johnedmonds commented on a change in pull request #13889:
URL: https://github.com/apache/beam/pull/13889#discussion_r574079122



##########
File path: sdks/go/pkg/beam/transforms/stats/quantiles.go
##########
@@ -0,0 +1,710 @@
+// 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 stats
+
+// Approximate quantiles is implemented based on 
https://arxiv.org/pdf/1907.00236.pdf.
+
+import (
+       "bytes"
+       "container/heap"
+       "context"
+       "encoding/gob"
+       "encoding/json"
+       "hash/crc32"
+       "io"
+       "math"
+       "reflect"
+       "sort"
+
+       "github.com/apache/beam/sdks/go/pkg/beam"
+       "github.com/apache/beam/sdks/go/pkg/beam/core/util/reflectx"
+)
+
+func init() {
+       compactorsType := reflect.TypeOf((**compactors)(nil)).Elem()
+       weightedElementType := reflect.TypeOf((*weightedElement)(nil)).Elem()
+       beam.RegisterType(compactorsType)
+       beam.RegisterType(weightedElementType)
+       
beam.RegisterType(reflect.TypeOf((*approximateQuantilesInputFn)(nil)).Elem())
+       
beam.RegisterType(reflect.TypeOf((*approximateQuantilesMergeOnlyFn)(nil)).Elem())
+       
beam.RegisterType(reflect.TypeOf((*approximateQuantilesOutputFn)(nil)).Elem())
+       beam.RegisterType(reflect.TypeOf((*shardElementsFn)(nil)).Elem())
+       beam.RegisterCoder(compactorsType, encodeCompactors, decodeCompactors)
+       beam.RegisterCoder(weightedElementType, encodeWeightedElement, 
decodeWeightedElement)
+}
+
+// Opts contains settings used to configure how approximate quantiles are 
computed.
+type Opts struct {
+       // Controls the memory used and approximation error (difference between 
the quantile returned and the true quantile.)
+       K int
+       // Number of quantiles to return. The algorithm will return 
NumQuantiles - 1 numbers
+       NumQuantiles int
+       // For extremely large datasets, runners may have issues with out of 
memory errors or taking too long to finish.
+       // If ApproximateQuantiles is failing, you can use this option to tune 
how the data is sharded internally.
+       // This parameter is optional. If unspecified, Beam will compact all 
elements into a single compactor at once using a single machine.

Review comment:
       I've added an example. Hopefully this makes sense.




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