rust-lightning/lightning
Matt Corallo e422ab207e Use a new PDF for our channel liquidity estimation when scoring
Utilizing the results of probes sent once a minute to a random node
in the network for a random amount (within a reasonable range), we
were able to analyze the accuracy of our resulting success
probability estimation with various PDFs.

For each candidate PDF (as well as other parameters, to be tuned in
the coming commits), we used the `min_zero_implies_no_successes`
fudge factor in `success_probability` as well as a total
probability multiple fudge factor to get both the historical
success model and the a priori model to be neither too optimistic
nor too pessimistic (as measured by the relative log-loss between
succeeding and failing hops in our sample data).

We then compared the resulting log-loss for the historical success
model and selected the candidate PDF with the lowest log-loss,
skipping a few candidates with similar resulting log-loss but with
more extreme constants (such as a power of 11 with a higher
`min_zero_implies_no_successes` penalty).

This resulted in a PDF of `128 * (1/256 + 9*(x - 0.5)^8)` with a
`min_zero_implies_no_successes` probability multiplier of 64/78.

Thanks to @twood22 for being a sounding board and helping analyze
the resulting PDF.
2024-12-19 20:00:52 +00:00
..
src Use a new PDF for our channel liquidity estimation when scoring 2024-12-19 20:00:52 +00:00
Cargo.toml Drop log-limiting features 2024-12-03 17:26:49 +01:00