Export of internal Abseil changes

--
db8dbd0e8a7b0125a4819dfc81c9bd2496849c71 by Abseil Team <absl-team@google.com>:

Create GetSkipCount() and GetStride() methods and add rounding bias correction.

PiperOrigin-RevId: 281780897
GitOrigin-RevId: db8dbd0e8a7b0125a4819dfc81c9bd2496849c71
Change-Id: I56a97288b1cb38a9357c065747f8d9bc4b187fee
This commit is contained in:
Abseil Team 2019-11-21 10:30:22 -08:00 committed by Gennadiy Civil
parent bcaae6009c
commit 16d9fd58a5
6 changed files with 162 additions and 30 deletions

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@ -16,6 +16,7 @@
#include <stdint.h> #include <stdint.h>
#include <algorithm>
#include <atomic> #include <atomic>
#include <cmath> #include <cmath>
#include <limits> #include <limits>
@ -26,6 +27,42 @@
namespace absl { namespace absl {
namespace base_internal { namespace base_internal {
int64_t ExponentialBiased::GetSkipCount(int64_t mean) {
if (ABSL_PREDICT_FALSE(!initialized_)) {
Initialize();
}
uint64_t rng = NextRandom(rng_);
rng_ = rng;
// Take the top 26 bits as the random number
// (This plus the 1<<58 sampling bound give a max possible step of
// 5194297183973780480 bytes.)
// The uint32_t cast is to prevent a (hard-to-reproduce) NAN
// under piii debug for some binaries.
double q = static_cast<uint32_t>(rng >> (kPrngNumBits - 26)) + 1.0;
// Put the computed p-value through the CDF of a geometric.
double interval = bias_ + (std::log2(q) - 26) * (-std::log(2.0) * mean);
// Very large values of interval overflow int64_t. To avoid that, we will
// cheat and clamp any huge values to (int64_t max)/2. This is a potential
// source of bias, but the mean would need to be such a large value that it's
// not likely to come up. For example, with a mean of 1e18, the probability of
// hitting this condition is about 1/1000. For a mean of 1e17, standard
// calculators claim that this event won't happen.
if (interval > static_cast<double>(std::numeric_limits<int64_t>::max() / 2)) {
// Assume huge values are bias neutral, retain bias for next call.
return std::numeric_limits<int64_t>::max() / 2;
}
double value = std::round(interval);
bias_ = interval - value;
return value;
}
int64_t ExponentialBiased::GetStride(int64_t mean) {
return GetSkipCount(mean - 1) + 1;
}
// The algorithm generates a random number between 0 and 1 and applies the // The algorithm generates a random number between 0 and 1 and applies the
// inverse cumulative distribution function for an exponential. Specifically: // inverse cumulative distribution function for an exponential. Specifically:
// Let m be the inverse of the sample period, then the probability // Let m be the inverse of the sample period, then the probability
@ -51,7 +88,7 @@ int64_t ExponentialBiased::Get(int64_t mean) {
// under piii debug for some binaries. // under piii debug for some binaries.
double q = static_cast<uint32_t>(rng >> (kPrngNumBits - 26)) + 1.0; double q = static_cast<uint32_t>(rng >> (kPrngNumBits - 26)) + 1.0;
// Put the computed p-value through the CDF of a geometric. // Put the computed p-value through the CDF of a geometric.
double interval = (std::log2(q) - 26) * (-std::log(2.0) * mean); double interval = bias_ + (std::log2(q) - 26) * (-std::log(2.0) * mean);
// Very large values of interval overflow int64_t. To avoid that, we will cheat // Very large values of interval overflow int64_t. To avoid that, we will cheat
// and clamp any huge values to (int64_t max)/2. This is a potential source of // and clamp any huge values to (int64_t max)/2. This is a potential source of
// bias, but the mean would need to be such a large value that it's not likely // bias, but the mean would need to be such a large value that it's not likely
@ -59,10 +96,12 @@ int64_t ExponentialBiased::Get(int64_t mean) {
// this condition is about 1/1000. For a mean of 1e17, standard calculators // this condition is about 1/1000. For a mean of 1e17, standard calculators
// claim that this event won't happen. // claim that this event won't happen.
if (interval > static_cast<double>(std::numeric_limits<int64_t>::max() / 2)) { if (interval > static_cast<double>(std::numeric_limits<int64_t>::max() / 2)) {
// Assume huge values are bias neutral, retain bias for next call.
return std::numeric_limits<int64_t>::max() / 2; return std::numeric_limits<int64_t>::max() / 2;
} }
int64_t value = std::max<int64_t>(1, std::round(interval));
return static_cast<int64_t>(interval); bias_ = interval - value;
return value;
} }
void ExponentialBiased::Initialize() { void ExponentialBiased::Initialize() {

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@ -17,24 +17,56 @@
#include <stdint.h> #include <stdint.h>
#include "absl/base/macros.h"
namespace absl { namespace absl {
namespace base_internal { namespace base_internal {
// ExponentialBiased provides a small and fast random number generator for a // ExponentialBiased provides a small and fast random number generator for a
// rounded exponential distribution. This generator doesn't requires very little // rounded exponential distribution. This generator manages very little state,
// state doesn't impose synchronization overhead, which makes it useful in some // and imposes no synchronization overhead. This makes it useful in specialized
// specialized scenarios. // scenarios requiring minimum overhead, such as stride based periodic sampling.
// //
// For the generated variable X, X ~ floor(Exponential(1/mean)). The floor // ExponentialBiased provides two closely related functions, GetSkipCount() and
// operation introduces a small amount of bias, but the distribution is useful // GetStride(), both returning a rounded integer defining a number of events
// to generate a wait time. That is, if an operation is supposed to happen on // required before some event with a given mean probability occurs.
// average to 1/mean events, then the generated variable X will describe how
// many events to skip before performing the operation and computing a new X.
// //
// The mathematically precise distribution to use for integer wait times is a // The distribution is useful to generate a random wait time or some periodic
// Geometric distribution, but a Geometric distribution takes slightly more time // event with a given mean probability. For example, if an action is supposed to
// to compute and when the mean is large (say, 100+), the Geometric distribution // happen on average once every 'N' events, then we can get a random 'stride'
// is hard to distinguish from the result of ExponentialBiased. // counting down how long before the event to happen. For example, if we'd want
// to sample one in every 1000 'Frobber' calls, our code could look like this:
//
// Frobber::Frobber() {
// stride_ = exponential_biased_.GetStride(1000);
// }
//
// void Frobber::Frob(int arg) {
// if (--stride == 0) {
// SampleFrob(arg);
// stride_ = exponential_biased_.GetStride(1000);
// }
// ...
// }
//
// The rounding of the return value creates a bias, especially for smaller means
// where the distribution of the fraction is not evenly distributed. We correct
// this bias by tracking the fraction we rounded up or down on each iteration,
// effectively tracking the distance between the cumulative value, and the
// rounded cumulative value. For example, given a mean of 2:
//
// raw = 1.63076, cumulative = 1.63076, rounded = 2, bias = -0.36923
// raw = 0.14624, cumulative = 1.77701, rounded = 2, bias = 0.14624
// raw = 4.93194, cumulative = 6.70895, rounded = 7, bias = -0.06805
// raw = 0.24206, cumulative = 6.95101, rounded = 7, bias = 0.24206
// etc...
//
// Adjusting with rounding bias is relatively trivial:
//
// double value = bias_ + exponential_distribution(mean)();
// double rounded_value = std::round(value);
// bias_ = value - rounded_value;
// return rounded_value;
// //
// This class is thread-compatible. // This class is thread-compatible.
class ExponentialBiased { class ExponentialBiased {
@ -42,9 +74,32 @@ class ExponentialBiased {
// The number of bits set by NextRandom. // The number of bits set by NextRandom.
static constexpr int kPrngNumBits = 48; static constexpr int kPrngNumBits = 48;
// Generates the floor of an exponentially distributed random variable by // `GetSkipCount()` returns the number of events to skip before some chosen
// rounding the value down to the nearest integer. The result will be in the // event happens. For example, randomly tossing a coin, we will on average
// range [0, int64_t max / 2]. // throw heads once before we get tails. We can simulate random coin tosses
// using GetSkipCount() as:
//
// ExponentialBiased eb;
// for (...) {
// int number_of_heads_before_tail = eb.GetSkipCount(1);
// for (int flips = 0; flips < number_of_heads_before_tail; ++flips) {
// printf("head...");
// }
// printf("tail\n");
// }
//
int64_t GetSkipCount(int64_t mean);
// GetStride() returns the number of events required for a specific event to
// happen. See the class comments for a usage example. `GetStride()` is
// equivalent to `GetSkipCount(mean - 1) + 1`. When to use `GetStride()` or
// `GetSkipCount()` depends mostly on what best fits the use case.
int64_t GetStride(int64_t mean);
// Generates a rounded exponentially distributed random variable
// by rounding the value to the nearest integer.
// The result will be in the range [0, int64_t max / 2].
ABSL_DEPRECATED("Use GetSkipCount() or GetStride() instead")
int64_t Get(int64_t mean); int64_t Get(int64_t mean);
// Computes a random number in the range [0, 1<<(kPrngNumBits+1) - 1] // Computes a random number in the range [0, 1<<(kPrngNumBits+1) - 1]
@ -56,6 +111,7 @@ class ExponentialBiased {
void Initialize(); void Initialize();
uint64_t rng_{0}; uint64_t rng_{0};
double bias_{0};
bool initialized_{false}; bool initialized_{false};
}; };

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@ -113,6 +113,35 @@ double AndersonDarlingTest(const std::vector<double>& random_sample) {
return p; return p;
} }
TEST(ExponentialBiasedTest, CoinTossDemoWithGetSkipCount) {
ExponentialBiased eb;
for (int runs = 0; runs < 10; ++runs) {
for (int flips = eb.GetSkipCount(1); flips > 0; --flips) {
printf("head...");
}
printf("tail\n");
}
int heads = 0;
for (int i = 0; i < 10000000; i += 1 + eb.GetSkipCount(1)) {
++heads;
}
printf("Heads = %d (%f%%)\n", heads, 100.0 * heads / 10000000);
}
TEST(ExponentialBiasedTest, SampleDemoWithStride) {
ExponentialBiased eb;
int stride = eb.GetStride(10);
int samples = 0;
for (int i = 0; i < 10000000; ++i) {
if (--stride == 0) {
++samples;
stride = eb.GetStride(10);
}
}
printf("Samples = %d (%f%%)\n", samples, 100.0 * samples / 10000000);
}
// Testing that NextRandom generates uniform random numbers. Applies the // Testing that NextRandom generates uniform random numbers. Applies the
// Anderson-Darling test for uniformity // Anderson-Darling test for uniformity
TEST(ExponentialBiasedTest, TestNextRandom) { TEST(ExponentialBiasedTest, TestNextRandom) {
@ -153,15 +182,15 @@ TEST(ExponentialBiasedTest, TestNextRandom) {
// variable. // variable.
TEST(ExponentialBiasedTest, InitializationModes) { TEST(ExponentialBiasedTest, InitializationModes) {
ABSL_CONST_INIT static ExponentialBiased eb_static; ABSL_CONST_INIT static ExponentialBiased eb_static;
EXPECT_THAT(eb_static.Get(2), Ge(0)); EXPECT_THAT(eb_static.GetSkipCount(2), Ge(0));
#if ABSL_HAVE_THREAD_LOCAL #if ABSL_HAVE_THREAD_LOCAL
thread_local ExponentialBiased eb_thread; thread_local ExponentialBiased eb_thread;
EXPECT_THAT(eb_thread.Get(2), Ge(0)); EXPECT_THAT(eb_thread.GetSkipCount(2), Ge(0));
#endif #endif
ExponentialBiased eb_stack; ExponentialBiased eb_stack;
EXPECT_THAT(eb_stack.Get(2), Ge(0)); EXPECT_THAT(eb_stack.GetSkipCount(2), Ge(0));
} }
} // namespace base_internal } // namespace base_internal

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@ -22,7 +22,7 @@ namespace absl {
namespace base_internal { namespace base_internal {
int64_t PeriodicSamplerBase::GetExponentialBiased(int period) noexcept { int64_t PeriodicSamplerBase::GetExponentialBiased(int period) noexcept {
return rng_.Get(period); return rng_.GetStride(period);
} }
bool PeriodicSamplerBase::SubtleConfirmSample() noexcept { bool PeriodicSamplerBase::SubtleConfirmSample() noexcept {
@ -36,13 +36,14 @@ bool PeriodicSamplerBase::SubtleConfirmSample() noexcept {
// Check if this is the first call to Sample() // Check if this is the first call to Sample()
if (ABSL_PREDICT_FALSE(stride_ == 1)) { if (ABSL_PREDICT_FALSE(stride_ == 1)) {
stride_ = static_cast<uint64_t>(-1 - GetExponentialBiased(current_period)); stride_ = static_cast<uint64_t>(-GetExponentialBiased(current_period));
if (static_cast<int64_t>(stride_) < -1) { if (static_cast<int64_t>(stride_) < -1) {
++stride_; ++stride_;
return false; return false;
} }
} }
stride_ = static_cast<uint64_t>(-1 - GetExponentialBiased(current_period));
stride_ = static_cast<uint64_t>(-GetExponentialBiased(current_period));
return true; return true;
} }

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@ -37,6 +37,13 @@ void BM_SampleMinunumInlined(Sampler* sampler, benchmark::State& state) {
} }
} }
void BM_PeriodicSampler_TinySample(benchmark::State& state) {
struct Tag {};
PeriodicSampler<Tag, 10> sampler;
BM_Sample(&sampler, state);
}
BENCHMARK(BM_PeriodicSampler_TinySample);
void BM_PeriodicSampler_ShortSample(benchmark::State& state) { void BM_PeriodicSampler_ShortSample(benchmark::State& state) {
struct Tag {}; struct Tag {};
PeriodicSampler<Tag, 1024> sampler; PeriodicSampler<Tag, 1024> sampler;

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@ -42,9 +42,9 @@ TEST(PeriodicSamplerBaseTest, Sample) {
EXPECT_CALL(sampler, period()).Times(3).WillRepeatedly(Return(16)); EXPECT_CALL(sampler, period()).Times(3).WillRepeatedly(Return(16));
EXPECT_CALL(sampler, GetExponentialBiased(16)) EXPECT_CALL(sampler, GetExponentialBiased(16))
.WillOnce(Return(1))
.WillOnce(Return(2)) .WillOnce(Return(2))
.WillOnce(Return(3)); .WillOnce(Return(3))
.WillOnce(Return(4));
EXPECT_FALSE(sampler.Sample()); EXPECT_FALSE(sampler.Sample());
EXPECT_TRUE(sampler.Sample()); EXPECT_TRUE(sampler.Sample());
@ -63,9 +63,9 @@ TEST(PeriodicSamplerBaseTest, ImmediatelySample) {
EXPECT_CALL(sampler, period()).Times(2).WillRepeatedly(Return(16)); EXPECT_CALL(sampler, period()).Times(2).WillRepeatedly(Return(16));
EXPECT_CALL(sampler, GetExponentialBiased(16)) EXPECT_CALL(sampler, GetExponentialBiased(16))
.WillOnce(Return(0))
.WillOnce(Return(1)) .WillOnce(Return(1))
.WillOnce(Return(2)); .WillOnce(Return(2))
.WillOnce(Return(3));
EXPECT_TRUE(sampler.Sample()); EXPECT_TRUE(sampler.Sample());
@ -100,7 +100,7 @@ TEST(PeriodicSamplerBaseTest, Disable) {
StrictMock<MockPeriodicSampler> sampler; StrictMock<MockPeriodicSampler> sampler;
EXPECT_CALL(sampler, period()).WillOnce(Return(16)); EXPECT_CALL(sampler, period()).WillOnce(Return(16));
EXPECT_CALL(sampler, GetExponentialBiased(16)).WillOnce(Return(2)); EXPECT_CALL(sampler, GetExponentialBiased(16)).WillOnce(Return(3));
EXPECT_FALSE(sampler.Sample()); EXPECT_FALSE(sampler.Sample());
EXPECT_FALSE(sampler.Sample()); EXPECT_FALSE(sampler.Sample());
@ -119,7 +119,7 @@ TEST(PeriodicSamplerBaseTest, Enable) {
EXPECT_CALL(sampler, period()).Times(2).WillRepeatedly(Return(16)); EXPECT_CALL(sampler, period()).Times(2).WillRepeatedly(Return(16));
EXPECT_CALL(sampler, GetExponentialBiased(16)) EXPECT_CALL(sampler, GetExponentialBiased(16))
.Times(2) .Times(2)
.WillRepeatedly(Return(2)); .WillRepeatedly(Return(3));
EXPECT_FALSE(sampler.Sample()); EXPECT_FALSE(sampler.Sample());
EXPECT_FALSE(sampler.Sample()); EXPECT_FALSE(sampler.Sample());