inclusion-probability: new crate for simulation active set inclusion (#1534)
This commit is contained in:
Jon Häggblad
@@ -24,6 +24,7 @@ Post 1.0.0 release, the changelog format is based on [Keep a Changelog](https://
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- validator-client: add `denom` argument and add simple test for querying an account balance
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- gateway, validator-api: Checks for coconut credential double spending attempts, taking the coconut bandwidth contract as source of truth ([#1457])
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- coconut-bandwidth-contract: Record the state of a coconut credential; create specific proposal for releasing funds ([#1457])
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- inclusion-probability: add simulator for active set inclusion probability
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### Fixed
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Generated
+12
-4
@@ -2496,6 +2496,14 @@ dependencies = [
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"syn",
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]
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[[package]]
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name = "inclusion-probability"
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version = "0.1.0"
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dependencies = [
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"rand 0.8.5",
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"thiserror",
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]
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[[package]]
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name = "indenter"
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version = "0.3.3"
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@@ -5652,18 +5660,18 @@ checksum = "b1141d4d61095b28419e22cb0bbf02755f5e54e0526f97f1e3d1d160e60885fb"
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[[package]]
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name = "thiserror"
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version = "1.0.30"
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version = "1.0.32"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "854babe52e4df1653706b98fcfc05843010039b406875930a70e4d9644e5c417"
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checksum = "f5f6586b7f764adc0231f4c79be7b920e766bb2f3e51b3661cdb263828f19994"
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dependencies = [
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"thiserror-impl",
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]
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[[package]]
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name = "thiserror-impl"
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version = "1.0.30"
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version = "1.0.32"
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source = "registry+https://github.com/rust-lang/crates.io-index"
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checksum = "aa32fd3f627f367fe16f893e2597ae3c05020f8bba2666a4e6ea73d377e5714b"
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checksum = "12bafc5b54507e0149cdf1b145a5d80ab80a90bcd9275df43d4fff68460f6c21"
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dependencies = [
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"proc-macro2",
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"quote",
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+8
-7
@@ -22,22 +22,23 @@ members = [
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"clients/native",
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"clients/native/websocket-requests",
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"clients/socks5",
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"common/bandwidth-claim-contract",
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"common/client-libs/gateway-client",
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"common/client-libs/mixnet-client",
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"common/client-libs/validator-client",
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"common/credential-storage",
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"common/coconut-interface",
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"common/config",
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"common/credentials",
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"common/crypto",
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"common/crypto/dkg",
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"common/execute",
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"common/bandwidth-claim-contract",
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"common/cosmwasm-smart-contracts/coconut-bandwidth-contract",
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"common/cosmwasm-smart-contracts/contracts-common",
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"common/cosmwasm-smart-contracts/mixnet-contract",
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"common/cosmwasm-smart-contracts/multisig-contract",
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"common/cosmwasm-smart-contracts/vesting-contract",
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"common/credential-storage",
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"common/credentials",
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"common/crypto",
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"common/crypto/dkg",
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"common/execute",
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"common/inclusion-probability",
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"common/mixnode-common",
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"common/network-defaults",
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"common/nonexhaustive-delayqueue",
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@@ -53,9 +54,9 @@ members = [
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"common/nymsphinx/params",
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"common/nymsphinx/types",
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"common/pemstore",
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"common/statistics",
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"common/socks5/proxy-helpers",
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"common/socks5/requests",
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"common/statistics",
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"common/task",
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"common/topology",
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"common/types",
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@@ -0,0 +1,10 @@
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[package]
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name = "inclusion-probability"
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version = "0.1.0"
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edition = "2021"
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# See more keys and their definitions at https://doc.rust-lang.org/cargo/reference/manifest.html
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[dependencies]
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rand = "0.8.5"
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thiserror = "1.0.32"
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@@ -0,0 +1,9 @@
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#[derive(thiserror::Error, Debug)]
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pub enum Error {
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#[error("The list of cumulative stake was unexpectedly empty")]
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EmptyListCumulStake,
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#[error("Sample point was unexpectedly out of bounds")]
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SamplePointOutOfBounds,
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#[error("Norm computation failed on different size arrarys")]
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NormDifferenceSizeArrays,
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}
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@@ -0,0 +1,278 @@
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//! Active set inclusion probability simulator
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use error::Error;
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mod error;
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const TOLERANCE_L2_NORM: f64 = 1e-4;
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const TOLERANCE_MAX_NORM: f64 = 1e-3;
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pub struct SelectionProbability {
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pub active_set_probability: Vec<f64>,
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pub reserve_set_probability: Vec<f64>,
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pub samples: u32,
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pub delta_l2: f64,
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pub delta_max: f64,
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}
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pub fn simulate_selection_probability_mixnodes(
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list_stake_for_mixnodes: &[u64],
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active_set_size: usize,
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reserve_set_size: usize,
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max_samples: u32,
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) -> Result<SelectionProbability, Error> {
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// Total number of existing (registered) nodes
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let num_mixnodes = list_stake_for_mixnodes.len();
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// Cumulative stake ordered by node index
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let list_cumul = cumul_sum(list_stake_for_mixnodes);
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// The computed probabilities
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let mut active_set_probability = vec![0.0; num_mixnodes];
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let mut reserve_set_probability = vec![0.0; num_mixnodes];
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// Number sufficiently large to have a good approximation of selection probability
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let mut samples = 0;
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let mut delta_l2;
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let mut delta_max;
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let mut rng = rand::thread_rng();
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loop {
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samples += 1;
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let mut sample_active_mixnodes = Vec::new();
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let mut sample_reserve_mixnodes = Vec::new();
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let mut list_cumul_temp = list_cumul.clone();
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let active_set_probability_previous = active_set_probability.clone();
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// Select the active nodes for the epoch (hour)
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while sample_active_mixnodes.len() < active_set_size {
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let candidate = sample_candidate(&list_cumul_temp, &mut rng)?;
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if !sample_active_mixnodes.contains(&candidate) {
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sample_active_mixnodes.push(candidate);
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remove_mixnode_from_cumul_stake(candidate, &mut list_cumul_temp);
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}
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}
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// Select the reserve nodes for the epoch (hour)
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while sample_reserve_mixnodes.len() < reserve_set_size {
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let candidate = sample_candidate(&list_cumul_temp, &mut rng)?;
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if !sample_reserve_mixnodes.contains(&candidate)
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&& !sample_active_mixnodes.contains(&candidate)
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{
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sample_reserve_mixnodes.push(candidate);
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remove_mixnode_from_cumul_stake(candidate, &mut list_cumul_temp);
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}
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}
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// Sum up nodes being in active or reserve set
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for active_mixnodes in sample_active_mixnodes {
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active_set_probability[active_mixnodes] += 1.0;
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}
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for reserve_mixnodes in sample_reserve_mixnodes {
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reserve_set_probability[reserve_mixnodes] += 1.0;
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}
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// Convergence critera only on active set.
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// We devide by samples to get the average, that is not really part of the delta
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// computation.
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delta_l2 = l2_diff(&active_set_probability, &active_set_probability_previous)?
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/ f64::from(samples);
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delta_max = max_diff(&active_set_probability, &active_set_probability_previous)?
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/ f64::from(samples);
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if samples > 10 && delta_l2 < TOLERANCE_L2_NORM && delta_max < TOLERANCE_MAX_NORM
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|| samples >= max_samples
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{
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break;
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}
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}
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active_set_probability
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.iter_mut()
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.for_each(|x| *x /= f64::from(samples));
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reserve_set_probability
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.iter_mut()
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.for_each(|x| *x /= f64::from(samples));
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Ok(SelectionProbability {
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active_set_probability,
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reserve_set_probability,
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samples,
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delta_l2,
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delta_max,
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})
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}
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// Compute the cumulative sum
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fn cumul_sum<'a>(list: impl IntoIterator<Item = &'a u64>) -> Vec<u64> {
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let mut list_cumul = Vec::new();
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let mut cumul = 0;
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for entry in list {
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cumul += entry;
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list_cumul.push(cumul);
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}
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list_cumul
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}
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fn sample_candidate(list_cumul: &[u64], rng: &mut rand::rngs::ThreadRng) -> Result<usize, Error> {
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use rand::distributions::{Distribution, Uniform};
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let uniform = Uniform::from(0..*list_cumul.last().ok_or(Error::EmptyListCumulStake)?);
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let r = uniform.sample(rng);
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let candidate = list_cumul
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.iter()
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.enumerate()
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.find(|(_, x)| *x >= &r)
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.ok_or(Error::SamplePointOutOfBounds)?
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.0;
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Ok(candidate)
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}
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// Update list of cumulative stake to reflect eliminating the picked node
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fn remove_mixnode_from_cumul_stake(candidate: usize, list_cumul_stake: &mut [u64]) {
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let prob_candidate = if candidate == 0 {
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list_cumul_stake[0]
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} else {
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list_cumul_stake[candidate] - list_cumul_stake[candidate - 1]
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};
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for cumul in list_cumul_stake.iter_mut().skip(candidate) {
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*cumul -= prob_candidate;
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}
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}
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// Compute the difference in l2-norm
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fn l2_diff(v1: &[f64], v2: &[f64]) -> Result<f64, Error> {
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if v1.len() != v2.len() {
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return Err(Error::NormDifferenceSizeArrays);
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}
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Ok(v1
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.iter()
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.zip(v2)
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.map(|(&i1, &i2)| (i1 - i2).powi(2))
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.sum::<f64>()
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.sqrt())
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}
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// Compute the difference in max-norm
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fn max_diff(v1: &[f64], v2: &[f64]) -> Result<f64, Error> {
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if v1.len() != v2.len() {
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return Err(Error::NormDifferenceSizeArrays);
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}
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Ok(v1
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.iter()
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.zip(v2)
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.map(|(x, y)| (x - y).abs())
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.fold(f64::NEG_INFINITY, f64::max))
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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#[test]
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fn compute_cumul_sum() {
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let v = cumul_sum(&vec![1, 2, 3]);
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assert_eq!(v, &[1, 3, 6]);
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}
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#[test]
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fn remove_mixnode_from_cumul() {
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let mut cumul_stake = vec![1, 2, 3, 4, 5, 6];
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remove_mixnode_from_cumul_stake(3, &mut cumul_stake);
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assert_eq!(cumul_stake, &[1, 2, 3, 3, 4, 5]);
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}
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#[test]
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fn max_norm() {
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let v1 = vec![1.0, 2.0, 3.0];
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let v2 = vec![2.0, 4.0, -6.0];
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assert!((max_diff(&v1, &v2).unwrap() - 9.0).abs() < f64::EPSILON);
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}
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#[test]
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fn ls_norm() {
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let v1 = vec![1.0, 2.0, 3.0];
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let v2 = vec![2.0, 3.0, -2.0];
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assert!((l2_diff(&v1, &v2).unwrap() - 5.196_152_422_706_632).abs() < 1e2 * f64::EPSILON);
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}
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// Replicate the results from the Python simulation code in https://github.com/nymtech/team-core/issues/114
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#[test]
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fn replicate_python_simulation() {
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let active_set_size = 4;
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let standby_set_size = 1;
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// this has to contain the total stake per node
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let list_mix = vec![
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100, 100, 3000, 500_000, 100, 10, 10, 10, 10, 10, 30000, 500, 200, 52345,
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];
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let max_samples = 100_000;
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let SelectionProbability {
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active_set_probability,
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reserve_set_probability,
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samples,
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delta_l2,
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delta_max,
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} = simulate_selection_probability_mixnodes(
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&list_mix,
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active_set_size,
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standby_set_size,
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max_samples,
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)
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.unwrap();
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// These values comes from running the python simulator for a very long time
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let expected_active_set_probability = vec![
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0.025_070_8,
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0.025_073_2,
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0.744_117,
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0.999_999,
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0.025_000_2,
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0.002_524_4,
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0.002_527_8,
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0.002_528_6,
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0.002_569_6,
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0.002_513_6,
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0.994,
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0.125_482_8,
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0.050_279_8,
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0.998_313_2,
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];
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// The same check is used in the convergence criterion, and hence should be reflected in
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// `delta_max` too.
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assert!(
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max_diff(&active_set_probability, &expected_active_set_probability).unwrap() < 1e-2
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);
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let expected_reserve_set_probability = vec![
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0.076_392_4,
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0.076_499,
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0.204_893_6,
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1e-06,
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0.076_278_8,
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0.007_720_6,
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0.007_673,
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0.007_700_2,
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0.007_669_4,
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0.007_731_2,
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0.005_789_4,
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0.368_465_6,
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0.151_537_2,
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0.001_648_6,
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];
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assert!(
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max_diff(&reserve_set_probability, &expected_reserve_set_probability).unwrap() < 1e-2
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);
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// We converge around 20_000, add another 500 for some slack due to random values
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assert!(samples < 20_500);
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assert!(delta_l2 < TOLERANCE_L2_NORM);
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assert!(delta_max < TOLERANCE_MAX_NORM);
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}
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}
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Generated
+1
-1
@@ -3436,7 +3436,7 @@ dependencies = [
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[[package]]
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name = "nym-socks5-client"
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version = "1.0.1"
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version = "1.0.2"
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dependencies = [
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"clap",
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"client-core",
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Generated
+1
-1
@@ -3055,7 +3055,7 @@ dependencies = [
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[[package]]
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name = "nym_wallet"
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version = "1.0.7"
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version = "1.0.8"
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dependencies = [
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"aes-gcm",
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"argon2 0.3.4",
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Reference in New Issue
Block a user