I also have a new quantile estimator that dominates all other implementations that I know of on speed and accuracy (10us per point added, 8K data size to get a few ppm accuracy for high or low quantiles and about 0.05% accuracy on middle quantiles like the median).
On Wed, Nov 13, 2013 at 8:53 AM, Dmitriy Ryaboy <[email protected]> wrote: > Summingbird uses algebird. I think Stripe might also have a library, Avi > Bryant was toying with this for a while. > > Algebird has some nice features like not doing approximation at all for > small sets (just use the real values), etc. we also recently did a bunch of > work to make sure we can serialize all approximate structures so they can > be correctly reused by different computations, sent across the wire, etc. > > I don't recall doing speed comparisons and the like, it would be > interesting to see them if you guys are choosing what library to use. > > On Nov 13, 2013, at 12:33 AM, Ted Dunning <[email protected]> wrote: > > > stream-lib is used quite widely and is generally high quality. > > > > The other competitive library is Brick House from Klout. > > > > > http://engineering.klout.com/2013/01/introducing-brickhouse-major-open-source-release-from-klout/ > > > > > > > > > > On Tue, Nov 12, 2013 at 7:28 PM, Timothy Chen <[email protected]> wrote: > > > >> Just saw this library today and thought it's something we can > potentially > >> leverage: > >> > >> https://github.com/addthis/stream-lib > >> > >> It has a number of algo for approximation streams and has code for > >> cardinality estimation (HyperLogLog) and others. > >> > >> Looks like Twitter's SummingBird uses this library too. > >> > >> Tim > >> >
