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From "Kuang Chen (JIRA)" <j...@apache.org>
Subject [jira] [Created] (SPARK-23091) Incorrect unit test for approxQuantile
Date Tue, 16 Jan 2018 19:08:00 GMT
Kuang Chen created SPARK-23091:
----------------------------------

             Summary: Incorrect unit test for approxQuantile
                 Key: SPARK-23091
                 URL: https://issues.apache.org/jira/browse/SPARK-23091
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 2.2.1
            Reporter: Kuang Chen


Currently, test for `approxQuantile` (quantile estimation algorithm) checks whether estimated quantile
is within +- 2*`relativeError` from the true quantile. See the code below:

[https://github.com/apache/spark/blob/master/sql/core/src/test/scala/org/apache/spark/sql/DataFrameStatSuite.scala#L157]

However, based on the original paper by Greenwald and Khanna, the estimated quantile is guaranteed
to be within +- `relativeError` from the true quantile. Using the double "tolerance" is misleading
and incorrect, and we should fix it.

 



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