| Index: net/base/percentile_estimator.cc
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| diff --git a/net/base/percentile_estimator.cc b/net/base/percentile_estimator.cc
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| new file mode 100644
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| index 0000000000000000000000000000000000000000..7b3d9cf0c168c1ba97adbde05515541341e3cdf6
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| --- /dev/null
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| +++ b/net/base/percentile_estimator.cc
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| @@ -0,0 +1,100 @@
|
| +// 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
|
| +// found in the LICENSE file.
|
| +
|
| +#include "percentile_estimator.h"
|
| +
|
| +#include "base/bind.h"
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| +#include "base/callback.h"
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| +#include "base/rand_util.h"
|
| +
|
| +namespace {
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| +
|
| +// Random number wrapper to allow substitutions for testing.
|
| +int GenerateRand0To99() {
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| + return base::RandInt(0, 99);
|
| +}
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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
|
| +// https://arxiv.org/pdf/1407.1121v1.pdf. There are several parts to the
|
| +// 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
|
| +// 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).
|
| +// * 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) {
|
| + int rand100 = generator_callback_.Run();
|
| + if (sample > current_estimate_ && rand100 > 1 - percentile_) {
|
| + 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.
|
| + if (current_estimate_ > sample) {
|
| + current_step_ -= current_estimate_ - sample;
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| + current_estimate_ = sample;
|
| + }
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| +
|
| + // If we've reversed direction, reset the step down.
|
| + if (!sign_positive_ && current_step_ > 1)
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| + current_step_ = 1;
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| +
|
| + sign_positive_ = true;
|
| + } else if (sample < current_estimate_ && rand100 > percentile_) {
|
| + current_step_ += !sign_positive_ ? 1 : -1;
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| + current_estimate_ -= (current_step_ > 0) ? current_step_ : 1;
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| +
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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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| +
|
| + // 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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| +
|
| +void PercentileEstimator::SetRandomNumberGeneratorForTesting(
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| + RandomNumberCallback generator_callback) {
|
| + generator_callback_ = generator_callback;
|
| +}
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| +
|
| +} // namespace net
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|
|