routing: extract probability estimator cfg and add validation
In preparation for allowing live update of mc config, we extract our probability estimator cfg for easy update and add validation.
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@ -58,9 +58,11 @@ func newIntegratedRoutingContext(t *testing.T) *integratedRoutingContext {
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finalExpiry: 40,
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mcCfg: MissionControlConfig{
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PenaltyHalfLife: 30 * time.Minute,
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AprioriHopProbability: 0.6,
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AprioriWeight: 0.5,
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ProbabilityEstimatorCfg: ProbabilityEstimatorCfg{
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PenaltyHalfLife: 30 * time.Minute,
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AprioriHopProbability: 0.6,
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AprioriWeight: 0.5,
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},
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},
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pathFindingCfg: PathFindingConfig{
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@ -1,6 +1,7 @@
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package routing
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import (
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"errors"
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"fmt"
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"sync"
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"time"
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@ -58,6 +59,17 @@ const (
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DefaultMinFailureRelaxInterval = time.Minute
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)
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var (
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// ErrInvalidMcHistory is returned if we get a negative mission control
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// history count.
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ErrInvalidMcHistory = errors.New("mission control history must be " +
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">= 0")
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// ErrInvalidFailureInterval is returned if we get an invalid failure
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// interval.
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ErrInvalidFailureInterval = errors.New("failure interval must be >= 0")
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)
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// NodeResults contains previous results from a node to its peers.
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type NodeResults map[route.Vertex]TimedPairResult
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@ -99,33 +111,36 @@ type MissionControl struct {
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// MissionControlConfig defines parameters that control mission control
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// behaviour.
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type MissionControlConfig struct {
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// PenaltyHalfLife defines after how much time a penalized node or
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// channel is back at 50% probability.
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PenaltyHalfLife time.Duration
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// AprioriHopProbability is the assumed success probability of a hop in
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// a route when no other information is available.
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AprioriHopProbability float64
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// ProbabilityEstimatorConfig is the config we will use for probability
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// calculations.
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ProbabilityEstimatorCfg
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// MaxMcHistory defines the maximum number of payment results that are
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// held on disk.
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MaxMcHistory int
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// AprioriWeight is a value in the range [0, 1] that defines to what
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// extent historical results should be extrapolated to untried
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// connections. Setting it to one will completely ignore historical
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// results and always assume the configured a priori probability for
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// untried connections. A value of zero will ignore the a priori
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// probability completely and only base the probability on historical
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// results, unless there are none available.
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AprioriWeight float64
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// MinFailureRelaxInterval is the minimum time that must have passed
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// since the previously recorded failure before the failure amount may
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// be raised.
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MinFailureRelaxInterval time.Duration
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}
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func (c *MissionControlConfig) validate() error {
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if err := c.ProbabilityEstimatorCfg.validate(); err != nil {
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return err
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}
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if c.MaxMcHistory < 0 {
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return ErrInvalidMcHistory
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}
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if c.MinFailureRelaxInterval < 0 {
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return ErrInvalidFailureInterval
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}
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return nil
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}
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// String returns a string representation of a mission control config.
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func (c *MissionControlConfig) String() string {
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return fmt.Sprintf("Penalty Half Life: %v, Apriori Hop "+
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@ -190,16 +205,18 @@ func NewMissionControl(db kvdb.Backend, self route.Vertex,
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log.Debugf("Instantiating mission control with config: %v", cfg)
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if err := cfg.validate(); err != nil {
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return nil, err
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}
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store, err := newMissionControlStore(db, cfg.MaxMcHistory)
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if err != nil {
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return nil, err
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}
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estimator := &probabilityEstimator{
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aprioriHopProbability: cfg.AprioriHopProbability,
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aprioriWeight: cfg.AprioriWeight,
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penaltyHalfLife: cfg.PenaltyHalfLife,
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prevSuccessProbability: prevSuccessProbability,
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ProbabilityEstimatorCfg: cfg.ProbabilityEstimatorCfg,
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prevSuccessProbability: prevSuccessProbability,
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}
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mc := &MissionControl{
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@ -80,9 +80,11 @@ func (ctx *mcTestContext) restartMc() {
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mc, err := NewMissionControl(
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ctx.db, mcTestSelf,
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&MissionControlConfig{
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PenaltyHalfLife: testPenaltyHalfLife,
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AprioriHopProbability: testAprioriHopProbability,
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AprioriWeight: testAprioriWeight,
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ProbabilityEstimatorCfg: ProbabilityEstimatorCfg{
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PenaltyHalfLife: testPenaltyHalfLife,
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AprioriHopProbability: testAprioriHopProbability,
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AprioriWeight: testAprioriWeight,
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},
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},
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)
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if err != nil {
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@ -1,6 +1,7 @@
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package routing
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import (
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"errors"
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"math"
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"time"
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@ -8,25 +9,61 @@ import (
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"github.com/lightningnetwork/lnd/routing/route"
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)
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// probabilityEstimator returns node and pair probabilities based on historical
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// payment results.
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type probabilityEstimator struct {
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// penaltyHalfLife defines after how much time a penalized node or
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var (
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// ErrInvalidHalflife is returned when we get an invalid half life.
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ErrInvalidHalflife = errors.New("penalty half life must be >= 0")
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// ErrInvalidHopProbability is returned when we get an invalid hop
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// probability.
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ErrInvalidHopProbability = errors.New("hop probability must be in [0;1]")
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// ErrInvalidAprioriWeight is returned when we get an apriori weight
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// that is out of range.
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ErrInvalidAprioriWeight = errors.New("apriori weight must be in [0;1]")
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)
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// ProbabilityEstimatorCfg contains configuration for our probability estimator.
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type ProbabilityEstimatorCfg struct {
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// PenaltyHalfLife defines after how much time a penalized node or
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// channel is back at 50% probability.
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penaltyHalfLife time.Duration
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PenaltyHalfLife time.Duration
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// aprioriHopProbability is the assumed success probability of a hop in
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// AprioriHopProbability is the assumed success probability of a hop in
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// a route when no other information is available.
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aprioriHopProbability float64
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AprioriHopProbability float64
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// aprioriWeight is a value in the range [0, 1] that defines to what
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// AprioriWeight is a value in the range [0, 1] that defines to what
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// extent historical results should be extrapolated to untried
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// connections. Setting it to one will completely ignore historical
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// results and always assume the configured a priori probability for
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// untried connections. A value of zero will ignore the a priori
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// probability completely and only base the probability on historical
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// results, unless there are none available.
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aprioriWeight float64
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AprioriWeight float64
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}
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func (p ProbabilityEstimatorCfg) validate() error {
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if p.PenaltyHalfLife < 0 {
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return ErrInvalidHalflife
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}
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if p.AprioriHopProbability < 0 || p.AprioriHopProbability > 1 {
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return ErrInvalidHopProbability
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}
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if p.AprioriWeight < 0 || p.AprioriWeight > 1 {
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return ErrInvalidAprioriWeight
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}
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return nil
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}
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// probabilityEstimator returns node and pair probabilities based on historical
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// payment results.
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type probabilityEstimator struct {
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// ProbabilityEstimatorCfg contains configuration options for our
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// estimator.
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ProbabilityEstimatorCfg
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// prevSuccessProbability is the assumed probability for node pairs that
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// successfully relayed the previous attempt.
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@ -41,14 +78,14 @@ func (p *probabilityEstimator) getNodeProbability(now time.Time,
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// If the channel history is not to be taken into account, we can return
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// early here with the configured a priori probability.
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if p.aprioriWeight == 1 {
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return p.aprioriHopProbability
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if p.AprioriWeight == 1 {
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return p.AprioriHopProbability
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}
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// If there is no channel history, our best estimate is still the a
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// priori probability.
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if len(results) == 0 {
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return p.aprioriHopProbability
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return p.AprioriHopProbability
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}
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// The value of the apriori weight is in the range [0, 1]. Convert it to
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@ -58,7 +95,7 @@ func (p *probabilityEstimator) getNodeProbability(now time.Time,
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// the weighted average calculation below. When the apriori weight
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// approaches 1, the apriori factor goes to infinity. It will heavily
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// outweigh any observations that have been collected.
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aprioriFactor := 1/(1-p.aprioriWeight) - 1
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aprioriFactor := 1/(1-p.AprioriWeight) - 1
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// Calculate a weighted average consisting of the apriori probability
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// and historical observations. This is the part that incentivizes nodes
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@ -76,7 +113,7 @@ func (p *probabilityEstimator) getNodeProbability(now time.Time,
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// effectively prunes all channels of the node forever. This is the most
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// aggressive way in which we can penalize nodes and unlikely to yield
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// good results in a real network.
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probabilitiesTotal := p.aprioriHopProbability * aprioriFactor
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probabilitiesTotal := p.AprioriHopProbability * aprioriFactor
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totalWeight := aprioriFactor
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for _, result := range results {
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@ -106,7 +143,7 @@ func (p *probabilityEstimator) getNodeProbability(now time.Time,
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// the result is fresh and asymptotically approaches zero over time. The rate at
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// which this happens is controlled by the penaltyHalfLife parameter.
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func (p *probabilityEstimator) getWeight(age time.Duration) float64 {
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exp := -age.Hours() / p.penaltyHalfLife.Hours()
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exp := -age.Hours() / p.PenaltyHalfLife.Hours()
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return math.Pow(2, exp)
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}
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@ -40,9 +40,11 @@ func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
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return &estimatorTestContext{
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t: t,
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estimator: &probabilityEstimator{
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aprioriHopProbability: aprioriHopProb,
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aprioriWeight: aprioriWeight,
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penaltyHalfLife: time.Hour,
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ProbabilityEstimatorCfg: ProbabilityEstimatorCfg{
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AprioriHopProbability: aprioriHopProb,
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AprioriWeight: aprioriWeight,
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PenaltyHalfLife: time.Hour,
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},
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prevSuccessProbability: aprioriPrevSucProb,
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},
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}
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@ -85,9 +85,11 @@ func createTestCtxFromGraphInstance(startingHeight uint32, graphInstance *testGr
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}
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mcConfig := &MissionControlConfig{
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PenaltyHalfLife: time.Hour,
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AprioriHopProbability: 0.9,
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AprioriWeight: 0.5,
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ProbabilityEstimatorCfg: ProbabilityEstimatorCfg{
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PenaltyHalfLife: time.Hour,
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AprioriHopProbability: 0.9,
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AprioriWeight: 0.5,
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},
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}
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mc, err := NewMissionControl(
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10
server.go
10
server.go
@ -725,13 +725,17 @@ func newServer(cfg *Config, listenAddrs []net.Addr,
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// servers, the mission control instance itself can be moved there too.
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routingConfig := routerrpc.GetRoutingConfig(cfg.SubRPCServers.RouterRPC)
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estimatorCfg := routing.ProbabilityEstimatorCfg{
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AprioriHopProbability: routingConfig.AprioriHopProbability,
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PenaltyHalfLife: routingConfig.PenaltyHalfLife,
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AprioriWeight: routingConfig.AprioriWeight,
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}
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s.missionControl, err = routing.NewMissionControl(
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remoteChanDB, selfNode.PubKeyBytes,
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&routing.MissionControlConfig{
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AprioriHopProbability: routingConfig.AprioriHopProbability,
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PenaltyHalfLife: routingConfig.PenaltyHalfLife,
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ProbabilityEstimatorCfg: estimatorCfg,
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MaxMcHistory: routingConfig.MaxMcHistory,
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AprioriWeight: routingConfig.AprioriWeight,
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MinFailureRelaxInterval: routing.DefaultMinFailureRelaxInterval,
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},
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)
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