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Aggregations: Add an option to use HdrHistogram to compute percentiles #8324

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jpountz opened this issue Nov 3, 2014 · 1 comment
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@jpountz
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jpountz commented Nov 3, 2014

HdrHistogram like t-digest can be used to estimate percentiles with a fixed amount of memory and has the interesting feature that two instances can be merged (useful for the reduce phase). It is less flexible than t-digest (assumes positive integers) and has a different take on accuracy (based on significant digits on the values, while t-digest gives more precision to extreme percentiles). That said, this approach makes sense to compute percentiles on response times, which is a common use-case and the specialization allows HdrHistogram to be very fast (I have not performed any benchmark but adding a new value with HdrHistogram is a O(1) while with t-digest it is a O(log(compression))).

@colings86
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It probably makes sense, as part of this change, to make the algorithm used pluggable in the same way that we have for the significance heuristic.

@colings86 colings86 self-assigned this May 15, 2015
@colings86 colings86 removed the help wanted adoptme label Jul 24, 2015
imotov added a commit to imotov/elasticsearch that referenced this issue Jan 21, 2020
The method parameter is not used in the percentile aggs, instead
the method is determined by the presence of `hdr` or `tdigest`
objects.

Relates to elastic#8324
imotov added a commit that referenced this issue Jan 22, 2020
The method parameter is not used in the percentile aggs, instead
the method is determined by the presence of `hdr` or `tdigest`
objects.

Relates to #8324
imotov added a commit that referenced this issue Jan 22, 2020
The method parameter is not used in the percentile aggs, instead
the method is determined by the presence of `hdr` or `tdigest`
objects.

Relates to #8324
debadair pushed a commit to debadair/elasticsearch that referenced this issue Jan 28, 2020
…#51272)

The method parameter is not used in the percentile aggs, instead
the method is determined by the presence of `hdr` or `tdigest`
objects.

Relates to elastic#8324
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