Use exponentially weighted metrics during planning

config/planner.yml

@@ -14,6 +14,10 @@ reinterpret_second_as: 1
 # to be accepted.
 query_dist_change_frac: 0.1
 
+metrics_agg:
+  method: ewm         # 'mean' is another option
+  alpha: 0.86466472   # 1 - 1 / e^2
+
 ###
 ### Trigger configs.
 ###

src/brad/config/planner.py

@@ -243,3 +243,6 @@ def redshift_initialize_load_fraction(self) -> float:
 
     def aurora_storage_index_multiplier(self) -> float:
         return float(self._raw["aurora_storage_index_multiplier"])
+
+    def metrics_agg(self) -> Dict[str, Any]:
+        return self._raw["metrics_agg"]

src/brad/planner/metrics.py

@@ -5,7 +5,7 @@
 import numpy as np
 from datetime import datetime
 from collections import namedtuple
-from typing import Tuple, Optional
+from typing import Tuple, Optional, Dict, Any
 
 from brad.blueprint.manager import BlueprintManager
 from brad.config.file import ConfigFile
@@ -31,6 +31,8 @@
     ],
 )
 
+AggCfg = Dict[str, Any]
+
 
 class MetricsProvider:
     """
@@ -137,19 +139,19 @@ def get_metrics(self) -> Tuple[Metrics, datetime]:
                 epochs_per_planning_window,
             )
 
-        agg_type = "mean"
+        agg_cfg = self._planner_config.metrics_agg()
         redshift_cpu = self._aggregate_possibly_missing(
             redshift.loc[redshift.index <= most_recent_common, _REDSHIFT_METRICS[0]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="redshift_cpu",
         )
         txn_per_s = self._aggregate_possibly_missing(
             front_end.loc[front_end.index <= most_recent_common, _FRONT_END_METRICS[0]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="txn_per_s",
         )
         txn_lat_s_p50 = self._aggregate_possibly_missing(
@@ -159,7 +161,7 @@ def get_metrics(self) -> Tuple[Metrics, datetime]:
             ],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="txn_lat_s_p50",
         )
         txn_lat_s_p90 = self._aggregate_possibly_missing(
@@ -169,7 +171,7 @@ def get_metrics(self) -> Tuple[Metrics, datetime]:
             ],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="txn_lat_s_p90",
         )
 
@@ -180,36 +182,36 @@ def get_metrics(self) -> Tuple[Metrics, datetime]:
             aurora_writer_rel[_AURORA_METRICS[0]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="aurora_writer_cpu",
         )
         aurora_reader_cpu = self._aggregate_possibly_missing(
             aurora_reader_rel[_AURORA_METRICS[0]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="aurora_reader_cpu",
         )
 
         aurora_writer_load_minute = self._recover_load_value(
-            aurora_writer_rel, aggregate_epochs, agg_type, "aurora_writer_load_minute"
+            aurora_writer_rel, aggregate_epochs, agg_cfg, "aurora_writer_load_minute"
         )
         aurora_reader_load_minute = self._recover_load_value(
-            aurora_reader_rel, aggregate_epochs, agg_type, "aurora_reader_load_minute"
+            aurora_reader_rel, aggregate_epochs, agg_cfg, "aurora_reader_load_minute"
         )
 
         aurora_writer_hit_rate_pct = self._aggregate_possibly_missing(
             aurora_writer_rel[_AURORA_METRICS[2]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="aurora_writer_hit_rate_pct",
         )
         aurora_reader_hit_rate_pct = self._aggregate_possibly_missing(
             aurora_reader_rel[_AURORA_METRICS[2]],
             num_epochs=aggregate_epochs,
             default_value=0.0,
-            agg_type=agg_type,
+            agg_cfg=agg_cfg,
             name="aurora_reader_hit_rate_pct",
         )
 
@@ -234,7 +236,7 @@ def _aggregate_possibly_missing(
         series: pd.Series,
         num_epochs: int,
         default_value: int | float,
-        agg_type: str,
+        agg_cfg: AggCfg,
         name: Optional[str] = None,
     ) -> int | float:
         if name is not None and len(series) == 0:
@@ -246,17 +248,19 @@ def _aggregate_possibly_missing(
             return default_value
         else:
             relevant = series.iloc[-num_epochs:]
-            if agg_type == "mean":
+            if agg_cfg["method"] == "mean":
                 return relevant.mean()
-                # TODO: Can add other types (e.g., exponentially weighted)
+            elif agg_cfg["method"] == "ewm":
+                alpha = agg_cfg["alpha"]
+                return relevant.ewm(alpha=alpha).mean().iloc[-1]
             else:
                 raise AssertionError()
 
     def _recover_load_value(
         self,
         aurora_rel: pd.DataFrame,
         num_epochs: int,
-        agg_type: str,
+        agg_cfg: AggCfg,
         metric_name: str,
     ) -> float:
         if len(aurora_rel) < 2:
@@ -265,7 +269,7 @@ def _recover_load_value(
                 aurora_rel[_AURORA_METRICS[1]],
                 num_epochs=num_epochs,
                 default_value=0.0,
-                agg_type=agg_type,
+                agg_cfg=agg_cfg,
                 name=metric_name,
             )
 
@@ -296,8 +300,11 @@ def _recover_load_value(
             )
         relevant = load_minute[-epochs_to_consider:]
 
-        if agg_type == "mean":
+        if agg_cfg["method"] == "mean":
             return relevant.mean()
+        elif agg_cfg["method"] == "ewm":
+            alpha = agg_cfg["alpha"]
+            return relevant.ewm(alpha=alpha).mean().iloc[-1]
         else:
             # TODO: Can add other types (e.g., exponentially weighted)
             raise AssertionError()