forked from LBRYCommunity/lbry-sdk
Rewrite of variable_decay.py for speed improvements
This commit is contained in:
Brendon J. Brewer
Jack Robison
parent
511a5c3f82
commit
1cdff47477
2 changed files with 324 additions and 269 deletions
1
.gitignore
vendored
1
.gitignore
vendored
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@ -11,6 +11,7 @@
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lbry.egg-info
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__pycache__
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_trial_temp/
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trending*.log
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/tests/integration/blockchain/files
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/tests/.coverage.*
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@ -1,18 +1,17 @@
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"""
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Delayed AR with variable decay rate.
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The spike height function is also simpler.
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AR-like trending with a delayed effect and a faster
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decay rate for high valued claims.
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"""
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import copy
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import math
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import time
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import apsw
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# Half life in blocks *for lower LBC claims* (it's shorter for whale claims)
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HALF_LIFE = 200
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# Whale threshold (higher -> less DB writing)
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WHALE_THRESHOLD = 3.0
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# Whale threshold, in LBC (higher -> less DB writing)
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WHALE_THRESHOLD = 10000.0
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# Decay coefficient per block
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DECAY = 0.5**(1.0/HALF_LIFE)
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@ -38,6 +37,7 @@ def install(connection):
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Install the trending algorithm.
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"""
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check_trending_values(connection)
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trending_data.initialise(connection.cursor())
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if TRENDING_LOG:
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f = open("trending_variable_decay.log", "a")
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@ -46,7 +46,6 @@ def install(connection):
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# Stub
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CREATE_TREND_TABLE = ""
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def check_trending_values(connection):
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"""
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If the trending values appear to be based on the zscore algorithm,
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@ -60,19 +59,304 @@ def check_trending_values(connection):
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break
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if needs_reset:
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print("Resetting some columns. This might take a while...", flush=True, end="")
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print("Resetting some columns. This might take a while...", flush=True,
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end="")
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c.execute(""" BEGIN;
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UPDATE claim SET trending_group = 0;
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UPDATE claim SET trending_mixed = 0;
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UPDATE claim SET trending_global = 0;
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UPDATE claim SET trending_local = 0;
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COMMIT;""")
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print("done.")
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def spike_height(x, x_old):
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def trending_log(s):
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"""
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Compute the size of a trending spike (normed - constant units).
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Log a string to the log file
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"""
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if TRENDING_LOG:
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fout = open("trending_variable_decay.log", "a")
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fout.write(s)
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fout.flush()
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fout.close()
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def trending_unit(height):
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"""
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Return the trending score unit at a given height.
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"""
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# Round to the beginning of a SAVE_INTERVAL batch of blocks.
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_height = height - (height % SAVE_INTERVAL)
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return 1.0/DECAY**(height % RENORM_INTERVAL)
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class TrendingDB:
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"""
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An in-memory database of trending scores
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"""
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def __init__(self):
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self.conn = apsw.Connection(":memory:")
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self.cursor = self.conn.cursor()
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self.initialised = False
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self.write_needed = set()
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def execute(self, query, *args, **kwargs):
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return self.cursor.execute(query, *args, **kwargs)
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def executemany(self, query, *args, **kwargs):
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return self.cursor.executemany(query, *args, **kwargs)
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def begin(self):
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self.execute("BEGIN;")
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def commit(self):
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self.execute("COMMIT;")
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def initialise(self, db):
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"""
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Pass in claims.db
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"""
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if self.initialised:
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return
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trending_log("Initialising trending database...")
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# The need for speed
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self.execute("PRAGMA JOURNAL_MODE=OFF;")
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self.execute("PRAGMA SYNCHRONOUS=0;")
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self.begin()
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# Create the tables
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self.execute("""
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CREATE TABLE IF NOT EXISTS claims
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(claim_hash BYTES PRIMARY KEY,
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lbc REAL NOT NULL DEFAULT 0.0,
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trending_score REAL NOT NULL DEFAULT 0.0)
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WITHOUT ROWID;""")
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self.execute("""
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CREATE TABLE IF NOT EXISTS spikes
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(id INTEGER PRIMARY KEY,
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claim_hash BYTES NOT NULL,
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height INTEGER NOT NULL,
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mass REAL NOT NULL,
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FOREIGN KEY (claim_hash)
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REFERENCES claims (claim_hash));""")
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# Clear out any existing data
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self.execute("DELETE FROM claims;")
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self.execute("DELETE FROM spikes;")
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# Create indexes
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self.execute("CREATE INDEX idx1 ON spikes (claim_hash, height, mass);")
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self.execute("CREATE INDEX idx2 ON spikes (claim_hash, height, mass DESC);")
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self.execute("CREATE INDEX idx3 on claims (lbc DESC, claim_hash, trending_score);")
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# Import data from claims.db
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for row in db.execute("""
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SELECT claim_hash,
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1E-8*(amount + support_amount) AS lbc,
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trending_mixed
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FROM claim;
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"""):
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self.execute("INSERT INTO claims VALUES (?, ?, ?);", row)
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self.commit()
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self.initialised = True
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trending_log("done.\n")
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def apply_spikes(self, height):
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"""
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Apply spikes that are due. This occurs inside a transaction.
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"""
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spikes = []
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unit = trending_unit(height)
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for row in self.execute("""
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SELECT SUM(mass), claim_hash FROM spikes
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WHERE height = ?
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GROUP BY claim_hash;
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""", (height, )):
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spikes.append((row[0]*unit, row[1]))
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self.write_needed.add(row[1])
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self.executemany("""
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UPDATE claims
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SET trending_score = (trending_score + ?)
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WHERE claim_hash = ?;
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""", spikes)
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self.execute("DELETE FROM spikes WHERE height = ?;", (height, ))
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def decay_whales(self, height):
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"""
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Occurs inside transaction.
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"""
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if height % SAVE_INTERVAL != 0:
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return
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whales = self.execute("""
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SELECT trending_score, lbc, claim_hash
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FROM claims
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WHERE lbc >= ?;
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""", (WHALE_THRESHOLD, )).fetchall()
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whales2 = []
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for whale in whales:
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trending, lbc, claim_hash = whale
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# Overall multiplication factor for decay rate
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# At WHALE_THRESHOLD, this is 1
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# At 10*WHALE_THRESHOLD, it is 3
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decay_rate_factor = 1.0 + 2.0*math.log10(lbc/WHALE_THRESHOLD)
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# The -1 is because this is just the *extra* part being applied
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factor = (DECAY**SAVE_INTERVAL)**(decay_rate_factor - 1.0)
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# Decay
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trending *= factor
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whales2.append((trending, claim_hash))
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self.write_needed.add(claim_hash)
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self.executemany("UPDATE claims SET trending_score=? WHERE claim_hash=?;",
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whales2)
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def renorm(self, height):
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"""
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Renormalise trending scores. Occurs inside a transaction.
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"""
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if height % RENORM_INTERVAL == 0:
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threshold = 1.0E-3/DECAY_PER_RENORM
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for row in self.execute("""SELECT claim_hash FROM claims
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WHERE ABS(trending_score) >= ?;""",
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(threshold, )):
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self.write_needed.add(row[0])
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self.execute("""UPDATE claims SET trending_score = ?*trending_score
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WHERE ABS(trending_score) >= ?;""",
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(DECAY_PER_RENORM, threshold))
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def write_to_claims_db(self, db, height):
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"""
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Write changed trending scores to claims.db.
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"""
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if height % SAVE_INTERVAL != 0:
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return
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rows = self.execute(f"""
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SELECT trending_score, claim_hash
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FROM claims
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WHERE claim_hash IN
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({','.join('?' for _ in self.write_needed)});
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""", self.write_needed).fetchall()
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db.executemany("""UPDATE claim SET trending_mixed = ?
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WHERE claim_hash = ?;""", rows)
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# Clear list of claims needing to be written to claims.db
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self.write_needed = set()
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def update(self, db, height, recalculate_claim_hashes):
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"""
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Update trending scores.
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Input is a cursor to claims.db, the block height, and the list of
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claims that changed.
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"""
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assert self.initialised
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self.begin()
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self.renorm(height)
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# Fetch changed/new claims from claims.db
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for row in db.execute(f"""
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SELECT claim_hash,
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1E-8*(amount + support_amount) AS lbc
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FROM claim
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WHERE claim_hash IN
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({','.join('?' for _ in recalculate_claim_hashes)});
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""", recalculate_claim_hashes):
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claim_hash, lbc = row
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# Insert into trending db if it does not exist
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self.execute("""
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INSERT INTO claims (claim_hash)
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VALUES (?)
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ON CONFLICT (claim_hash) DO NOTHING;""",
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(claim_hash, ))
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# See if it was an LBC change
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old = self.execute("SELECT * FROM claims WHERE claim_hash=?;",
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(claim_hash, )).fetchone()
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lbc_old = old[1]
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# Save new LBC value into trending db
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self.execute("UPDATE claims SET lbc = ? WHERE claim_hash = ?;",
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(lbc, claim_hash))
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if lbc > lbc_old:
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# Schedule a future spike
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delay = min(int((lbc + 1E-8)**0.4), HALF_LIFE)
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spike = (claim_hash, height + delay, spike_mass(lbc, lbc_old))
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self.execute("""INSERT INTO spikes
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(claim_hash, height, mass)
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VALUES (?, ?, ?);""", spike)
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elif lbc < lbc_old:
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# Subtract from future spikes
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penalty = spike_mass(lbc_old, lbc)
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spikes = self.execute("""
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SELECT * FROM spikes
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WHERE claim_hash = ?
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ORDER BY height ASC, mass DESC;
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""", (claim_hash, )).fetchall()
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for spike in spikes:
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spike_id, mass = spike[0], spike[3]
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if mass > penalty:
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# The entire penalty merely reduces this spike
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self.execute("UPDATE spikes SET mass=? WHERE id=?;",
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(mass - penalty, spike_id))
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penalty = 0.0
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else:
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# Removing this spike entirely accounts for some (or
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# all) of the penalty, then move on to other spikes
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self.execute("DELETE FROM spikes WHERE id=?;",
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(spike_id, ))
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penalty -= mass
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# If penalty remains, that's a negative spike to be applied
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# immediately.
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if penalty > 0.0:
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self.execute("""
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INSERT INTO spikes (claim_hash, height, mass)
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VALUES (?, ?, ?);""",
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(claim_hash, height, -penalty))
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self.apply_spikes(height)
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self.decay_whales(height)
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self.commit()
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self.write_to_claims_db(db, height)
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# The "global" instance to work with
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# pylint: disable=C0103
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trending_data = TrendingDB()
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def spike_mass(x, x_old):
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"""
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Compute the mass of a trending spike (normed - constant units).
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x_old = old LBC value
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x = new LBC value
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"""
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# Sign of trending spike
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@ -89,155 +373,16 @@ def spike_height(x, x_old):
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return sign*mag
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def run(db, height, final_height, recalculate_claim_hashes):
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if height < final_height - 5*HALF_LIFE:
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trending_log(f"Skipping trending calculations at block {height}.\n")
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return
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def get_time_boost(height):
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"""
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Return the time boost at a given height.
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"""
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return 1.0/DECAY**(height % RENORM_INTERVAL)
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def trending_log(s):
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"""
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Log a string.
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"""
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if TRENDING_LOG:
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fout = open("trending_variable_decay.log", "a")
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fout.write(s)
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fout.flush()
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fout.close()
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class TrendingData:
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"""
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An object of this class holds trending data
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"""
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def __init__(self):
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# Dict from claim id to some trending info.
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# Units are TIME VARIABLE in here
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self.claims = {}
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# Claims with >= WHALE_THRESHOLD LBC total amount
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self.whales = set([])
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# Have all claims been read from db yet?
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self.initialised = False
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# List of pending spikes.
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# Units are CONSTANT in here
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self.pending_spikes = []
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def insert_claim_from_load(self, height, claim_hash, trending_score, total_amount):
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assert not self.initialised
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self.claims[claim_hash] = {"trending_score": trending_score,
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"total_amount": total_amount,
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"changed": False}
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if trending_score >= WHALE_THRESHOLD*get_time_boost(height):
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self.add_whale(claim_hash)
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def add_whale(self, claim_hash):
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self.whales.add(claim_hash)
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def apply_spikes(self, height):
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"""
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Apply all pending spikes that are due at this height.
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Apply with time boost ON.
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"""
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time_boost = get_time_boost(height)
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for spike in self.pending_spikes:
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if spike["height"] > height:
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# Ignore
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pass
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if spike["height"] == height:
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# Apply
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self.claims[spike["claim_hash"]]["trending_score"] += time_boost*spike["size"]
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self.claims[spike["claim_hash"]]["changed"] = True
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if self.claims[spike["claim_hash"]]["trending_score"] >= WHALE_THRESHOLD*time_boost:
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self.add_whale(spike["claim_hash"])
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if spike["claim_hash"] in self.whales and \
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self.claims[spike["claim_hash"]]["trending_score"] < WHALE_THRESHOLD*time_boost:
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self.whales.remove(spike["claim_hash"])
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# Keep only future spikes
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self.pending_spikes = [s for s in self.pending_spikes \
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if s["height"] > height]
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def update_claim(self, height, claim_hash, total_amount):
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"""
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Update trending data for a claim, given its new total amount.
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"""
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assert self.initialised
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# Extract existing total amount and trending score
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# or use starting values if the claim is new
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if claim_hash in self.claims:
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old_state = copy.deepcopy(self.claims[claim_hash])
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else:
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old_state = {"trending_score": 0.0,
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"total_amount": 0.0,
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"changed": False}
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# Calculate LBC change
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change = total_amount - old_state["total_amount"]
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# Modify data if there was an LBC change
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if change != 0.0:
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spike = spike_height(total_amount,
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old_state["total_amount"])
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delay = min(int((total_amount + 1E-8)**0.4), HALF_LIFE)
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if change < 0.0:
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# How big would the spike be for the inverse movement?
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reverse_spike = spike_height(old_state["total_amount"], total_amount)
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# Remove that much spike from future pending ones
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for future_spike in self.pending_spikes:
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if future_spike["claim_hash"] == claim_hash:
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if reverse_spike >= future_spike["size"]:
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reverse_spike -= future_spike["size"]
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future_spike["size"] = 0.0
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elif reverse_spike > 0.0:
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future_spike["size"] -= reverse_spike
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reverse_spike = 0.0
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delay = 0
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spike = -reverse_spike
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self.pending_spikes.append({"height": height + delay,
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"claim_hash": claim_hash,
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"size": spike})
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self.claims[claim_hash] = {"total_amount": total_amount,
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"trending_score": old_state["trending_score"],
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"changed": False}
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def process_whales(self, height):
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"""
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Whale claims decay faster.
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"""
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if height % SAVE_INTERVAL != 0:
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return
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for claim_hash in self.whales:
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trending_normed = self.claims[claim_hash]["trending_score"]/get_time_boost(height)
|
||||
|
||||
# Overall multiplication factor for decay rate
|
||||
decay_rate_factor = trending_normed/WHALE_THRESHOLD
|
||||
|
||||
# The -1 is because this is just the *extra* part being applied
|
||||
factor = (DECAY**SAVE_INTERVAL)**(decay_rate_factor - 1.0)
|
||||
# print(claim_hash, trending_normed, decay_rate_factor)
|
||||
self.claims[claim_hash]["trending_score"] *= factor
|
||||
self.claims[claim_hash]["changed"] = True
|
||||
|
||||
start = time.time()
|
||||
trending_log(f"Calculating variable_decay trending at block {height}.\n")
|
||||
trending_data.update(db, height, recalculate_claim_hashes)
|
||||
end = time.time()
|
||||
trending_log(f"Trending operations took {end - start} seconds.\n\n")
|
||||
|
||||
def test_trending():
|
||||
"""
|
||||
|
|
@ -260,12 +405,12 @@ def test_trending():
|
|||
COMMIT;
|
||||
""")
|
||||
|
||||
# Initialise trending data before anything happens with the claims
|
||||
trending_data.initialise(db)
|
||||
|
||||
# Insert initial states of claims
|
||||
everything = {"huge_whale": 0.01,
|
||||
"huge_whale_botted": 0.01,
|
||||
"medium_whale": 0.01,
|
||||
"small_whale": 0.01,
|
||||
"minnow": 0.01}
|
||||
everything = {"huge_whale": 0.01, "medium_whale": 0.01, "small_whale": 0.01,
|
||||
"huge_whale_botted": 0.01, "minnow": 0.01}
|
||||
|
||||
def to_list_of_tuples(stuff):
|
||||
l = []
|
||||
|
|
@ -277,13 +422,17 @@ def test_trending():
|
|||
INSERT INTO claim (claim_hash, amount) VALUES (?, 1E8*?);
|
||||
""", to_list_of_tuples(everything))
|
||||
|
||||
# Process block zero
|
||||
height = 0
|
||||
run(db, height, height, everything.keys())
|
||||
|
||||
# Save trajectories for plotting
|
||||
trajectories = {}
|
||||
for key in trending_data.claims:
|
||||
trajectories[key] = [trending_data.claims[key]["trending_score"]]
|
||||
for row in trending_data.execute("""
|
||||
SELECT claim_hash, trending_score
|
||||
FROM claims;
|
||||
"""):
|
||||
trajectories[row[0]] = [row[1]/trending_unit(height)]
|
||||
|
||||
# Main loop
|
||||
for height in range(1, 1000):
|
||||
|
|
@ -312,119 +461,24 @@ def test_trending():
|
|||
# Call run()
|
||||
run(db, height, height, everything.keys())
|
||||
|
||||
for key in trending_data.claims:
|
||||
trajectories[key].append(trending_data.claims[key]["trending_score"]\
|
||||
/get_time_boost(height))
|
||||
# Append current trending scores to trajectories
|
||||
for row in db.execute("""
|
||||
SELECT claim_hash, trending_mixed
|
||||
FROM claim;
|
||||
"""):
|
||||
trajectories[row[0]].append(row[1]/trending_unit(height))
|
||||
|
||||
dbc.close()
|
||||
|
||||
# pylint: disable=C0415
|
||||
import matplotlib.pyplot as plt
|
||||
for key in trending_data.claims:
|
||||
for key in trajectories:
|
||||
plt.plot(trajectories[key], label=key)
|
||||
plt.legend()
|
||||
plt.show()
|
||||
|
||||
|
||||
# One global instance
|
||||
# pylint: disable=C0103
|
||||
trending_data = TrendingData()
|
||||
|
||||
def run(db, height, final_height, recalculate_claim_hashes):
|
||||
|
||||
if height < final_height - 5*HALF_LIFE:
|
||||
trending_log("Skipping variable_decay trending at block {h}.\n".format(h=height))
|
||||
return
|
||||
|
||||
start = time.time()
|
||||
|
||||
trending_log("Calculating variable_decay trending at block {h}.\n".format(h=height))
|
||||
trending_log(" Length of trending data = {l}.\n"\
|
||||
.format(l=len(trending_data.claims)))
|
||||
|
||||
# Renormalise trending scores and mark all as having changed
|
||||
if height % RENORM_INTERVAL == 0:
|
||||
trending_log(" Renormalising trending scores...")
|
||||
|
||||
keys = trending_data.claims.keys()
|
||||
trending_data.whales = set([])
|
||||
for key in keys:
|
||||
if trending_data.claims[key]["trending_score"] != 0.0:
|
||||
trending_data.claims[key]["trending_score"] *= DECAY_PER_RENORM
|
||||
trending_data.claims[key]["changed"] = True
|
||||
|
||||
# Tiny becomes zero
|
||||
if abs(trending_data.claims[key]["trending_score"]) < 1E-3:
|
||||
trending_data.claims[key]["trending_score"] = 0.0
|
||||
|
||||
# Re-mark whales
|
||||
if trending_data.claims[key]["trending_score"] >= WHALE_THRESHOLD*get_time_boost(height):
|
||||
trending_data.add_whale(key)
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
|
||||
# Regular message.
|
||||
trending_log(" Reading total_amounts from db and updating"\
|
||||
+ " trending scores in RAM...")
|
||||
|
||||
# Update claims from db
|
||||
if not trending_data.initialised:
|
||||
|
||||
trending_log("initial load...")
|
||||
# On fresh launch
|
||||
for row in db.execute("""
|
||||
SELECT claim_hash, trending_mixed,
|
||||
(amount + support_amount)
|
||||
AS total_amount
|
||||
FROM claim;
|
||||
"""):
|
||||
trending_data.insert_claim_from_load(height, row[0], row[1], 1E-8*row[2])
|
||||
trending_data.initialised = True
|
||||
else:
|
||||
for row in db.execute(f"""
|
||||
SELECT claim_hash,
|
||||
(amount + support_amount)
|
||||
AS total_amount
|
||||
FROM claim
|
||||
WHERE claim_hash IN
|
||||
({','.join('?' for _ in recalculate_claim_hashes)});
|
||||
""", recalculate_claim_hashes):
|
||||
trending_data.update_claim(height, row[0], 1E-8*row[1])
|
||||
|
||||
# Apply pending spikes
|
||||
trending_data.apply_spikes(height)
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
|
||||
# Write trending scores to DB
|
||||
if height % SAVE_INTERVAL == 0:
|
||||
|
||||
trending_log(" Finding and processing whales...")
|
||||
trending_log(str(len(trending_data.whales)) + " whales found...")
|
||||
trending_data.process_whales(height)
|
||||
trending_log("done.\n")
|
||||
|
||||
trending_log(" Writing trending scores to db...")
|
||||
|
||||
the_list = []
|
||||
keys = trending_data.claims.keys()
|
||||
|
||||
for key in keys:
|
||||
if trending_data.claims[key]["changed"]:
|
||||
the_list.append((trending_data.claims[key]["trending_score"], key))
|
||||
trending_data.claims[key]["changed"] = False
|
||||
|
||||
trending_log("{n} scores to write...".format(n=len(the_list)))
|
||||
|
||||
db.executemany("UPDATE claim SET trending_mixed=? WHERE claim_hash=?;",
|
||||
the_list)
|
||||
|
||||
trending_log("done.\n")
|
||||
|
||||
trending_log("Trending operations took {time} seconds.\n\n"\
|
||||
.format(time=time.time() - start))
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
|
|
|
|||
Loading…
Reference in a new issue