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<p>This module provides aggregators for approximate quantile queries using the <a href="https://github.com/stanford-futuredata/momentsketch">momentsketch</a> library.
The momentsketch provides coarse quantile estimates with less space and aggregation time overheads than traditional sketches, approaching the performance of counts and sums by reconstructing distributions from computed statistics.</p>
<p>To use this Apache Druid extension, make sure you <a href="/docs/0.21.0/development/extensions.html#loading-extensions">include</a> the extension in your config file:</p>
<pre><code class="hljs"><span class="hljs-attr">druid.extensions.loadList</span>=[<span class="hljs-string">"druid-momentsketch"</span>]
</code></pre>
<h3><a class="anchor" aria-hidden="true" id="aggregator"></a><a href="#aggregator" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Aggregator</h3>
<p>The result of the aggregation is a momentsketch that is the union of all sketches either built from raw data or read from the segments.</p>
<p>The <code>momentSketch</code> aggregator operates over raw data while the <code>momentSketchMerge</code> aggregator should be used when aggregating precomputed sketches.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span> : &lt;aggregator_type&gt;,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"fieldName"</span> : &lt;input_name&gt;,
  <span class="hljs-attr">"k"</span> : &lt;int&gt;,
  <span class="hljs-attr">"compress"</span> : &lt;boolean&gt;
 }
</code></pre>
<table>
<thead>
<tr><th>property</th><th>description</th><th>required?</th></tr>
</thead>
<tbody>
<tr><td>type</td><td>Type of aggregator desired. Either &quot;momentSketch&quot; or &quot;momentSketchMerge&quot;</td><td>yes</td></tr>
<tr><td>name</td><td>A String for the output (result) name of the calculation.</td><td>yes</td></tr>
<tr><td>fieldName</td><td>A String for the name of the input field (can contain sketches or raw numeric values).</td><td>yes</td></tr>
<tr><td>k</td><td>Parameter that determines the accuracy and size of the sketch. Higher k means higher accuracy but more space to store sketches. Usable range is generally [3,15]</td><td>no, defaults to 13.</td></tr>
<tr><td>compress</td><td>Flag for whether the aggregator compresses numeric values using arcsinh. Can improve robustness to skewed and long-tailed distributions, but reduces accuracy slightly on more uniform distributions.</td><td>no, defaults to true</td></tr>
</tbody>
</table>
<h3><a class="anchor" aria-hidden="true" id="post-aggregators"></a><a href="#post-aggregators" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Post Aggregators</h3>
<p>Users can query for a set of quantiles using the <code>momentSketchSolveQuantiles</code> post-aggregator on the sketches created by the <code>momentSketch</code> or <code>momentSketchMerge</code> aggregators.</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span>  : <span class="hljs-string">"momentSketchSolveQuantiles"</span>,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"field"</span> : &lt;reference to moment sketch&gt;,
  <span class="hljs-attr">"fractions"</span> : &lt;array of doubles in [<span class="hljs-number">0</span>,<span class="hljs-number">1</span>]&gt;
}
</code></pre>
<p>Users can also query for the min/max of a distribution:</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span> : <span class="hljs-string">"momentSketchMin"</span> | <span class="hljs-string">"momentSketchMax"</span>,
  <span class="hljs-attr">"name"</span> : &lt;output_name&gt;,
  <span class="hljs-attr">"field"</span> : &lt;reference to moment sketch&gt;,
}
</code></pre>
<h3><a class="anchor" aria-hidden="true" id="example"></a><a href="#example" aria-hidden="true" class="hash-link"><svg class="hash-link-icon" aria-hidden="true" height="16" version="1.1" viewBox="0 0 16 16" width="16"><path fill-rule="evenodd" d="M4 9h1v1H4c-1.5 0-3-1.69-3-3.5S2.55 3 4 3h4c1.45 0 3 1.69 3 3.5 0 1.41-.91 2.72-2 3.25V8.59c.58-.45 1-1.27 1-2.09C10 5.22 8.98 4 8 4H4c-.98 0-2 1.22-2 2.5S3 9 4 9zm9-3h-1v1h1c1 0 2 1.22 2 2.5S13.98 12 13 12H9c-.98 0-2-1.22-2-2.5 0-.83.42-1.64 1-2.09V6.25c-1.09.53-2 1.84-2 3.25C6 11.31 7.55 13 9 13h4c1.45 0 3-1.69 3-3.5S14.5 6 13 6z"></path></svg></a>Example</h3>
<p>As an example of a query with sketches pre-aggregated at ingestion time, one could set up the following aggregator at ingest:</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"type"</span>: <span class="hljs-string">"momentSketch"</span>,
  <span class="hljs-attr">"name"</span>: <span class="hljs-string">"sketch"</span>,
  <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"value"</span>,
  <span class="hljs-attr">"k"</span>: <span class="hljs-number">10</span>,
  <span class="hljs-attr">"compress"</span>: <span class="hljs-literal">true</span>,
}
</code></pre>
<p>and make queries using the following aggregator + post-aggregator:</p>
<pre><code class="hljs css language-json">{
  <span class="hljs-attr">"aggregations"</span>: [{
    <span class="hljs-attr">"type"</span>: <span class="hljs-string">"momentSketchMerge"</span>,
    <span class="hljs-attr">"name"</span>: <span class="hljs-string">"sketch"</span>,
    <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"sketch"</span>,
    <span class="hljs-attr">"k"</span>: <span class="hljs-number">10</span>,
    <span class="hljs-attr">"compress"</span>: <span class="hljs-literal">true</span>
  }],
  <span class="hljs-attr">"postAggregations"</span>: [
  {
    <span class="hljs-attr">"type"</span>: <span class="hljs-string">"momentSketchSolveQuantiles"</span>,
    <span class="hljs-attr">"name"</span>: <span class="hljs-string">"quantiles"</span>,
    <span class="hljs-attr">"fractions"</span>: [<span class="hljs-number">0.1</span>, <span class="hljs-number">0.5</span>, <span class="hljs-number">0.9</span>],
    <span class="hljs-attr">"field"</span>: {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"fieldAccess"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"sketch"</span>
    }
  },
  {
    <span class="hljs-attr">"type"</span>: <span class="hljs-string">"momentSketchMin"</span>,
    <span class="hljs-attr">"name"</span>: <span class="hljs-string">"min"</span>,
    <span class="hljs-attr">"field"</span>: {
      <span class="hljs-attr">"type"</span>: <span class="hljs-string">"fieldAccess"</span>,
      <span class="hljs-attr">"fieldName"</span>: <span class="hljs-string">"sketch"</span>
    }
  }]
}
</code></pre>
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