GitHub user sachingoel0101 opened a pull request:
https://github.com/apache/flink/pull/861
[Flink-2030][ml]Online Histogram: Discrete and Categorical
This implements the Online Histograms for both categorical and continuous
data. For continuous data, we emulate a continuous probability distribution
which supports finding cumulative sum upto a particular value, and finding
value upto a specific cumulative probability [Quantiles].
For categorical fields, we emulate a probability mass function which
supports finding the probability associated with every class.
The continuous histogram follows this paper:
http://www.jmlr.org/papers/volume11/ben-haim10a/ben-haim10a.pdf
Note: This is a sub-task of
https://issues.apache.org/jira/browse/FLINK-1727 which already has a PR pending
review at https://github.com/apache/flink/pull/710.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/sachingoel0101/flink online_histogram
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/flink/pull/861.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #861
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commit ec50b4bb4faf91570724b4aa79783936d0a9487f
Author: Sachin Goel <[email protected]>
Date: 2015-06-23T08:40:57Z
Online Histogram: Discrete and Categorical, Test Suites included
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