Fix bug in EventRateMeter

It was relying on ExponentiallySmoothedCounter::get() which is designed for specific 1 second time interval between points. Now sum of weights is computed separatly in `duration` field, giving very accurate measurements independent of interval.
This commit is contained in:
serxa 2024-06-25 11:48:29 +00:00
parent 051290e6c9
commit b0ac0327d4
3 changed files with 86 additions and 36 deletions

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@ -4,8 +4,6 @@
#include <Common/ExponentiallySmoothedCounter.h>
#include <numbers>
namespace DB
{
@ -14,10 +12,10 @@ namespace DB
class EventRateMeter
{
public:
explicit EventRateMeter(double now, double period_, double step_ = 0.0)
explicit EventRateMeter(double now, double period_, size_t heating_ = 0)
: period(period_)
, step(step_)
, half_decay_time(period * std::numbers::ln2) // for `ExponentiallySmoothedAverage::sumWeights()` to be equal to `1/period`
, max_interval(period * 10)
, heating(heating_)
{
reset(now);
}
@ -30,25 +28,11 @@ public:
{
// Remove data for initial heating stage that can present at the beginning of a query.
// Otherwise it leads to wrong gradual increase of average value, turning algorithm into not very reactive.
if (count != 0.0 && ++data_points < 5)
{
start = events.time;
events = ExponentiallySmoothedAverage();
}
if (count != 0.0 && data_points++ <= heating)
reset(events.time, data_points);
if (now - period <= start) // precise counting mode
events = ExponentiallySmoothedAverage(events.value + count, now);
else // exponential smoothing mode
{
// Adding events too often lead to low precision due to smoothing too often, so we buffer new events and add them in steps
step_count += count;
if (step_start + step <= now)
{
events.add(step_count, now, half_decay_time);
step_start = now;
step_count = 0;
}
}
duration.add(std::min(max_interval, now - duration.time), now, period);
events.add(count, now, period);
}
/// Compute average event rate throughout `[now - period, now]` period.
@ -59,29 +43,27 @@ public:
add(now, 0);
if (unlikely(now <= start))
return 0;
if (now - period <= start) // precise counting mode
return events.value / (now - start);
else // exponential smoothing mode
return events.get(half_decay_time); // equals to `events.value / period`
// We do not use .get() because sum of weights will anyway be canceled out (optimization)
return events.value / duration.value;
}
void reset(double now)
void reset(double now, size_t data_points_ = 0)
{
start = now;
step_start = now;
events = ExponentiallySmoothedAverage();
data_points = 0;
duration = ExponentiallySmoothedAverage();
data_points = data_points_;
}
private:
const double period;
const double step; // duration of a step
const double half_decay_time;
const double max_interval;
const size_t heating;
double start; // Instant in past without events before it; when measurement started or reset
ExponentiallySmoothedAverage events; // Estimated number of events in the last `period`
ExponentiallySmoothedAverage duration; // Current duration of a period
ExponentiallySmoothedAverage events; // Estimated number of events in last `duration` seconds
size_t data_points = 0;
double step_start; // start instant of the last step
double step_count = 0.0; // number of events accumulated since step start
};
}

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@ -91,7 +91,7 @@ private:
bool write_progress_on_update = false;
EventRateMeter cpu_usage_meter{static_cast<double>(clock_gettime_ns()), 2'000'000'000 /*ns*/}; // average cpu utilization last 2 second
EventRateMeter cpu_usage_meter{static_cast<double>(clock_gettime_ns()), 2'000'000'000 /*ns*/, 4}; // average cpu utilization last 2 second, skip first 4 points
HostToTimesMap hosts_data;
/// In case of all of the above:
/// - clickhouse-local

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@ -0,0 +1,68 @@
#include <gtest/gtest.h>
#include <Common/EventRateMeter.h>
#include <cmath>
TEST(EventRateMeter, ExponentiallySmoothedAverage)
{
double target = 100.0;
// The test is only correct for timestep of 1 second because of
// how sum of weights is implemented inside `ExponentiallySmoothedAverage`
double time_step = 1.0;
for (double half_decay_time : { 0.1, 1.0, 10.0, 100.0})
{
DB::ExponentiallySmoothedAverage esa;
int steps = static_cast<int>(half_decay_time * 30 / time_step);
for (int i = 1; i <= steps; ++i)
esa.add(target * time_step, i * time_step, half_decay_time);
double measured = esa.get(half_decay_time);
ASSERT_LE(std::fabs(measured - target), 1e-5 * target);
}
}
TEST(EventRateMeter, ConstantRate)
{
double target = 100.0;
for (double period : {0.1, 1.0, 10.0})
{
for (double time_step : {0.001, 0.01, 0.1, 1.0})
{
DB::EventRateMeter erm(0.0, period);
int steps = static_cast<int>(period * 30 / time_step);
for (int i = 1; i <= steps; ++i)
erm.add(i * time_step, target * time_step);
double measured = erm.rate(steps * time_step);
// std::cout << "T=" << period << " dt=" << time_step << " measured=" << measured << std::endl;
ASSERT_LE(std::fabs(measured - target), 1e-5 * target);
}
}
}
TEST(EventRateMeter, PreciseStart)
{
double target = 100.0;
for (double period : {0.1, 1.0, 10.0})
{
for (double time_step : {0.001, 0.01, 0.1, 1.0})
{
DB::EventRateMeter erm(0.0, period);
int steps = static_cast<int>(period / time_step);
for (int i = 1; i <= steps; ++i)
{
erm.add(i * time_step, target * time_step);
double measured = erm.rate(i * time_step);
// std::cout << "T=" << period << " dt=" << time_step << " measured=" << measured << std::endl;
ASSERT_LE(std::fabs(measured - target), 1e-5 * target);
}
}
}
}