// Copyright 2016 The Chromium Authors. All rights reserved. // Use of this source code is governed by a BSD-style license that can be // found in the LICENSE file. #include "percentile_estimator.h" #include "base/bind.h" #include "base/callback.h" #include "base/rand_util.h" namespace { // Random number wrapper to allow substitutions for testing. int GenerateRand0To99() { return base::RandInt(0, 99); } } // namespace namespace net { // The algorithm used for percentile estimation is "Algorithm 3" from // https://arxiv.org/pdf/1407.1121v1.pdf. There are several parts to the // algorithm: // * The estimate is conditionally moved towards the sample by a step amount. // This means that if the samples are clustered around a value the estimates // will converge to that sample. // * The percentile requested (e.g. 90%l) is handled by the conditional move. // If the estimate is accurate, there is a chance equal to the percentile // value that a sample will be lower than it, and a chance equal to // 1-percentile that it will be higher. So the code balances those // probabilities by increasing the estimate in the percentile fraction // of the cases where the sample is over the estimate, and decreases the // estimate in (1-percentile) fraction of the cases where the sample is under // the estimate. // E.g. in the case of the 90%l estimation, the estimate would // move up in 90% of the cases in which the sample was above the // estimate (which would be 10% of the total samples, presuming the // estimate was accurate), and it would move down in 10% of the cases // in which the sample was below the estimate. // * Every time the estimate moves in the same direction, the step // amount is increased by one, and every time the estimate reverses // direction, the step amount is decreased (to 1, if greater than 1, // by one, if zero or negative). The effective step amount is // Max(step, 1). // * If the estimate // would be moved beyond the sample causing its move, it is moved to // be equal to the same (and the step amount set to the distance to // the sample). See the paper for further details. PercentileEstimator::PercentileEstimator(int percentile, int initial_estimate) : percentile_(percentile), sign_positive_(true), current_estimate_(initial_estimate), current_step_(1), generator_callback_(base::Bind(&GenerateRand0To99)) {} PercentileEstimator::~PercentileEstimator() = default; void PercentileEstimator::AddSample(int sample) { int rand100 = generator_callback_.Run(); if (sample > current_estimate_ && rand100 > 1 - percentile_) { current_step_ += sign_positive_ ? 1 : -1; current_estimate_ += (current_step_ > 0) ? current_step_ : 1; // Clamp movement to distance to sample. if (current_estimate_ > sample) { current_step_ -= current_estimate_ - sample; current_estimate_ = sample; } // If we've reversed direction, reset the step down. if (!sign_positive_ && current_step_ > 1) current_step_ = 1; sign_positive_ = true; } else if (sample < current_estimate_ && rand100 > percentile_) { current_step_ += !sign_positive_ ? 1 : -1; current_estimate_ -= (current_step_ > 0) ? current_step_ : 1; // Clamp movement to distance to sample. if (current_estimate_ < sample) { current_step_ -= sample - current_estimate_; current_estimate_ = sample; } // If we've reversed direction, reset the step down. if (sign_positive_ && current_step_ > 1) current_step_ = 1; sign_positive_ = false; } } void PercentileEstimator::SetRandomNumberGeneratorForTesting( RandomNumberCallback generator_callback) { generator_callback_ = generator_callback; } } // namespace net