[SPARK-32908][SQL] Fix target error calculation in percentile_approx()
#29784
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The changes can be merged to |
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Hm! yes looks like a good fix according to the paper. I'm surprised it manifests as a bug like that. |
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Test build #128818 has finished for PR 29784 at commit
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Test build #128826 has finished for PR 29784 at commit
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HyukjinKwon
approved these changes
Sep 18, 2020
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Merged to master and branch-3.0. |
HyukjinKwon
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Sep 18, 2020
### What changes were proposed in this pull request? 1. Change the target error calculation according to the paper [Space-Efficient Online Computation of Quantile Summaries](http://infolab.stanford.edu/~datar/courses/cs361a/papers/quantiles.pdf). It says that the error `e = max(gi, deltai)/2` (see the page 59). Also this has clear explanation [ε-approximate quantiles](http://www.mathcs.emory.edu/~cheung/Courses/584/Syllabus/08-Quantile/Greenwald.html#proofprop1). 2. Added a test to check different accuracies. 3. Added an input CSV file `percentile_approx-input.csv.bz2` to the resource folder `sql/catalyst/src/main/resources` for the test. ### Why are the changes needed? To fix incorrect percentile calculation, see an example in SPARK-32908. ### Does this PR introduce _any_ user-facing change? Yes ### How was this patch tested? - By running existing tests in `QuantileSummariesSuite` and in `ApproximatePercentileQuerySuite`. - Added new test `SPARK-32908: maximum target error in percentile_approx` to `ApproximatePercentileQuerySuite`. Closes #29784 from MaxGekk/fix-percentile_approx-2. Authored-by: Max Gekk <max.gekk@gmail.com> Signed-off-by: HyukjinKwon <gurwls223@apache.org> (cherry picked from commit 75dd864) Signed-off-by: HyukjinKwon <gurwls223@apache.org>
holdenk
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Oct 27, 2020
### What changes were proposed in this pull request? 1. Change the target error calculation according to the paper [Space-Efficient Online Computation of Quantile Summaries](http://infolab.stanford.edu/~datar/courses/cs361a/papers/quantiles.pdf). It says that the error `e = max(gi, deltai)/2` (see the page 59). Also this has clear explanation [ε-approximate quantiles](http://www.mathcs.emory.edu/~cheung/Courses/584/Syllabus/08-Quantile/Greenwald.html#proofprop1). 2. Added a test to check different accuracies. 3. Added an input CSV file `percentile_approx-input.csv.bz2` to the resource folder `sql/catalyst/src/main/resources` for the test. ### Why are the changes needed? To fix incorrect percentile calculation, see an example in SPARK-32908. ### Does this PR introduce _any_ user-facing change? Yes ### How was this patch tested? - By running existing tests in `QuantileSummariesSuite` and in `ApproximatePercentileQuerySuite`. - Added new test `SPARK-32908: maximum target error in percentile_approx` to `ApproximatePercentileQuerySuite`. Closes apache#29784 from MaxGekk/fix-percentile_approx-2. Authored-by: Max Gekk <max.gekk@gmail.com> Signed-off-by: HyukjinKwon <gurwls223@apache.org> (cherry picked from commit 75dd864) Signed-off-by: HyukjinKwon <gurwls223@apache.org>
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What changes were proposed in this pull request?
e = max(gi, deltai)/2(see the page 59). Also this has clear explanation ε-approximate quantiles.percentile_approx-input.csv.bz2to the resource foldersql/catalyst/src/main/resourcesfor the test.Why are the changes needed?
To fix incorrect percentile calculation, see an example in SPARK-32908.
Does this PR introduce any user-facing change?
Yes
How was this patch tested?
QuantileSummariesSuiteand inApproximatePercentileQuerySuite.SPARK-32908: maximum target error in percentile_approxtoApproximatePercentileQuerySuite.