t-digest VS prometheus

> I get a lot of benefit from this information but somehow it feels shallow.

I take a longer view to this. For example, a few years ago I read about an algorithm to calculate percentiles in real time. [0]

It literally just came up at work today. I haven't used that information but maybe two times since I read it, but it was super relevant today and saved my team potential weeks of development.

So maybe it's not so shallow.

But to your actual question, I have a similar problem. The best I can say is that deadlines help. I usually put down the HN and Youtube when I have a deadline coming up. And not just at work. I make sure my hobbies have deadlines too.

I tell people when I think something will be done, so they start bugging me about it when it doesn't get done, so that I have a "deadline". Also one of my hobbies is pixel light shows for holidays, which come with excellent natural deadlines -- it has to be done by the holiday or it's useless.

So either find an "accountability buddy" who will hold you to your self imposed deadlines, or find a hobby that has natural deadlines, like certain calendar dates, or annual conventions or contests that you need to be done by.

[0] https://github.com/tdunning/t-digest

I am enamored by data structures in the sketch/summary/probabilistic family: t-digest[1], q-digest[2], count-min sketch[3], matrix-sketch[4], graph-sketch[5][6], Misra-Gries sketch[7], top-k/spacesaving sketch[8], &c.

What I like about them is that they give me a set of engineering tradeoffs that I typically don't have access to: accuracy-speed[9] or accuracy-space. There have been too many times that I've had to say, "I wish I could do this, but it would take too much time/space to compute." Most of these problems still work even if the accuracy is not 100%. And furthermore, many (if not all of these) can tune accuracy to by parameter adjustment anyways. They tend to have favorable combinatorial properties ie: they form monoids or semigroups under merge operations. In short, a property of data structures that gave me the ability to solve problems I couldn't before.

I hope they are as useful or intriguing to you as they are to me.

1. https://github.com/tdunning/t-digest

2. https://pdsa.readthedocs.io/en/latest/rank/qdigest.html

3. https://florian.github.io/count-min-sketch/

4. https://www.cs.yale.edu/homes/el327/papers/simpleMatrixSketc...

5. https://www.juanlopes.net/poly18/poly18-juan-lopes.pdf

6. https://courses.engr.illinois.edu/cs498abd/fa2020/slides/20-...

7. https://people.csail.mit.edu/rrw/6.045-2017/encalgs-mg.pdf

8. https://www.sciencedirect.com/science/article/abs/pii/S00200...

9. It may better be described as error-speed and error-space, but I've avoided the term error because the term for programming audiences typically evokes the idea of logic errors and what I mean is statistical error.

Ah, I misunderstood what you meant. If you are reporting static buckets I get how that is better than what folks typically do but how do you know the buckets a priori? Others back their histograms with things like https://github.com/tdunning/t-digest. It is pretty powerful as the buckets are dynamic based on the data and histograms can be added together.

Yes, but if you need to estimate median on the fly (e.g., over a stream of data) or in parallel there are better ways.

There are some newer data structures that take this to the next level such as T-Digest[1], which remains extremely accurate even when determining percentiles at the very tail end (like 99.999%)

[1]: https://arxiv.org/pdf/1902.04023.pdf / https://github.com/tdunning/t-digest

[2] https://github.com/tdunning/t-digest

T-Digest

This is pretty cool. The title would be a bit more descriptive if it were “Fast Rolling Quantile Filters for Python”, since the high-pass/low-pass filter functionality seems to be the focus.

The README mentions it uses binary heaps - if you’re willing to accept some (bounded) approximation, then it should be possible to reduce memory usage and somewhat reduce runtime by using a sketching data structure like Dunning’s t-digest: https://github.com/tdunning/t-digest/blob/main/docs/t-digest....

There is an open source Python implementation, although I haven’t used it and can’t vouch for its quality: https://github.com/CamDavidsonPilon/tdigest

WriteRequest::timeseries is a vector (https://github.com/prometheus/prometheus/blob/main/prompb/re...) and

Developers widely use Prometheus as a system for operational monitoring and alerting for their projects. Here is a list of tools for monitoring frontend services with Prometheus.

Just to give an example of the power of Go for CLI builds, you may have already used or at least heard of Docker, Kubernetes, Prometheus, Terraform, but what do they all have in common? They all have a large part of their usability via CLI and are developed in Go 🐿.

Distributed system administrators need mechanisms and tools for monitoring individual nodes in order to analyze the system and promptly detect anomalies. Developers also need effective mechanisms for analyzing, diagnosing issues, and identifying bugs in protocol implementations. Logging, tracing, and collecting metrics are common observability techniques to allow monitoring and obtaining diagnostic information from the system; most of the explored code bases use these techniques. OpenTelemetry and Prometheus are popular open-source monitoring solutions, which are used in many of the explored code bases.

Setting up monitoring for a system, especially one involving GRPC communication, provides crucial visibility into its operations. In this guide, we walked through the steps to instrument both a GRPC server and client with Prometheus metrics, exposed those metrics via an HTTP endpoint, and visualized them using Grafana. The Docker-Compose setup simplified the deployment of both Prometheus and Grafana, ensuring a streamlined process.

Alerting and Notification: Select a tool with flexible alerting mechanisms to proactively detect anomalies or deviations from defined thresholds. Consider asking questions like "Does this tool offer customizable alerting options and support notification channels that suit our team's communication preferences?" A tool like Prometheus provides robust alerting capabilities.

Prometheus

Prometheus is an open-source monitoring and alerting toolkit. It is designed to monitor highly dynamic containerized systems, making it an excellent choice for monitoring Docker containers and Kubernetes clusters.

wget https://github.com/prometheus/prometheus/releases/download/v2.46.0/prometheus-2.46.0.linux-amd64.tar.gz

Prometheus: Open-source monitoring system. Often used together with Grafana.