diff options
| -rw-r--r-- | PyPI/jumpavg/README.md | 2 | ||||
| -rw-r--r-- | PyPI/jumpavg/pyproject.toml | 2 | ||||
| -rw-r--r-- | resources/libraries/python/jumpavg/bit_counting_stats.py | 11 |
3 files changed, 10 insertions, 5 deletions
diff --git a/PyPI/jumpavg/README.md b/PyPI/jumpavg/README.md index e3cae0d924..e93e4dc13b 100644 --- a/PyPI/jumpavg/README.md +++ b/PyPI/jumpavg/README.md @@ -23,6 +23,8 @@ TODO. TODO: Move into a separate file? ++ 0.4.1: Fixed bug of not penalizing large stdev enough (at all for size 2 stats). + + 0.4.0: Added "unit" and "sbps" parameters so information content is reasonable even if sample values are below one. diff --git a/PyPI/jumpavg/pyproject.toml b/PyPI/jumpavg/pyproject.toml index 275482ecad..ee6b4cabed 100644 --- a/PyPI/jumpavg/pyproject.toml +++ b/PyPI/jumpavg/pyproject.toml @@ -1,6 +1,6 @@ [project] name = "jumpavg" -version = "0.4.0" +version = "0.4.1" description = "Library for locating changes in time series by grouping results." authors = [ { name = "Cisco Systems Inc. and/or its affiliates", email = "csit-dev@lists.fd.io" }, diff --git a/resources/libraries/python/jumpavg/bit_counting_stats.py b/resources/libraries/python/jumpavg/bit_counting_stats.py index caece2c8ca..3d1cb8aef0 100644 --- a/resources/libraries/python/jumpavg/bit_counting_stats.py +++ b/resources/libraries/python/jumpavg/bit_counting_stats.py @@ -97,10 +97,13 @@ class BitCountingStats(AvgStdevStats): if self.size < 2: return stdev = self.stdev / self.unit - # Stdev is considered to be uniformly distributed - # from zero to max_value. That is quite a bad expectation, - # but resilient to negative samples etc. - self.bits += math.log(max_value + 1, 2) + # Stdev can be anything between zero and max value. + # For size==2, sphere surface is 2 points regardless of radius, + # we need to penalize large stdev already when encoding the stdev. + # The simplest way is to use the same distribution as with size... + self.bits += math.log((stdev + 1) * (stdev + 2), 2) + # .. just with added normalization from the max value cut-off. + self.bits += math.log(1 - 1 / (max_value + 2), 2) # Now we know the samples lie on sphere in size-1 dimensions. # So it is (size-2)-sphere, with radius^2 == stdev^2 * size. # https://en.wikipedia.org/wiki/N-sphere |