HADOOP-13804. MutableStat mean loses accuracy if add(long, long) is used. Contributed by Erik Krogen.

This commit is contained in:
Zhe Zhang 2016-11-07 16:08:10 -08:00
parent de3b4aac56
commit 3dbad5d823
3 changed files with 36 additions and 4 deletions

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@ -102,6 +102,10 @@ public synchronized void setExtended(boolean extended) {
/**
* Add a number of samples and their sum to the running stat
*
* Note that although use of this method will preserve accurate mean values,
* large values for numSamples may result in inaccurate variance values due
* to the use of a single step of the Welford method for variance calculation.
* @param numSamples number of samples
* @param sum of the samples
*/

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@ -27,29 +27,32 @@
public class SampleStat {
private final MinMax minmax = new MinMax();
private long numSamples = 0;
private double a0, a1, s0, s1;
private double a0, a1, s0, s1, total;
/**
* Construct a new running sample stat
*/
public SampleStat() {
a0 = s0 = 0.0;
total = 0.0;
}
public void reset() {
numSamples = 0;
a0 = s0 = 0.0;
total = 0.0;
minmax.reset();
}
// We want to reuse the object, sometimes.
void reset(long numSamples, double a0, double a1, double s0, double s1,
MinMax minmax) {
double total, MinMax minmax) {
this.numSamples = numSamples;
this.a0 = a0;
this.a1 = a1;
this.s0 = s0;
this.s1 = s1;
this.total = total;
this.minmax.reset(minmax);
}
@ -58,7 +61,7 @@ void reset(long numSamples, double a0, double a1, double s0, double s1,
* @param other the destination to hold our values
*/
public void copyTo(SampleStat other) {
other.reset(numSamples, a0, a1, s0, s1, minmax);
other.reset(numSamples, a0, a1, s0, s1, total, minmax);
}
/**
@ -80,6 +83,7 @@ public SampleStat add(double x) {
*/
public SampleStat add(long nSamples, double x) {
numSamples += nSamples;
total += x;
if (numSamples == 1) {
a0 = a1 = x;
@ -102,11 +106,18 @@ public long numSamples() {
return numSamples;
}
/**
* @return the total of all samples added
*/
public double total() {
return total;
}
/**
* @return the arithmetic mean of the samples
*/
public double mean() {
return numSamples > 0 ? a1 : 0.0;
return numSamples > 0 ? (total / numSamples) : 0.0;
}
/**

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@ -129,6 +129,23 @@ interface TestProtocol {
assertGauge("BarAvgTime", 0.0, rb);
}
/**
* Tests that when using {@link MutableStat#add(long, long)}, even with a high
* sample count, the mean does not lose accuracy.
*/
@Test public void testMutableStatWithBulkAdd() {
MetricsRecordBuilder rb = mockMetricsRecordBuilder();
MetricsRegistry registry = new MetricsRegistry("test");
MutableStat stat = registry.newStat("Test", "Test", "Ops", "Val", false);
stat.add(1000, 1000);
stat.add(1000, 2000);
registry.snapshot(rb, false);
assertCounter("TestNumOps", 2000L, rb);
assertGauge("TestAvgVal", 1.5, rb);
}
/**
* Ensure that quantile estimates from {@link MutableQuantiles} are within
* specified error bounds.