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Added clarification.

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This commit is contained in:
Vladimir Chebotarev 2021-04-21 21:10:21 +03:00
parent 1febe4071e
commit 523f8f1743
1 changed files with 8 additions and 0 deletions
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8
src/AggregateFunctions/QuantileTDigest.h
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@ -132,6 +132,7 @@ class QuantileTDigest
if (unmerged > params.max_unmerged)
compress();
}
void compressBrute()
{
if (centroids.size() <= params.max_centroids)
@ -195,6 +196,13 @@ public:
BetterFloat l_count = l->count;
while (r != centroids.end())
{
/// N.B. Piece of logic which compresses the same singleton centroids into one centroid is removed
/// because: 1) singleton centroids are being processed in unusual way in recent version of algorithm
/// and such compression would break this logic;
/// 2) we shall not compress centroids further than `max_centroids` parameter requires because
/// this will lead to uneven compression.
/// For more information see: https://arxiv.org/abs/1902.04023 .
/// The ratio of the part of the histogram to l, including the half l to the entire histogram. That is, what level quantile in position l.
BetterFloat ql = (sum + l_count * 0.5) / count;
BetterFloat err = ql * (1 - ql);