Chromium Code Reviews| Index: net/base/quantile_estimator.cc |
| diff --git a/net/base/quantile_estimator.cc b/net/base/quantile_estimator.cc |
| new file mode 100644 |
| index 0000000000000000000000000000000000000000..b4ed7e2d1839a81760577dc6be81a454f8c5bd85 |
| --- /dev/null |
| +++ b/net/base/quantile_estimator.cc |
| @@ -0,0 +1,93 @@ |
| +// 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 "quantile_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 quantile estimation is "Algorithm 3" from |
| +// http://arxiv.org/pdf/1407.1121v1.pdf. There are several parts to the |
|
Charlie Harrison
2016/09/01 18:17:52
https url?
Randy Smith (Not in Mondays)
2016/09/18 19:12:35
Done.
|
| +// 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 quantile requested (e.g. 90%l) is handled by the conditional move. |
|
Charlie Harrison
2016/09/01 18:17:53
I think you have this backwards. Let's go off of a
Randy Smith (Not in Mondays)
2016/09/18 19:12:35
Whoops!! Thank you for catching that. And I had
|
| +// The estimate is only moved towards the sample if a random number between |
| +// 0 and 1 falls on the side of the quantile the sample must be in to |
| +// indicate that quantile must be adjusted. E.g. in the case of the 90%l |
| +// estimation, the estimate would only move up in 10% of the cases in which |
| +// the sample was above the estimate, but it would move down in 90% 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. |
| + |
| +QuantileEstimator::QuantileEstimator(int quantile, int initial_estimate) |
| + : quantile_(quantile), |
| + sign_positive_(true), |
| + current_estimate_(initial_estimate), |
| + current_step_(1), |
| + generator_callback_(base::Bind(&GenerateRand0To99)) {} |
| + |
| +QuantileEstimator::~QuantileEstimator() {} |
| + |
| +void QuantileEstimator::AddSample(int sample) { |
| + int rand100 = generator_callback_.Run(); |
| + if (sample > current_estimate_ && rand100 >= quantile_) { |
| + 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 < quantile_) { |
| + 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 QuantileEstimator::SetRandomNumberGeneratorForTesting( |
| + RandomNumberCallback generator_callback) { |
| + generator_callback_ = generator_callback; |
| +} |
| + |
| +} // namespace net |