I have an Azure Function linked with Application Insights. I log in AppInsights several business data and I can have a lot of instances of my function running during a short period of time.
I read the documentation of Data Sampling in AppInsights and I want to know: Can I lose data because of this data sampling algorithm?
I want to know if I can lose data because of this data sampling algorithm? -> Yes, that is the whole point of sampling:
Sampling retains 1 in n records and discards the rest. For example, it might retain 1 in 5 events, a sampling rate of 20%.
If all data is critical for your logging/analysis purposes you should not apply sampling, or at least limit it.
There should be enough material in the link of your question to tell you how to enable/disable sampling and how to check whether it is applies currently.
Note that metrics by default are not sampled:
Application Insights does not sample metrics and sessions telemetry types
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