io.rsocket.loadbalance.FrugalQuantile Maven / Gradle / Ivy
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/*
* Copyright 2015-2020 the original author or authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package io.rsocket.loadbalance;
import java.util.SplittableRandom;
/**
* Reference: Ma, Qiang, S. Muthukrishnan, and Mark Sandler. "Frugal Streaming for Estimating
* Quantiles." Space-Efficient Data Structures, Streams, and Algorithms. Springer Berlin Heidelberg,
* 2013. 77-96.
*
* More info: http://blog.aggregateknowledge.com/2013/09/16/sketch-of-the-day-frugal-streaming/
*/
class FrugalQuantile implements Quantile {
final double increment;
final SplittableRandom rnd;
int step;
int sign;
double quantile;
volatile double estimate;
public FrugalQuantile(double quantile, double increment) {
this.increment = increment;
this.quantile = quantile;
this.estimate = 0.0;
this.step = 1;
this.sign = 0;
this.rnd = new SplittableRandom(System.nanoTime());
}
public FrugalQuantile(double quantile) {
this(quantile, 1.0);
}
public synchronized void reset(double quantile) {
this.quantile = quantile;
this.estimate = 0.0;
this.step = 1;
this.sign = 0;
}
public double estimation() {
return estimate;
}
@Override
public synchronized void insert(double x) {
if (sign == 0) {
estimate = x;
sign = 1;
} else {
final double v = rnd.nextDouble();
final double estimate = this.estimate;
if (x > estimate && v > (1 - quantile)) {
higher(x);
} else if (x < estimate && v > quantile) {
lower(x);
}
}
}
private void higher(double x) {
double estimate = this.estimate;
step += sign * increment;
if (step > 0) {
estimate += step;
} else {
estimate += 1;
}
if (estimate > x) {
step += (x - estimate);
estimate = x;
}
if (sign < 0) {
step = 1;
}
sign = 1;
this.estimate = estimate;
}
private void lower(double x) {
double estimate = this.estimate;
step -= sign * increment;
if (step > 0) {
estimate -= step;
} else {
estimate--;
}
if (estimate < x) {
step += (estimate - x);
estimate = x;
}
if (sign > 0) {
step = 1;
}
sign = -1;
this.estimate = estimate;
}
@Override
public String toString() {
return "FrugalQuantile(q=" + quantile + ", v=" + estimate + ")";
}
}