Reservoir Sampling & Why I <3 Online Algorithms

The namesake of the method of the day, a reservoir; namely the Craig Goch reservoir in Wales, UK. Image source: Shropshire Star :: Intro to the Reservoir It was a good few years ago when I first discovered Reservoir Sampling. It’s one of those techniques that struck a kind of personal resonance that gave a “woah that’s cool”. Looking back, I think it was the combination of it being one of the first online algorithms (more on this in a bit) I really “got” and also one that’s elegant in its simplicity as well as applicability.