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* 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. * Revert "Revert changes for SortingDigest and HybridDigest." This reverts commit2336b11598
. * Use HybridDigest as default tdigest implementation Add SortingDigest as a simple structure for percentile calculations that tracks all data points in a sorted array. This is a fast and perfectly accurate solution that leads to bloated memory allocation. Add HybridDigest that uses SortingDigest for small sample counts, then switches to MergingDigest. This approach delivers extreme performance and accuracy for small populations while scaling indefinitely and maintaining acceptable performance and accuracy with constant memory allocation (15kB by default). Provide knobs to switch back to AVLTreeDigest, either per query or through ClusterSettings. * Small fixes. * Add javadoc and tests. * 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. * Remove ClusterSettings tentatively. * 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. * 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. * Update docs/changelog/96086.yaml * Delete docs/changelog/96086.yaml * 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. * Revert "Revert changes for SortingDigest and HybridDigest." This reverts commit2336b11598
. * Use HybridDigest as default tdigest implementation Add SortingDigest as a simple structure for percentile calculations that tracks all data points in a sorted array. This is a fast and perfectly accurate solution that leads to bloated memory allocation. Add HybridDigest that uses SortingDigest for small sample counts, then switches to MergingDigest. This approach delivers extreme performance and accuracy for small populations while scaling indefinitely and maintaining acceptable performance and accuracy with constant memory allocation (15kB by default). Provide knobs to switch back to AVLTreeDigest, either per query or through ClusterSettings. * Add javadoc and tests. * Remove ClusterSettings tentatively. * Restore bySize function in TDigest and subclasses. * Update Dist.cdf to match the rest. Update tests. * Revert outdated test changes. * Revert outdated changes. * Small fixes. * Update docs/changelog/96794.yaml * TDigestState uses MergingDigest by default. * Make HybridDigest the default implementation. * Update boxplot documentation. * Use HybridDigest for real. * Restore AVLTreeDigest as the default in TDigestState. TDigest.createHybridDigest nw returns the right type. The switch in TDigestState will happen in a separate PR as it requires many test updates. * Use execution_hint in tdigest spec. * Restore expected test values. * Fix Dist.cdf for empty digest. * Bump up TransportVersion. * More test updates. * Bump up TransportVersion for real. * Restore V7 compat blacklisting. * HybridDigest uses its final implementation during deserialization. * Restore the right TransportVersion in TDigestState.read * More test fixes. * More test updates. * Use TDigestExecutionHint instead of strings. * Add link to TDigest javadoc. * Spotless fix. * Small fixes. * Bump up TransportVersion. * Bump up the TransportVersion, again. * Update docs/changelog/96904.yaml * Delete 96794.yaml Delete existing changelog to get a new one. * Restore previous changelog. * Rename 96794.yaml to 96794.yaml * Update breaking change notes in changelog. * Remove mapping value from changelog. * Set a valid breaking area. * Use HybridDigest as default TDigest impl. * Update docs/changelog/96904.yaml * Use TDigestExecutionHint in MedianAbsoluteDeviationAggregator. * Update changelog and comment in blacklisted V7 compat tests. * Update breaking area in changelog.
221 lines
6 KiB
Text
221 lines
6 KiB
Text
[role="xpack"]
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[[search-aggregations-metrics-boxplot-aggregation]]
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=== Boxplot aggregation
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++++
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<titleabbrev>Boxplot</titleabbrev>
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++++
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A `boxplot` metrics aggregation that computes boxplot of numeric values extracted from the aggregated documents.
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These values can be generated from specific numeric or <<histogram,histogram fields>> in the documents.
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The `boxplot` aggregation returns essential information for making a {wikipedia}/Box_plot[box plot]: minimum, maximum,
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median, first quartile (25th percentile) and third quartile (75th percentile) values.
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==== Syntax
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A `boxplot` aggregation looks like this in isolation:
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[source,js]
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--------------------------------------------------
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{
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"boxplot": {
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"field": "load_time"
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}
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}
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--------------------------------------------------
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// NOTCONSOLE
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Let's look at a boxplot representing load time:
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[source,console]
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--------------------------------------------------
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GET latency/_search
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{
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"size": 0,
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"aggs": {
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"load_time_boxplot": {
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"boxplot": {
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"field": "load_time" <1>
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}
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}
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}
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}
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--------------------------------------------------
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// TEST[setup:latency]
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<1> The field `load_time` must be a numeric field
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The response will look like this:
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[source,console-result]
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--------------------------------------------------
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{
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...
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"aggregations": {
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"load_time_boxplot": {
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"min": 0.0,
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"max": 990.0,
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"q1": 167.5,
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"q2": 445.0,
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"q3": 722.5,
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"lower": 0.0,
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"upper": 990.0
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}
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}
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}
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--------------------------------------------------
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// TESTRESPONSE[s/\.\.\./"took": $body.took,"timed_out": false,"_shards": $body._shards,"hits": $body.hits,/]
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In this case, the lower and upper whisker values are equal to the min and max. In general, these values are the 1.5 *
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IQR range, which is to say the nearest values to `q1 - (1.5 * IQR)` and `q3 + (1.5 * IQR)`. Since this is an approximation, the given values
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may not actually be observed values from the data, but should be within a reasonable error bound of them. While the Boxplot aggregation
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doesn't directly return outlier points, you can check if `lower > min` or `upper < max` to see if outliers exist on either side, and then
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query for them directly.
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==== Script
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If you need to create a boxplot for values that aren't indexed exactly you
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should create a <<runtime,runtime field>> and get the boxplot of that. For
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example, if your load times are in milliseconds but you want values calculated
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in seconds, use a runtime field to convert them:
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[source,console]
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----
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GET latency/_search
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{
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"size": 0,
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"runtime_mappings": {
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"load_time.seconds": {
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"type": "long",
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"script": {
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"source": "emit(doc['load_time'].value / params.timeUnit)",
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"params": {
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"timeUnit": 1000
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}
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}
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}
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},
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"aggs": {
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"load_time_boxplot": {
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"boxplot": { "field": "load_time.seconds" }
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}
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}
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}
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----
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// TEST[setup:latency]
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// TEST[s/_search/_search?filter_path=aggregations/]
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// TEST[s/"timeUnit": 1000/"timeUnit": 10/]
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////
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[source,console-result]
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--------------------------------------------------
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{
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"aggregations": {
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"load_time_boxplot": {
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"min": 0.0,
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"max": 99.0,
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"q1": 16.75,
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"q2": 44.5,
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"q3": 72.25,
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"lower": 0.0,
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"upper": 99.0
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}
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}
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}
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--------------------------------------------------
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////
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[[search-aggregations-metrics-boxplot-aggregation-approximation]]
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==== Boxplot values are (usually) approximate
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The algorithm used by the `boxplot` metric is called TDigest (introduced by
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Ted Dunning in
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https://github.com/tdunning/t-digest/blob/master/docs/t-digest-paper/histo.pdf[Computing Accurate Quantiles using T-Digests]).
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[WARNING]
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====
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Boxplot as other percentile aggregations are also
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{wikipedia}/Nondeterministic_algorithm[non-deterministic].
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This means you can get slightly different results using the same data.
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====
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[[search-aggregations-metrics-boxplot-aggregation-compression]]
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==== Compression
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Approximate algorithms must balance memory utilization with estimation accuracy.
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This balance can be controlled using a `compression` parameter:
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[source,console]
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--------------------------------------------------
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GET latency/_search
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{
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"size": 0,
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"aggs": {
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"load_time_boxplot": {
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"boxplot": {
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"field": "load_time",
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"compression": 200 <1>
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}
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}
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}
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}
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--------------------------------------------------
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// TEST[setup:latency]
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<1> Compression controls memory usage and approximation error
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include::percentile-aggregation.asciidoc[tags=t-digest]
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==== Execution hint
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The default implementation of TDigest is optimized for performance, scaling to millions or even
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billions of sample values while maintaining acceptable accuracy levels (close to 1% relative error
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for millions of samples in some cases). There's an option to use an implementation optimized
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for accuracy by setting parameter `execution_hint` to value `high_accuracy`:
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[source,console]
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--------------------------------------------------
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GET latency/_search
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{
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"size": 0,
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"aggs": {
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"load_time_boxplot": {
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"boxplot": {
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"field": "load_time",
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"execution_hint": "high_accuracy" <1>
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}
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}
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}
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}
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--------------------------------------------------
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// TEST[setup:latency]
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<1> Optimize TDigest for accuracy, at the expense of performance
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This option can lead to improved accuracy (relative error close to 0.01% for millions of samples in some
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cases) but then percentile queries take 2x-10x longer to complete.
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==== Missing value
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The `missing` parameter defines how documents that are missing a value should be treated.
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By default they will be ignored but it is also possible to treat them as if they
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had a value.
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[source,console]
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--------------------------------------------------
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GET latency/_search
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{
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"size": 0,
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"aggs": {
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"grade_boxplot": {
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"boxplot": {
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"field": "grade",
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"missing": 10 <1>
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}
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}
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}
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}
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--------------------------------------------------
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// TEST[setup:latency]
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<1> Documents without a value in the `grade` field will fall into the same bucket as documents that have the value `10`.
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