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Modify StepFit metric to be RMSE #72

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Modify StepFit metric to be RMSE #72

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734ebcc
Modify StepFit metric to be RMSE
CliveUnger Jun 22, 2021
95e8bec
Revert "Modify StepFit metric to be RMSE"
CliveUnger Jun 24, 2021
eb77046
Add "RatioStep" detection based on OriginalStep
CliveUnger Jun 25, 2021
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18 changes: 18 additions & 0 deletions perf/go/stepfit/stepfit.go
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Original file line number Diff line number Diff line change
Expand Up @@ -174,6 +174,24 @@ func GetStepFitAtMid(trace []float32, stddevThreshold float32, interesting float
}
regression = stepSize
}
} else if stepDetection == types.RatioStep {
// This is a modified version of Original Step, which uses
// Root-Mean-Squared Error to calculate the fitness.
lse = float32(math.MaxFloat32)
if y0 != y1 {
d := vec32.SSE(trace[:i], y0) + vec32.SSE(trace[i:], y1)
if d < lse {
lse = d
stepSize = (y0 - y1)
}
}
// Calculate the Root-Mean-Squared Error to measure fit to step function
lse = float32(math.Sqrt(float64(lse) / float64(len(trace))))
if lse < stddevThreshold {
regression = stepSize / stddevThreshold
} else {
regression = stepSize / lse
}
} else /* types.MannWhitneyU */ {
s1 := vec32.ToFloat64(trace[:i])
s2 := vec32.ToFloat64(trace[i:])
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4 changes: 4 additions & 0 deletions perf/go/types/types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -96,6 +96,10 @@ const (
// empty string so we pick up the right default from old alerts.
OriginalStep StepDetection = ""

// RatioStep is exactly like OriginalStep except it uses RMSE as the
// fitness function to calculate the regression ratio.
RatioStep StepDetection = "ratio"

// AbsoluteStep is a step detection that looks for an absolute magnitude
// change.
AbsoluteStep StepDetection = "absolute"
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