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https://issues.apache.org/jira/browse/FLINK-29825?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17684183#comment-17684183
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Dong Lin edited comment on FLINK-29825 at 2/4/23 3:57 PM:
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According to the wiki, two sample Kolmogorov-Smirnov test is used to determine
whether two distributions (i.e. collection of values) are close enough. On the
other hand, regression detection is more about determining whether a single
value (e.g. latest performance) is observably worse than the the best
performance in the past. These are two quite different problems.
Is there any success story of using Kolmogorov-Smirnov to detect regression in
practice?
I drafted this
[doc|https://docs.google.com/document/d/1Bvzvq79Ll5yxd1UtC0YzczgFbZPAgPcN3cI0MjVkIag]
to explain the algorithm that I would like to try to detect Flink regression.
It is not exactly the same as the one I used before for TensorFlow (because I
lost that doc) but the ideas are pretty much the same. Using the heuristics
described in this doc, I am confident it should have much lower false positive
rate than the relatively simple formula used in the existing
[script|https://github.com/apache/flink-benchmarks/blob/master/regression_report.py].
The parameters (e.g. threshold for regression detection) of this algorithm need
to be tuned based on the benchmark data.
Hopefully I can get time to implement and evaluate this algorithm in the coming
2 weeks. The main issue that I don't know how to address yet is how to update
the script to get the maximum and deviation of throughput across multiple runs
for a given commit point.
was (Author: lindong):
According to the wiki, two sample Kolmogorov-Smirnov test is used to determine
whether two distributions (i.e. collection of values) are close enough. On the
other hand, regression detection is more about determining whether a single
value (e.g. latest performance) is observably worse than the the best
performance in the past. These are two quite different problems.
Is there any success story of using Kolmogorov-Smirnov to detect regression in
practice?
I drafted this doc
([https://docs.google.com/document/d/1Bvzvq79Ll5yxd1UtC0YzczgFbZPAgPcN3cI0MjVkIag/|https://docs.google.com/document/d/1Bvzvq79Ll5yxd1UtC0YzczgFbZPAgPcN3cI0MjVkIag/[])|https://docs.google.com/document/d/1Bvzvq79Ll5yxd1UtC0YzczgFbZPAgPcN3cI0MjVkIag)]
to explain the algorithm that I would like to try to detect Flink regression.
It is not exactly the same as the one I used before for TensorFlow (because I
lost that doc) but the ideas are pretty much the same. Using the heuristics
described in this doc, I am confident it should have much lower false positive
rate than the relatively simple formula used in the existing script
([https://github.com/apache/flink-benchmarks/blob/master/regression_report.py).|https://github.com/apache/flink-benchmarks/blob/master/regression_report.py.]
The parameters (e.g. threshold for regression detection) of this algorithm need
to be tuned based on the benchmark data.
Hopefully I can get time to implement and evaluate this algorithm in the coming
2 weeks. The main issue that I don't know how to address yet is how to update
the script to get the maximum and deviation of throughput across multiple runs
for a given commit point.
> Improve benchmark stability
> ---------------------------
>
> Key: FLINK-29825
> URL: https://issues.apache.org/jira/browse/FLINK-29825
> Project: Flink
> Issue Type: Improvement
> Components: Benchmarks
> Affects Versions: 1.17.0
> Reporter: Yanfei Lei
> Assignee: Yanfei Lei
> Priority: Minor
>
> Currently, regressions are detected by a simple script which may have false
> positives and false negatives, especially for benchmarks with small absolute
> values, small value changes would cause large percentage changes. see
> [here|https://github.com/apache/flink-benchmarks/blob/master/regression_report.py#L132-L136]
> for details.
> And all benchmarks are executed on one physical machine, it might happen that
> hardware issues affect performance, like "[FLINK-18614] Performance
> regression 2020.07.13".
>
> This ticket aims to improve the precision and recall of the regression-check
> script.
>
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