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apbf: Switch to fast reduce method.

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This modifies the modular reduction step to make use of the same fast
reduce mechanism used in the gcs filters.  As can be seen in the
following benchmark results, it more than doubles the performance of the
primary filter operations.

In order to experimentally validate the mapping adheres to the
theoretical results and doesn't have any adverse effects on the false
positive rates, the same validation methodology described in README.md
was conducted again and said README is updated accordingly.  Everything
is well within the margin of error as expected.

Finally, the README is also updated with the new benchmark results and
the required go version is bumped in the go.mod due to the addition of
the math/bits import.

name                     old time/op    new time/op  delta
-----------------------------------------------------------------------------
capacity=1000, fprate=0.1%
--------------------------
BenchmarkAdd             158ns ± 1%      59ns ± 1%   -62.59%  (p=0.008 n=5+5)
BenchmarkContainsTrue    183ns ± 1%      69ns ± 2%   -62.27%  (p=0.008 n=5+5)
BenchmarkContainsFalse   61.3ns ±40%   42.0ns ±26%   -31.41%  (p=0.032 n=5+5)

capacity=1000, fprate=0.01%
---------------------------
BenchmarkAdd              211ns ± 1%     69ns ± 1%   -67.07%  (p=0.008 n=5+5)
BenchmarkContainsTrue     236ns ± 2%     80ns ± 1%   -66.16%  (p=0.008 n=5+5)
BenchmarkContainsFalse   59.6ns ±24%    37.7ns ± 5%  -36.74%  (p=0.008 n=5+5)
BenchmarkReset

capacity=1000, fprate=0.001%
----------------------------
BenchmarkAdd             247ns ± 0%       78ns ± 2%  -68.32%  (p=0.008 n=5+5)
BenchmarkContainsTrue    272ns ± 1%       89ns ± 1%  -67.50%  (p=0.008 n=5+5)
BenchmarkContainsFalse   58.6ns ±26%    37.0ns ± 4%  -36.98%  (p=0.008 n=5+5)

capacity=100000, fprate=0.01%
-----------------------------
BenchmarkAdd              205ns ± 2%      80ns ± 1%  -61.12%  (p=0.008 n=5+5)
BenchmarkContainsTrue     219ns ± 1%      80ns ± 1%  -63.39%  (p=0.008 n=5+5)
BenchmarkContainsFalse   70.3ns ±46%    37.6ns ±10%  -46.61%  (p=0.008 n=5+5)

capacity=100000, fprate=0.0001%
-------------------------------
BenchmarkAdd              275ns ± 2%     110ns ± 1%  -60.10%  (p=0.008 n=5+5)
BenchmarkContainsTrue     287ns ± 1%      98ns ± 1%  -65.98%  (p=0.008 n=5+5)
BenchmarkContainsFalse   56.6ns ±45%    36.3ns ± 6%  -35.93%  (p=0.008 n=5+5)

capacity=100000, fprate=0.00001%
--------------------------------
BenchmarkAdd             413ns ± 3%     205ns ± 2%  -50.41%  (p=0.016 n=5+5)
This commit is contained in:
Dave Collins 2021-02-02 01:51:45 -06:00
parent 358dc6e453
commit e2c78f87fd
No known key found for this signature in database
GPG Key ID: B8904D9D9C93D1F2
3 changed files with 59 additions and 29 deletions
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53
container/apbf/README.md
View File

@ -31,7 +31,7 @@ unbounded event stream with a tunable upper bound on the false positive rate.
### Additional Implementation Details
This implementation deviates from the original paper in at least a couple of
This implementation deviates from the original paper in at least the following
important ways:
- It uses Dillinger-Manolis enhanced double hashing instead of the more
@ -41,6 +41,7 @@ important ways:
- Every filter is given a unique key for the internal hashing logic so each one
will have a unique set of false positives and that key is automatically
changed when the filter is manually reset by the caller
- Lemire fast reduction is used instead of standard modular reduction
## Choosing Parameters
@ -87,18 +88,18 @@ described above, for the parameter selection.
Capacity | Target FP | Actual Observed FP
---------|-----------|-------------------
1000 | 0.1% | 0.099%
10000 | 0.1% | 0.096%
1000 | 0.1% | 0.097%
10000 | 0.1% | 0.099%
10000000 | 0.1% | 0.1%
1000 | 1.0% | 0.948%
10000 | 1.0% | 0.868%
1000 | 1.0% | 0.867%
10000 | 1.0% | 0.862%
10000000 | 1.0% | 0.857%
1000 | 2.0% | 1.448%
10000 | 2.0% | 1.47%
10000000 | 2.0% | 1.46%
1000 | 2.0% | 1.464%
10000 | 2.0% | 1.451%
10000000 | 2.0% | 1.461%
1000 | 10.0% | 6.74%
10000 | 10.0% | 6.834%
10000000 | 10.0% | 7.027%
10000 | 10.0% | 6.96%
10000000 | 10.0% | 7.024%
## Memory Usage
@ -126,32 +127,32 @@ operations. The benchmarks are from a Ryzen 7 1700 processor.
Capacity | Target FP | Time / Op | Allocs / Op
---------|-----------|-------------|------------
1000 | 0.1% | 159ns ± 5% | 0
1000 | 0.01% | 208ns ± 0% | 0
1000 | 0.001% | 245ns ± 0% | 0
100000 | 0.01% | 198ns ± 3% | 0
100000 | 0.0001% | 271ns ± 2% | 0
1000000 | 0.00001% | 496ns ± 7% | 0
1000 | 0.1% | 59ns ± 1% | 0
1000 | 0.01% | 69ns ± 2% | 0
1000 | 0.001% | 78ns ± 2% | 0
100000 | 0.01% | 80ns ± 1% | 0
100000 | 0.0001% | 110ns ± 1% | 0
1000000 | 0.00001% | 205ns ± 2% | 0
### `Contains` (item matches filter, worst case)
Capacity | Target FP | Time / Op | Allocs / Op
---------|-----------|-------------|------------
1000 | 0.1% | 175ns ± 1% | 0
1000 | 0.01% | 228ns ± 1% | 0
1000 | 0.001% | 267ns ± 1% | 0
100000 | 0.01% | 211ns ± 1% | 0
100000 | 0.0001% | 282ns ± 1% | 0
1000 | 0.1% | 69ns ± 2% | 0
1000 | 0.01% | 80ns ± 1% | 0
1000 | 0.001% | 89ns ± 1% | 0
100000 | 0.01% | 80ns ± 1% | 0
100000 | 0.0001% | 98ns ± 1% | 0
### `Contains` (item does NOT match filter)
Capacity | Target FP | Time / Op | Allocs / Op
---------|-----------|-------------|------------
1000 | 0.1% | 45.4ns ± 0% | 0
1000 | 0.01% | 57.6ns ±21% | 0
1000 | 0.001% | 56.2ns ±19% | 0
100000 | 0.01% | 48.7ns ±15% | 0
100000 | 0.0001% | 49.6ns ±19% | 0
1000 | 0.1% | 42.0ns ±26% | 0
1000 | 0.01% | 37.7ns ±5% | 0
1000 | 0.001% | 37.0ns ±4% | 0
100000 | 0.01% | 37.6ns ±10% | 0
100000 | 0.0001% | 36.3ns ±6% | 0
## Installation and Updating

33
container/apbf/filter.go
View File

@ -10,6 +10,7 @@ package apbf
import (
"encoding/binary"
"math"
"math/bits"
"sync"
"time"
@ -302,6 +303,34 @@ func (f *Filter) setBit(bit uint64) {
f.data[bit>>3] |= 1 << (bit & 7)
}
// fastReduce calculates a mapping that is more or less equivalent to x mod N.
// However, instead of using a mod operation that can lead to slowness on many
// processors when not using a power of two due to unnecessary division, this
// uses a "multiply-and-shift" trick that eliminates all divisions as described
// in a blog post by Daniel Lemire, located at the following site at the time
// of this writing:
// https://lemire.me/blog/2016/06/27/a-fast-alternative-to-the-modulo-reduction/
//
// Since that link might disappear, the general idea is to multiply by N and
// shift right by log2(N). Since N is a 64-bit integer in this case, it
// becomes:
//
// (x * N) / 2^64 == (x * N) >> 64
//
// This is a fair map since it maps integers in the range [0,2^64) to multiples
// of N in [0, N*2^64) and then divides by 2^64 to map all multiples of N in
// [0,2^64) to 0, all multiples of N in [2^64, 2*2^64) to 1, etc. This results
// in either ceil(2^64/N) or floor(2^64/N) multiples of N.
func fastReduce(x, N uint64) uint64 {
// This uses math/bits to perform the 128-bit multiplication as the compiler
// will replace it with the relevant intrinsic on most architectures.
//
// The high 64 bits in a 128-bit product is the same as shifting the entire
// product right by 64 bits.
hi, _ := bits.Mul64(x, N)
return hi
}
// Add inserts the provided data into the filter.
//
// This function is safe for concurrent access.
@ -335,7 +364,7 @@ func (f *Filter) Add(data []byte) {
hash1, hash2 := siphash.Hash128(f.key0, f.key1, data)
derivedIdx, acc := deriveIndex(logicalSlice, hash1, hash2)
for i := uint8(0); i < f.k; i++ {
f.setBit(sliceBitOffset + derivedIdx%f.bitsPerSlice)
f.setBit(sliceBitOffset + fastReduce(derivedIdx, f.bitsPerSlice))
// Move to the next logical slice while wrapping around the ring buffer
// if needed.
@ -404,7 +433,7 @@ func (f *Filter) Contains(data []byte) bool {
hash1, hash2 := siphash.Hash128(f.key0, f.key1, data)
derivedIdx, acc := deriveIndex(logicalSlice, hash1, hash2)
for {
if f.isBitSet(sliceBitOffset + derivedIdx%f.bitsPerSlice) {
if f.isBitSet(sliceBitOffset + fastReduce(derivedIdx, f.bitsPerSlice)) {
// Successful query when the required number of consecutive matches
// is achieved.
curMatches++

2
container/apbf/go.mod
View File

@ -1,5 +1,5 @@
module github.com/decred/dcrd/container/apbf
go 1.11
go 1.13
require github.com/dchest/siphash v1.2.2