I believe the filter can be more compact than this, but even if not an
order of magnitude saving of disk space is still significant.


On 2016-05-11 13:29, Bob McElrath wrote:
Eerrrr....let me revise that last paragraph. That's 12 *GB* of filters at today's block height (at fixed false-positive rate 1e-6. Compared to block headers only which are about 33 MB today. So this proposal is not really
compatible with such a wallet being "light"...

Damn units...

Bob McElrath via bitcoin-dev [bitcoin-dev@lists.linuxfoundation.org] wrote:
I like this idea, but let's run some numbers...

bfd--- via bitcoin-dev [bitcoin-dev@lists.linuxfoundation.org] wrote:
> A Bloom Filter Digest is deterministically created of every block

Bloom filters completely obfuscate the required size of the filter for a desired false-positive rate. But, an optimal filter is linear in the number of elements it contains for fixed false-positive rate, and logarithmic in the false-positive rate. (This comment applies to a RLL encoded Bloom filter Greg mentioned, but that's not the only way) That is for N elements and false positive rate
\epsilon:

    filter size = - N \log_2 \epsilon

Given that the data that would be put into this particular filter is *already* hashed, it makes more sense and is faster to use a Cuckoo[1] filter, choosing a fixed false-positive rate, given expected wallet sizes. For Bloom filters,
multiply the above formula by 1.44.

To prevent light clients from downloading more blocks than necessary, the false-positive rate should be roughly less than 1/(block height). If we take the false positive rate to be 1e-6 for today's block height ~ 410000, this is about 20 bits per element. So for todays block's, this is a 30kb filter, for a 3% increase in block size, if blocks commit to the filter. Thus the required
size of the filter commitment is roughly:

    filter size = N \log_2 H

where H is the block height. If bitcoin had these filters from the beginning, a light client today would have to download about 12MB of data in filters. My personal SPV wallet is using 31MB currently. It's not clear this is a bandwidth
win, though it's definitely a win for computing load on full nodes.


[1] https://www.cs.cmu.edu/~dga/papers/cuckoo-conext2014.pdf

--
Cheers, Bob McElrath

"For every complex problem, there is a solution that is simple, neat, and wrong."
    -- H. L. Mencken



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Cheers, Bob McElrath

"For every complex problem, there is a solution that is simple, neat,
and wrong."
    -- H. L. Mencken
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