Fork TDigest library (#96086)

* Initial import for TDigest forking.

* Fix MedianTest.

More work needed for TDigestPercentile*Tests and the TDigestTest (and
the rest of the tests) in the tdigest lib to pass.

* Fix Dist.

* Fix AVLTreeDigest.quantile to match Dist for uniform centroids.

* Update docs/changelog/96086.yaml

* Fix `MergingDigest.quantile` to match `Dist` on uniform distribution.

* Add merging to TDigestState.hashCode and .equals.

Remove wrong asserts from tests and MergingDigest.

* Fix style violations for tdigest library.

* Fix typo.

* Fix more style violations.

* Fix more style violations.

* Fix remaining style violations in tdigest library.

* Update results in docs based on the forked tdigest.

* Fix YAML tests in aggs module.

* Fix YAML tests in x-pack/plugin.

* Skip failing V7 compat tests in modules/aggregations.

* Fix TDigest library unittests.

Remove redundant serializing interfaces from the library.

* Remove YAML test versions for older releases.

These tests don't address compatibility issues in mixed cluster tests as
the latter contain a mix of older and newer nodes, so the output depends
on which node is picked as a data node since the forked TDigest library
is not backwards compatible (produces slightly different results).

* Fix test failures in docs and mixed cluster.

* Reduce buffer sizes in MergingDigest to avoid oom.

* Exclude more failing V7 compatibility tests.

* Update results for JdbcCsvSpecIT tests.

* Update results for JdbcDocCsvSpecIT tests.

* Revert unrelated change.

* More test fixes.

* Use version skips instead of blacklisting in mixed cluster tests.

* Switch TDigestState back to AVLTreeDigest.

* Update docs and tests with AVLTreeDigest output.

* Update flaky test.

* Remove dead code, esp around tracking of incoming data.

* Update docs/changelog/96086.yaml

* Delete docs/changelog/96086.yaml

* Remove explicit compression calls.

This was added to prevent concurrency tests from failing, but it leads
to reduces precision. Submit this to see if the concurrency tests are
still failing.

* Revert "Remove explicit compression calls."

This reverts commit 5352c96f65.

* Remove explicit compression calls to MedianAbsoluteDeviation input.

* Add unittests for AVL and merging digest accuracy.

* Fix spotless violations.

* Delete redundant tests and benchmarks.

* Fix spotless violation.

* Use the old implementation of AVLTreeDigest.

The latest library version is 50% slower and less accurate, as verified
by ComparisonTests.

* Update docs with latest percentile results.

* Update docs with latest percentile results.

* Remove repeated compression calls.

* Update more percentile results.

* Use approximate percentile values in integration tests.

This helps with mixed cluster tests, where some of the tests where
blocked.

* Fix expected percentile value in test.

* Revert in-place node updates in AVL tree.

Update quantile calculations between centroids and min/max values to
match v.3.2.

* Add SortingDigest and HybridDigest.

The SortingDigest tracks all samples in an ArrayList that
gets sorted for quantile calculations. This approach
provides perfectly accurate results and is the most
efficient implementation for up to millions of samples,
at the cost of bloated memory footprint.

The HybridDigest uses a SortingDigest for small sample
populations, then switches to a MergingDigest. This
approach combines to the best performance and results for
small sample counts with very good performance and
acceptable accuracy for effectively unbounded sample
counts.

* Remove deps to the 3.2 library.

* Remove unused licenses for tdigest.

* Revert changes for SortingDigest and HybridDigest.

These will be submitted in a follow-up PR for enabling MergingDigest.

* Remove unused Histogram classes and unit tests.

Delete dead and commented out code, make the remaining tests run
reasonably fast. Remove unused annotations, esp. SuppressWarnings.

* Remove Comparison class, not used.

* Small fixes.

* Add javadoc and tests.

* Remove special logic for singletons in the boundaries.

While this helps with the case where the digest contains only
singletons (perfect accuracy), it has a major issue problem
(non-monotonic quantile function) when the first singleton is followed
by a non-singleton centroid. It's preferable to revert to the old
version from 3.2; inaccuracies in a singleton-only digest should be
mitigated by using a sorted array for small sample counts.

* Revert changes to expected values in tests.

This is due to restoring quantile functions to match head.

* Revert changes to expected values in tests.

This is due to restoring quantile functions to match head.

* Tentatively restore percentile rank expected results.

* Use cdf version from 3.2

Update Dist.cdf to use interpolation, use the same cdf
version in AVLTreeDigest and MergingDigest.

* Revert "Tentatively restore percentile rank expected results."

This reverts commit 7718dbba59.

* Revert remaining changes compared to main.

* Revert excluded V7 compat tests.

* Exclude V7 compat tests still failing.

* Exclude V7 compat tests still failing.

* Restore bySize function in TDigest and subclasses.
This commit is contained in:
Kostas Krikellas 2023-06-13 11:43:54 +03:00 committed by GitHub
parent 4543bfbc0e
commit 67211be81d
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55 changed files with 6221 additions and 155 deletions

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@ -28,6 +28,7 @@ module org.elasticsearch.server {
requires org.elasticsearch.plugin;
requires org.elasticsearch.plugin.analysis;
requires org.elasticsearch.grok;
requires org.elasticsearch.tdigest;
requires com.sun.jna;
requires hppc;
@ -35,7 +36,6 @@ module org.elasticsearch.server {
requires jopt.simple;
requires log4j2.ecs.layout;
requires org.lz4.java;
requires t.digest;
requires org.apache.logging.log4j;
requires org.apache.logging.log4j.core;