Andrew Wang created HADOOP-8541:
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             Summary: Better high-percentile latency metrics
                 Key: HADOOP-8541
                 URL: https://issues.apache.org/jira/browse/HADOOP-8541
             Project: Hadoop Common
          Issue Type: Improvement
          Components: metrics
            Reporter: Andrew Wang


Based on discussion in HBASE-6261 and with some HDFS devs, I'd like to make 
better high-percentile latency metrics a part of hadoop-common.

I've already got a working implementation of [1], an efficient algorithm for 
estimating quantiles on a stream of values. It allows you to specify arbitrary 
quantiles to track (e.g. 50th, 75th, 90th, 95th, 99th), along with tight error 
bounds. This estimator can be snapshotted and reset periodically to get a feel 
for how these percentiles are changing over time.

I propose creating a new MutableQuantiles class that does this. [1] isn't 
completely without overhead (~1MB memory for reasonably sized windows), which 
is why I hesitate to add it to the existing MutableStat class.

[1] Cormode, Korn, Muthukrishnan, and Srivastava. "Effective Computation of 
Biased Quantiles over Data Streams" in ICDE 2005.

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