Yibo Cai created ARROW-11727:
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Summary: [C++][FlightRPC] Use TDigest to estimate latency
quantiles in benchmark
Key: ARROW-11727
URL: https://issues.apache.org/jira/browse/ARROW-11727
Project: Apache Arrow
Issue Type: Improvement
Components: FlightRPC
Reporter: Yibo Cai
Assignee: Yibo Cai
In Flight benchmark, boost accumulator is used to estimate latency quantiles
(0.5, 0.95, 0.99). Internally, boost adopts P-Square algorithm [1]. P-Square is
very bad at estimating skewed quantiles like 0.99, where TDigest shines.
Test result shows 0.99 latency is much better than what current code tells us.
We should switch to TDigest.
- run flight-benchmark with default parameters
- calculate 0.99 quantile of latencies
- compare exact value (store all data points), value from tdigest, and value
from boost
{noformat}
Exact Tdigest Boost-P2
86 93 2130
175 235 1526
151 165 1926
147 153 302
251 313 561
{noformat}
[1] https://www.cse.wustl.edu/~jain/papers/ftp/psqr.pdf
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