1.1 - 8.10 - Approximate Percentile (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

The Approximate Percentile function, composed of ApproxPercentileReduce and ApproxPercentileMap, computes approximate percentiles for one or more columns of data. The nth percentile is the smallest value in a data set that is greater than n% of the values. The larger the data set, the more accurate the approximate percentile.

The Approximate Percentile function is based on an algorithm developed by Greenwald and Khanna. The function gives e-approximate quantile summaries of a set of N elements, where e is the error (the desired accuracy of the approximation). Given any rank r, an e-approximate summary returns a value whose rank r' is in the interval [r - e N , r + e N ]. The algorithm has a worst-case space requirement of O((1/e) * log(e N )).

When running the Approximate Percentile function, you specify e with the ErrorRate parameter.