Commits
Yibo Cai authored and David Li committed 732fbf6178c
ARROW-11727: [C++][FlightRPC] Estimate latency quantiles with TDigest Current code uses P-Square algorithm from boost accumulator library to estimate latency quantiles. P-Square is very bad at estimating skewed quantiles like 0.99. This patch replaces boost accumulator with our own TDigest utility, which gives much more accurate estimations. Evaluate 0.99 latency quantile accuracy of TDigest and Boost. Exact value is obtained by storing and sorting all data points. | Exact | TDigest | Boost-P2 | | ----- | ------- | -------- | | 86 | 93 | 2130 | | 175 | 235 | 1526 | | 151 | 165 | 1926 | | 147 | 153 | 302 | | 251 | 313 | 561 | Closes #9558 from cyb70289/flight-tdigest Authored-by: Yibo Cai <yibo.cai@arm.com> Signed-off-by: David Li <li.davidm96@gmail.com>