Improve analysis

We seem to get better results when we scale bridge IPs down to multiples of 1 instead of 8 and only mark bridges as blocked if they differ in the 'bad' direction by at least one standard deviation from the mean.
This commit is contained in:
Vecna 2024-04-18 22:27:57 -04:00
parent 7d58c220ca
commit 36395181d3
2 changed files with 167 additions and 33 deletions

View File

@ -7,6 +7,8 @@ use std::{
collections::{BTreeMap, HashSet},
};
const SCALE_BRIDGE_IPS: u32 = 8;
/// Provides a function for predicting which countries block this bridge
pub trait Analyzer {
/// Evaluate open-entry bridge. Returns true if blocked, false otherwise.
@ -69,15 +71,15 @@ pub fn blocked_in(
None => &new_map_binding,
};
let bridge_ips_today = match today_info.get(&BridgeInfoType::BridgeIps) {
Some(v) => *v,
Some(&v) => v / SCALE_BRIDGE_IPS,
None => 0,
};
let negative_reports_today = match today_info.get(&BridgeInfoType::NegativeReports) {
Some(v) => *v,
Some(&v) => v,
None => 0,
};
let positive_reports_today = match today_info.get(&BridgeInfoType::PositiveReports) {
Some(v) => *v,
Some(&v) => v,
None => 0,
};
@ -96,7 +98,7 @@ pub fn blocked_in(
None => &new_map_binding,
};
bridge_ips[i as usize] = match day_info.get(&BridgeInfoType::BridgeIps) {
Some(&v) => v,
Some(&v) => v / SCALE_BRIDGE_IPS,
None => 0,
};
negative_reports[i as usize] = match day_info.get(&BridgeInfoType::NegativeReports)
@ -213,22 +215,33 @@ impl NormalAnalyzer {
}
}
fn mean_vector_and_covariance_matrix(data: &[&[u32]]) -> (Vec<f64>, Vec<f64>) {
// Returns the mean vector, vector of individual standard deviations, and
// covariance matrix
fn stats(data: &[&[u32]]) -> (Vec<f64>, Vec<f64>, Vec<f64>) {
let n = data.len();
// Compute mean vector
let mean_vec = {
// Compute mean and standard deviation vectors
let (mean_vec, sd_vec) = {
let mut mean_vec = Vec::<f64>::new();
let mut sd_vec = Vec::<f64>::new();
for var in data {
mean_vec.push({
let mut sum = 0.0;
for count in *var {
sum += *count as f64;
}
sum / var.len() as f64
});
// Compute mean
let mut sum = 0.0;
for count in *var {
sum += *count as f64;
}
let mean = sum / var.len() as f64;
// Compute standard deviation
let mut sum = 0.0;
for count in *var {
sum += (*count as f64 - mean).powi(2);
}
let sd = (sum / var.len() as f64).sqrt();
mean_vec.push(mean);
sd_vec.push(sd);
}
mean_vec
(mean_vec, sd_vec)
};
// Compute covariance matrix
@ -258,7 +271,7 @@ impl NormalAnalyzer {
cov_mat
};
(mean_vec, cov_mat)
(mean_vec, sd_vec, cov_mat)
}
}
@ -267,13 +280,14 @@ impl Analyzer for NormalAnalyzer {
fn stage_one(
&self,
_confidence: f64,
_bridge_ips: &[u32],
bridge_ips: &[u32],
bridge_ips_today: u32,
_negative_reports: &[u32],
negative_reports_today: u32,
) -> bool {
negative_reports_today > self.max_threshold
|| f64::from(negative_reports_today) > self.scaling_factor * f64::from(bridge_ips_today)
|| f64::from(negative_reports_today)
> self.scaling_factor * f64::from(bridge_ips_today) * SCALE_BRIDGE_IPS as f64
}
/// Evaluate invite-only bridge based on last 30 days
@ -288,19 +302,33 @@ impl Analyzer for NormalAnalyzer {
assert!(bridge_ips.len() >= UNTRUSTED_INTERVAL as usize);
assert_eq!(bridge_ips.len(), negative_reports.len());
let (mean_vec, cov_mat) =
Self::mean_vector_and_covariance_matrix(&[bridge_ips, negative_reports]);
let alpha = 1.0 - confidence;
let (mean_vec, sd_vec, cov_mat) = Self::stats(&[bridge_ips, negative_reports]);
let bridge_ips_mean = mean_vec[0];
let negative_reports_mean = mean_vec[1];
let bridge_ips_sd = sd_vec[0];
let negative_reports_sd = sd_vec[1];
let mvn = MultivariateNormal::new(mean_vec, cov_mat).unwrap();
println!(
"evaluate mvn.pdf of [{},{}]",
bridge_ips_today as f64, negative_reports_today as f64
);
println!(
"{}",
mvn.pdf(&DVector::from_vec(vec![
bridge_ips_today as f64,
negative_reports_today as f64
]))
);
if mvn.pdf(&DVector::from_vec(vec![
bridge_ips_today as f64,
negative_reports_today as f64,
])) < confidence
])) < alpha
{
(negative_reports_today as f64) > negative_reports_mean
|| (bridge_ips_today as f64) < bridge_ips_mean
(negative_reports_today as f64) > negative_reports_mean + negative_reports_sd
|| (bridge_ips_today as f64) < bridge_ips_mean - bridge_ips_sd
} else {
false
}
@ -321,25 +349,27 @@ impl Analyzer for NormalAnalyzer {
assert_eq!(bridge_ips.len(), negative_reports.len());
assert_eq!(bridge_ips.len(), positive_reports.len());
let (mean_vec, cov_mat) = Self::mean_vector_and_covariance_matrix(&[
bridge_ips,
negative_reports,
positive_reports,
]);
let alpha = 1.0 - confidence;
let (mean_vec, sd_vec, cov_mat) =
Self::stats(&[bridge_ips, negative_reports, positive_reports]);
let bridge_ips_mean = mean_vec[0];
let negative_reports_mean = mean_vec[1];
let positive_reports_mean = mean_vec[2];
let bridge_ips_sd = sd_vec[0];
let negative_reports_sd = sd_vec[1];
let positive_reports_sd = sd_vec[2];
let mvn = MultivariateNormal::new(mean_vec, cov_mat).unwrap();
if mvn.pdf(&DVector::from_vec(vec![
bridge_ips_today as f64,
negative_reports_today as f64,
positive_reports_today as f64,
])) < confidence
])) < alpha
{
(negative_reports_today as f64) > negative_reports_mean
|| (bridge_ips_today as f64) < bridge_ips_mean
|| (positive_reports_today as f64) < positive_reports_mean
(negative_reports_today as f64) > negative_reports_mean + negative_reports_sd
|| (bridge_ips_today as f64) < bridge_ips_mean - bridge_ips_sd
|| (positive_reports_today as f64) < positive_reports_mean - positive_reports_sd
} else {
false
}

View File

@ -1015,7 +1015,111 @@ fn test_analysis() {
);
}
// TODO: Test stage 2 analysis
// Test stage 2 analysis
{
let mut date = get_date();
// New bridge info
let mut bridge_info = BridgeInfo::new([0; 20], &String::default());
bridge_info
.info_by_country
.insert("ru".to_string(), BridgeCountryInfo::new());
let analyzer = analysis::NormalAnalyzer::new(5, 0.25);
let confidence = 0.95;
let mut blocking_countries = HashSet::<String>::new();
// No data today
assert_eq!(
blocked_in(&analyzer, &bridge_info, confidence, date),
blocking_countries
);
for i in 1..30 {
// 9-32 connections, 0-3 negative reports each day
date += 1;
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::BridgeIps,
date,
8 * (i % 3 + 2),
);
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::NegativeReports,
date,
i % 4,
);
assert_eq!(
blocked_in(&analyzer, &bridge_info, confidence, date),
blocking_countries
);
}
// Data similar to previous days:
// 24 connections, 2 negative reports
date += 1;
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::BridgeIps,
date,
24,
);
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::NegativeReports,
date,
2,
);
// Should not be blocked because we have similar data.
assert_eq!(
blocked_in(&analyzer, &bridge_info, confidence, date),
blocking_countries
);
// Data different from previous days:
// 104 connections, 1 negative report
date += 1;
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::BridgeIps,
date,
104,
);
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::NegativeReports,
date,
1,
);
// This should not be blocked even though it's very different because
// it's different in the good direction.
assert_eq!(
blocked_in(&analyzer, &bridge_info, confidence, date),
blocking_countries
);
// Data different from previous days:
// 40 connections, 12 negative reports
date += 1;
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::BridgeIps,
date,
40,
);
bridge_info.info_by_country.get_mut("ru").unwrap().add_info(
BridgeInfoType::NegativeReports,
date,
12,
);
blocking_countries.insert("ru".to_string());
// This should be blocked because it's different in the bad direction.
assert_eq!(
blocked_in(&analyzer, &bridge_info, confidence, date),
blocking_countries
);
}
// TODO: More tests
// TODO: Test stage 3 analysis
}