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Add sum of squared deviation estimate #341

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merged 4 commits into from
Apr 20, 2022

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dashpole
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@dashpole dashpole commented Apr 1, 2022

This is based on how google prometheus-engine calculates the sum of squared deviations. I need to double-check the implications of sending an estimate without having an exact SOSD.

@dashpole dashpole force-pushed the sum_of_squared_deviation branch 9 times, most recently from b94d90e to 523ece6 Compare April 14, 2022 15:01
@dashpole dashpole marked this pull request as ready for review April 14, 2022 15:01
@dashpole dashpole requested review from aabmass and damemi April 14, 2022 15:01
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This is ready for review

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aabmass commented Apr 18, 2022

The assumptions the GMP algorithm make seem unreasonable. I'm thinking for our regular GCM exporter, we should just not send SOSD at all, what do you think?

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The best case I can make for generally setting SOSD is that it isn't an optional field. We are essentially always setting it to 0. The estimate here seems better than setting it to 0, although could possibly be confusing and misleading if it is too far off...

Alternatively, I can make this optional and off by default. But users may want to set this if they want to graph it for some reason. I do find it somewhat odd that GMP sets it given that it isn't part of a prom histogram...

Let me know what direction you think is best, and we can do that.

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Example from the integration test run. The higher lines (~6) are with the estimated SOSD. The lower line is with a zero SOSD. The higher line is generally closer to accurate, although both are technically not correct. SOSD does not appear to impact any percentiles or the mean or count aggregations. It only matters when graphing the standard deviation.

Screen Shot 2022-04-19 at 4 31 37 PM

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This doesn't enable it by default anymore.

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Updated to not set SOSD by default. The enable config option is only useable by other exporters (e.g. GMP), and is not settable by users.

@dashpole dashpole merged commit 3a2c572 into GoogleCloudPlatform:main Apr 20, 2022
@dashpole dashpole deleted the sum_of_squared_deviation branch April 20, 2022 17:13
damemi added a commit that referenced this pull request Apr 29, 2022
* Do not use IsZero on timestamps obtained from pdata (#336)

* do not use IsZero on timestamps obtained from pdata

* send summary counts as doubles instead of integers (#338)

* drop data points with no value set (#339)

* handle NaN sums in histograms and exponential histograms (#340)

* Fix broken links, typos in docs (#345)

* Update fixtures based on upstream changes to the prometheus receiver (#346)

* update fixtures based on upstream changes to the prometheus receiver

* feat(propagator): create a new one-way propagator (#343)

* feat(propagator): create a new one-way propagator

CloudTraceOneWayPropagator moves trace info from X-cloud-trace-context
into 'traceparent'.

* Apply suggestions from code review

Co-authored-by: David Ashpole <dashpole@google.com>

* Update propagator to extract both, emit only traceparent

Users will no longer need to create a composite propagator, and there's
a clear precedence order between trace headers.

Co-authored-by: David Ashpole <dashpole@google.com>

* Demonstrate that integration tests aren't catching failures (#349)

* demonstrate that integration tests aren't catching failures

* Update dependencies (#347)

update dependencies

* address remaining nits from #347 (#351)

* prepare for release (#353)

* add integration test with metrics from the prometheus receiver (#348)

* add make commands for release (#354)

* Send timeseries synchronously (#358)

* send timeseries syncronously

* update docs, and fix existing broken test

* Drop histograms without a sum (#359)

* update opentelemetry collector to v0.49.0

* drop histograms without a sum

* Add sum of squared deviation estimate (#341)

* add sum of squared deviation estimate

* Add missing otel attributes to Spans exported to Cloud Trace (#365)

* Add instrumentation library to span attributes.

* Add test to ensure resource + instrumentation-scope labels show up in spans.

* Expand testing.

* Move resource mapping into shared module, and add monitored resource labels to trace spans.

* Do the go mod tidy shuffle.

* Fix docker build to include new shared module.

* Bump back to go 1.17

* Migrate to SDK version of semantic convention constants instead of Collector's.

* Clean up documents.

* Normalize histograms, summaries, and exponential histograms (#360)

* normalize remaining cumulative data points

* use the timeout passed to the metrics exporter (#369)

* make gotidy

* Resolve conflicts from missed file

Co-authored-by: David Ashpole <dashpole@google.com>
Co-authored-by: Marc Dougherty <muncus@users.noreply.github.com>
Co-authored-by: Josh Suereth <joshuasuereth@google.com>
damemi added a commit that referenced this pull request Apr 29, 2022
* Do not use IsZero on timestamps obtained from pdata (#336)

* do not use IsZero on timestamps obtained from pdata

* send summary counts as doubles instead of integers (#338)

* drop data points with no value set (#339)

* handle NaN sums in histograms and exponential histograms (#340)

* Fix broken links, typos in docs (#345)

* Update fixtures based on upstream changes to the prometheus receiver (#346)

* update fixtures based on upstream changes to the prometheus receiver

* feat(propagator): create a new one-way propagator (#343)

* feat(propagator): create a new one-way propagator

CloudTraceOneWayPropagator moves trace info from X-cloud-trace-context
into 'traceparent'.

* Apply suggestions from code review

Co-authored-by: David Ashpole <dashpole@google.com>

* Update propagator to extract both, emit only traceparent

Users will no longer need to create a composite propagator, and there's
a clear precedence order between trace headers.

Co-authored-by: David Ashpole <dashpole@google.com>

* Demonstrate that integration tests aren't catching failures (#349)

* demonstrate that integration tests aren't catching failures

* Update dependencies (#347)

update dependencies

* address remaining nits from #347 (#351)

* prepare for release (#353)

* add integration test with metrics from the prometheus receiver (#348)

* add make commands for release (#354)

* Send timeseries synchronously (#358)

* send timeseries syncronously

* update docs, and fix existing broken test

* Drop histograms without a sum (#359)

* update opentelemetry collector to v0.49.0

* drop histograms without a sum

* Add sum of squared deviation estimate (#341)

* add sum of squared deviation estimate

* Add missing otel attributes to Spans exported to Cloud Trace (#365)

* Add instrumentation library to span attributes.

* Add test to ensure resource + instrumentation-scope labels show up in spans.

* Expand testing.

* Move resource mapping into shared module, and add monitored resource labels to trace spans.

* Do the go mod tidy shuffle.

* Fix docker build to include new shared module.

* Bump back to go 1.17

* Migrate to SDK version of semantic convention constants instead of Collector's.

* Clean up documents.

* Normalize histograms, summaries, and exponential histograms (#360)

* normalize remaining cumulative data points

* use the timeout passed to the metrics exporter (#369)

Co-authored-by: David Ashpole <dashpole@google.com>
Co-authored-by: Marc Dougherty <muncus@users.noreply.github.com>
Co-authored-by: Josh Suereth <joshuasuereth@google.com>
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2 participants