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Decay historical_estimated_channel_liquidity_* result to None

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`historical_estimated_channel_liquidity_probabilities` previously
decayed to `Some(([0; 8], [0; 8]))`. This was thought to be useful
in that it allowed identification of cases where data was previously
available but is now decayed away vs cases where data was never
available. However, with the introduction of
`historical_estimated_payment_success_probability` (which uses the
existing scoring routines so will decay to `None`) this is
unnecessarily confusing.

Given data which has decayed to zero will also not be used anyway,
there's little reason to keep the old behavior, and we now decay to
`None`.

We also take this opportunity to split the overloaded
`get_decayed_buckets`, removing uneccessary code during scoring.
This commit is contained in:
Matt Corallo 2023-06-06 04:08:32 +00:00
parent b7d1e5f516
commit f7f524f19a
1 changed files with 39 additions and 31 deletions
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70
lightning/src/routing/scoring.rs
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@ -706,9 +706,10 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
let amt = directed_info.effective_capacity().as_msat();
let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
let (min_buckets, max_buckets, _) = dir_liq.liquidity_history
let (min_buckets, max_buckets) = dir_liq.liquidity_history
.get_decayed_buckets(now, *dir_liq.last_updated,
self.decay_params.historical_no_updates_half_life);
self.decay_params.historical_no_updates_half_life)
.unwrap_or(([0; 32], [0; 32]));
log_debug!(self.logger, core::concat!(
"Liquidity from {} to {} via {} is in the range ({}, {}).\n",
@ -787,7 +788,7 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
/// in the top and bottom bucket, and roughly with similar (recent) frequency.
///
/// Because the datapoints are decayed slowly over time, values will eventually return to
/// `Some(([0; 32], [0; 32]))`.
/// `Some(([1; 32], [1; 32]))` and then to `None` once no datapoints remain.
///
/// In order to fetch a single success probability from the buckets provided here, as used in
/// the scoring model, see [`Self::historical_estimated_payment_success_probability`].
@ -801,9 +802,12 @@ impl<G: Deref<Target = NetworkGraph<L>>, L: Deref, T: Time> ProbabilisticScorerU
let amt = directed_info.effective_capacity().as_msat();
let dir_liq = liq.as_directed(source, target, 0, amt, self.decay_params);
let (min_buckets, mut max_buckets, _) = dir_liq.liquidity_history
.get_decayed_buckets(dir_liq.now, *dir_liq.last_updated,
self.decay_params.historical_no_updates_half_life);
let (min_buckets, mut max_buckets) =
dir_liq.liquidity_history.get_decayed_buckets(
dir_liq.now, *dir_liq.last_updated,
self.decay_params.historical_no_updates_half_life
)?;
// Note that the liquidity buckets are an offset from the edge, so we inverse
// the max order to get the probabilities from zero.
max_buckets.reverse();
@ -1738,17 +1742,37 @@ mod bucketed_history {
}
impl<D: Deref<Target = HistoricalBucketRangeTracker>> HistoricalMinMaxBuckets<D> {
#[inline]
pub(super) fn get_decayed_buckets<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
-> ([u16; 32], [u16; 32], u32) {
let required_decays = now.duration_since(last_updated).as_secs()
.checked_div(half_life.as_secs())
.map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
-> Option<([u16; 32], [u16; 32])> {
let (_, required_decays) = self.get_total_valid_points(now, last_updated, half_life)?;
let mut min_buckets = *self.min_liquidity_offset_history;
min_buckets.time_decay_data(required_decays);
let mut max_buckets = *self.max_liquidity_offset_history;
max_buckets.time_decay_data(required_decays);
(min_buckets.buckets, max_buckets.buckets, required_decays)
Some((min_buckets.buckets, max_buckets.buckets))
}
#[inline]
pub(super) fn get_total_valid_points<T: Time>(&self, now: T, last_updated: T, half_life: Duration)
-> Option<(u64, u32)> {
let required_decays = now.duration_since(last_updated).as_secs()
.checked_div(half_life.as_secs())
.map_or(u32::max_value(), |decays| cmp::min(decays, u32::max_value() as u64) as u32);
let mut total_valid_points_tracked = 0;
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
}
}
// If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme),
// treat it as if we were fully decayed.
if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
return None;
}
Some((total_valid_points_tracked, required_decays))
}
#[inline]
@ -1762,29 +1786,13 @@ mod bucketed_history {
// state). For each pair, we calculate the probability as if the bucket's corresponding
// min- and max- liquidity bounds were our current liquidity bounds and then multiply
// that probability by the weight of the selected buckets.
let mut total_valid_points_tracked = 0;
let payment_pos = amount_to_pos(amount_msat, capacity_msat);
if payment_pos >= POSITION_TICKS { return None; }
// Check if all our buckets are zero, once decayed and treat it as if we had no data. We
// don't actually use the decayed buckets, though, as that would lose precision.
let (decayed_min_buckets, decayed_max_buckets, required_decays) =
self.get_decayed_buckets(now, last_updated, half_life);
if decayed_min_buckets.iter().all(|v| *v == 0) || decayed_max_buckets.iter().all(|v| *v == 0) {
return None;
}
for (min_idx, min_bucket) in self.min_liquidity_offset_history.buckets.iter().enumerate() {
for max_bucket in self.max_liquidity_offset_history.buckets.iter().take(32 - min_idx) {
total_valid_points_tracked += (*min_bucket as u64) * (*max_bucket as u64);
}
}
// If the total valid points is smaller than 1.0 (i.e. 32 in our fixed-point scheme), treat
// it as if we were fully decayed.
if total_valid_points_tracked.checked_shr(required_decays).unwrap_or(0) < 32*32 {
return None;
}
let (total_valid_points_tracked, _)
= self.get_total_valid_points(now, last_updated, half_life)?;
let mut cumulative_success_prob_times_billion = 0;
// Special-case the 0th min bucket - it generally means we failed a payment, so only
@ -3107,7 +3115,7 @@ mod tests {
// Once fully decayed we still have data, but its all-0s. In the future we may remove the
// data entirely instead.
assert_eq!(scorer.historical_estimated_channel_liquidity_probabilities(42, &target),
Some(([0; 32], [0; 32])));
None);
assert_eq!(scorer.historical_estimated_payment_success_probability(42, &target, 1), None);
let mut usage = ChannelUsage {