Great! I have not used Q digest in production yet but I believe Eugene, the author of stream-lib's Q digest implementation, has. Eugene, can you comment on how it performs in practice?
Matt On Wed, Nov 13, 2013 at 4:45 PM, Ted Dunning <[email protected]> wrote: > > > As soon as it is for sure done. I have one more significant improvement to > make so that it works on sequential values. I will hand the code to suneel > who will be packaging it for mahout. You can def have it at the same time. > > I would love a review from you guys when I am ready. The theory doc is nearly > to that point. Would you like I start there? Also, can I get some info from > you about how q digests work in practice? > > Sent from my iPhone > > On Nov 13, 2013, at 20:46, Matt Abrams <[email protected]> wrote: > >> Ted - >> >> Any chance we can add your quantile estimator to stream-lib? >> >> Matt >> >> On Wed, Nov 13, 2013 at 5:38 AM, Ted Dunning <[email protected]> wrote: >>> 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 >>>>
