prometheus

Commit Graph

Author	SHA1	Message	Date
Jack Neely	896f951e68	Force buckets in a histogram to be monotonic for quantile estimation (#2610 ) * Force buckets in a histogram to be monotonic for quantile estimation The assumption that bucket counts increase monotonically with increasing upperBound may be violated during: * Recording rule evaluation of histogram_quantile, especially when rate() has been applied to the underlying bucket timeseries. * Evaluation of histogram_quantile computed over federated bucket timeseries, especially when rate() has been applied This is because scraped data is not made available to RR evalution or federation atomically, so some buckets are computed with data from the N most recent scrapes, but the other buckets are missing the most recent observations. Monotonicity is usually guaranteed because if a bucket with upper bound u1 has count c1, then any bucket with a higher upper bound u > u1 must have counted all c1 observations and perhaps more, so that c >= c1. Randomly interspersed partial sampling breaks that guarantee, and rate() exacerbates it. Specifically, suppose bucket le=1000 has a count of 10 from 4 samples but the bucket with le=2000 has a count of 7, from 3 samples. The monotonicity is broken. It is exacerbated by rate() because under normal operation, cumulative counting of buckets will cause the bucket counts to diverge such that small differences from missing samples are not a problem. rate() removes this divergence.) bucketQuantile depends on that monotonicity to do a binary search for the bucket with the qth percentile count, so breaking the monotonicity guarantee causes bucketQuantile() to return undefined (nonsense) results. As a somewhat hacky solution until the Prometheus project is ready to accept the changes required to make scrapes atomic, we calculate the "envelope" of the histogram buckets, essentially removing any decreases in the count between successive buckets. * Fix up comment docs for ensureMonotonic * ensureMonotonic: Use switch statement Use switch statement rather than if/else for better readability. Process the most frequent cases first.	9 years ago
Fabian Reinartz	0d3012a605	Migrate matrix tests, remove old test files.	11 years ago
Fabian Reinartz	eba07a7d3d	Migrate histogram tests to test language.	11 years ago

Author

SHA1

Message

Date

Jack Neely

896f951e68

Force buckets in a histogram to be monotonic for quantile estimation (#2610 )

* Force buckets in a histogram to be monotonic for quantile estimation

The assumption that bucket counts increase monotonically with increasing
upperBound may be violated during:

  * Recording rule evaluation of histogram_quantile, especially when rate()
     has been applied to the underlying bucket timeseries.
  * Evaluation of histogram_quantile computed over federated bucket
     timeseries, especially when rate() has been applied

This is because scraped data is not made available to RR evalution or
federation atomically, so some buckets are computed with data from the N
most recent scrapes, but the other buckets are missing the most recent
observations.

Monotonicity is usually guaranteed because if a bucket with upper bound
u1 has count c1, then any bucket with a higher upper bound u > u1 must
have counted all c1 observations and perhaps more, so that c  >= c1.

Randomly interspersed partial sampling breaks that guarantee, and rate()
exacerbates it. Specifically, suppose bucket le=1000 has a count of 10 from
4 samples but the bucket with le=2000 has a count of 7, from 3 samples. The
monotonicity is broken. It is exacerbated by rate() because under normal
operation, cumulative counting of buckets will cause the bucket counts to
diverge such that small differences from missing samples are not a problem.
rate() removes this divergence.)

bucketQuantile depends on that monotonicity to do a binary search for the
bucket with the qth percentile count, so breaking the monotonicity
guarantee causes bucketQuantile() to return undefined (nonsense) results.

As a somewhat hacky solution until the Prometheus project is ready to
accept the changes required to make scrapes atomic, we calculate the
"envelope" of the histogram buckets, essentially removing any decreases
in the count between successive buckets.

* Fix up comment docs for ensureMonotonic

* ensureMonotonic: Use switch statement

Use switch statement rather than if/else for better readability.
Process the most frequent cases first.

9 years ago

Fabian Reinartz

0d3012a605

Migrate matrix tests, remove old test files.

11 years ago

Fabian Reinartz

eba07a7d3d

Migrate histogram tests to test language.

11 years ago

3 Commits (4e4f0d4e41dd7b44cd91dbeea06762451ed2db7e)