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Date: Thu, 9 Jun 2016 18:31:21 +0000 (UTC)
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Subject: [jira] [Commented] (APEXMALHAR-2094) Quantiles sketch operator
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archived-at: Thu, 09 Jun 2016 18:31:27 -0000


    [ https://issues.apache.org/jira/browse/APEXMALHAR-2094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15323050#comment-15323050 ] 

ASF GitHub Bot commented on APEXMALHAR-2094:
--------------------------------------------

Github user sandeep-n commented on a diff in the pull request:

    https://github.com/apache/apex-malhar/pull/301#discussion_r66496208
  
    --- Diff: sketches/src/main/java/org/apache/apex/malhar/sketches/QuantilesEstimator.java ---
    @@ -0,0 +1,188 @@
    +/**
    + * Licensed to the Apache Software Foundation (ASF) under one
    + * or more contributor license agreements.  See the NOTICE file
    + * distributed with this work for additional information
    + * regarding copyright ownership.  The ASF 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.
    + */
    +package org.apache.apex.malhar.sketches;
    +
    +import com.yahoo.sketches.quantiles.QuantilesSketch;
    +
    +import com.datatorrent.api.DefaultInputPort;
    +import com.datatorrent.api.DefaultOutputPort;
    +import com.datatorrent.api.annotation.OperatorAnnotation;
    +import com.datatorrent.common.util.BaseOperator;
    +
    +/**
    + * An implementation of BaseOperator that computes a "sketch" (a representation of the probability distribution using
    + * a low memory footprint) of the incoming numeric data, and evaluates/outputs the cumulative distribution function and
    + * quantiles of the probability distribution. Leverages the quantiles sketch implementation from the Yahoo Datasketches
    + * Library.
    + * <p/>
    + * <b>Input Port(s) : </b><br>
    + * <b>data : </b> Data values input port. <br>
    + * <br>
    + * <b>Output Port(s) : </b> <br>
    + * <b>cdfOutput : </b>cumulative distribution function output port. <br>
    + * <b>quantilesOutput : </b>quantiles output port. <br>
    + * <br>
    + * <b>Partitions : </b> No unifier. Merging these sketches is non-trivial. <br>
    + * <br>+
    + */
    +@OperatorAnnotation(partitionable = false)
    +public class QuantilesEstimator extends BaseOperator
    +{
    +  /**
    +   * Constructor that allows non-default initialization of the quantile sketch object
    +   *
    +   * @param k:    Parameter that determines accuracy and memory usage of quantile sketch. See QuantilesSketch
    +   *              documentation for details
    +   * @param seed: The quantile sketch algorithm is inherently random. Set seed to 0 for reproducibility in testing, but
    +   *              do not set otherwise.
    +   */
    +  public QuantilesEstimator(int k, short seed)
    +  {
    +    quantilesSketch = QuantilesSketch.builder().setSeed(seed).build(k);
    +  }
    +
    +  private transient QuantilesSketch quantilesSketch = QuantilesSketch.builder().build();
    +
    +  /**
    +   * This field determines the specific quantiles to be calculated. For a stream of numbers, the quantile at a value
    +   * 0 <= p <= 1 is the number x such that a fraction p of the numbers in the sorted stream are less than x. E.g., the
    +   * quantile at p = 0.5 is the median (half the numbers in the stream are less than the median).
    +   * The default is set to compute the standard quartiles (4-quantiles).
    +   */
    +  private double[] fractions = {0.0, 0.25, 0.50, 0.75, 1.00};
    +  /**
    +   * This field determines the intervals on which the probability mass function is computed.
    +   */
    +  private double[] pmfIntervals = {};
    +
    +  /**
    +   * This operator computes three different quantities which are output on separate output ports. If not using any of
    +   * these quantities, these variables can be set to avoid unnecessary computation.
    +   */
    +  private boolean computeCdf = true;
    --- End diff --
    
    That would be cleaner. Thanks for the suggestion.


> Quantiles sketch operator
> -------------------------
>
>                 Key: APEXMALHAR-2094
>                 URL: https://issues.apache.org/jira/browse/APEXMALHAR-2094
>             Project: Apache Apex Malhar
>          Issue Type: New Feature
>            Reporter: Sandeep Narayanaswami
>            Assignee: Sandeep Narayanaswami
>            Priority: Minor
>
> An operator that "sketches" in an online fashion the probability distribution of an input (numeric) data stream, enabling computation of quantiles and cumulative distribution functions.


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