After adding 10000 centroids and merging I am get NAn Value

[venkateshm383]

Hi Team, I am adding stream of centroids global t-digest and after some interval of time, apply decay and I am sending these centriod t-digest ( global t-digest to another system through Kafka , when I consume and trying add to another t-digest, I am get NaN for values , what could be the resaon ,please guide if am doing wrong ??

[tdunning]

Hey there.

I can't tell exactly what you are doing.

Normally what would be done would be to add samples (not centroids) to a t-digest for some short window (1 or 5 minutes is common).

These digests could be serialized and sent to another location.

This other location could deserialize the digests and combine or augment them.

The things that you say that confuse me are

• adding stream of centroids
• apply decay
• sending these centroid t-digest

Can you clarify exactly what you mean? Could you also say which version of t-digest you are using?

If you have sample code, it would help enormously.

[venkateshm38]

HI ,

1.We have one application which produce key and value pair data through kafka, here value(protobuf object) has mean and weight.
2.we have another application consume this data , this application have cache with key value pair, here value is t-digest , t-digest is created first time if key nor exist in cache, we start collected mean and weight in t-digest , these collected t-digest publish to another topic on schedule basis , we apply decay before publishing it , we use our custom protobuf object class for data publishing not t-digest object.
3. there is another application consume this produced data and collected in to t-digest , and try to find quantile on key basis on business needs .

So here problem is on second point the published data has some NAN mean values not sure what causing the mean values to become Nan and when consume as for 3rd point we are getting this below error

error :java.lang.IllegalArgumentException: Cannot add NaN to t-digest
mean: NaN

----we are using t-diges3.2 version

on second point code

tDigestWrapper---- has the actual t-digest object which collected mean and weight

//decay t-digest before publishing
tDigestWrapper.decay(tDigestConfigurationObj.getDecayRate());

// custom DTO object to publish data
TDigest.Builder builder = TDigest.newBuilder();
tDigestWrapper.retrieveTDigest().centroids().forEach(centroid ->
builder.addCentroid(TDigestProtos.Centroid.newBuilder().setMean(centroid.mean()).setWeight(centroid.count()).build())
);
// the above code when running loop we saw some values of mean become NaN not sure what caused this

    TDigestKey.Builder tDigestKey = TDigestKey.newBuilder();
    tDigestKey.build();//removed setting key values 

    //send message of t-digest distribution to
    ProducerRecord<TDigestKey, TDigest> record = new ProducerRecord<>(typhoonProperties.getSinkTopic(), tDigestKey.build(), builder.build());
    recordProducer.send(record, new ProducerCallBack(tDigestWrapper, TDigestKeyWrapper))

[tdunning]

Hmm... there are going to be some serious problems here.

• when you insert data points with weights, you have a serious risk of violating the internal invariants of the t-digest

• when you decay the counts of a t-digest, you will be messing with the assumptions that the interpolation code uses. In particular, there are special cases that depend on centroids having either exactly 1 sample or more than one sample. Decaying may violate that assumption

It is usually possible to avoid the temptation to decay the weights in a t-digest by using digests devoted to individual time windows. Generally, you can combine unweighted digests transparently. If you seriously want to emphasize some windows at the expense of others, you should consider doing the weighting in your downstream statistical processes rather than inside the t-digest itself.

Can you say why you aren't adding the original raw observations to a t-digest? Why are you adding means with weights?

And why you aren't just using windows?

Where does the requirement for decaying a t-digest come from?

[tdunning]

I haven't heard back on this in over 6 months and will likely close this issue soon if I don't hear more.

[vincentye38]

I run into the same error

error :java.lang.IllegalArgumentException: Cannot add NaN to t-digest
mean: NaN

I added 87087.0 double numbers by calling com.tdunning.math.stats.AbstractTDigest#add(double) from a MergingDigest instance with compassion of 10000. At some point, some of the mean[] elements have Nan values.

Here is the hex format of the binary of the MergingDigest
0x00000001fff8000000000000fff800000000000040c3880000000000000005e40000000000000000fff80000000000004059c00000000000fff8000000000000404d8000000000000000000000000000404d0000000000000000000000000000404d0000000000000000000000000000404d0000000000000000000000000000404d0000000000000000000000000000404d0000000000000000000000000000404d0000000000000000000000000000404d00000000000000000000000000004054000000000000000000000000000040538000000000000000000000000000405340000000000000000000000000004053400000000000000000000000000040534000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405600000000000000000000000000004053800000000000000000000000000040538000000000000000000000000000405440000000000000000000000000004054000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055c00000000000000000000000000040568000000000000000000000000000405680000000000000000000000000004056800000000000000000000000000040568000000000000000000000000000404680000000000000000000000000004054000000000000000000000000000040540000000000000000000000000000405400000000000000000000000000004054c00000000000000000000000000040540000000000000000000000000000405540000000000000000000000000004055400000000000000000000000000040568000000000000000000000000000405680000000000000000000000000004056800000000000000000000000000040568000000000000000000000000000405680000000000000000000000000004056800000000000000000000000000040544000000000000000000000000000404300000000000000000000000000004054000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004056c0000000000000000000000000004056000000000000000000000000000040508000000000000000000000000000405780000000000000000000000000004056c000000000000000000000000000405700000000000000000000000000004057000000000000000000000000000040570000000000000000000000000000405700000000000000000000000000004057000000000000000000000000000040570000000000000000000000000000405740000000000000000000000000004058000000000000000000000000000040580000000000000000000000000000404400000000000000000000000000004052c000000000000000000000000000405380000000000000000000000000004053800000000000000000000000000040538000000000000000000000000000405400000000000000000000000000004054400000000000000000000000000040544000000000000000000000000000405440000000000000000000000000004054c000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405500000000000000000000000000004055000000000000000000000000000040550000000000000000000000000000405540000000000000000000000000004055c00000000000000000000000000040568000000000000000000000000000405740000000000000000000000000004058000000000000000000000000000040574000000000000000000000000000405740000000000000000000000000004057400000000000000000000000000040574000000000000000000000000000405740000000000000000000000000004057400000000000000000000000000040574000000000000000000000000000405740000000000000000000000000004057400000000000000000000000000040574000000000000000000000000000405800000000000000000000000000004058000000000000000000000000000040580000000000000000000000000000405800000000000000000000000000004058000000000000000000000000000040580000000000000000000000000000405800000000000000000000000000004058000000000000000000000000000040580000000000000000000000000000404680000000000000000000000000004058c0000000000000000000000000004058c0000000000000000000000000004058c0000000000000000000000000004058c0000000000000000000000000004058c0000000000000000000000000004058c0000000000000000000000000004059800000000000000000000000000040510000000000000000000000000000405980000000000000000000000000004059800000000000000000000000000040550000000000000000000000000000405a4000000000000000000000000000405a4000000000000000000000000000405a4000000000000000000000000000405a4000000000000000000000000000405a4000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405b0000000000000000000000000000405bc00000000000000000000000000040528000000000000000000000000000405bc000000000000000000000000000405bc000000000000000000000000000405bc000000000000000000000000000405bc000000000000000000000000000405bc0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