HADOOP-13804. MutableStat mean loses accuracy if add(long, long) is used. Contributed by Erik Krogen.

hadoop-common-project/hadoop-common/src/main/java/org/apache/hadoop/metrics2/lib/MutableStat.java

@@ -102,6 +102,10 @@ public class MutableStat extends MutableMetric {
 
   /**
    * Add a number of samples and their sum to the running stat
+   *
+   * Note that although use of this method will preserve accurate mean values,
+   * large values for numSamples may result in inaccurate variance values due
+   * to the use of a single step of the Welford method for variance calculation.
    * @param numSamples  number of samples
    * @param sum of the samples
    */

hadoop-common-project/hadoop-common/src/main/java/org/apache/hadoop/metrics2/util/SampleStat.java

@@ -27,29 +27,32 @@ import org.apache.hadoop.classification.InterfaceAudience;
 public class SampleStat {
   private final MinMax minmax = new MinMax();
   private long numSamples = 0;
-  private double a0, a1, s0, s1;
+  private double a0, a1, s0, s1, total;
 
   /**
    * Construct a new running sample stat
    */
   public SampleStat() {
     a0 = s0 = 0.0;
+    total = 0.0;
   }
 
   public void reset() {
     numSamples = 0;
     a0 = s0 = 0.0;
+    total = 0.0;
     minmax.reset();
   }
 
   // We want to reuse the object, sometimes.
   void reset(long numSamples, double a0, double a1, double s0, double s1,
-             MinMax minmax) {
+      double total, MinMax minmax) {
     this.numSamples = numSamples;
     this.a0 = a0;
     this.a1 = a1;
     this.s0 = s0;
     this.s1 = s1;
+    this.total = total;
     this.minmax.reset(minmax);
   }
 
@@ -58,7 +61,7 @@ public class SampleStat {
    * @param other the destination to hold our values
    */
   public void copyTo(SampleStat other) {
-    other.reset(numSamples, a0, a1, s0, s1, minmax);
+    other.reset(numSamples, a0, a1, s0, s1, total, minmax);
   }
 
   /**
@@ -80,6 +83,7 @@ public class SampleStat {
    */
   public SampleStat add(long nSamples, double x) {
     numSamples += nSamples;
+    total += x;
 
     if (numSamples == 1) {
       a0 = a1 = x;
@@ -102,11 +106,18 @@ public class SampleStat {
     return numSamples;
   }
 
+  /**
+   * @return the total of all samples added
+   */
+  public double total() {
+    return total;
+  }
+
   /**
    * @return  the arithmetic mean of the samples
    */
   public double mean() {
-    return numSamples > 0 ? a1 : 0.0;
+    return numSamples > 0 ? (total / numSamples) : 0.0;
   }
 
   /**

hadoop-common-project/hadoop-common/src/test/java/org/apache/hadoop/metrics2/lib/TestMutableMetrics.java

@@ -129,6 +129,23 @@ public class TestMutableMetrics {
     assertGauge("BarAvgTime", 0.0, rb);
   }
 
+  /**
+   * Tests that when using {@link MutableStat#add(long, long)}, even with a high
+   * sample count, the mean does not lose accuracy.
+   */
+  @Test public void testMutableStatWithBulkAdd() {
+    MetricsRecordBuilder rb = mockMetricsRecordBuilder();
+    MetricsRegistry registry = new MetricsRegistry("test");
+    MutableStat stat = registry.newStat("Test", "Test", "Ops", "Val", false);
+
+    stat.add(1000, 1000);
+    stat.add(1000, 2000);
+    registry.snapshot(rb, false);
+
+    assertCounter("TestNumOps", 2000L, rb);
+    assertGauge("TestAvgVal", 1.5, rb);
+  }
+
   /**
    * Ensure that quantile estimates from {@link MutableQuantiles} are within
    * specified error bounds.