Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-24 Thread vijay rajan
Hi Alex, You are right. I assumed that quantiles would have an intersection like Theta Sketches but they don't. If it did based on transaction ID, it would have been cool. So many traditional data mining & predictive analytics algorithms could be reimplemented with sketches. Thanks for your insi

Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-23 Thread Alexander Saydakov
This seems to be a convoluted way of computing the sum of all values. This is an additive metric, easy to compute exactly, no sketches needed. On Sun, May 22, 2022 at 5:56 AM vijay rajan wrote: > Hi folks (And Lee), > > I think I have found what I was looking for in quantile sketches though I >

Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-22 Thread vijay rajan
Hi folks (And Lee), I think I have found what I was looking for in quantile sketches though I am not able to formulate error bounds for the same. I should have raised a PR request but I am going to write the code here. The code below estimates the volume of the quantile sketche based on the exampl

Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-03 Thread vijay rajan
Thanks Will. Please find my reply in-line below. But just to stay in line with my original question of a sketch for additive metrics, is that I can use such a sketch for on-the-fly aggregation by storing one such sketch per "dimension=value" pair without having to go to the table for aggregation.

Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-02 Thread vijay rajan
Hi Will, Thanks for your response. I will send my clarifications in a day or two. Please do look at my detailed explanation & look at the datasets and results that I have shared. You should understand what I am trying to do. Essentially, an event_Id is a uuid for an event. A click stream will hav

Re: [E] Re: Using Quantile sketches for additive metrics

2022-05-02 Thread Will Lauer
OK, this is interesting. I've got some concerns and questions that I've put inline below. Will Will Lauer Senior Principal Architect, Audience & Advertising Reporting Data Platforms & Systems Engineering M 508 561 6427 Champaign Office 1908 S. First St Champaign, IL 61822 On Mon, May

Re: Using Quantile sketches for additive metrics

2022-05-02 Thread vijay rajan
Thanks Lee. Please find my answers inline below in blue. I think you will find my use case very interesting. My next endeavor would be to make a decision tree with entropy / gini impurity measures with sketches. I am amazed at some of the results I have gotten. You may find this quite interesting.

Re: Using Quantile sketches for additive metrics

2022-04-30 Thread leerho
Vijay, Sorry about the delay in getting back to you. There is some critical information missing from your description and that is the domain of what you are sketching. I presume that it is User-IDs, otherwise it doesn't make sense. If this is the case I think the solution can be achieved in a coup