Streaming Quantiles Algorithms with Small Space and Update Time

Author:

Ivkin Nikita,Liberty Edo,Lang Kevin,Karnin Zohar,Braverman Vladimir

Abstract

Approximating quantiles and distributions over streaming data has been studied for roughly two decades now. Recently, Karnin, Lang, and Liberty proposed the first asymptotically optimal algorithm for doing so. This manuscript complements their theoretical result by providing a practical variants of their algorithm with improved constants. For a given sketch size, our techniques provably reduce the upper bound on the sketch error by a factor of two. These improvements are verified experimentally. Our modified quantile sketch improves the latency as well by reducing the worst-case update time from O(1ε) down to O(log1ε).

Funder

NSF CAREER

NSF award

Publisher

MDPI AG

Subject

Electrical and Electronic Engineering,Biochemistry,Instrumentation,Atomic and Molecular Physics, and Optics,Analytical Chemistry

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