hub/scribe/elasticsearch/fast_ar_trending.py
Jack Robison dfef80d9c2
initial
2022-03-08 12:41:51 -05:00

117 lines
2.9 KiB
Python

FAST_AR_TRENDING_SCRIPT = """
double softenLBC(double lbc) { return (Math.pow(lbc, 1.0 / 3.0)); }
double logsumexp(double x, double y)
{
double top;
if(x > y)
top = x;
else
top = y;
double result = top + Math.log(Math.exp(x-top) + Math.exp(y-top));
return(result);
}
double logdiffexp(double big, double small)
{
return big + Math.log(1.0 - Math.exp(small - big));
}
double squash(double x)
{
if(x < 0.0)
return -Math.log(1.0 - x);
else
return Math.log(x + 1.0);
}
double unsquash(double x)
{
if(x < 0.0)
return 1.0 - Math.exp(-x);
else
return Math.exp(x) - 1.0;
}
double log_to_squash(double x)
{
return logsumexp(x, 0.0);
}
double squash_to_log(double x)
{
//assert x > 0.0;
return logdiffexp(x, 0.0);
}
double squashed_add(double x, double y)
{
// squash(unsquash(x) + unsquash(y)) but avoiding overflow.
// Cases where the signs are the same
if (x < 0.0 && y < 0.0)
return -logsumexp(-x, logdiffexp(-y, 0.0));
if (x >= 0.0 && y >= 0.0)
return logsumexp(x, logdiffexp(y, 0.0));
// Where the signs differ
if (x >= 0.0 && y < 0.0)
if (Math.abs(x) >= Math.abs(y))
return logsumexp(0.0, logdiffexp(x, -y));
else
return -logsumexp(0.0, logdiffexp(-y, x));
if (x < 0.0 && y >= 0.0)
{
// Addition is commutative, hooray for new math
return squashed_add(y, x);
}
return 0.0;
}
double squashed_multiply(double x, double y)
{
// squash(unsquash(x)*unsquash(y)) but avoiding overflow.
int sign;
if(x*y >= 0.0)
sign = 1;
else
sign = -1;
return sign*logsumexp(squash_to_log(Math.abs(x))
+ squash_to_log(Math.abs(y)), 0.0);
}
// Squashed inflated units
double inflateUnits(int height) {
double timescale = 576.0; // Half life of 400 = e-folding time of a day
// by coincidence, so may as well go with it
return log_to_squash(height / timescale);
}
double spikePower(double newAmount) {
if (newAmount < 50.0) {
return(0.5);
} else if (newAmount < 85.0) {
return(newAmount / 100.0);
} else {
return(0.85);
}
}
double spikeMass(double oldAmount, double newAmount) {
double softenedChange = softenLBC(Math.abs(newAmount - oldAmount));
double changeInSoftened = Math.abs(softenLBC(newAmount) - softenLBC(oldAmount));
double power = spikePower(newAmount);
if (oldAmount > newAmount) {
-1.0 * Math.pow(changeInSoftened, power) * Math.pow(softenedChange, 1.0 - power)
} else {
Math.pow(changeInSoftened, power) * Math.pow(softenedChange, 1.0 - power)
}
}
for (i in params.src.changes) {
double units = inflateUnits(i.height);
if (ctx._source.trending_score == null) {
ctx._source.trending_score = 0.0;
}
double bigSpike = squashed_multiply(units, squash(spikeMass(i.prev_amount, i.new_amount)));
ctx._source.trending_score = squashed_add(ctx._source.trending_score, bigSpike);
}
"""