Nice to read if you ever wondered why our Histogram is so different and what is that MixMaxCounter we talk about: http://kamon.io/core/metrics/instruments/ …
@kamonteam @giltene do you have a sense of how HDRHistogram performs vs q-digest or t-digest where the binning dynamically responds to data?
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@kamonteam@giltene guessing this is a performance vs precision tradeoff but curious if anyone's done the benchmarking. -
@avibryant@kamonteam actually, it has perfect percentile precision, and O(1) trivially fast speed. -
@avibryant@kamonteam It trades value precision (e.g. to N decimal points) and space to gain the speed and percentile precision qualities. -
@giltene@kamonteam so, one could imagine a pathological case where the variance was on the order of 1/1000 the value. -
@giltene@kamonteam in that case the HdrHistogram would tell you very little beyond the mean and the fact of the very low variance. -
@avibryant@kamonteam Yup. If you configure it with 3 decimal point accuracy, all numbers equal to within that will look the same. -
@avibryant@kamonteam But that's not an "interesting" problem area for measuring latency percentiles… -
@giltene@kamonteam yep. I'm coming from a machine learning context, where being able to eg find that "DC offset" on the fly is more useful. - 11 more replies
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