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