feat(bigquery): general approx_quantile similar to approx_median but for arbitrary quantile

[tswast]

Is your feature request related to a problem?

There isn't a great way to use BigQuery's APPROX_QUANTILES feature to get values besides the approximate median in Ibis.

What is the motivation behind your request?

To mimic pandas describe, BigQuery DataFrames uses APPROX_QUANTILES to get an approximate 25th percentile, median, and 75th percentile.

Note: the percentiles are configurable in pandas, but unfortunately BigQuery SQL's # of bins approach makes it difficult to support arbitrary percentiles.

Describe the solution you'd like

From BigQuery DataFrames, perspective, it'd be great if there was an API to get evenly-spaced approximate quantiles, but perhaps a approx_quantile function that takes an integer from 0 - 100 would be more flexible? Or 0 to 1 to mimic pandas, but with the note that some backends like bigquery only support precision up to a certain point (maybe nearest 0.05 or nearest 0.01)?

What version of ibis are you running?

8.x, but working on 9.x upgrade

What backend(s) are you using, if any?

BigQuery

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[deepyaman]

I think approx_quantile makes sense to expose (other backends like DuckDB also offer this).

@chloeh13q pointed out a bit of potential inconsistency, where we implement median for the BigQuery backend using the approx_quantile method, but don't call it approx_median; in that case, would it be more consistent to expose approx_ versions of both quantile and median?

I think it makes sense to revisit this next week once most of the maintainers are back from SciPy.

[ncclementi]

Tangential but ...

where we implement median for the BigQuery backend using the approx_quantile method, but don't call it approx_median ...

@deepyaman Can you point to where this happens?

We do have an Approximate Median supported using Approximate quantiales: see

ibis/ibis/backends/bigquery/compiler.py

Lines 148 to 149 in b44dac2

	def visit_ApproxMedian(self, op, *, arg, where):
	return self.agg.approx_quantiles(arg, 2, where=where)[self.f.offset(1)]

and the exact Median it's not supported: https://github.com/ibis-project/ibis/blob/b44dac2a5d0346ed0f3dbdc05597104f64e40779/ibis/backends/bigquery/compiler.py#L38C1-L43C20

[cpcloud]

@tswast Thanks for the issue!

I think it makes sense to add an Column.approx_quantile method that mirrors the quantile method that we have now.

Any takers from the BigFrames team?