///* "A common feature of the above techniques—indeed, the key technique that
// * allows us to track the decayed weights efficiently—is that they maintain
// * counts and other quantities based on g(ti − L), and only scale by g(t − L)
// * at query time. But while g(ti −L)/g(t−L) is guaranteed to lie between zero
// * and one, the intermediate values of g(ti − L) could become very large. For
// * polynomial functions, these values should not grow too large, and should be
// * effectively represented in practice by floating point values without loss of
// * precision. For exponential functions, these values could grow quite large as
// * new values of (ti − L) become large, and potentially exceed the capacity of
// * common floating point types. However, since the values stored by the
// * algorithms are linear combinations of g values (scaled sums), they can be
// * rescaled relative to a new landmark. That is, by the analysis of exponential
// * decay in Section III-A, the choice of L does not affect the final result. We
// * can therefore multiply each value based on L by a factor of exp(−α(L′ − L)),
// * and obtain the correct value as if we had instead computed relative to a new
// * landmark L′ (and then use this new L′ at query time). This can be done with
// * a linear pass over whatever data structure is being used."
// */
private void Rescale()
{
bool lockTaken = false;
try
{
[email protected](ref lockTaken);
long oldStartTime = startTime.Value;
this.startTime.SetValue(this.clock.Seconds);
double scalingFactor = Math.Exp(-alpha * (startTime.Value - oldStartTime));
var keys = new List <double>(this.values.Keys);
foreach (var key in keys)
{
WeightedSample sample = this.values[key];
this.values.Remove(key);
double newKey = key * Math.Exp(-alpha * (startTime.Value - oldStartTime));
var newSample = new WeightedSample(sample.Value, sample.UserValue, sample.Weight * scalingFactor);
this.values[newKey] = newSample;
}
// make sure the counter is in sync with the number of stored samples.
this.count.SetValue(values.Count);
}
finally
{
if (lockTaken)
{
[email protected]();
}
}
}
private void Update(long value, string userValue, long timestamp)
{
bool lockTaken = false;
try
{
[email protected](ref lockTaken);
double itemWeight = Math.Exp(alpha * (timestamp - startTime.Value));
var sample = new WeightedSample(value, userValue, itemWeight);
double random = .0;
// Prevent division by 0
while (random.Equals(.0))
{
random = ThreadLocalRandom.NextDouble();
}
double priority = itemWeight / random;
long newCount = count.Increment();
if (newCount <= size)
{
this.values[priority] = sample;
}
else
{
var first = this.values.Keys[this.values.Count - 1];
if (first < priority)
{
this.values.Remove(first);
this.values[priority] = sample;
}
}
}
finally
{
if (lockTaken)
{
[email protected]();
}
}
}