Github user thunterdb commented on a diff in the pull request:

    https://github.com/apache/spark/pull/14976#discussion_r77902612
  
    --- Diff: 
sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/util/QuantileSummaries.scala
 ---
    @@ -59,9 +59,14 @@ class QuantileSummaries(
        * @param x the new observation to insert into the summary
        */
       def insert(x: Double): QuantileSummaries = {
    -    headSampled.append(x)
    +    headSampled += x
         if (headSampled.size >= defaultHeadSize) {
    -      this.withHeadBufferInserted
    +      val result = this.withHeadBufferInserted
    +      if (result.sampled.length >= compressThreshold) {
    +        result.compress()
    --- End diff --
    
    @clockfly @srowen the compression threshold is just here to amortize the 
cost of performing compression. If you wanted to, you could run compression 
every iteration (it is an idempotent operation). Internally, the `compress` 
method uses a merging threshold that indeeds depends on the number of elements 
seen, but it operates on a number of samples that is bounded by O(1/\epsi).
    This patch will work. @clockfly  I suspect some of the wrappers done in the 
Approximate percentile are not required either, once I submit a PR that fixes 
an off-by-1 error.


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