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use core::ptr;
use num_traits::ToPrimitive;
use rand::{rngs::SmallRng, Rng, SeedableRng};
use std::{
any::type_name,
cell::RefCell,
cmp::Ordering,
hint::black_box,
io, mem,
ops::{Add, Div, RangeInclusive},
rc::Rc,
str::Utf8Error,
};
use thiserror::Error;
use timer::{ActiveTimer, Timer};
pub mod cli;
pub mod dylib;
pub mod generators;
#[cfg(target_os = "linux")]
pub mod linux;
const NS_TO_MS: usize = 1_000_000;
#[derive(Debug, Error)]
pub enum Error {
#[error("No measurements given")]
NoMeasurements,
#[error("Invalid string pointer from FFI")]
InvalidFFIString(Utf8Error),
#[error("Spi::self() was already called")]
SpiSelfWasMoved,
#[error("Unable to load library symbol")]
UnableToLoadSymbol(#[source] libloading::Error),
#[error("Unknown sampler type. Available options are: flat and linear")]
UnknownSamplerType,
#[error("IO Error")]
IOError(#[from] io::Error),
}
/// Registers benchmark in the system
///
/// Macros accepts a list of functions that produce any [`IntoBenchmarks`] type. All of the benchmarks
/// created by those functions are registered in the harness.
///
/// ## Example
/// ```rust
/// use std::time::Instant;
/// use tango_bench::{benchmark_fn, IntoBenchmarks, tango_benchmarks};
///
/// fn time_benchmarks() -> impl IntoBenchmarks {
/// [benchmark_fn("current_time", || Instant::now())]
/// }
///
/// tango_benchmarks!(time_benchmarks());
/// ```
#[macro_export]
macro_rules! tango_benchmarks {
($($func_expr:expr),+) => {
/// Type checking tango_init() function
const TANGO_INIT: $crate::dylib::ffi::InitFn = tango_init;
/// Exported function for initializing the benchmark harness
#[no_mangle]
unsafe extern "C" fn tango_init() {
let mut benchmarks = vec![];
$(benchmarks.extend($crate::IntoBenchmarks::into_benchmarks($func_expr));)*
$crate::dylib::__tango_init(benchmarks)
}
};
}
/// Main entrypoint for benchmarks
///
/// This macro generate `main()` function for the benchmark harness. Can be used in a form with providing
/// measurement settings:
/// ```rust
/// use tango_bench::{tango_main, tango_benchmarks, MeasurementSettings};
///
/// // Register benchmarks
/// tango_benchmarks!([]);
///
/// tango_main!(MeasurementSettings {
/// samples_per_haystack: 1000,
/// min_iterations_per_sample: 10,
/// max_iterations_per_sample: 10_000,
/// ..Default::default()
/// });
/// ```
#[macro_export]
macro_rules! tango_main {
($settings:expr) => {
fn main() -> $crate::cli::Result<std::process::ExitCode> {
// Initialize Tango for SelfVTable usage
unsafe { tango_init() };
$crate::cli::run($settings)
}
};
() => {
tango_main! {$crate::MeasurementSettings::default()}
};
}
pub fn benchmark_fn<O, F: Fn() -> O + 'static>(
name: &'static str,
func: F,
) -> Box<dyn MeasureTarget> {
assert!(!name.is_empty());
Box::new(SimpleFunc { name, func })
}
pub trait MeasureTarget {
/// Measures the performance if the function
///
/// Returns the cumulative execution time (all iterations) with nanoseconds precision,
/// but not necessarily accuracy. Usually this time is get by `clock_gettime()` call or some other
/// platform-specific system call.
///
/// This method should use the same arguments for measuring the test function unless [`next_haystack()`]
/// method is called. Only then new set of input arguments should be generated. Although it is allowed
/// to call this method without first calling [`next_haystack()`]. In which case first haystack should be
/// generated automatically.
///
/// [`next_haystack()`]: Self::next_haystack()
fn measure(&mut self, iterations: usize) -> u64;
/// Estimates the number of iterations achievable within given time.
///
/// Time span is given in milliseconds (`time_ms`). Estimate can be an approximation and it is important
/// for implementation to be fast (in the order of 10 ms).
/// If possible the same input arguments should be used when building the estimate.
/// If the single call of a function is longer than provided timespan the implementation should return 0.
fn estimate_iterations(&mut self, time_ms: u32) -> usize;
/// Generates next haystack for the measurement
///
/// Calling this method should update internal haystack used for measurement. Returns `true` if update happend,
/// `false` if implementation doesn't support haystack generation.
/// Haystack/Needle distinction is described in [`Generator`] trait.
fn next_haystack(&mut self) -> bool;
/// Synchronize RNG state
///
/// If this implementation has linked generator with RNG state, this method should delegate to
/// [`Generator::sync()`]
fn sync(&mut self, seed: u64);
/// Name of the benchmark
fn name(&self) -> &str;
}
struct SimpleFunc<F> {
name: &'static str,
func: F,
}
impl<O, F: Fn() -> O> MeasureTarget for SimpleFunc<F> {
fn measure(&mut self, iterations: usize) -> u64 {
if mem::needs_drop::<O>() {
let mut result = Vec::with_capacity(iterations);
let start = ActiveTimer::start();
for _ in 0..iterations {
result.push(black_box((self.func)()));
}
let time = ActiveTimer::stop(start);
drop(result);
time
} else {
let start = ActiveTimer::start();
for _ in 0..iterations {
black_box((self.func)());
}
ActiveTimer::stop(start)
}
}
fn estimate_iterations(&mut self, time_ms: u32) -> usize {
let median = median_execution_time(self, 11) as usize;
time_ms as usize * NS_TO_MS / median
}
fn next_haystack(&mut self) -> bool {
false
}
fn name(&self) -> &str {
self.name
}
fn sync(&mut self, _: u64) {}
}
/// Implementation of a [`MeasureTarget`] which uses [`Generator`] to generates a new payload for a function
/// each new sample.
pub struct GenFunc<F, G: Generator> {
f: Rc<RefCell<F>>,
g: Rc<RefCell<G>>,
haystack: Option<G::Haystack>,
name: String,
}
impl<F, O, G> GenFunc<F, G>
where
G: Generator,
F: Fn(&G::Haystack, &G::Needle) -> O,
{
pub fn new(name: &str, f: F, g: G) -> Self {
let f = Rc::new(RefCell::new(f));
let g = Rc::new(RefCell::new(g));
Self::from_ref_cell(name, f, g)
}
fn from_ref_cell(name: &str, f: Rc<RefCell<F>>, g: Rc<RefCell<G>>) -> Self {
Self {
name: format!("{}/{}", name, g.borrow().name()),
haystack: None,
f,
g,
}
}
}
impl<F, O, G> MeasureTarget for GenFunc<F, G>
where
G: Generator,
F: Fn(&G::Haystack, &G::Needle) -> O,
{
fn measure(&mut self, iterations: usize) -> u64 {
let mut g = self.g.borrow_mut();
let haystack = &*self.haystack.get_or_insert_with(|| g.next_haystack());
let f = self.f.borrow_mut();
if mem::needs_drop::<O>() {
let mut result = Vec::with_capacity(iterations);
let start = ActiveTimer::start();
for _ in 0..iterations {
let needle = g.next_needle(haystack);
result.push(black_box((f)(haystack, &needle)));
}
let time = ActiveTimer::stop(start);
drop(result);
time
} else {
let start = ActiveTimer::start();
for _ in 0..iterations {
let needle = g.next_needle(haystack);
black_box((f)(haystack, &needle));
}
ActiveTimer::stop(start)
}
}
fn estimate_iterations(&mut self, time_ms: u32) -> usize {
// Here we relying on the fact that measure() is not generating a new haystack
// without a call to next_haystack()
let median = median_execution_time(self, 10);
(time_ms as usize * NS_TO_MS) / median as usize
}
fn next_haystack(&mut self) -> bool {
self.haystack = Some(self.g.borrow_mut().next_haystack());
true
}
fn name(&self) -> &str {
&self.name
}
fn sync(&mut self, seed: u64) {
self.g.borrow_mut().sync(seed)
}
}
/// Matrix of functions is used to perform benchmark with different generator strategies.
///
/// It is a common task to benchmark function with different payload size and/or different structure of the payload.
/// `BenchmarkMatrix` creates a new [`MeasureTarget`] for each unique combination of [`Generator`]
/// and tested function.
///
/// # Example
/// ```rust
/// use tango_bench::{generators::RandomVec, BenchmarkMatrix, IntoBenchmarks};
///
/// fn sum_positive(haystack: &Vec<u32>, _: &()) -> u32 {
/// haystack.iter().copied().filter(|v| *v > 0).sum()
/// }
///
/// fn sum_benchmarks() -> impl IntoBenchmarks {
/// BenchmarkMatrix::with_params([100, 1_000, 10_000], RandomVec::new)
/// .add_function("sum_positive", sum_positive)
/// }
/// ```
pub struct BenchmarkMatrix<G> {
generators: Vec<Rc<RefCell<G>>>,
functions: Vec<Box<dyn MeasureTarget>>,
}
impl<G: Generator> BenchmarkMatrix<G> {
pub fn new(generator: G) -> Self {
let generator = Rc::new(RefCell::new(generator));
Self {
generators: vec![generator],
functions: vec![],
}
}
/// New matrix with generator created for a given set of parameters
pub fn with_params<P>(params: impl IntoIterator<Item = P>, generator: impl Fn(P) -> G) -> Self {
let generators: Vec<_> = params
.into_iter()
.map(generator)
.map(RefCell::new)
.map(Rc::new)
.collect();
Self {
generators,
functions: vec![],
}
}
/// Add a new generator to the matrix for each parameter in the given iterator.
pub fn add_generators_with_params<P>(
mut self,
params: impl IntoIterator<Item = P>,
generator: impl Fn(P) -> G,
) -> Self {
let generators = params
.into_iter()
.map(generator)
.map(RefCell::new)
.map(Rc::new);
self.generators.extend(generators);
self
}
pub fn add_function<F, O>(mut self, name: &str, f: F) -> Self
where
G: 'static,
F: Fn(&G::Haystack, &G::Needle) -> O + 'static,
{
let f = Rc::new(RefCell::new(f));
self.generators
.iter()
.map(Rc::clone)
.map(|g| GenFunc::from_ref_cell(name, Rc::clone(&f), g))
.map(Box::new)
.for_each(|f| self.functions.push(f));
self
}
}
impl<G> IntoBenchmarks for BenchmarkMatrix<G> {
fn into_benchmarks(self) -> Vec<Box<dyn MeasureTarget>> {
assert!(!self.functions.is_empty(), "No functions was given");
self.functions
}
}
pub trait IntoBenchmarks {
fn into_benchmarks(self) -> Vec<Box<dyn MeasureTarget>>;
}
impl<const N: usize> IntoBenchmarks for [Box<dyn MeasureTarget>; N] {
fn into_benchmarks(self) -> Vec<Box<dyn MeasureTarget>> {
self.into_iter().collect()
}
}
impl IntoBenchmarks for Vec<Box<dyn MeasureTarget>> {
fn into_benchmarks(self) -> Vec<Box<dyn MeasureTarget>> {
self
}
}
/// Generates the payload for the benchmarking functions
///
/// One of the most important parts of the benchmarking process is generating the payload to test the algorithm. This /// is what this trait is doing. Test function registered in the system can accepts two arguments:
/// - *haystack* - usually the data structure we're testing the algorithm on
/// - *needle* - the supplementary used to test the algorithm.
///
/// ## Haystack
/// Haystack is typically some sort of a collection that is used in benchmarking. It can be quite large and
/// expensive to generate, because it is generated once per sample or less. The frequency of haystack generation
/// is controlled by [`MeasurementSettings::samples_per_haystack`].
///
/// ## Needle
/// Needle is usually some type of query that is presented to the algorithm. In case of searching algorithm it
/// can be value we search in the collection.
///
/// Important distinction between haystack and needle is that haystack generation is not included in timing while
/// needle generation is a part of measurement loop. Therefore needle generation should be relativley lightweight.
///
/// Sometimes haystack generation might be so expensive that it makes sense to leave haystack fixed and provide
/// randomness by generating different needles. For example, instead of generating new random `Vec<T>` for each sample
/// it might be more practical to generate a single `Vec` and a new `Range<usize>` as a haystack at each iteration.
///
/// It might be the case that the algorithm being tested is not using both type of values.
/// In this case corresponding value type should unit type – `()`.
/// Depending on the type of algorithm you might not need to generate both of them. Here are some examples:
///
/// | Algorithm | Haystack | Needle |
/// |----------|----------|--------|
/// | Searching in a string | String | substrung to search for and/or range to search over |
/// | Searching in a collection | Collection | Value to search for and/or range to search over |
/// | Soring | Collection | – |
/// | Numerical computation: factorial, DP problems, etc. | – | Input parameters |
///
/// Tango orchestrates the generating of haystack and needle and guarantees that both benchmarking
/// functions are called with the same input parameters. Therefore performance difference is predictable.
pub trait Generator {
type Haystack;
type Needle;
/// Generates next random haystack for the benchmark
///
/// All iterations within sample are using the same haystack. Haystack are changed only between samples
/// (see. [`MeasureTarget::next_haystack()`]).
fn next_haystack(&mut self) -> Self::Haystack;
/// Generates next random needle for the benchmark
///
/// This method should be relatively lightweight, because the execution time of this method is included
/// in reported by the benchmark time. Implementation are given haystack generated by
/// [`Self::next_haystack()`] which will be used for benchmark execution.
fn next_needle(&mut self, haystack: &Self::Haystack) -> Self::Needle;
/// Syncs internal RNG-state of this generator with given seed
///
/// For benchmarks to be predictable the harness periodically synchronize the RNG state of all the generators.
/// If applicable, implementations should set internal RNG state with the value derived from given `seed`.
/// Implementation are free to transform seed value in any meaningfull way (like taking only lower 32 bits)
/// as long as this transformation is deterministic.
fn sync(&mut self, seed: u64);
/// Name of generator
fn name(&self) -> &str {
let name = type_name::<Self>();
if let Some(idx) = name.rfind("::") {
// it's safe to operate on byte offsets here because ':' symbols is 1-byte ascii
&name[idx + 2..]
} else {
name
}
}
}
pub(crate) trait Reporter {
fn on_complete(&mut self, results: &RunResult);
}
/// Describes basic settings for the benchmarking process
///
/// This structure is passed to [`cli::run()`].
///
/// Should be created only with overriding needed properties, like so:
/// ```rust
/// use tango_bench::MeasurementSettings;
///
/// let settings = MeasurementSettings {
/// min_iterations_per_sample: 1000,
/// ..Default::default()
/// };
/// ```
#[derive(Clone, Copy, Debug)]
pub struct MeasurementSettings {
pub filter_outliers: bool,
/// The number of samples per one generated haystack
pub samples_per_haystack: usize,
/// Minimum number of iterations in a sample for each of 2 tested functions
pub min_iterations_per_sample: usize,
/// The number of iterations in a sample for each of 2 tested functions
pub max_iterations_per_sample: usize,
pub sampler_type: SamplerType,
/// Size of a CPU cache firewall in KBytes
///
/// If set, the scheduler will perform a dummy data read between samples generation to spoil the CPU cache
///
/// Cache firewall is a way to reduce the impact of the CPU cache on the benchmarking process. It tries
/// to minimize discrepancies in performance between two algorithms due to the CPU cache state.
pub cache_firewall: Option<usize>,
/// If true, scheduler will perform a yield of control back to the OS before taking each sample
///
/// Yielding control to the OS is a way to reduce the impact of OS scheduler on the benchmarking process.
pub yield_before_sample: bool,
}
#[derive(Clone, Copy, Debug)]
pub enum SamplerType {
Flat,
Linear,
Random,
}
/// Performs a dummy reads from memory to spoil given amount of CPU cache
///
/// Uses cache aligned data arrays to perform minimum amount of reads possible to spoil the cache
struct CacheFirewall {
cache_lines: Vec<CacheLine>,
}
impl CacheFirewall {
fn new(bytes: usize) -> Self {
let n = bytes / mem::size_of::<CacheLine>();
let cache_lines = vec![CacheLine::default(); n];
Self { cache_lines }
}
fn issue_read(&self) {
for line in &self.cache_lines {
// Because CacheLine is aligned on 64 bytes it is enough to read single element from the array
// to spoil the whole cache line
unsafe { ptr::read_volatile(&line.0[0]) };
}
}
}
#[repr(C)]
#[repr(align(64))]
#[derive(Default, Clone, Copy)]
struct CacheLine([u16; 32]);
pub const DEFAULT_SETTINGS: MeasurementSettings = MeasurementSettings {
filter_outliers: false,
samples_per_haystack: 1,
min_iterations_per_sample: 1,
max_iterations_per_sample: 5000,
sampler_type: SamplerType::Random,
cache_firewall: None,
yield_before_sample: false,
};
impl Default for MeasurementSettings {
fn default() -> Self {
DEFAULT_SETTINGS
}
}
/// Sampler is responsible for determining the number of iterations to run for each sample
///
/// Different sampler strategies can influence the results heavily. For example, if function is dependent heavily
/// on a memory subsystem, then it should be tested with different number of iterations to be representative
/// for different memory access patterns and cache states.
trait Sampler {
/// Returns the number of iterations to run for the next sample
///
/// Accepts the number of iteration being run starting from 0.
fn next_sample_iterations(&mut self, iteration_no: usize) -> usize;
}
/// Runs the same number of iterations for each sample
///
/// Estimates the number of iterations based on the number of iterations achieved in 1 ms and uses
/// this number as a base for the number of iterations for each sample. This is the default sampler which is
/// suitable for most cases.
struct FlatSampler {
iterations: usize,
}
impl FlatSampler {
/// Creates a new sampler
///
/// estimate_1ms is the number of iterations to run to estimate the number of iterations to run in 1 ms
fn new(settings: &MeasurementSettings, estimate: usize) -> Self {
FlatSampler {
iterations: estimate.clamp(
settings.min_iterations_per_sample.max(1),
settings.max_iterations_per_sample,
),
}
}
}
impl Sampler for FlatSampler {
fn next_sample_iterations(&mut self, _iteration_no: usize) -> usize {
self.iterations
}
}
struct LinearSampler {
max_iterations: usize,
}
impl LinearSampler {
fn new(settings: &MeasurementSettings, estimate: usize) -> Self {
Self {
max_iterations: estimate.clamp(
settings.min_iterations_per_sample.max(1),
settings.max_iterations_per_sample,
),
}
}
}
impl Sampler for LinearSampler {
fn next_sample_iterations(&mut self, iteration_no: usize) -> usize {
(iteration_no % self.max_iterations) + 1
}
}
/// Sampler that randomly determines the number of iterations to run for each sample
///
/// This sampler uses a random number generator to decide the number of iterations for each sample.
struct RandomSampler {
rng: SmallRng,
max_iterations: usize,
}
impl RandomSampler {
pub fn new(settings: &MeasurementSettings, estimate: usize, seed: u64) -> Self {
Self {
rng: SmallRng::seed_from_u64(seed),
max_iterations: estimate.clamp(
settings.min_iterations_per_sample.max(1),
settings.max_iterations_per_sample,
),
}
}
}
impl Sampler for RandomSampler {
fn next_sample_iterations(&mut self, _iteration_no: usize) -> usize {
self.rng.gen_range(1..=self.max_iterations)
}
}
/// Calculates the result of the benchmarking run
///
/// Return None if no measurements were made
pub(crate) fn calculate_run_result<N: Into<String>>(
name: N,
baseline: &[u64],
candidate: &[u64],
iterations_per_sample: &[usize],
filter_outliers: bool,
) -> Option<RunResult> {
assert!(baseline.len() == candidate.len());
assert!(baseline.len() == iterations_per_sample.len());
let mut iterations_per_sample = iterations_per_sample.to_vec();
let mut diff = candidate
.iter()
.zip(baseline.iter())
// Calculating difference between candidate and baseline
.map(|(&c, &b)| (c as f64 - b as f64))
.zip(iterations_per_sample.iter())
// Normalizing difference to iterations count
.map(|(diff, &iters)| diff / iters as f64)
.collect::<Vec<_>>();
// need to save number of original samples to calculate number of outliers correctly
let n = diff.len();
// Normalizing measurements to iterations count
let mut baseline = baseline
.iter()
.zip(iterations_per_sample.iter())
.map(|(&v, &iters)| (v as f64) / (iters as f64))
.collect::<Vec<_>>();
let mut candidate = candidate
.iter()
.zip(iterations_per_sample.iter())
.map(|(&v, &iters)| (v as f64) / (iters as f64))
.collect::<Vec<_>>();
// Calculating measurements range. All measurements outside this interval concidered outliers
let range = if filter_outliers {
iqr_variance_thresholds(diff.to_vec())
} else {
None
};
// Cleaning measurements from outliers if needed
if let Some(range) = range {
// We filtering outliers to build statistical Summary and the order of elements in arrays
// doesn't matter, therefore swap_remove() is used. But we need to make sure that all arrays
// has the same length
assert_eq!(diff.len(), baseline.len());
assert_eq!(diff.len(), candidate.len());
let mut i = 0;
while i < diff.len() {
if range.contains(&diff[i]) {
i += 1;
} else {
diff.swap_remove(i);
iterations_per_sample.swap_remove(i);
baseline.swap_remove(i);
candidate.swap_remove(i);
}
}
};
let diff_summary = Summary::from(&diff)?;
let baseline_summary = Summary::from(&baseline)?;
let candidate_summary = Summary::from(&candidate)?;
let diff_estimate = DiffEstimate::build(&baseline_summary, &diff_summary);
Some(RunResult {
baseline: baseline_summary,
candidate: candidate_summary,
diff: diff_summary,
name: name.into(),
diff_estimate,
outliers: n - diff_summary.n,
})
}
/// Contains the estimation of how much faster or slower is candidate function compared to baseline
pub(crate) struct DiffEstimate {
// Percentage of difference between candidate and baseline
//
// Negative value means that candidate is faster than baseline, positive - slower.
pct: f64,
// Is the difference statistically significant
significant: bool,
}
impl DiffEstimate {
/// Builds [`DiffEstimate`] from flat sampling
///
/// Flat sampling is a sampling where each measurement is normalized by the number of iterations.
/// This is needed to make measurements comparable between each other. Linear sampling is more
/// robust to outliers, but it is requiring more iterations.
///
/// It is assumed that baseline and candidate are already normalized by iterations count.
fn build(baseline: &Summary<f64>, diff: &Summary<f64>) -> Self {
let std_dev = diff.variance.sqrt();
let std_err = std_dev / (diff.n as f64).sqrt();
let z_score = diff.mean / std_err;
// significant result is far away from 0 and have more than 0.5% base/candidate difference
// z_score = 2.6 corresponds to 99% significance level
let significant = z_score.abs() >= 2.6 && (diff.mean / baseline.mean).abs() > 0.005;
let pct = diff.mean / baseline.mean * 100.0;
Self { pct, significant }
}
}
/// Describes the results of a single benchmark run
pub(crate) struct RunResult {
/// name of a test
name: String,
/// statistical summary of baseline function measurements
baseline: Summary<f64>,
/// statistical summary of candidate function measurements
candidate: Summary<f64>,
/// individual measurements of a benchmark (candidate - baseline)
diff: Summary<f64>,
diff_estimate: DiffEstimate,
/// Numbers of detected and filtered outliers
outliers: usize,
}
/// Statistical summary for a given iterator of numbers.
///
/// Calculates all the information using single pass over the data. Mean and variance are calculated using
/// streaming algorithm described in _Art of Computer Programming, Vol 2, page 232_.
#[derive(Clone, Copy)]
pub struct Summary<T> {
pub n: usize,
pub min: T,
pub max: T,
pub mean: f64,
pub variance: f64,
}
impl<T: PartialOrd> Summary<T> {
pub fn from<'a, C>(values: C) -> Option<Self>
where
C: IntoIterator<Item = &'a T>,
T: ToPrimitive + Copy + Default + 'a,
{
Self::running(values.into_iter().copied()).last()
}
pub fn running<I>(iter: I) -> impl Iterator<Item = Summary<T>>
where
T: ToPrimitive + Copy + Default,
I: Iterator<Item = T>,
{
RunningSummary {
iter,
n: 0,
min: T::default(),
max: T::default(),
mean: 0.,
s: 0.,
}
}
}
struct RunningSummary<T, I> {
iter: I,
n: usize,
min: T,
max: T,
mean: f64,
s: f64,
}
impl<T, I> Iterator for RunningSummary<T, I>
where
T: Copy + PartialOrd,
I: Iterator<Item = T>,
T: ToPrimitive,
{
type Item = Summary<T>;
fn next(&mut self) -> Option<Self::Item> {
let value = self.iter.next()?;
let fvalue = value.to_f64().expect("f64 overflow detected");
if self.n == 0 {
self.min = value;
self.max = value;
}
if let Some(Ordering::Less) = value.partial_cmp(&self.min) {
self.min = value;
}
if let Some(Ordering::Greater) = value.partial_cmp(&self.max) {
self.max = value;
}
self.n += 1;
let mean_p = self.mean;
self.mean += (fvalue - self.mean) / self.n as f64;
self.s += (fvalue - mean_p) * (fvalue - self.mean);
let variance = if self.n > 1 {
self.s / (self.n - 1) as f64
} else {
0.
};
Some(Summary {
n: self.n,
min: self.min,
max: self.max,
mean: self.mean,
variance,
})
}
}
/// Outlier detection algorithm based on interquartile range
///
/// Observations that are 1.5 IQR away from the corresponding quartile are consideted as outliers
/// as described in original Tukey's paper.
pub fn iqr_variance_thresholds(mut input: Vec<f64>) -> Option<RangeInclusive<f64>> {
const MINIMUM_IQR: f64 = 1.;
input.sort_unstable_by(|a, b| a.partial_cmp(b).unwrap_or(Ordering::Equal));
let (q1, q3) = (input.len() / 4, input.len() * 3 / 4 - 1);
if q1 >= q3 || q3 >= input.len() {
return None;
}
// In case q1 and q3 are equal, we need to make sure that IQR is not 0
// In the future it would be nice to measure system timer precision empirically.
let iqr = (input[q3] - input[q1]).max(MINIMUM_IQR);
let low_threshold = input[q1] - iqr * 1.5;
let high_threshold = input[q3] + iqr * 1.5;
// Calculating the indicies of the thresholds in an dataset
let low_threshold_idx =
match input[0..q1].binary_search_by(|probe| probe.total_cmp(&low_threshold)) {
Ok(idx) => idx,
Err(idx) => idx,
};
let high_threshold_idx =
match input[q3..].binary_search_by(|probe| probe.total_cmp(&high_threshold)) {
Ok(idx) => idx,
Err(idx) => idx,
};
if low_threshold_idx == 0 || high_threshold_idx >= input.len() {
return None;
}
// Calculating the equal number of observations which should be removed from each "side" of observations
let outliers_cnt = low_threshold_idx.min(input.len() - high_threshold_idx);
Some(input[outliers_cnt]..=(input[input.len() - outliers_cnt - 1]))
}
mod timer {
use std::time::Instant;
#[cfg(all(feature = "hw-timer", target_arch = "x86_64"))]
pub(super) type ActiveTimer = x86::RdtscpTimer;
#[cfg(not(feature = "hw-timer"))]
pub(super) type ActiveTimer = PlatformTimer;
pub(super) trait Timer<T> {
fn start() -> T;
fn stop(start_time: T) -> u64;
}
pub(super) struct PlatformTimer;
impl Timer<Instant> for PlatformTimer {
#[inline]
fn start() -> Instant {
Instant::now()
}
#[inline]
fn stop(start_time: Instant) -> u64 {
start_time.elapsed().as_nanos() as u64
}
}
#[cfg(all(feature = "hw-timer", target_arch = "x86_64"))]
pub(super) mod x86 {
use super::Timer;
use std::arch::x86_64::{__rdtscp, _mm_mfence};
pub struct RdtscpTimer;
impl Timer<u64> for RdtscpTimer {
#[inline]
fn start() -> u64 {
unsafe {
_mm_mfence();
__rdtscp(&mut 0)
}
}
#[inline]
fn stop(start: u64) -> u64 {
unsafe {
let end = __rdtscp(&mut 0);
_mm_mfence();
end - start
}
}
}
}
}
fn median_execution_time(target: &mut dyn MeasureTarget, iterations: u32) -> u64 {
assert!(iterations >= 1);
let measures: Vec<_> = (0..iterations).map(|_| target.measure(1)).collect();
median(measures).max(1)
}
fn median<T: Copy + Ord + Add<Output = T> + Div<Output = T>>(mut measures: Vec<T>) -> T {
assert!(!measures.is_empty(), "Vec is empty");
measures.sort_unstable();
measures[measures.len() / 2]
}
#[cfg(test)]
mod tests {
use super::*;
use rand::{rngs::SmallRng, Rng, RngCore, SeedableRng};
use std::{iter::Sum, thread, time::Duration};
#[test]
fn check_iqr_variance_thresholds() {
let mut rng = SmallRng::from_entropy();
// Generate 20 random values in range [-50, 50]
// and add 10 outliers in each of two ranges [-1000, -200] and [200, 1000]
// This way IQR is no more than 100 and thresholds should be withing [-50, 50] range
let mut values = vec![];
values.extend((0..20).map(|_| rng.gen_range(-50.0..=50.)));
values.extend((0..10).map(|_| rng.gen_range(-1000.0..=-200.0)));
values.extend((0..10).map(|_| rng.gen_range(200.0..=1000.0)));
let thresholds = iqr_variance_thresholds(values).unwrap();
assert!(
-50. <= *thresholds.start() && *thresholds.end() <= 50.,
"Invalid range: {:?}",
thresholds
);
}
/// This tests checks that the algorithm is stable in case of zero difference between 25 and 75 percentiles
#[test]
fn check_outliers_zero_iqr() {
let mut rng = SmallRng::from_entropy();
let mut values = vec![];
values.extend(std::iter::repeat(0.).take(20));
values.extend((0..10).map(|_| rng.gen_range(-1000.0..=-200.0)));
values.extend((0..10).map(|_| rng.gen_range(200.0..=1000.0)));
let thresholds = iqr_variance_thresholds(values).unwrap();
assert!(
0. <= *thresholds.start() && *thresholds.end() <= 0.,
"Invalid range: {:?}",
thresholds
);
}
#[test]
fn check_summary_statistics() {
for i in 2u32..100 {
let range = 1..=i;
let values = range.collect::<Vec<_>>();
let stat = Summary::from(&values).unwrap();
let sum = (i * (i + 1)) as f64 / 2.;
let expected_mean = sum as f64 / i as f64;
let expected_variance = naive_variance(values.as_slice());
assert_eq!(stat.min, 1);
assert_eq!(stat.n, i as usize);
assert_eq!(stat.max, i);
assert!(
(stat.mean - expected_mean).abs() < 1e-5,
"Expected close to: {}, given: {}",
expected_mean,
stat.mean
);
assert!(
(stat.variance - expected_variance).abs() < 1e-5,
"Expected close to: {}, given: {}",
expected_variance,
stat.variance
);
}
}
#[test]
fn check_summary_statistics_types() {
Summary::from(<&[i64]>::default());
Summary::from(<&[u32]>::default());
Summary::from(&Vec::<i64>::default());
}
#[test]
fn check_naive_variance() {
assert_eq!(naive_variance(&[1, 2, 3]), 1.0);
assert_eq!(naive_variance(&[1, 2, 3, 4, 5]), 2.5);
}
#[test]
fn check_running_variance() {
let input = [1i64, 2, 3, 4, 5, 6, 7];
let variances = Summary::running(input.into_iter())
.map(|s| s.variance)
.collect::<Vec<_>>();
let expected = &[0., 0.5, 1., 1.6666, 2.5, 3.5, 4.6666];
assert_eq!(variances.len(), expected.len());
for (value, expected_value) in variances.iter().zip(expected) {
assert!(
(value - expected_value).abs() < 1e-3,
"Expected close to: {}, given: {}",
expected_value,
value
);
}
}
#[test]
fn check_running_variance_stress_test() {
let rng = RngIterator(SmallRng::seed_from_u64(0)).map(|i| i as i64);
let mut variances = Summary::running(rng).map(|s| s.variance);
assert!(variances.nth(1_000_000).unwrap() > 0.)
}
/// Basic check of measurement code
///
/// This test is quite brittle. There is no guarantee the OS scheduler will wake up the thread
/// soon enough to meet measurement target. We try to mitigate this possibility using several strategies:
/// 1. repeating test several times and taking median as target measurement.
/// 2. using more liberal checking condition (allowing 1 order of magnitude error in measurement)
#[test]
fn check_measure_time() {
let expected_delay = 1;
let mut target = benchmark_fn("foo", move || {
thread::sleep(Duration::from_millis(expected_delay))
});
let median = median_execution_time(target.as_mut(), 10) / NS_TO_MS as u64;
assert!(median < expected_delay * 10);
}
struct RngIterator<T>(T);
impl<T: RngCore> Iterator for RngIterator<T> {
type Item = u32;
fn next(&mut self) -> Option<Self::Item> {
Some(self.0.next_u32())
}
}
fn naive_variance<T>(values: &[T]) -> f64
where
T: Sum + Copy,
f64: From<T>,
{
let n = values.len() as f64;
let mean = f64::from(values.iter().copied().sum::<T>()) / n;
let mut sum_of_squares = 0.;
for value in values.into_iter().copied() {
sum_of_squares += (f64::from(value) - mean).powi(2);
}
sum_of_squares / (n - 1.)
}
}