METRON-1366: Add an entropy stellar function

[cestella]

Contributor Comments

Trending entropy for various volumetric statistics (e.g. netflow data) has been a useful metric for intrusion detection (see http://www.cs.bu.edu/techreports/pdf/2005-002-anomaly-mining.pdf). To wit, it makes some sense to add an entropy calculation for Stellar. Used in conjunction with the profiler and an outlier detector, we can recreate the work of Lakhina referenced above.

You can validate this from the REPL:

• IT_ENTROPY({ 'a' : 10, 'b' : 5, 'c' : 5} ) should yield 1.5
  • By the definition of Entropy: H(X) = -p(a)*log_2(p(a)) - p(b)*log_2(p(b)) - p(c)*log_2(p(c)) = -0.5*-1 - 0.25*-2 - 0.25*-2 = 1.5
• IT_ENTROPY({}) should yield 0.0

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[ottobackwards]

for giggles

 public double stream_entropy(Map<?, Integer> counts, double logOfBase) {
    double ret = 0.0;
    if (counts == null || counts.isEmpty()) {
      return ret;
    }
    final int n = counts.values().stream().mapToInt((d) -> d).sum();
    return counts.values().stream().collect(reducing(0.0, (f) -> f.doubleValue(), (a, b) -> {
      double p = b.doubleValue() / n;
      a -= p * Math.log(p) / logOfBase;
      return a;
    }));
  }

[ottobackwards]

https://github.com/ottobackwards/stream_entropy

[cestella]

This is super cool, I actually looked at how this might impact performance as a PR against your repo here

[justinleet]

@cestella Any response to the comment by @ottobackwards ? I glanced over it, and I like it and think it's valuable, but he's hitting at the core impl, so I don't want to +1 anything.

[cestella]

@justinleet I think that was just an alternative implementation with streams rather than explicit loops. I interpreted it as not a suggested change, but a cool new way to compute entropy.

[justinleet]

+1. Thanks for the contribution, this is valuable to have.

[mmiklavc]

Nice addition! +1 from me as well, via inspection.