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// Copyright The OpenTelemetry Authors
// SPDX-License-Identifier: Apache-2.0
package exemplar // import "go.opentelemetry.io/otel/sdk/metric/exemplar"
import (
"context"
"math"
"math/rand"
"time"
"go.opentelemetry.io/otel/attribute"
)
// NewFixedSizeReservoir returns a [FixedSizeReservoir] that samples at most
// k exemplars. If there are k or less measurements made, the Reservoir will
// sample each one. If there are more than k, the Reservoir will then randomly
// sample all additional measurement with a decreasing probability.
func NewFixedSizeReservoir(k int) *FixedSizeReservoir {
return newFixedSizeReservoir(newStorage(k))
}
var _ Reservoir = &FixedSizeReservoir{}
// FixedSizeReservoir is a [Reservoir] that samples at most k exemplars. If
// there are k or less measurements made, the Reservoir will sample each one.
// If there are more than k, the Reservoir will then randomly sample all
// additional measurement with a decreasing probability.
type FixedSizeReservoir struct {
*storage
// count is the number of measurement seen.
count int64
// next is the next count that will store a measurement at a random index
// once the reservoir has been filled.
next int64
// w is the largest random number in a distribution that is used to compute
// the next next.
w float64
// rng is used to make sampling decisions.
//
// Do not use crypto/rand. There is no reason for the decrease in performance
// given this is not a security sensitive decision.
rng *rand.Rand
}
func newFixedSizeReservoir(s *storage) *FixedSizeReservoir {
r := &FixedSizeReservoir{
storage: s,
rng: rand.New(rand.NewSource(time.Now().UnixNano())),
}
r.reset()
return r
}
// randomFloat64 returns, as a float64, a uniform pseudo-random number in the
// open interval (0.0,1.0).
func (r *FixedSizeReservoir) randomFloat64() float64 {
// TODO: This does not return a uniform number. rng.Float64 returns a
// uniformly random int in [0,2^53) that is divided by 2^53. Meaning it
// returns multiples of 2^-53, and not all floating point numbers between 0
// and 1 (i.e. for values less than 2^-4 the 4 last bits of the significand
// are always going to be 0).
//
// An alternative algorithm should be considered that will actually return
// a uniform number in the interval (0,1). For example, since the default
// rand source provides a uniform distribution for Int63, this can be
// converted following the prototypical code of Mersenne Twister 64 (Takuji
// Nishimura and Makoto Matsumoto:
// http://www.math.sci.hiroshima-u.ac.jp/m-mat/MT/VERSIONS/C-LANG/mt19937-64.c)
//
// (float64(rng.Int63()>>11) + 0.5) * (1.0 / 4503599627370496.0)
//
// There are likely many other methods to explore here as well.
f := r.rng.Float64()
for f == 0 {
f = r.rng.Float64()
}
return f
}
// Offer accepts the parameters associated with a measurement. The
// parameters will be stored as an exemplar if the Reservoir decides to
// sample the measurement.
//
// The passed ctx needs to contain any baggage or span that were active
// when the measurement was made. This information may be used by the
// Reservoir in making a sampling decision.
//
// The time t is the time when the measurement was made. The v and a
// parameters are the value and dropped (filtered) attributes of the
// measurement respectively.
func (r *FixedSizeReservoir) Offer(ctx context.Context, t time.Time, n Value, a []attribute.KeyValue) {
// The following algorithm is "Algorithm L" from Li, Kim-Hung (4 December
// 1994). "Reservoir-Sampling Algorithms of Time Complexity
// O(n(1+log(N/n)))". ACM Transactions on Mathematical Software. 20 (4):
// 481–493 (https://dl.acm.org/doi/10.1145/198429.198435).
//
// A high-level overview of "Algorithm L":
// 0) Pre-calculate the random count greater than the storage size when
// an exemplar will be replaced.
// 1) Accept all measurements offered until the configured storage size is
// reached.
// 2) Loop:
// a) When the pre-calculate count is reached, replace a random
// existing exemplar with the offered measurement.
// b) Calculate the next random count greater than the existing one
// which will replace another exemplars
//
// The way a "replacement" count is computed is by looking at `n` number of
// independent random numbers each corresponding to an offered measurement.
// Of these numbers the smallest `k` (the same size as the storage
// capacity) of them are kept as a subset. The maximum value in this
// subset, called `w` is used to weight another random number generation
// for the next count that will be considered.
//
// By weighting the next count computation like described, it is able to
// perform a uniformly-weighted sampling algorithm based on the number of
// samples the reservoir has seen so far. The sampling will "slow down" as
// more and more samples are offered so as to reduce a bias towards those
// offered just prior to the end of the collection.
//
// This algorithm is preferred because of its balance of simplicity and
// performance. It will compute three random numbers (the bulk of
// computation time) for each item that becomes part of the reservoir, but
// it does not spend any time on items that do not. In particular it has an
// asymptotic runtime of O(k(1 + log(n/k)) where n is the number of
// measurements offered and k is the reservoir size.
//
// See https://en.wikipedia.org/wiki/Reservoir_sampling for an overview of
// this and other reservoir sampling algorithms. See
// https://github.com/MrAlias/reservoir-sampling for a performance
// comparison of reservoir sampling algorithms.
if int(r.count) < cap(r.store) {
r.store[r.count] = newMeasurement(ctx, t, n, a)
} else {
if r.count == r.next {
// Overwrite a random existing measurement with the one offered.
idx := int(r.rng.Int63n(int64(cap(r.store))))
r.store[idx] = newMeasurement(ctx, t, n, a)
r.advance()
}
}
r.count++
}
// reset resets r to the initial state.
func (r *FixedSizeReservoir) reset() {
// This resets the number of exemplars known.
r.count = 0
// Random index inserts should only happen after the storage is full.
r.next = int64(cap(r.store))
// Initial random number in the series used to generate r.next.
//
// This is set before r.advance to reset or initialize the random number
// series. Without doing so it would always be 0 or never restart a new
// random number series.
//
// This maps the uniform random number in (0,1) to a geometric distribution
// over the same interval. The mean of the distribution is inversely
// proportional to the storage capacity.
r.w = math.Exp(math.Log(r.randomFloat64()) / float64(cap(r.store)))
r.advance()
}
// advance updates the count at which the offered measurement will overwrite an
// existing exemplar.
func (r *FixedSizeReservoir) advance() {
// Calculate the next value in the random number series.
//
// The current value of r.w is based on the max of a distribution of random
// numbers (i.e. `w = max(u_1,u_2,...,u_k)` for `k` equal to the capacity
// of the storage and each `u` in the interval (0,w)). To calculate the
// next r.w we use the fact that when the next exemplar is selected to be
// included in the storage an existing one will be dropped, and the
// corresponding random number in the set used to calculate r.w will also
// be replaced. The replacement random number will also be within (0,w),
// therefore the next r.w will be based on the same distribution (i.e.
// `max(u_1,u_2,...,u_k)`). Therefore, we can sample the next r.w by
// computing the next random number `u` and take r.w as `w * u^(1/k)`.
r.w *= math.Exp(math.Log(r.randomFloat64()) / float64(cap(r.store)))
// Use the new random number in the series to calculate the count of the
// next measurement that will be stored.
//
// Given 0 < r.w < 1, each iteration will result in subsequent r.w being
// smaller. This translates here into the next next being selected against
// a distribution with a higher mean (i.e. the expected value will increase
// and replacements become less likely)
//
// Important to note, the new r.next will always be at least 1 more than
// the last r.next.
r.next += int64(math.Log(r.randomFloat64())/math.Log(1-r.w)) + 1
}
// Collect returns all the held exemplars.
//
// The Reservoir state is preserved after this call.
func (r *FixedSizeReservoir) Collect(dest *[]Exemplar) {
r.storage.Collect(dest)
// Call reset here even though it will reset r.count and restart the random
// number series. This will persist any old exemplars as long as no new
// measurements are offered, but it will also prioritize those new
// measurements that are made over the older collection cycle ones.
r.reset()
}
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