Hi, Actually no, I have not used it in production, I wrote it for fun :) But I know that it's used in TempoDB. You might want to contact them and ask - http://blog.tempo-db.com/post/42318820124/estimating-percentiles-on-streams-of-data
On Thu Nov 14 2013 at 6:17:15 AM, Matt Abrams <[email protected]> wrote: > 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 > >>>> >
