double> cdfOutput = new
DefaultOutputPort<>();
+ /**
+ * Emits quantiles of stream seen thus far
+ */
+ public final transient DefaultOutputPort<double[]> quantilesOutput = new
DefaultOutputPort<>();
+ /**
+ * Emits probability masses on specified intervals
+ */
+ public final transient DefaultOutputPort<double[]> pmfOutput = new
DefaultOutputPort<>();
+ private transient QuantilesSketch quantilesSketch =
QuantilesSketch.builder().build();
+ /**
+ * This field determines the specific quantiles to be calculated.
+ * Default is set to compute the standard quartiles.
+ */
+ private double[] fractions = {0.0, 0.25, 0.50, 0.75, 1.00};
+ /**
+ * This field determines the intervals on which the probability mass
function is computed.
+ */
+ private double[] pmfIntervals = {};
+ /**
+ * This operator computes three different quantities which are output on
separate output ports. If not using any of
+ * these quantities, these variables can be set to avoid unnecessary
computation.
+ */
+ private boolean computeCdf = true;
+ private boolean computeQuantiles = true;
+ private boolean computePmf = true;
+ public final transient DefaultInputPort<Double> data = new
DefaultInputPort<Double>()
+ {
+ @Override
+ public void process(Double input)
+ {
+
+ quantilesSketch.update(input);
+
+ if (computeQuantiles) {
+ /**
+ * Computes and emits quantiles of the stream seen thus far
+ */
+ quantilesOutput.emit(quantilesSketch.getQuantiles(fractions));
+ }
+
+ if (computeCdf) {
+ /**
+ * Emits (estimate of the) cumulative distribution function
evaluated at the input value, according to the
+ * sketched probability distribution of the stream seen thus far.
+ */
+ cdfOutput.emit(quantilesSketch.getCDF(new double[]{input})[0]);
--- End diff --
This looks ugly, but the getCDF method belongs to the QuantileSketch class
from the external DataSketches library, so I'd rather stick with this signature.
> Quantiles sketch operator
> -------------------------
>
> Key: APEXMALHAR-2094
> URL: https://issues.apache.org/jira/browse/APEXMALHAR-2094
> Project: Apache Apex Malhar
> Issue Type: New Feature
> Reporter: Sandeep Narayanaswami
> Assignee: Sandeep Narayanaswami
> Priority: Minor
>
> An operator that "sketches" in an online fashion the probability distribution
> of an input (numeric) data stream, enabling computation of quantiles and
> cumulative distribution functions.
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