Better Anomaly Detection with T-Digest

Video created by aalvarez on Mar 29, 2017

    Ted Dunning, Chief Application Architect at MapR, gets you up to speed on the t-digest, an algorithm you can add to any anomaly detector to set the number of alarms that you get as a percentage of the total samples. It estimates percentiles very accurately–especially high or low percentiles–and allows you to set a threshold for alarms.

    Take a look in Ted's GitHub repository on t-digest: https://github.com/tdunning/t-digest