Mahout
  1. Mahout
  2. MAHOUT-1361

Online algorithm for computing accurate Quantiles using 1-D clustering

    Details

    • Type: New Feature New Feature
    • Status: Closed
    • Priority: Major Major
    • Resolution: Fixed
    • Affects Version/s: 0.9
    • Fix Version/s: 0.9
    • Component/s: Math
    • Labels:
      None

      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.

      1. MAHOUT-1361.patch
        51 kB
        Suneel Marthi

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

                Development