tdigest overview #214
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tdigest overview #214
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jmalkin
approved these changes
Oct 29, 2024
docs/tdigest/tdigest.md
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| The implementation in this library has a few differences from the reference implementation: | ||
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| * merge does not modify the input | ||
| * different serialization similar to other sketches in this library, reading the reference implementation format is supported |
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I think remove different and add a transition:
serialization similar to other sketches in this library, although reading the reference implementation format is supported
docs/tdigest/tdigest.md
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| The closest alternative to t-digest in this library is [REQ sketch](https://datasketches.apache.org/docs/REQ/ReqSketch.html). It prioritizes one chosen side of the rank domain: either low rank accuracy or high rank accuracy. t-digest (in this implementation) prioritizes both ends of the rank domain and has lower accuracy towards the middle of the rank domain (median). | ||
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| The more input values t-digest observes the more it tends to be biased (tends to underestimate low ranks and overestimate high ranks): |
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I think it's worth noting that it does that while still doing very well at the actual extremes
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Perhaps, we could soften this statement a bit. How about:
Measurements show that t-digest is slightly biased (tends to underestimate low ranks and overestimate high ranks), while still doing very well close to the extremes. The effect seems to be more pronounced with more input values.
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The page is not discoverable yet. Let's add to the navigation after checking on the web site.