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  1. Mahout
  2. MAHOUT-1361

Online algorithm for computing accurate Quantiles using 1-D clustering

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    Details

    • Type: New Feature
    • Status: Closed
    • Priority: Major
    • Resolution: Fixed
    • Affects Version/s: 0.9
    • Fix Version/s: 0.9
    • Component/s: Math
    • Labels:
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      Description

      Implementation of Ted Dunning's paper and initial work on this subject. See https://github.com/tdunning/t-digest/blob/master/docs/theory/t-digest-paper/histo.pdf for the paper.

      An on-line algorithm for computing approximations of rank-based statistics that allows controllable accuracy. This algorithm can also be used to compute hybrid statistics such as trimmed means in addition to computing arbitrary quantiles.

        Attachments

        1. MAHOUT-1361.patch
          51 kB
          Suneel Marthi

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              • Assignee:
                smarthi Suneel Marthi
                Reporter:
                smarthi Suneel Marthi
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                • Created:
                  Updated:
                  Resolved: