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fix: Allow zero reach in relative frequency variance computation. #1883

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merged 6 commits into from
Oct 29, 2024
Merged

fix: Allow zero reach in relative frequency variance computation. #1883

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005b5be
fix variance computation for zero reach.
ple13 Oct 28, 2024
d8c36aa
Fix Lint.
ple13 Oct 28, 2024
1523b04
Add unit test.
ple13 Oct 28, 2024
114c15a
Fix Lint.
ple13 Oct 28, 2024
1fdfb4c
Fix typo.
ple13 Oct 29, 2024
a924ffe
Merge branch 'main' into lephi-fix-variance-computation-for-zero-reach
ple13 Oct 29, 2024
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4 changes: 2 additions & 2 deletions src/main/kotlin/org/wfanet/measurement/measurementconsumer/stats/Variances.kt
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Original file line number Diff line number Diff line change
Expand Up @@ -161,7 +161,7 @@ object VariancesImpl : Variances {
multiplier: Int) =
relativeFrequencyMeasurementVarianceParams

require(totalReach > 0) { "Total reach must be positive, but got $totalReach." }
require(totalReach >= 0) { "Total reach must be non-negative, but got $totalReach." }
require(reachRatio >= 0.0 && reachRatio <= 1.0) {
"Reach ratio must be greater than or equal to 0 and less than or equal to 1, but got " +
"$reachRatio."
Expand Down Expand Up @@ -199,7 +199,7 @@ object VariancesImpl : Variances {
reachRatio: Double,
reachRatioVariance: Double,
): Double {
require(totalReach > 0) { "Total reach must be positive, but got $totalReach." }
require(totalReach >= 0) { "Total reach must be non-negative, but got $totalReach." }
require(totalReachVariance >= 0) {
"Total reach variance must not be negative, but got $totalReachVariance."
}
Expand Down
205 changes: 205 additions & 0 deletions src/test/kotlin/org/wfanet/measurement/measurementconsumer/stats/VariancesTest.kt
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Original file line number Diff line number Diff line change
Expand Up @@ -2548,6 +2548,211 @@ class VariancesTest {
.of(expectedNKPlus)
}

@Test
fun `computeMeasurementVariance returns for deterministic reach-frequency when total reach is zero and zero relative frequencies `() {
val vidSamplingIntervalWidth = 5e-2
val totalReach = 0L
val reachDpParams = DpParams(0.5, 1e-15)
val reachMeasurementParams =
ReachMeasurementParams(
VidSamplingInterval(0.0, vidSamplingIntervalWidth),
reachDpParams,
NoiseMechanism.GAUSSIAN,
)
val reachMeasurementVarianceParams =
ReachMeasurementVarianceParams(totalReach, reachMeasurementParams)
val reachMeasurementVariance =
VariancesImpl.computeMeasurementVariance(
DeterministicMethodology,
reachMeasurementVarianceParams,
)

val maximumFrequency = 5
val relativeFrequencyDistribution = (1..maximumFrequency).associateWith { 0.0 }
val frequencyDpParams = DpParams(0.2, 1e-15)
val frequencyMeasurementParams =
FrequencyMeasurementParams(
VidSamplingInterval(0.0, vidSamplingIntervalWidth),
frequencyDpParams,
NoiseMechanism.GAUSSIAN,
maximumFrequency,
)
val frequencyMeasurementVarianceParams =
FrequencyMeasurementVarianceParams(
totalReach,
reachMeasurementVariance,
relativeFrequencyDistribution,
frequencyMeasurementParams,
)

val (rKVars, rKPlusVars, nKVars, nKPlusVars) =
VariancesImpl.computeMeasurementVariance(
DeterministicMethodology,
frequencyMeasurementVarianceParams,
)

val expectedRK =
listOf(
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
)
val expectedRKPlus =
listOf(
0.0,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
)
val expectedNK =
listOf(
7244.988593451251,
7244.988593451251,
7244.988593451251,
7244.988593451251,
7244.988593451251,
)
val expectedNKPlus =
listOf(0.0, 7244.988593451251, 7244.988593451251, 7244.988593451251, 7244.988593451251)

for (frequency in 1..maximumFrequency) {
assertThat(rKVars.getValue(frequency))
.isWithin(computeErrorTolerance(rKVars.getValue(frequency), expectedRK[frequency - 1]))
.of(expectedRK[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(rKPlusVars.getValue(frequency))
.isWithin(
computeErrorTolerance(rKPlusVars.getValue(frequency), expectedRKPlus[frequency - 1])
)
.of(expectedRKPlus[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(nKVars.getValue(frequency))
.isWithin(computeErrorTolerance(nKVars.getValue(frequency), expectedNK[frequency - 1]))
.of(expectedNK[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(nKPlusVars.getValue(frequency))
.isWithin(
computeErrorTolerance(nKPlusVars.getValue(frequency), expectedNKPlus[frequency - 1])
)
.of(expectedNKPlus[frequency - 1])
}
}

@Test
fun `computeMeasurementVariance returns for deterministic reach-frequency when total reach is zero and regular relative frequencies `() {
val vidSamplingIntervalWidth = 5e-2
val totalReach = 0L
val reachDpParams = DpParams(0.5, 1e-15)
val reachMeasurementParams =
ReachMeasurementParams(
VidSamplingInterval(0.0, vidSamplingIntervalWidth),
reachDpParams,
NoiseMechanism.GAUSSIAN,
)
val reachMeasurementVarianceParams =
ReachMeasurementVarianceParams(totalReach, reachMeasurementParams)
val reachMeasurementVariance =
VariancesImpl.computeMeasurementVariance(
DeterministicMethodology,
reachMeasurementVarianceParams,
)

val maximumFrequency = 5
val relativeFrequencyDistribution =
mapOf(
1 to 0.4351145038167939,
2 to 0.0,
3 to 0.3816793893129771,
4 to 0.1832061068702290,
5 to 0.0,
)
val frequencyDpParams = DpParams(0.2, 1e-15)
val frequencyMeasurementParams =
FrequencyMeasurementParams(
VidSamplingInterval(0.0, vidSamplingIntervalWidth),
frequencyDpParams,
NoiseMechanism.GAUSSIAN,
maximumFrequency,
)
val frequencyMeasurementVarianceParams =
FrequencyMeasurementVarianceParams(
totalReach,
reachMeasurementVariance,
relativeFrequencyDistribution,
frequencyMeasurementParams,
)

val (rKVars, rKPlusVars, nKVars, nKPlusVars) =
VariancesImpl.computeMeasurementVariance(
DeterministicMethodology,
frequencyMeasurementVarianceParams,
)

val expectedRK =
listOf(
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
)
val expectedRKPlus =
listOf(
0.0,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
0.08333333333333336,
)
val expectedNK =
listOf(
23699.39297634332,
7243.321926784585,
19905.73424562018,
10160.74172504431,
7243.321926784585,
)
val expectedNKPlus =
listOf(
86919.86312141502,
34979.06986996207,
34979.06986996207,
10160.74172504431,
7243.321926784585,
)

for (frequency in 1..maximumFrequency) {
assertThat(rKVars.getValue(frequency))
.isWithin(computeErrorTolerance(rKVars.getValue(frequency), expectedRK[frequency - 1]))
.of(expectedRK[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(rKPlusVars.getValue(frequency))
.isWithin(
computeErrorTolerance(rKPlusVars.getValue(frequency), expectedRKPlus[frequency - 1])
)
.of(expectedRKPlus[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(nKVars.getValue(frequency))
.isWithin(computeErrorTolerance(nKVars.getValue(frequency), expectedNK[frequency - 1]))
.of(expectedNK[frequency - 1])
}
for (frequency in 1..maximumFrequency) {
assertThat(nKPlusVars.getValue(frequency))
.isWithin(
computeErrorTolerance(nKPlusVars.getValue(frequency), expectedNKPlus[frequency - 1])
)
.of(expectedNKPlus[frequency - 1])
}
}

@Test
fun `computeMeasurementVariance returns for LiquidLegionsSketch reach-frequency when reach is too small`() {
val decayRate = 100.0
Expand Down
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