Approximate Percentile (ML Engine) - Teradata Vantage

Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
8.10
1.1
Published
October 2019
Language
English (United States)
Last Update
2019-12-31
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ima1540829771750.ditamap
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dita:id
B700-4003
lifecycle
previous
Product Category
Teradata Vantageā„¢

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.