Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add support for different strategies for doing percentile aggregation #5115

Open
dblock opened this issue Nov 7, 2022 · 0 comments
Open
Labels
enhancement Enhancement or improvement to existing feature or request Search:Aggregations

Comments

@dblock
Copy link
Member

dblock commented Nov 7, 2022

Is your feature request related to a problem? Please describe.

Coming from #3634, OpenSearch percentile aggregation has produced different results across versions on estimation boundaries. Multiple results are correct, but users may be confused by these results because different implementations used different ways to perform quantile approximation and because other software used by developers (e.g. Julia or Google Sheets) produce different numbers than OpenSearch.

Describe the solution you'd like

  • Global settings that let users perform quantile estimation similar/identical to results produced by R, Julia, or Google Sheets.
  • Query options that let users perform quantile estimation similar/identical to results produced by R, Julia, or Google Sheets.

Additional context

We use t-digest for this, but some strategies could use a different, albeit slower, implementation as an option. Do we know of any?

See #3634 for an engaged discussion with the author of t-digest about what the "correct" values are, @tdunning.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement Enhancement or improvement to existing feature or request Search:Aggregations
Projects
Status: 🆕 New
Development

No branches or pull requests

3 participants