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Posted to github@arrow.apache.org by GitBox <gi...@apache.org> on 2022/01/10 14:39:45 UTC

[GitHub] [arrow-datafusion] domodwyer opened a new issue #1538: Quantile support

domodwyer opened a new issue #1538:
URL: https://github.com/apache/arrow-datafusion/issues/1538


   **Is your feature request related to a problem or challenge? Please describe what you are trying to do.**
   I would like to efficiently aggregate (approximate) quantile values from a column of data - "show me the 99th percentile of the latency column in the requests table"
   
   **Describe the solution you'd like**
   Implement TDigest (or similar algorithm) to provide relatively cheap quantile values/estimations.
   
   **Describe alternatives you've considered**
   I've had a look at some other DBs:
   
   * duckdb - tdigest & reservoir sampling
   * timescaledb - tdigest & uddsketch
   * snowflake - several options, including tdigest for cheap approximations
   * presto - qdigest
   * influxdb - tdigest
   
   For approximate results, tdigest seems popular, though the uddsketch paper is relatively new and also interesting.
   
   **Additional context**
   Tdigest provides quantile estimatations, I imagine it would expose an `approx_quantile(column, quantile)` aggregation keeping with the naming of the `approx_distinct()` aggregation.
   
   Example:
   
   ```sql
   SELECT approx_quantile(latency, 0.99) AS p99 FROM requests;
   ```
   


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[GitHub] [arrow-datafusion] alamb closed issue #1538: Quantile support

Posted by GitBox <gi...@apache.org>.

alamb closed issue #1538:
URL: https://github.com/apache/arrow-datafusion/issues/1538


   


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