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approx_quantile() aggregation function (#1539)
* feat: implement TDigest for approx quantile Adds a [TDigest] implementation providing approximate quantile estimations of large inputs using a small amount of (bounded) memory. A TDigest is most accurate near either "end" of the quantile range (that is, 0.1, 0.9, 0.95, etc) due to the use of a scalaing function that increases resolution at the tails. The paper claims single digit part per million errors for q ≤ 0.001 or q ≥ 0.999 using 100 centroids, and in practice I have found accuracy to be more than acceptable for an apprixmate function across the entire quantile range. The implementation is a modified copy of https://github.com/MnO2/t-digest, itself a Rust port of [Facebook's C++ implementation]. Both Facebook's implementation, and Mn02's Rust port are Apache 2.0 licensed. [TDigest]: https://arxiv.org/abs/1902.04023 [Facebook's C++ implementation]: https://github.com/facebook/folly/blob/main/folly/stats/TDigest.h * feat: approx_quantile aggregation Adds the ApproxQuantile physical expression, plumbing & test cases. The function signature is: approx_quantile(column, quantile) Where column can be any numeric type (that can be cast to a float64) and quantile is a float64 literal between 0 and 1. * feat: approx_quantile dataframe function Adds the approx_quantile() dataframe function, and exports it in the prelude. * refactor: bastilla approx_quantile support Adds bastilla wire encoding for approx_quantile. Adding support for this required modifying the AggregateExprNode proto message to support propigating multiple LogicalExprNode aggregate arguments - all the existing aggregations take a single argument, so this wasn't needed before. This commit adds "repeated" to the expr field, which I believe is backwards compatible as described here: https://developers.google.com/protocol-buffers/docs/proto3#updating Specifically, adding "repeated" to an existing message field: "For ... message fields, optional is compatible with repeated" No existing tests needed fixing, and a new roundtrip test is included that covers the change to allow multiple expr. * refactor: use input type as return type Casts the calculated quantile value to the same type as the input data. * fixup! refactor: bastilla approx_quantile support * refactor: rebase onto main * refactor: validate quantile value Ensures the quantile values is between 0 and 1, emitting a plan error if not. * refactor: rename to approx_percentile_cont * refactor: clippy lints
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