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Streaming algorithms #44

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marsupialtail opened this issue Mar 27, 2023 · 2 comments
Open

Streaming algorithms #44

marsupialtail opened this issue Mar 27, 2023 · 2 comments
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good first issue Good for newcomers help wanted Extra attention is needed

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@marsupialtail
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  • Covariance (One pass Welford)
  • Approx Count Distinct (HLL sketch)
  • Approximate quantiles (Greenwald-Khanna )
@marsupialtail marsupialtail added help wanted Extra attention is needed good first issue Good for newcomers labels Mar 27, 2023
@marsupialtail
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Approx quantiles and approx median will be implemented with t-digest

@marsupialtail
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Have been done. HLL coming up. Thinking about vendoring Apache DataSketches, might just borrow the Apache code.

One pass Welford will be implemented myself.

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Labels
good first issue Good for newcomers help wanted Extra attention is needed
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