T-Digest

Baidu Geek Talk

Jan 19, 2022 · Big Data

Quantile Computation in Baidu Advertising System: Architecture and Implementation

Baidu’s advertising platform computes high‑precision response‑time quantiles at massive scale by intercepting each API call, locally summarizing data with mergeable T‑Digest histograms, periodically uploading compressed, Base64‑encoded summaries to a warehouse where they are merged on demand, enabling low‑latency, cost‑effective percentile analysis with sub‑0.1% error.