feat(tdigest): add owned batch construction and quantile APIs

CHANGELOG.md

@@ -11,14 +11,17 @@ All significant changes to this project will be documented in this file.
 ### New features
 
 * Add KLL sketches behind the `kll` feature, with rank, quantile, PMF, and CDF queries, merging, totally ordered custom item types, a `KllFloat` adapter for non-NaN floating-point values, and serialization.
+* Implement `FromIterator<TDigestMut>` for batch construction, and add `TDigestMut::quantiles` and `TDigest::quantiles` for querying several ranks in one centroid scan.
 
 ### Improvements
 
 * Improve truncated-input diagnostics across sketch deserializers.
+* T-Digest batch construction from owned partial sketches avoids recompressing intermediate results, and batch quantile queries reuse one traversal for ranks supplied in nondecreasing order.
 
 ### Bug fixes
 
 * T-Digest deserialization now rejects unknown or conflicting flags, reversed extrema, out-of-range values, unsorted centroids, and non-empty images without stored values.
+* T-Digest merging now uses the smaller `k` when sketches have different compression parameters, preserving the size bound of the coarser input.
 
 ## v0.5.0
 

benchmarks/tdigest/merge.rs

@@ -65,7 +65,7 @@ fn small_partials(bencher: Bencher) {
     let partials = partial_digests(64, SMALL_ROWS_PER_PARTIAL)
         .into_iter()
         .map(|mut digest| {
-            black_box(digest.rank(0.0));
+            black_box(digest.quantile(0.5));
             digest
         })
         .collect::<Vec<_>>();
@@ -86,7 +86,7 @@ fn partials(bencher: Bencher) {
     let partials = partial_digests_with(DEFAULT_DIGEST_K, 64, ROWS_PER_PARTIAL)
         .into_iter()
         .map(|mut digest| {
-            black_box(digest.rank(0.0));
+            black_box(digest.quantile(0.5));
             digest
         })
         .collect::<Vec<_>>();
@@ -102,6 +102,38 @@ fn partials(bencher: Bencher) {
         });
 }
 
+#[divan::bench]
+fn partials_from_iter(bencher: Bencher) {
+    let partials = partial_digests_with(DEFAULT_DIGEST_K, 64, ROWS_PER_PARTIAL)
+        .into_iter()
+        .map(|mut digest| {
+            black_box(digest.quantile(0.5));
+            digest
+        })
+        .collect::<Vec<_>>();
+
+    bencher
+        .counter(ItemsCount::new(64 * ROWS_PER_PARTIAL))
+        // Construct fresh owned inputs outside the measurement, as a real caller transfers
+        // ownership rather than cloning solely for `FromIterator`.
+        .with_inputs(|| partials.clone())
+        .bench_local_values(|partials| black_box(partials).into_iter().collect::<TDigestMut>());
+}
+
+#[divan::bench]
+fn uncompressed_partials_from_iter(bencher: Bencher) {
+    let values = values(64 * ROWS_PER_PARTIAL);
+    let partials = values
+        .chunks_exact(ROWS_PER_PARTIAL)
+        .map(build_mut_digest)
+        .collect::<Vec<_>>();
+
+    bencher
+        .counter(ItemsCount::new(values.len()))
+        .with_inputs(|| partials.clone())
+        .bench_local_values(|partials| black_box(partials).into_iter().collect::<TDigestMut>());
+}
+
 #[divan::bench(args = [SMALL_ROWS_PER_PARTIAL, ROWS_PER_PARTIAL])]
 fn serialized_partials(bencher: Bencher, rows_per_partial: usize) {
     let partials = serialized_partial_digests(64, rows_per_partial);

benchmarks/tdigest/query.rs

@@ -56,3 +56,24 @@ fn quantiles_2_sequential(bencher: Bencher) {
         ]
     });
 }
+
+#[divan::bench]
+fn quantiles_6_sequential(bencher: Bencher) {
+    let digest = prepared_digest();
+    let ranks = [0.25, 0.5, 0.75, 0.9, 0.95, 0.99];
+
+    bencher
+        .bench_local(|| black_box(ranks).map(|rank| black_box(&digest).quantile(black_box(rank))));
+}
+
+#[divan::bench(args = [2, 6, 100])]
+fn quantiles_batch(bencher: Bencher, num_ranks: usize) {
+    let digest = prepared_digest();
+    let ranks = (1..=num_ranks)
+        .map(|rank| rank as f64 / (num_ranks + 1) as f64)
+        .collect::<Vec<_>>();
+
+    bencher
+        .counter(ItemsCount::new(num_ranks))
+        .bench_local(|| black_box(&digest).quantiles(black_box(&ranks)));
+}