Refactor analysis for efficiency
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109
src/analysis.rs
109
src/analysis.rs
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@ -309,35 +309,44 @@ impl Analyzer for NormalAnalyzer {
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let alpha = 1.0 - confidence;
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let (bridge_ips_mean, bridge_ips_sd) = Self::mean_and_std_dev(bridge_ips);
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// Evaluate based on negative reports
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let (negative_reports_mean, negative_reports_sd) = Self::mean_and_std_dev(negative_reports);
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// Model negative reports separately
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let bip_normal = Normal::new(bridge_ips_mean, bridge_ips_sd);
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let nr_normal = Normal::new(negative_reports_mean, negative_reports_sd);
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// If we have 0 standard deviation, we need another way to
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// evaluate each variable
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let bip_test = if bridge_ips_sd > 0.0 {
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bip_normal.unwrap().cdf(bridge_ips_today as f64) < alpha
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} else {
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// Consider the bridge blocked if its usage dropped by more
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// than 1 bin. (Note that the mean is the exact value
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// because we had no deviation.)
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(bridge_ips_today as f64) < bridge_ips_mean - 8.0
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};
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let nr_test = if negative_reports_sd > 0.0 {
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if negative_reports_sd > 0.0 {
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// We use CCDF because more negative reports is worse.
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(1.0 - nr_normal.unwrap().cdf(negative_reports_today as f64)) < alpha
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if (1.0 - nr_normal.unwrap().cdf(negative_reports_today as f64)) < alpha {
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return true;
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}
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} else {
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// If the standard deviation is 0, we need another option.
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// Consider the bridge blocked negative reports increase by
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// more than 1 after a long static period. (Note that the
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// mean is the exact value because we had no deviation.)
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(negative_reports_today as f64) > negative_reports_mean + 1.0
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};
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if (negative_reports_today as f64) > negative_reports_mean + 1.0 {
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return true;
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}
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}
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// Return true if any test concluded the bridge is blocked
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bip_test || nr_test
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// Evaluate based on bridge stats
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let (bridge_ips_mean, bridge_ips_sd) = Self::mean_and_std_dev(bridge_ips);
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let bip_normal = Normal::new(bridge_ips_mean, bridge_ips_sd);
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if bridge_ips_sd > 0.0 {
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if bip_normal.unwrap().cdf(bridge_ips_today as f64) < alpha {
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return true;
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}
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} else {
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// If the standard deviation is 0, we need another option.
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// Consider the bridge blocked if its usage dropped by more
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// than 1 bin. (Note that the mean is the exact value
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// because we had no deviation.)
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if (bridge_ips_today as f64) < bridge_ips_mean - 8.0 {
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return true;
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}
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}
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// If none of the tests concluded that the bridge is blocked,
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// return false
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false
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}
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/// Evaluate invite-only bridge with lv3+ users submitting positive reports
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@ -357,19 +366,29 @@ impl Analyzer for NormalAnalyzer {
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let alpha = 1.0 - confidence;
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// Model bridge IPs and positive reports with multivariate
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// normal distribution
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let (mean_vec, cov_mat) = Self::stats(&[bridge_ips, positive_reports]);
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let mvn = MultivariateNormal::new(mean_vec, cov_mat);
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// Model negative reports separately
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// Evaluate based on negative reports. It is better to compute
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// negative reports test first because the positive test may be
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// expensive.
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let (negative_reports_mean, negative_reports_sd) = Self::mean_and_std_dev(negative_reports);
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let nr_normal = Normal::new(negative_reports_mean, negative_reports_sd);
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if negative_reports_sd > 0.0 {
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// We use CCDF because more negative reports is worse.
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if (1.0 - nr_normal.unwrap().cdf(negative_reports_today as f64)) < alpha {
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return true;
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}
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} else {
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// Consider the bridge blocked negative reports increase by
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// more than 1 after a long static period. (Note that the
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// mean is the exact value because we had no deviation.)
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if (negative_reports_today as f64) > negative_reports_mean + 1.0 {
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return true;
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}
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}
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// If we have 0 standard deviation or a covariance matrix that
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// is not positive definite, we need another way to evaluate
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// each variable
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let positive_test = if mvn.is_ok() {
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// Evaluate based on bridge stats and positive reports.
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let (mean_vec, cov_mat) = Self::stats(&[bridge_ips, positive_reports]);
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let mvn = MultivariateNormal::new(mean_vec, cov_mat);
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if mvn.is_ok() {
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let mvn = mvn.unwrap();
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// Estimate the CDF by integrating the PDF by hand with step
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@ -380,27 +399,27 @@ impl Analyzer for NormalAnalyzer {
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cdf += mvn.pdf(&DVector::from_vec(vec![bip as f64, pr as f64]));
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}
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}
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cdf < alpha
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if cdf < alpha {
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return true;
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}
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} else {
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// Ignore positive reports and compute as in stage 2
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self.stage_two(
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// If we have 0 standard deviation or a covariance matrix
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// that is not positive definite, we need another way to
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// evaluate each variable. Ignore positive reports and
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// compute as in stage 2
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if self.stage_two(
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confidence,
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bridge_ips,
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bridge_ips_today,
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negative_reports,
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negative_reports_today,
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)
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};
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let nr_test = if negative_reports_sd > 0.0 {
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// We use CCDF because more negative reports is worse.
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(1.0 - nr_normal.unwrap().cdf(negative_reports_today as f64)) < alpha
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} else {
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// Consider the bridge blocked negative reports increase by
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// more than 1 after a long static period. (Note that the
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// mean is the exact value because we had no deviation.)
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(negative_reports_today as f64) > negative_reports_mean + 1.0
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) {
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return true;
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}
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};
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positive_test || nr_test
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// If none of the tests concluded that the bridge is blocked,
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// return false
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false
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}
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}
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