mirror of
https://github.com/elastic/elasticsearch.git
synced 2025-04-24 15:17:30 -04:00
67211be81d
* 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 commit5352c96f65. * 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 commit7718dbba59. * 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.
28 lines
1.1 KiB
Text
28 lines
1.1 KiB
Text
Elastic-t-digest
|
|
|
|
Copyright 2023 Elasticsearch B.V.
|
|
|
|
--
|
|
This project is based on a modification of https://github.com/tdunning/t-digest which is licensed under the Apache 2.0 License.
|
|
|
|
Licensed to Elasticsearch B.V. under one or more contributor
|
|
license agreements. See the NOTICE file distributed with
|
|
this work for additional information regarding copyright
|
|
ownership. Elasticsearch B.V. licenses this file to you under
|
|
the Apache License, Version 2.0 (the "License"); you may
|
|
not use this file except in compliance with the License.
|
|
You may obtain a copy of the License at
|
|
|
|
http://www.apache.org/licenses/LICENSE-2.0
|
|
|
|
Unless required by applicable law or agreed to in writing,
|
|
software distributed under the License is distributed on an
|
|
"AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
|
|
KIND, either express or implied. See the License for the
|
|
specific language governing permissions and limitations
|
|
under the License.
|
|
|
|
--
|
|
The code for the t-digest was originally authored by Ted Dunning
|
|
|
|
Adrien Grand contributed the heart of the AVLTreeDigest (https://github.com/jpountz)
|