Index: net/base/percentile_estimator.cc |
diff --git a/net/base/percentile_estimator.cc b/net/base/percentile_estimator.cc |
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+// 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 |