Github user chiwanpark commented on a diff in the pull request:
https://github.com/apache/flink/pull/861#discussion_r38735464
--- Diff:
flink-core/src/main/java/org/apache/flink/api/common/accumulators/ContinuousHistogram.java
---
@@ -0,0 +1,534 @@
+/*
+ * 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 org.apache.flink.api.common.accumulators;
+
+import java.util.AbstractMap;
+import java.util.HashMap;
+import java.util.Iterator;
+import java.util.Map;
+import java.util.PriorityQueue;
+import java.util.Set;
+import java.util.TreeMap;
+
+import static java.lang.Double.MAX_VALUE;
+
+/**
+ * A Histogram accumulator designed for Continuous valued data.
+ * It supports:
+ * -- {@link #quantile(double)}
+ * Computes a quantile of the data
+ * -- {@link #count(double)}
+ * Computes number of items less than the given value in the data
+ * <p>
+ * A continuous histogram stores values in bins in sorted order and keeps
their associated
+ * number of items. It is assumed that the items associated with every bin
are scattered around
+ * it, half to the right and half to the left.
+ * <p>
+ * bin counters: m_1 m_2 m_3 m_4 m_5 m_6
+ * 10 12 5 10 4 6
+ * | 5 | 6 | 2.5 | 5 | 2 |
+ * 5 | + | + | + | + | + | 3
+ * | 6 | 2.5 | 5 | 2 | 3 |
+ * - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
+ * bin index: 1 2 3 4 5 6
+ * bin values: v_1 < v_2 < v_3 < v_4 < v_5 < v_6
+ * <p>
+ * The number of items between v_i and v_(i+1) is directly proportional to
the area of
+ * trapezoid (v_i, v_(i+1), m_(i+1), m_i)
+ * <p>
+ * Adapted from Ben-Haim and Yom-Tov's
+ * <a href =
"http://www.jmlr.org/papers/volume11/ben-haim10a/ben-haim10a.pdf";>Streaming
Decision Tree Algorithm's histogram</a>
--- End diff --
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