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ZIO Metrics: Simplify Quantiles Calculation #8562

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Merged
merged 3 commits into from
Nov 29, 2023
Merged

ZIO Metrics: Simplify Quantiles Calculation #8562

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c6ab172
simplify quantiles calculation
adamgfraser Nov 22, 2023
9899507
cleanup
adamgfraser Nov 22, 2023
2c2dd27
fix platform specific issue
adamgfraser Nov 22, 2023
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2 changes: 1 addition & 1 deletion core-tests/shared/src/test/scala/zio/metrics/MetricsSpec.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -51,7 +51,7 @@ object MetricsSpec extends ZIOBaseSpec {
|test_frequency tags[x: a, y: b] Frequency[(strValue2 -> 1), (strValue1 -> 2)]
|test_gauge(description2) tags[x: a, y: b] Gauge[${3.0}]
|test_histogram tags[x: a, y: b] Histogram[buckets: [(${1.0} -> 1), (${2.0} -> 1), (${3.0} -> 2), (${1.7976931348623157e308} -> 2)], count: [2], min: [${1.0}], max: [${3.0}], sum: [${4.0}]]
|test_summary tags[x: a, y: b] Summary[quantiles: [(0.1 -> None), (0.5 -> Some(${1.0})), (0.9 -> Some(${1.0}))], count: [2], min: [${1.0}], max: [${3.0}], sum: [${4.0}]]""".stripMargin
|test_summary tags[x: a, y: b] Summary[quantiles: [(0.1 -> Some(${1.0})), (0.5 -> Some(${1.0})), (0.9 -> Some(${3.0}))], count: [2], min: [${1.0}], max: [${3.0}], sum: [${4.0}]]""".stripMargin
)
}
)
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2 changes: 1 addition & 1 deletion core/js/src/main/scala/zio/internal/metrics/ConcurrentMetricHooksPlatformSpecific.scala
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Expand Up @@ -129,7 +129,7 @@ private[zio] class ConcurrentMetricHooksPlatformSpecific extends ConcurrentMetri
}
}

zio.internal.metrics.calculateQuantiles(error, sortedQuantiles, builder.result().sorted(DoubleOrdering))
zio.internal.metrics.calculateQuantiles(sortedQuantiles, builder.result().sorted(DoubleOrdering))
}

// Assuming that the instant of observed values is continuously increasing
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2 changes: 1 addition & 1 deletion core/jvm/src/main/scala/zio/internal/metrics/ConcurrentMetricHooksPlatformSpecific.scala
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Expand Up @@ -167,7 +167,7 @@ private[zio] class ConcurrentMetricHooksPlatformSpecific extends ConcurrentMetri
}
}

zio.internal.metrics.calculateQuantiles(error, sortedQuantiles, builder.result().sorted(DoubleOrdering))
zio.internal.metrics.calculateQuantiles(sortedQuantiles, builder.result().sorted(DoubleOrdering))
}

// Assuming that the instant of observed values is continuously increasing
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2 changes: 1 addition & 1 deletion core/native/src/main/scala/zio/internal/metrics/ConcurrentMetricHooksPlatformSpecific.scala
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Expand Up @@ -129,7 +129,7 @@ private[zio] class ConcurrentMetricHooksPlatformSpecific extends ConcurrentMetri
}
}

zio.internal.metrics.calculateQuantiles(error, sortedQuantiles, builder.result().sorted(DoubleOrdering))
zio.internal.metrics.calculateQuantiles(sortedQuantiles, builder.result().sorted(DoubleOrdering))
}

// Assuming that the instant of observed values is continuously increasing
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74 changes: 11 additions & 63 deletions core/shared/src/main/scala/zio/internal/metrics/package.scala
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Expand Up @@ -14,73 +14,21 @@ package object metrics {
(l, r) => java.lang.Double.compare(l, r)

private[zio] def calculateQuantiles(
error: Double,
sortedQuantiles: Chunk[Double],
sortedSamples: Chunk[Double]
): Chunk[(Double, Option[Double])] = {

// The number of the samples examined
val sampleCnt = sortedSamples.size

@tailrec
def get(
current: Option[Double],
consumed: Int,
q: Double,
rest: Chunk[Double]
): ResolvedQuantile =
rest match {
// if the remaining list of samples is empty there is nothing more to resolve
case c if c.isEmpty => ResolvedQuantile(q, None, consumed, Chunk.empty)
// if the quantile is the 100% Quantile, we can take the max of all remaining values as the result
case c if q == 1.0d => ResolvedQuantile(q, Some(c.last), consumed + c.length, Chunk.empty)
case c =>
// Split in 2 chunks, the first chunk contains all elements of the same value as the chunk head
val sameHead = c.splitWhere(_ > c.head)
// How many elements do we want to accept for this quantile
val desired = q * sampleCnt
// The error margin
val allowedError = error / 2 * desired
// Taking into account the elements consumed from the samples so far and the number of
// same elements at the beginning of the chunk
// calculate the number of elements we would have if we selected the current head as result
val candConsumed = consumed + sameHead._1.length
val candError = Math.abs(candConsumed - desired)

// If we haven't got enough elements yet, recurse
if (candConsumed < desired - allowedError)
get(c.headOption, candConsumed, q, sameHead._2)
// If we have too many elements, select the previous value and hand back the the rest as leftover
else if (candConsumed > desired + allowedError) ResolvedQuantile(q, current, consumed, c)
// If we are in the target interval, select the current head and hand back the leftover after dropping all elements
// from the sample chunk that are equal to the current head
else {
current match {
case None => get(c.headOption, candConsumed, q, sameHead._2)
case Some(current) =>
val prevError = Math.abs(desired - current)
if (candError < prevError) get(c.headOption, candConsumed, q, sameHead._2)
else ResolvedQuantile(q, Some(current), consumed, rest)
}
}
val length = sortedSamples.length
if (length == 0) sortedQuantiles.map((_, None))
else {
sortedQuantiles.map { quantile =>
if (quantile <= 0.0) (quantile, Some(sortedSamples(0)))
else if (quantile >= 1.0) (quantile, Some(sortedSamples(length - 1)))
else {
val index = math.ceil(quantile * length).toInt - 1
val value = sortedSamples(index)
(quantile, Some(value))
}
}

val resolved = sortedQuantiles match {
case e if e.isEmpty => Chunk.empty
case c =>
sortedQuantiles.tail
.foldLeft(Chunk(get(None, 0, c.head, sortedSamples))) { case (cur, q) =>
cur ++ Chunk(get(cur.head.value, cur.head.consumed, q, cur.head.rest))
}
}

resolved.map(rq => (rq.quantile, rq.value))
}

private[metrics] case class ResolvedQuantile(
quantile: Double, // The Quantile that shall be resolved
value: Option[Double], // Some(d) if a value for the quantile could be found, None otherwise
consumed: Int, // How many samples have been consumed before this quantile
rest: Chunk[Double] // The rest of the samples after the quantile has been resolved
)
}