Make TDigestState configurable #96794
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More work needed for TDigestPercentile*Tests and the TDigestTest (and the rest of the tests) in the tdigest lib to pass.
Remove wrong asserts from tests and MergingDigest.
Remove redundant serializing interfaces from the library.
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).
# Conflicts: # server/src/main/java/org/elasticsearch/TransportVersion.java
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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 commit 5352c96. * 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 commit 2336b11. * 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 commit 7718dbb. * 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 commit 5352c96. * 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 commit 2336b11. * 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 * Make HybridDigest the default implementation. * Update boxplot documentation. * 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. * Fix Dist.cdf for empty digest. * Bump up TransportVersion. * Bump up TransportVersion for real. * HybridDigest uses its final implementation during deserialization. * Restore the right TransportVersion in TDigestState.read * Use TDigestExecutionHint instead of strings. * Add link to TDigest javadoc. * Spotless fix. * Small fixes. * Bump up TransportVersion. * Bump up the TransportVersion, again.
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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).
Make TDigestState a TDigest decorator instead of a subclass. Its factories hide the details of the underlying TDigest implementation, offering a default version and one optimized for accuracy. They both point to AVLTreeDigest for now, will
switch the default to HybridDigest in a follow-up PR.
Introduce param
optimize_for_accuracyto switch to the corresponding TDigestState and wire it in percentile-related aggs. Add a related note to the agg documentation.Related to #95903