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Speed up `ht.percentile` about heat HOT 3 OPEN

ClaudiaComito avatar ClaudiaComito commented on June 12, 2024
Speed up `ht.percentile`

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Comments (3)

mrfh92 avatar mrfh92 commented on June 12, 2024

As far as I understand, computing percentiles in a distributed setting might really pose a problem in terms of quite heavy communication as re-ordering might be necessary. An option might be to add a faster variant using sketching, i.e. drawing a "small" sample from the data set and computing percentiles for this sample.

Maybe https://arxiv.org/pdf/2004.08604.pdf helps, although this algorithms has been designed for 1d (?) data streams.

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mrfh92 avatar mrfh92 commented on June 12, 2024

I have implemented a version of ht.percentile that estimates the true percentile only on behalf of a random sketch of the entire data set. #1420

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github-actions avatar github-actions commented on June 12, 2024

Branch features/1389-Speed_up_ht_percentile created!

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