| // 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() {} |
| |
| 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 |