Date: Thu, 6 Apr 2017 07:11:08 -0700 From: Bryan Cantrill <bryancantrill@gmail.com> To: illumos-dev <developer@lists.illumos.org> Cc: freebsd-dtrace@freebsd.org Subject: Re: [developer] dtrace: normalization of stddev Message-ID: <CAAm8y%2BiFYLUqrdOf7gXL_1JYYSarQofaxRArcA-V=%2BoKZi0JNA@mail.gmail.com> In-Reply-To: <97006cf8-369d-6649-4595-43178789feba@FreeBSD.org> References: <97006cf8-369d-6649-4595-43178789feba@FreeBSD.org>
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Nice! Let's turn this into a formalized test (see
usr/src/cmd/dtrace/test/tst/common/aggs/tst.stddev.d for the one test
that's there -- we should add this as
usr/src/cmd/dtrace/test/tst/common/aggs/tst.normalizestddev.d or something)
and then get the fix in. Thanks for debugging this, and sorry for whatever
pain it caused!
- Bryan
On Thu, Apr 6, 2017 at 4:25 AM, Andriy Gapon <avg@freebsd.org> wrote:
>
> It seems that currently normalization of stddev aggregation is done
> incorrectly.
> We divide both the sum of values and the sum of their squares by the
> normalization factor. But we should divide the sum of squares by the
> normalization factor squared to scale the original values properly.
>
> --- lib/libdtrace/common/dt_consume.c
> +++ lib/libdtrace/common/dt_consume.c
> @@ -389,8 +389,10 @@ dt_stddev(uint64_t *data, uint64_t normal)
> * The standard approximation for standard deviation is
> * sqrt(average(x**2) - average(x)**2), i.e. the square root
> * of the average of the squares minus the square of the average.
> + * When normalizing, we should divide the sum of x**2 by normal**2.
> */
> dt_divide_128(data + 2, normal, avg_of_squares);
> + dt_divide_128(avg_of_squares, normal, avg_of_squares);
> dt_divide_128(avg_of_squares, data[0], avg_of_squares);
>
> norm_avg = (int64_t)data[1] / (int64_t)normal / (int64_t)data[0];
>
>
> A primitive test script:
>
> BEGIN
> {
> i = 100;
> @s = avg(i);
> @v = stddev(i);
>
> i = 200;
> @s = avg(i);
> @v = stddev(i);
>
> i = 300;
> @s = avg(i);
> @v = stddev(i);
>
> i = 400;
> @s = avg(i);
> @v = stddev(i);
>
> i = 500;
> @s = avg(i);
> @v = stddev(i);
>
> i = 600;
> @s = avg(i);
> @v = stddev(i);
>
> i = 700;
> @s = avg(i);
> @v = stddev(i);
>
> i = 800;
> @s = avg(i);
> @v = stddev(i);
>
> i = 900;
> @s = avg(i);
> @v = stddev(i);
>
> printa("%@3d %@3d\n", @s, @v);
>
> normalize(@s, 10);
> normalize(@v, 10);
> printa("%@3d %@3d\n", @s, @v);
>
> exit(0);
>
> }
>
> Without the patch it produces:
> 500 258
> 50 170
>
> With the patch:
> 500 258
> 50 25
>
>
> --
> Andriy Gapon
>
>
> -------------------------------------------
> illumos-developer
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