Implement Kahan Summation algorithm#71339
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zkscpqm wants to merge 2 commits intoelastic:masterfrom
zkscpqm:master
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Implement Kahan Summation algorithm#71339zkscpqm wants to merge 2 commits intoelastic:masterfrom zkscpqm:master
zkscpqm wants to merge 2 commits intoelastic:masterfrom
zkscpqm:master
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This takes into account the added value being higher than the running sum
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Pinging @elastic/es-analytics-geo (Team:Analytics) |
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For what it's worth the |
Contributor
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@zkscpqm thank you for contributing this improvement. There is already an implementation of KahanSummation implemented in Please have a look Do you think you could modify your code so that it uses |
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@zkscpqm are you still interested in working on this PR? |
Contributor
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This PR has been idle for long. Also, this feature has been implemented for the TSDB downsampling project (#87554) Closing it. |
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Currently the Sum aggregation was simply done with += which can lead to inaccuracies when working with high-precision values.
The Kahan Summation algorithm checks for such inaccuracies by performing the sum and keeping track of lost precision points.
Edit 1: Updated to account for new values being larger than running sum