Add a weight for documents in percentiles aggregations

[romainneutron]

This is a feature request:

The same way it's possible to compute a weighted average of a doc property using the "Weighted Avg Aggregation", I would like to be able to compute a Weighted Percentile Aggregation.

It seems it's impossible to achieve at the moment without re-implementing the whole percentile algorithm with scripts.

I think it has already been discussed in the past here #8094

[elasticmachine]

Pinging @elastic/es-search

[elasticmachine]

Pinging @elastic/es-analytics-geo

[jpountz]

What is your high-level use-case? #8094 mentioned it was about trying to "reduce the number of documents by grouping them". If your use-case is the same then it would be addressed by #33214.

[romainneutron]

My use case is about collecting points with variable sample rate: eg let's collect page load time:

Load Time	Sample Rate
200	0.343
250	0.15
230	0.10
5000	0.92

It's easy to convert the sample rate to a weight, it's the direct inverse (1 / sample_rate), so I can use the WeightedAverage to calculate the average load time taking the sample rate into account.
In the same manner, I'd like to compute the percentile aggregation.

[jpountz]

Thanks for the details. I'm closing in favor of #33214 then, which would give the ability to directly index an histogram of load times into Elasticsearch, which could later be used in the percentiles aggregation.