Re: [HACKERS] PATCH: multivariate histograms and MCV lists

On 1/10/19 4:20 PM, Dean Rasheed wrote:
> ...
>
> So perhaps what we should do for multivariate stats is simply use the
> relative standard error approach (i.e., reuse the patch in [2] with a
> 20% RSE cutoff). That had a lot of testing at the time, against a wide
> range of data distributions, and proved to be very good, not to
> mention being very simple.
>
> That approach would encompass both groups more and less common than
> the base frequency, because it relies entirely on the group appearing
> enough times in the sample to infer that any errors on the resulting
> estimates will be reasonably well controlled. It wouldn't actually
> look at the base frequency at all in deciding which items to keep.
>

I've been looking at this approach today, and I'm a bit puzzled. That
patch essentially uses SRE to compute mincount like this:

mincount = n*(N-n) / (N-n+0.04*n*(N-1))

and then includes all items more common than this threshold. How could
that handle items significantly less common than the base frequency?

Or did you mean to use the SRE, but in some different way?

regards

--
Tomas Vondra http://www.2ndQuadrant.com
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