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From: Eric Lombrozo <elombrozo@gmail.com>
Date: Thu, 1 Jun 2017 14:00:02 -0700
Message-ID: <CABr1YTdQy9=XiCQOuSnLq_y1PDWg7mC=Wquv9YEFDW832J2NhQ@mail.gmail.com>
To: Olaoluwa Osuntokun <laolu32@gmail.com>
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Cc: Arnoud Kouwenhoven - Pukaki Corp via bitcoin-dev
	<bitcoin-dev@lists.linuxfoundation.org>
Subject: Re: [bitcoin-dev] BIP Proposal: Compact Client Side Filtering for
 Light Clients
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Thanks for sending this proposal! I look forward to having a great
discussion around this.

- Eric

On Thursday, June 1, 2017, Olaoluwa Osuntokun via bitcoin-dev <
bitcoin-dev@lists.linuxfoundation.org> wrote:

> Hi y'all,
>
> Alex Akselrod and I would like to propose a new light client BIP for
> consideration:
>    * https://github.com/Roasbeef/bips/blob/master/gcs_light_
> client.mediawiki
>
> This BIP proposal describes a concrete specification (along with a
> reference implementations[1][2][3]) for the much discussed client-side
> filtering reversal of BIP-37. The precise details are described in the
> BIP, but as a summary: we've implemented a new light-client mode that uses
> client-side filtering based off of Golomb-Rice coded sets. Full-nodes
> maintain an additional index of the chain, and serve this compact filter
> (the index) to light clients which request them. Light clients then fetch
> these filters, query the locally and _maybe_ fetch the block if a relevant
> item matches. The cool part is that blocks can be fetched from _any_
> source, once the light client deems it necessary. Our primary motivation
> for this work was enabling a light client mode for lnd[4] in order to
> support a more light-weight back end paving the way for the usage of
> Lightning on mobile phones and other devices. We've integrated neutrino
> as a back end for lnd, and will be making the updated code public very
> soon.
>
> One specific area we'd like feedback on is the parameter selection. Unlike
> BIP-37 which allows clients to dynamically tune their false positive rate,
> our proposal uses a _fixed_ false-positive. Within the document, it's
> currently specified as P = 1/2^20. We've done a bit of analysis and
> optimization attempting to optimize the following sum:
> filter_download_bandwidth + expected_block_false_positive_bandwidth. Alex
> has made a JS calculator that allows y'all to explore the affect of
> tweaking the false positive rate in addition to the following variables:
> the number of items the wallet is scanning for, the size of the blocks,
> number of blocks fetched, and the size of the filters themselves. The
> calculator calculates the expected bandwidth utilization using the CDF of
> the Geometric Distribution. The calculator can be found here:
> https://aakselrod.github.io/gcs_calc.html. Alex also has an empirical
> script he's been running on actual data, and the results seem to match up
> rather nicely.
>
> We we're excited to see that Karl Johan Alm (kallewoof) has done some
> (rather extensive!) analysis of his own, focusing on a distinct encoding
> type [5]. I haven't had the time yet to dig into his report yet, but I
> think I've read enough to extract the key difference in our encodings: his
> filters use a binomial encoding _directly_ on the filter contents, will we
> instead create a Golomb-Coded set with the contents being _hashes_ (we use
> siphash) of the filter items.
>
> Using a fixed fp=20, I have some stats detailing the total index size, as
> well as averages for both mainnet and testnet. For mainnet, using the
> filter contents as currently described in the BIP (basic + extended), the
> total size of the index comes out to 6.9GB. The break down is as follows:
>
>     * total size:  6976047156
>     * total avg:  14997.220622758816
>     * total median:  3801
>     * total max:  79155
>     * regular size:  3117183743
>     * regular avg:  6701.372750217131
>     * regular median:  1734
>     * regular max:  67533
>     * extended size:  3858863413
>     * extended avg:  8295.847872541684
>     * extended median:  2041
>     * extended max:  52508
>
> In order to consider the average+median filter sizes in a world worth
> larger blocks, I also ran the index for testnet:
>
>     * total size:  2753238530
>     * total avg:  5918.95736054141
>     * total median:  60202
>     * total max:  74983
>     * regular size:  1165148878
>     * regular avg:  2504.856172982827
>     * regular median:  24812
>     * regular max:  64554
>     * extended size:  1588089652
>     * extended avg:  3414.1011875585823
>     * extended median:  35260
>     * extended max:  41731
>
> Finally, here are the testnet stats which take into account the increase
> in the maximum filter size due to segwit's block-size increase. The max
> filter sizes are a bit larger due to some of the habitual blocks I
> created last year when testing segwit (transactions with 30k inputs, 30k
> outputs, etc).
>
>      * total size:  585087597
>      * total avg:  520.8839608674402
>      * total median:  20
>      * total max:  164598
>      * regular size:  299325029
>      * regular avg:  266.4790836307566
>      * regular median:  13
>      * regular max:  164583
>      * extended size:  285762568
>      * extended avg:  254.4048772366836
>      * extended median:  7
>      * extended max:  127631
>
> For those that are interested in the raw data, I've uploaded a CSV file
> of raw data for each block (mainnet + testnet), which can be found here:
>      * mainnet: (14MB): https://www.dropbox.com/s/
> 4yk2u8dj06njbuv/mainnet-gcs-stats.csv?dl=0
>      * testnet: (25MB): https://www.dropbox.com/s/
> w7dmmcbocnmjfbo/gcs-stats-testnet.csv?dl=0
>
>
> We look forward to getting feedback from all of y'all!
>
> -- Laolu
>
>
> [1]: https://github.com/lightninglabs/neutrino
> [2]: https://github.com/Roasbeef/btcd/tree/segwit-cbf
> [3]: https://github.com/Roasbeef/btcutil/tree/gcs/gcs
> [4]: https://github.com/lightningnetwork/lnd/
>
> -- Laolu
>
>

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Thanks for sending this proposal! I look forward to having a great discussi=
on around this.<div><br></div><div>- Eric</div><div><br>On Thursday, June 1=
, 2017, Olaoluwa Osuntokun via bitcoin-dev &lt;<a href=3D"mailto:bitcoin-de=
v@lists.linuxfoundation.org">bitcoin-dev@lists.linuxfoundation.org</a>&gt; =
wrote:<br><blockquote class=3D"gmail_quote" style=3D"margin:0 0 0 .8ex;bord=
er-left:1px #ccc solid;padding-left:1ex"><div dir=3D"ltr"><div>Hi y&#39;all=
,=C2=A0</div><div><br></div><div>Alex Akselrod and I would like to propose =
a new light client BIP for</div><div>consideration:=C2=A0</div><div>=C2=A0 =
=C2=A0* <a href=3D"https://github.com/Roasbeef/bips/blob/master/gcs_light_c=
lient.mediawiki" target=3D"_blank">https://github.com/Roasbeef/<wbr>bips/bl=
ob/master/gcs_light_<wbr>client.mediawiki</a></div><div><br></div><div>This=
 BIP proposal describes a concrete specification (along with a</div><div>re=
ference implementations[1][2][3]) for the much discussed client-side</div><=
div>filtering reversal of BIP-37. The precise details are described in the<=
/div><div>BIP, but as a summary: we&#39;ve implemented a new light-client m=
ode that uses</div><div>client-side filtering based off of Golomb-Rice code=
d sets. Full-nodes</div><div>maintain an additional index of the chain, and=
 serve this compact filter</div><div>(the index) to light clients which req=
uest them. Light clients then fetch</div><div>these filters, query the loca=
lly and _maybe_ fetch the block if a relevant</div><div>item matches. The c=
ool part is that blocks can be fetched from _any_</div><div>source, once th=
e light client deems it necessary. Our primary motivation</div><div>for thi=
s work was enabling a light client mode for lnd[4] in order to</div><div>su=
pport a more light-weight back end paving the way for the usage of</div><di=
v>Lightning on mobile phones and other devices. We&#39;ve integrated neutri=
no</div><div>as a back end for lnd, and will be making the updated code pub=
lic very</div><div>soon.</div><div><br></div><div>One specific area we&#39;=
d like feedback on is the parameter selection. Unlike</div><div>BIP-37 whic=
h allows clients to dynamically tune their false positive rate,</div><div>o=
ur proposal uses a _fixed_ false-positive. Within the document, it&#39;s</d=
iv><div>currently specified as P =3D 1/2^20. We&#39;ve done a bit of analys=
is and</div><div>optimization attempting to optimize the following sum:</di=
v><div>filter_download_bandwidth + expected_block_false_positive_<wbr>bandw=
idth. Alex</div><div>has made a JS calculator that allows y&#39;all to expl=
ore the affect of</div><div>tweaking the false positive rate in addition to=
 the following variables:</div><div>the number of items the wallet is scann=
ing for, the size of the blocks,</div><div>number of blocks fetched, and th=
e size of the filters themselves. The</div><div>calculator calculates the e=
xpected bandwidth utilization using the CDF of</div><div>the Geometric Dist=
ribution. The calculator can be found here:</div><div><a href=3D"https://aa=
kselrod.github.io/gcs_calc.html" target=3D"_blank">https://aakselrod.github=
.io/<wbr>gcs_calc.html</a>. Alex also has an empirical</div><div>script he&=
#39;s been running on actual data, and the results seem to match up</div><d=
iv>rather nicely.</div><div><br></div><div>We we&#39;re excited to see that=
 Karl Johan Alm (kallewoof) has done some</div><div>(rather extensive!) ana=
lysis of his own, focusing on a distinct encoding</div><div>type [5]. I hav=
en&#39;t had the time yet to dig into his report yet, but I</div><div>think=
 I&#39;ve read enough to extract the key difference in our encodings: his</=
div><div>filters use a binomial encoding _directly_ on the filter contents,=
 will we</div><div>instead create a Golomb-Coded set with the contents bein=
g _hashes_ (we use</div><div>siphash) of the filter items.</div><div><br></=
div><div>Using a fixed fp=3D20, I have some stats detailing the total index=
 size, as</div><div>well as averages for both mainnet and testnet. For main=
net, using the</div><div>filter contents as currently described in the BIP =
(basic + extended), the</div><div>total size of the index comes out to 6.9G=
B. The break down is as follows:</div><div><br></div><div>=C2=A0 =C2=A0 * t=
otal size: =C2=A06976047156</div><div>=C2=A0 =C2=A0 * total avg: =C2=A01499=
7.220622758816</div><div>=C2=A0 =C2=A0 * total median: =C2=A03801</div><div=
>=C2=A0 =C2=A0 * total max: =C2=A079155</div><div>=C2=A0 =C2=A0 * regular s=
ize: =C2=A03117183743</div><div>=C2=A0 =C2=A0 * regular avg: =C2=A06701.372=
750217131</div><div>=C2=A0 =C2=A0 * regular median: =C2=A01734</div><div>=
=C2=A0 =C2=A0 * regular max: =C2=A067533</div><div>=C2=A0 =C2=A0 * extended=
 size: =C2=A03858863413</div><div>=C2=A0 =C2=A0 * extended avg: =C2=A08295.=
847872541684</div><div>=C2=A0 =C2=A0 * extended median: =C2=A02041</div><di=
v>=C2=A0 =C2=A0 * extended max: =C2=A052508</div><div><br></div><div>In ord=
er to consider the average+median filter sizes in a world worth</div><div>l=
arger blocks, I also ran the index for testnet:=C2=A0</div><div><br></div><=
div>=C2=A0 =C2=A0 * total size: =C2=A02753238530</div><div>=C2=A0 =C2=A0 * =
total avg: =C2=A05918.95736054141</div><div>=C2=A0 =C2=A0 * total median: =
=C2=A060202</div><div>=C2=A0 =C2=A0 * total max: =C2=A074983</div><div>=C2=
=A0 =C2=A0 * regular size: =C2=A01165148878</div><div>=C2=A0 =C2=A0 * regul=
ar avg: =C2=A02504.856172982827</div><div>=C2=A0 =C2=A0 * regular median: =
=C2=A024812</div><div>=C2=A0 =C2=A0 * regular max: =C2=A064554</div><div>=
=C2=A0 =C2=A0 * extended size: =C2=A01588089652</div><div>=C2=A0 =C2=A0 * e=
xtended avg: =C2=A03414.1011875585823</div><div>=C2=A0 =C2=A0 * extended me=
dian: =C2=A035260</div><div>=C2=A0 =C2=A0 * extended max: =C2=A041731</div>=
<div><br></div><div>Finally, here are the testnet stats which take into acc=
ount the increase</div><div>in the maximum filter size due to segwit&#39;s =
block-size increase. The max</div><div>filter sizes are a bit larger due to=
 some of the habitual blocks I</div><div>created last year when testing seg=
wit (transactions with 30k inputs, 30k</div><div>outputs, etc).</div><div><=
br></div><div>=C2=A0 =C2=A0 =C2=A0* total size: =C2=A0585087597</div><div>=
=C2=A0 =C2=A0 =C2=A0* total avg: =C2=A0520.8839608674402</div><div>=C2=A0 =
=C2=A0 =C2=A0* total median: =C2=A020</div><div>=C2=A0 =C2=A0 =C2=A0* total=
 max: =C2=A0164598</div><div>=C2=A0 =C2=A0 =C2=A0* regular size: =C2=A02993=
25029</div><div>=C2=A0 =C2=A0 =C2=A0* regular avg: =C2=A0266.4790836307566<=
/div><div>=C2=A0 =C2=A0 =C2=A0* regular median: =C2=A013</div><div>=C2=A0 =
=C2=A0 =C2=A0* regular max: =C2=A0164583</div><div>=C2=A0 =C2=A0 =C2=A0* ex=
tended size: =C2=A0285762568</div><div>=C2=A0 =C2=A0 =C2=A0* extended avg: =
=C2=A0254.4048772366836</div><div>=C2=A0 =C2=A0 =C2=A0* extended median: =
=C2=A07</div><div>=C2=A0 =C2=A0 =C2=A0* extended max: =C2=A0127631</div><di=
v><br></div><div>For those that are interested in the raw data, I&#39;ve up=
loaded a CSV file</div><div>of raw data for each block (mainnet + testnet),=
 which can be found here:</div><div>=C2=A0 =C2=A0 =C2=A0* mainnet: (14MB): =
<a href=3D"https://www.dropbox.com/s/4yk2u8dj06njbuv/mainnet-gcs-stats.csv?=
dl=3D0" target=3D"_blank">https://www.dropbox.com/s/<wbr>4yk2u8dj06njbuv/ma=
innet-gcs-<wbr>stats.csv?dl=3D0</a></div><div>=C2=A0 =C2=A0 =C2=A0* testnet=
: (25MB): <a href=3D"https://www.dropbox.com/s/w7dmmcbocnmjfbo/gcs-stats-te=
stnet.csv?dl=3D0" target=3D"_blank">https://www.dropbox.com/s/<wbr>w7dmmcbo=
cnmjfbo/gcs-stats-<wbr>testnet.csv?dl=3D0</a></div><div><br></div><div><br>=
</div><div>We look forward to getting feedback from all of y&#39;all!</div>=
<div><br></div><div>-- Laolu</div><div><br></div><div><br></div><div>[1]: <=
a href=3D"https://github.com/lightninglabs/neutrino" target=3D"_blank">http=
s://github.com/<wbr>lightninglabs/neutrino</a></div><div>[2]: <a href=3D"ht=
tps://github.com/Roasbeef/btcd/tree/segwit-cbf" target=3D"_blank">https://g=
ithub.com/Roasbeef/<wbr>btcd/tree/segwit-cbf</a></div><div>[3]: <a href=3D"=
https://github.com/Roasbeef/btcutil/tree/gcs/gcs" target=3D"_blank">https:/=
/github.com/Roasbeef/<wbr>btcutil/tree/gcs/gcs</a></div><div>[4]: <a href=
=3D"https://github.com/lightningnetwork/lnd/" target=3D"_blank">https://git=
hub.com/<wbr>lightningnetwork/lnd/</a></div><div><br></div><div>-- Laolu</d=
iv><div><br></div></div>
</blockquote></div>

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