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Merge pull request #7444 from bitromortac/2302-capacity-config

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routing: configurable capacity fraction for apriori probability
This commit is contained in:
Olaoluwa Osuntokun 2023-03-02 18:39:01 -08:00 committed by GitHub
commit 251802d796
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GPG Key ID: 4AEE18F83AFDEB23
17 changed files with 578 additions and 436 deletions
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18
cmd/lncli/cmd_mission_control.go
View File

@ -84,6 +84,13 @@ var setCfgCommand = cli.Command{
"rely on historical results, expressed as " +
"value in [0, 1]",
},
cli.Float64Flag{
Name: "aprioricapacityfraction",
Usage: "the fraction of channels' capacities that is " +
"considered liquid in pathfinding, a value " +
"between [0.75-1.0]. a value of 1.0 disables " +
"this feature.",
},
// Bimodal config.
cli.DurationFlag{
Name: "bimodaldecaytime",
@ -156,8 +163,10 @@ func setCfg(ctx *cli.Context) error {
HalfLifeSeconds: uint64(
dCfg.PenaltyHalfLife.Seconds(),
),
HopProbability: dCfg.AprioriHopProbability, //nolint:lll
Weight: dCfg.AprioriWeight,
HopProbability: dCfg.
AprioriHopProbability,
Weight: dCfg.AprioriWeight,
CapacityFraction: dCfg.CapacityFraction,
}
// We make sure the correct config is set.
@ -188,6 +197,11 @@ func setCfg(ctx *cli.Context) error {
aCfg.Weight = ctx.Float64("aprioriweight")
}
if ctx.IsSet("aprioricapacityfraction") {
aCfg.CapacityFraction =
ctx.Float64("aprioricapacityfraction")
}
case routing.BimodalEstimatorName:
haveValue = true

2
docs/release-notes/release-notes-0.16.0.md
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@ -444,6 +444,8 @@ in the lnwire package](https://github.com/lightningnetwork/lnd/pull/7303)
* [A new probability model ("bimodal") is added which models channel based
liquidities within a probability theory framework.](
https://github.com/lightningnetwork/lnd/pull/6815)
* [The a priori capacity factor is made configurable and its effect is
limited.](https://github.com/lightningnetwork/lnd/pull/7444)
## Configuration
* Note that [this pathfinding change](https://github.com/lightningnetwork/lnd/pull/6815)

12
itest/lnd_routing_test.go
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@ -14,6 +14,7 @@ import (
"github.com/lightningnetwork/lnd/lntest/node"
"github.com/lightningnetwork/lnd/lntest/wait"
"github.com/lightningnetwork/lnd/lnwire"
"github.com/lightningnetwork/lnd/routing"
"github.com/stretchr/testify/require"
"google.golang.org/protobuf/proto"
)
@ -1023,9 +1024,10 @@ func testMissionControlCfg(t *testing.T, hn *node.HarnessNode) {
MissionControlConfig_APRIORI,
EstimatorConfig: &routerrpc.MissionControlConfig_Apriori{
Apriori: &routerrpc.AprioriParameters{
HalfLifeSeconds: 8000,
HopProbability: 0.8,
Weight: 0.3,
HalfLifeSeconds: 8000,
HopProbability: 0.8,
Weight: 0.3,
CapacityFraction: 0.8,
},
},
}
@ -1071,6 +1073,10 @@ func testMissionControlCfg(t *testing.T, hn *node.HarnessNode) {
respCfg = hn.RPC.GetMissionControlConfig().Config
require.NotNil(t, respCfg.GetApriori())
// The default capacity fraction is set.
require.Equal(t, routing.DefaultCapacityFraction,
respCfg.GetApriori().CapacityFraction)
// Setting the wrong config results in an error.
cfg = &routerrpc.MissionControlConfig{
Model: routerrpc.

14
lnrpc/routerrpc/config.go
View File

@ -50,9 +50,10 @@ func DefaultConfig() *Config {
MaxMcHistory: routing.DefaultMaxMcHistory,
McFlushInterval: routing.DefaultMcFlushInterval,
AprioriConfig: &AprioriConfig{
HopProbability: routing.DefaultAprioriHopProbability,
Weight: routing.DefaultAprioriWeight,
PenaltyHalfLife: routing.DefaultPenaltyHalfLife,
HopProbability: routing.DefaultAprioriHopProbability,
Weight: routing.DefaultAprioriWeight,
PenaltyHalfLife: routing.DefaultPenaltyHalfLife,
CapacityFraction: routing.DefaultCapacityFraction,
},
BimodalConfig: &BimodalConfig{
Scale: int64(routing.DefaultBimodalScaleMsat),
@ -76,9 +77,10 @@ func GetRoutingConfig(cfg *Config) *RoutingConfig {
MaxMcHistory: cfg.MaxMcHistory,
McFlushInterval: cfg.McFlushInterval,
AprioriConfig: &AprioriConfig{
HopProbability: cfg.AprioriConfig.HopProbability,
Weight: cfg.AprioriConfig.Weight,
PenaltyHalfLife: cfg.AprioriConfig.PenaltyHalfLife,
HopProbability: cfg.AprioriConfig.HopProbability,
Weight: cfg.AprioriConfig.Weight,
PenaltyHalfLife: cfg.AprioriConfig.PenaltyHalfLife,
CapacityFraction: cfg.AprioriConfig.CapacityFraction,
},
BimodalConfig: &BimodalConfig{
Scale: cfg.BimodalConfig.Scale,

717
lnrpc/routerrpc/router.pb.go
View File

@ -1891,6 +1891,11 @@ type AprioriParameters struct {
// completely and relies entirely on historical results, unless none are
// available.
Weight float64 `protobuf:"fixed64,3,opt,name=weight,proto3" json:"weight,omitempty"`
// The fraction of a channel's capacity that we consider to have liquidity. For
// amounts that come close to or exceed the fraction, an additional penalty is
// applied. A value of 1.0 disables the capacity factor. Allowed values are in
// [0.75, 1.0].
CapacityFraction float64 `protobuf:"fixed64,4,opt,name=capacity_fraction,json=capacityFraction,proto3" json:"capacity_fraction,omitempty"`
}
func (x *AprioriParameters) Reset() {
@ -1946,6 +1951,13 @@ func (x *AprioriParameters) GetWeight() float64 {
return 0
}
func (x *AprioriParameters) GetCapacityFraction() float64 {
if x != nil {
return x.CapacityFraction
}
return 0
}
type QueryProbabilityRequest struct {
state protoimpl.MessageState
sizeCache protoimpl.SizeCache
@ -3479,7 +3491,7 @@ var file_routerrpc_router_proto_rawDesc = []byte{
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@ -3487,361 +3499,364 @@ var file_routerrpc_router_proto_rawDesc = []byte{
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}
var (

8
lnrpc/routerrpc/router.proto
View File

@ -580,6 +580,14 @@ message AprioriParameters {
available.
*/
double weight = 3;
/*
The fraction of a channel's capacity that we consider to have liquidity. For
amounts that come close to or exceed the fraction, an additional penalty is
applied. A value of 1.0 disables the capacity factor. Allowed values are in
[0.75, 1.0].
*/
double capacity_fraction = 4;
}
message QueryProbabilityRequest {

5
lnrpc/routerrpc/router.swagger.json
View File

@ -1098,6 +1098,11 @@
"type": "number",
"format": "double",
"description": "The importance that mission control should place on historical results,\nexpressed as a value in [0;1]. Setting this value to 1 will ignore all\nhistorical payments and just use the hop probability to assess the\nprobability of success for each hop. A zero value ignores hop probability\ncompletely and relies entirely on historical results, unless none are\navailable."
},
"capacity_fraction": {
"type": "number",
"format": "double",
"description": "The fraction of a channel's capacity that we consider to have liquidity. For\namounts that come close to or exceed the fraction, an additional penalty is\napplied. A value of 1.0 disables the capacity factor. Allowed values are in\n[0.75, 1.0]."
}
}
},

11
lnrpc/routerrpc/router_server.go
View File

@ -470,9 +470,10 @@ func (s *Server) GetMissionControlConfig(ctx context.Context,
case routing.AprioriConfig:
resp.Config.Model = MissionControlConfig_APRIORI
aCfg := AprioriParameters{
HalfLifeSeconds: uint64(v.PenaltyHalfLife.Seconds()),
HopProbability: v.AprioriHopProbability,
Weight: v.AprioriWeight,
HalfLifeSeconds: uint64(v.PenaltyHalfLife.Seconds()),
HopProbability: v.AprioriHopProbability,
Weight: v.AprioriWeight,
CapacityFraction: v.CapacityFraction,
}
// Populate deprecated fields.
@ -535,6 +536,8 @@ func (s *Server) SetMissionControlConfig(ctx context.Context,
) * time.Second,
AprioriHopProbability: v.Apriori.HopProbability,
AprioriWeight: v.Apriori.Weight,
CapacityFraction: v.Apriori.
CapacityFraction,
}
default:
@ -546,6 +549,8 @@ func (s *Server) SetMissionControlConfig(ctx context.Context,
req.Config.HopProbability,
),
AprioriWeight: float64(req.Config.Weight),
CapacityFraction: float64(
routing.DefaultCapacityFraction),
}
}

3
lnrpc/routerrpc/routing_config.go
View File

@ -63,6 +63,9 @@ type AprioriConfig struct {
// PenaltyHalfLife defines after how much time a penalized node or
// channel is back at 50% probability.
PenaltyHalfLife time.Duration `long:"penaltyhalflife" description:"Defines the duration after which a penalized node or channel is back at 50% probability"`
// CapacityFraction defines the fraction of channels' capacities that is considered liquid.
CapacityFraction float64 `long:"capacityfraction" description:"Defines the fraction of channels' capacities that is considered liquid. Valid values are in [0.75, 1]."`
}
// BimodalConfig defines parameters for the bimodal probability.

1
routing/integrated_routing_context_test.go
View File

@ -73,6 +73,7 @@ func newIntegratedRoutingContext(t *testing.T) *integratedRoutingContext {
PenaltyHalfLife: 30 * time.Minute,
AprioriHopProbability: 0.6,
AprioriWeight: 0.5,
CapacityFraction: testCapacityFraction,
}
estimator, err := NewAprioriEstimator(aCfg)
require.NoError(t, err)

1
routing/missioncontrol_test.go
View File

@ -94,6 +94,7 @@ func (ctx *mcTestContext) restartMc() {
PenaltyHalfLife: testPenaltyHalfLife,
AprioriHopProbability: testAprioriHopProbability,
AprioriWeight: testAprioriWeight,
CapacityFraction: testCapacityFraction,
}
estimator, err := NewAprioriEstimator(aCfg)
require.NoError(ctx.t, err)

4
routing/pathfind.go
View File

@ -649,9 +649,9 @@ func findPath(g *graphParams, r *RestrictParams, cfg *PathFindingConfig,
log.Trace(newLogClosure(func() string {
return fmt.Sprintf("path finding probability: fromnode=%v,"+
" tonode=%v, amt=%v, probability=%v",
" tonode=%v, amt=%v, cap=%v, probability=%v",
fromVertex, toNodeDist.node, amountToSend,
edgeProbability)
edge.capacity, edgeProbability)
}))
// If the probability is zero, there is no point in trying.

115
routing/probability_apriori.go
View File

@ -12,40 +12,37 @@ import (
)
const (
// capacityCutoffFraction and capacitySmearingFraction define how
// capacity-related probability reweighting works.
// capacityCutoffFraction defines the fraction of the channel capacity
// at which the effect roughly sets in and capacitySmearingFraction
// defines over which range the factor changes from 1 to 0.
//
// We may fall below the minimum required probability
// (DefaultMinRouteProbability) when the amount comes close to the
// available capacity of a single channel of the route in case of no
// prior knowledge about the channels. We want such routes still to be
// available and therefore a probability reduction should not completely
// drop the total probability below DefaultMinRouteProbability.
// For this to hold for a three-hop route we require:
// (DefaultAprioriHopProbability)^3 * minCapacityFactor >
// DefaultMinRouteProbability
//
// For DefaultAprioriHopProbability = 0.6 and
// DefaultMinRouteProbability = 0.01 this results in
// minCapacityFactor ~ 0.05. The following combination of parameters
// fulfill the requirement with capacityFactor(cap, cap) ~ 0.076 (see
// tests).
// CapacityFraction and capacitySmearingFraction define how
// capacity-related probability reweighting works. CapacityFraction
// defines the fraction of the channel capacity at which the effect
// roughly sets in and capacitySmearingFraction defines over which range
// the factor changes from 1 to minCapacityFactor.
// The capacityCutoffFraction is a trade-off between usage of the
// provided capacity and expected probability reduction when we send the
// full amount. The success probability in the random balance model can
// be approximated with P(a) = 1 - a/c, for amount a and capacity c. If
// we require a probability P(a) > 0.25, this translates into a value of
// 0.75 for a/c.
capacityCutoffFraction = 0.75
// DefaultCapacityFraction is the default value for CapacityFraction.
// It is chosen such that the capacity factor is active but with a small
// effect. This value together with capacitySmearingFraction leads to a
// noticeable reduction in probability if the amount starts to come
// close to 90% of a channel's capacity.
DefaultCapacityFraction = 0.9999
// We don't want to have a sharp drop of the capacity factor to zero at
// capacityCutoffFraction, but a smooth smearing such that some residual
// probability is left when spending the whole amount, see above.
capacitySmearingFraction = 0.1
// capacitySmearingFraction defines how quickly the capacity factor
// drops from 1 to minCapacityFactor. This value results in about a
// variation over 20% of the capacity.
capacitySmearingFraction = 0.025
// minCapacityFactor is the minimal value the capacityFactor can take.
// Having a too low value can lead to discarding of paths due to the
// enforced minimal proability or to too high pathfinding weights.
minCapacityFactor = 0.5
// minCapacityFraction is the minimum allowed value for
// CapacityFraction. The success probability in the random balance model
// (which may not be an accurate description of the liquidity
// distribution in the network) can be approximated with P(a) = 1 - a/c,
// for amount a and capacity c. If we require a probability P(a) = 0.25,
// this translates into a value of 0.75 for a/c. We limit this value in
// order to not discard too many channels.
minCapacityFraction = 0.75
// AprioriEstimatorName is used to identify the apriori probability
// estimator.
@ -64,6 +61,11 @@ var (
// ErrInvalidAprioriWeight is returned when we get an apriori weight
// that is out of range.
ErrInvalidAprioriWeight = errors.New("apriori weight must be in [0, 1]")
// ErrInvalidCapacityFraction is returned when we get a capacity
// fraction that is out of range.
ErrInvalidCapacityFraction = fmt.Errorf("capacity fraction must be in "+
"[%v, 1]", minCapacityFraction)
)
// AprioriConfig contains configuration for our probability estimator.
@ -84,6 +86,12 @@ type AprioriConfig struct {
// probability completely and only base the probability on historical
// results, unless there are none available.
AprioriWeight float64
// CapacityFraction is the fraction of a channel's capacity that we
// consider to have liquidity. For amounts that come close to or exceed
// the fraction, an additional penalty is applied. A value of 1.0
// disables the capacityFactor.
CapacityFraction float64
}
// validate checks the configuration of the estimator for allowed values.
@ -100,6 +108,10 @@ func (p AprioriConfig) validate() error {
return ErrInvalidAprioriWeight
}
if p.CapacityFraction < minCapacityFraction || p.CapacityFraction > 1 {
return ErrInvalidCapacityFraction
}
return nil
}
@ -109,6 +121,7 @@ func DefaultAprioriConfig() AprioriConfig {
PenaltyHalfLife: DefaultPenaltyHalfLife,
AprioriHopProbability: DefaultAprioriHopProbability,
AprioriWeight: DefaultAprioriWeight,
CapacityFraction: DefaultCapacityFraction,
}
}
@ -155,9 +168,10 @@ func (p *AprioriEstimator) Config() estimatorConfig {
func (p *AprioriEstimator) String() string {
return fmt.Sprintf("estimator type: %v, penalty halflife time: %v, "+
"apriori hop probability: %v, apriori weight: %v, previous "+
"success probability: %v", AprioriEstimatorName,
p.PenaltyHalfLife, p.AprioriHopProbability, p.AprioriWeight,
p.prevSuccessProbability)
"success probability: %v, capacity fraction: %v",
AprioriEstimatorName, p.PenaltyHalfLife,
p.AprioriHopProbability, p.AprioriWeight,
p.prevSuccessProbability, p.CapacityFraction)
}
// getNodeProbability calculates the probability for connections from a node
@ -169,7 +183,9 @@ func (p *AprioriEstimator) getNodeProbability(now time.Time,
// We reduce the apriori hop probability if the amount comes close to
// the capacity.
apriori := p.AprioriHopProbability * capacityFactor(amt, capacity)
apriori := p.AprioriHopProbability * capacityFactor(
amt, capacity, p.CapacityFraction,
)
// If the channel history is not to be taken into account, we can return
// early here with the configured a priori probability.
@ -242,11 +258,22 @@ func (p *AprioriEstimator) getWeight(age time.Duration) float64 {
}
// capacityFactor is a multiplier that can be used to reduce the probability
// depending on how much of the capacity is sent. The limits are 1 for amt == 0
// and 0 for amt >> cutoffMsat. The function drops significantly when amt
// reaches cutoffMsat. smearingMsat determines over which scale the reduction
// takes place.
func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
// depending on how much of the capacity is sent. In other words, the factor
// sorts out channels that don't provide enough liquidity. Effectively, this
// leads to usage of larger channels in total to increase success probability,
// but it may also increase fees. The limits are 1 for amt == 0 and
// minCapacityFactor for amt >> capacityCutoffFraction. The function drops
// significantly when amt reaches cutoffMsat. smearingMsat determines over which
// scale the reduction takes place.
func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount,
capacityCutoffFraction float64) float64 {
// The special value of 1.0 for capacityFactor disables any effect from
// this factor.
if capacityCutoffFraction == 1 {
return 1.0
}
// If we don't have information about the capacity, which can be the
// case for hop hints or local channels, we return unity to not alter
// anything.
@ -268,7 +295,11 @@ func capacityFactor(amt lnwire.MilliSatoshi, capacity btcutil.Amount) float64 {
// at cutoffMsat, decaying over the smearingMsat scale.
denominator := 1 + math.Exp(-(amtMsat-cutoffMsat)/smearingMsat)
return 1 - 1/denominator
// The numerator decides what the minimal value of this function will
// be. The minimal value is set by minCapacityFactor.
numerator := 1 - minCapacityFactor
return 1 - numerator/denominator
}
// PairProbability estimates the probability of successfully traversing to

96
routing/probability_apriori_test.go
View File

@ -27,11 +27,13 @@ const (
aprioriPrevSucProb = 0.95
// testCapacity is used to define a capacity for some channels.
testCapacity = btcutil.Amount(100_000)
testAmount = lnwire.MilliSatoshi(50_000_000)
testCapacity = btcutil.Amount(100_000)
testAmount = lnwire.MilliSatoshi(90_000_000)
testCapacityFraction = 0.9999
// Defines the capacityFactor for testAmount and testCapacity.
capFactor = 0.9241
// capFactor is the capacityFactor for testAmount, testCapacity and
// testCapacityFraction.
capFactor = 0.9909715
)
type estimatorTestContext struct {
@ -53,6 +55,7 @@ func newEstimatorTestContext(t *testing.T) *estimatorTestContext {
AprioriHopProbability: aprioriHopProb,
AprioriWeight: aprioriWeight,
PenaltyHalfLife: time.Hour,
CapacityFraction: testCapacityFraction,
},
prevSuccessProbability: aprioriPrevSucProb,
},
@ -227,49 +230,87 @@ func TestCapacityCutoff(t *testing.T) {
capacityMSat := capacitySat * 1000
tests := []struct {
name string
amountMsat int
expectedFactor float64
name string
capacityFraction float64
amountMsat int
expectedFactor float64
}{
// Minimal CapacityFraction of 0.75.
{
name: "zero amount",
expectedFactor: 1,
name: "zero amount",
capacityFraction: 0.75,
expectedFactor: 1,
},
{
name: "low amount",
amountMsat: capacityMSat / 10,
expectedFactor: 0.998,
name: "low amount",
capacityFraction: 0.75,
amountMsat: capacityMSat / 10,
expectedFactor: 1,
},
{
name: "half amount",
amountMsat: capacityMSat / 2,
expectedFactor: 0.924,
name: "half amount",
capacityFraction: 0.75,
amountMsat: capacityMSat / 2,
expectedFactor: 1,
},
{
name: "cutoff amount",
name: "cutoff amount",
capacityFraction: 0.75,
amountMsat: int(
capacityCutoffFraction * float64(capacityMSat),
0.75 * float64(capacityMSat),
),
expectedFactor: 0.5,
expectedFactor: 0.75,
},
{
name: "high amount",
amountMsat: capacityMSat * 80 / 100,
expectedFactor: 0.377,
name: "high amount",
capacityFraction: 0.75,
amountMsat: capacityMSat * 80 / 100,
expectedFactor: 0.560,
},
{
// Even when we spend the full capacity, we still want
// to have some residual probability to not throw away
// routes due to a min probability requirement of the
// whole path.
name: "full amount",
amountMsat: capacityMSat,
expectedFactor: 0.076,
name: "full amount",
capacityFraction: 0.75,
amountMsat: capacityMSat,
expectedFactor: 0.5,
},
{
name: "more than capacity",
amountMsat: capacityMSat + 1,
expectedFactor: 0.0,
name: "more than capacity",
capacityFraction: 0.75,
amountMsat: capacityMSat + 1,
expectedFactor: 0.0,
},
// Default CapacityFactor of 0.9999.
{
name: "zero amount",
capacityFraction: 0.9999,
amountMsat: 0,
expectedFactor: 1.00,
},
{
name: "90% of the channel capacity",
capacityFraction: 0.9999,
amountMsat: capacityMSat * 90 / 100,
expectedFactor: 0.990,
},
{
// We won't saturate at 0.5 as in the other case but at
// a higher value of 0.75 due to the smearing, this
// translates to a penalty increase of a factor of 1.33.
name: "full amount",
capacityFraction: 0.9999,
amountMsat: capacityMSat,
expectedFactor: 0.75,
},
// Inactive capacity factor.
{
name: "inactive capacity factor",
capacityFraction: 1.0,
amountMsat: capacityMSat,
expectedFactor: 1.00,
},
}
@ -282,6 +323,7 @@ func TestCapacityCutoff(t *testing.T) {
got := capacityFactor(
lnwire.MilliSatoshi(test.amountMsat),
btcutil.Amount(capacitySat),
test.capacityFraction,
)
require.InDelta(t, test.expectedFactor, got, 0.001)
})

1
routing/router_test.go
View File

@ -123,6 +123,7 @@ func createTestCtxFromGraphInstanceAssumeValid(t *testing.T,
PenaltyHalfLife: time.Hour,
AprioriHopProbability: 0.9,
AprioriWeight: 0.5,
CapacityFraction: testCapacityFraction,
}
estimator, err := NewAprioriEstimator(aCfg)
require.NoError(t, err)

5
sample-lnd.conf
View File

@ -1142,6 +1142,11 @@ litecoin.node=ltcd
; probability (default: 1h0m0s)
; routerrpc.apriori.penaltyhalflife=2h
; Defines the fraction of channels' capacities that is considered liquid in
; pathfinding, a value between [0.75-1.0]. A value of 1.0 disables this
; feature. (default: 0.75)
; routerrpc.apriori.capacityfraction=0.9
; Describes the scale over which channels still have some liquidity left on
; both channel ends. A very low value (compared to typical channel capacities)
; means that we assume unbalanced channels, a very high value means randomly

1
server.go
View File

@ -880,6 +880,7 @@ func newServer(cfg *Config, listenAddrs []net.Addr,
AprioriHopProbability: aCfg.HopProbability,
PenaltyHalfLife: aCfg.PenaltyHalfLife,
AprioriWeight: aCfg.Weight,
CapacityFraction: aCfg.CapacityFraction,
}
estimator, err = routing.NewAprioriEstimator(