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Use faster method for calculating distances. #5041

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merged 9 commits into from
Apr 27, 2018
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danpat
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@danpat danpat commented Apr 19, 2018

Our use of the haversineDistance function is a bit trigonometry heavy. Trig functions are relatively expensive, especially when used a lot.

With work on the distances branch, we'll be performing a lot of distance calculations within matrix requests. A 100x100 table with distances without caching will spend over 50% of it's time in haversineDistnace().

This PR switches from using the haversineDistance function, to a new fccApproximateDistance function, supplied by the https://github.com/mapbox/cheap-ruler-cpp library.

Don't let the name fool you - the fccApproximateDistance method is actually more precise than Haversine, and significantly faster. For short distances (up to a handful of km), which covers almost all the geometry we care about, it has almost 0 difference to the Vincenty method.

In simple tests, this change reduced a 100x100 table request with annotations=distances from 8900ms down to about 4500ms. There's a big speedup here because there are a lot of distance calculations made. Regular /route requests are unlikely to see such a boost, as the distance calcs they do form a much smaller part of the overall request workload.

Before the change, this was the CPU profile in a table request with distances:
screen shot 2018-04-19 at 4 26 11 pm

after this change:
screen shot 2018-04-19 at 4 21 58 pm

This PR is not ready to merge, see checklist below.

Tasklist

  • Because this call is in such a hot loop for tables, it's a strong candidate for inlining - some quick test indicated that it could get the 100x100 test request down to about 4050ms, so it could be worth the refactoring it would take.
  • See if we can achieve the same cheap_ruler_cache bucket lookup without the use of lround(), which is using 2.5% of the total time in calculateEBGNAnnotations. If we have coords in integer format, simple digit truncation and multiplication should do the job.
  • Check that we have enough buckets for sufficient ruler precision. I pulled 10-degree buckets out of the air, but I don't know how much error that will introduce.
  • Deprecate haversineDistance everywhere - there is no need to use it anywhere fccApproximateDistance is faster and more accurate. greatCircleDistance may also be removable for the same reason.
  • Verify test case distances. I suspect some might change by a tiny fraction. I haven't looked at any yet.
  • Consider porting the code to our codebase, to avoid the overhead of mapbox::geometry conversion (note: this may not be necessary - the type conversion steps probably get optimized away under -O3 compilation in Release mode).
  • Do strict bounds checking on the cheap_ruler_cache - make sure we can't underflow/overflow the static array (add an assert, and double-check the math).
  • Figure out how to safely declare the cheap_ruler_cache - should it be static? How does the current declaration work when this code is linked in multiple times? Does this need to change if we try to get inlining working?
  • Add fallback calculation for long lines - the fccApprixmateDistance method has increasingly bad error as lines get longer, so we should only use it for short geometry. TODO: figure out a threshold to fall back to haversine or maybe vincenty.
  • Handle the case where (a->b) != (b->a) because a and b are in different buckets, and we use the first coordinate for bucket lookup. Maybe always use the smallest latitude value?
  • Check precision when longitude > +/- 179.9 when approximation falls apart, maybe fallback to haversine or vincenty. There are very few geometries at these longitudes, so it's probably OK to have a slow-but-accurate method for calculations here.
  • Make sure we handle crossing the dateline (+/- 180) properly.
  • CHANGELOG.md entry (How to write a changelog entry)
  • add tests (see testing documentation
  • review
  • adjust for comments
  • cherry pick to release branch

@danpat danpat force-pushed the faster_distances branch from 3e34b2c to 452eed7 Compare April 19, 2018 23:38
const auto lat1 = static_cast<double>(util::toFloating(coordinate_1.lat));
const auto lon2 = static_cast<double>(util::toFloating(coordinate_2.lon));
const auto lat2 = static_cast<double>(util::toFloating(coordinate_2.lat));
return cheap_ruler_cache[std::lround(lat1 / 10) + 9].distance({lon1, lat1}, {lon2, lat2});
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Should probably add assertion here that bucket number is within range for our cache.

@chaupow
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chaupow commented Apr 20, 2018

awesome @danpat
let me rerun the measurements with this!

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emiltin commented Apr 20, 2018

sweet

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chaupow commented Apr 20, 2018

Aaaaaand numbers are out!

What distances PR faster-distances PR
100x100 in us-west 12s 5.6s
100x100 in la max dist 20km 3.7s 800ms

@chaupow chaupow mentioned this pull request Apr 20, 2018
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@emiltin
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emiltin commented Apr 20, 2018

i like what i see

@chaupow chaupow self-assigned this Apr 20, 2018
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chaupow commented Apr 20, 2018

@danpat if you're ok with it, I will take it on from here working on your tasklist? 😄

@ghoshkaj ghoshkaj force-pushed the distances branch 3 times, most recently from 649e0af to 5ebc145 Compare April 20, 2018 21:21
@chaupow chaupow changed the base branch from distances to master April 23, 2018 18:30
@TheMarex TheMarex added this to the distance-matrix milestone Apr 24, 2018
@mourner
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mourner commented Apr 24, 2018

Wow, that's a massive speedup! Happy how this is turning out :)

@cffk
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cffk commented Apr 24, 2018

This method of calculating the distance has the following problems:

  • The distance between points with longitudes ± 179.9° is (badly!) off.
  • d(p1, p2) ≠ d(p2, p1) if p1 and p2 fall in different latitude buckets; this might throw off some calculations.
  • The error in the distance is about 10% for points on latitude 55°. (It's off by a factor of 2 for points on latitude 85°.)

(For comparison, the error in the great-circle distance is about 0.5%.)

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danpat commented Apr 24, 2018

The error in the distance is about 10% for points on latitude 55°. (It's off by a factor of 2 for points on latitude 85°.)

@cffk Are you implying a problem with the method itself, or a bug in the implementation? Those error values are unexpectedly large.

Assuming it's correct, https://github.com/mapbox/cheap-ruler#precision shows the expected precision at various latitudes. It never comes anywhere near 10% for up to 1000km lines.

Thanks for the other notes though - I've added some items to the checklist. We're fortunate that we don't care much about being a general purpose distance calculator, and we also only care about fairly short geometry (most "segments" from OSM maps are quite short). A lot of the geometry we care about should fall in ranges where this method (supposedly) works, and we can detect and fallback to other methods for the outliers.

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cffk commented Apr 24, 2018

@danpat The problem is the latitude binning. The distance between two points on latitude 55° uses the latitude scale factor for 60°. The main term in the latitude scale factor is cos(latitude) and cos(60d) differs from cos(55d) by about 10%.

I noticed you saying that the approximation "falls apart" for longitudes ±179.9°. This isn't the case! You just need to make sure to reduce the longitude difference to [−180°, 180°].

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mourner commented Apr 24, 2018

@danpat yeah, rounding difference of 5 degrees is definitely too much. I'd suggest to 1) calculate the cheap ruler cache lazily; 2) bin much more granularly, e.g. 0.01 deg.

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chaupow commented Apr 24, 2018

@mourner @cffk

yup, I'm working on this. I think @danpat just used few buckets here to see whether it works at all and see the speed gain.

I am adding more buckets (currently at 180, with .5 diff of latitude but still doing Q&A) and the results seem nice. Thanks for flagging this 😄

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I recommend

  • centering the bins (now the N and S polar regions are treated the same)
  • halving the number of bins using symmetry

Thus, in constructor

step(90.0 / number_of_rulers)
cheap_ruler_cache[n] = mapbox::cheap_ruler::CheapRuler(step * (n + 0.5), mapbox::cheap_ruler::CheapRuler::Meters);

and in getRuler

return cheap_ruler_cache[std::min((int)std::floor(abs(lat)/step), (int)cheap_ruler_cache.size() - 1)];

and instantiate with

CheapRulerContainer cheap_ruler_container(1800);

Finally, in the distance function invoke with the mean latitude

return cheap_ruler_container.getRuler(0.5 * (lat1 + lat2)).distance({lon1, lat1}, {lon2, lat2});

@cffk
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cffk commented Apr 25, 2018

FYI, I submitted a pull request to cheap-ruler-cpp to fix the longitude wrapping bug.

@chaupow
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chaupow commented Apr 25, 2018

@cffk thanks so much! I adjusted the changes you suggested in the last commit.

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cffk commented Apr 25, 2018

A couple of additional comments:

  • I submitted another pull request for cheap-ruler-cpp to improve the accuracy and to let you switch to the WGS84 ellipsoid (from Clarke 1866).
  • To minimize the errors for a given number of buckets, you would distribute the buckets according to cos(lat). Since this would slow down selecting the bucket, I don't think there's any way to take advantage of this.

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oxidase commented Apr 26, 2018

@chaupow std::experimental::optional is not supported in MSVC2015. I changed it to mapbox::optional in feature.hpp and pushed a commit to make a CI check.

@TheMarex
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Pushed some optimizations that removed the rounding and replaced it with integer math, which yielded a nice 5% speedup.

Measurements for 10x10 on Berlin:

image

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Looks great! Did some performance measurements and they are looking great!

std::vector<mapbox::cheap_ruler::CheapRuler> cheap_ruler_cache;
const double step;
};
CheapRulerContainer cheap_ruler_container(1800);
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Should be marked as static.

mapbox::cheap_ruler::CheapRuler &getRuler(const FixedLatitude lat)
{
BOOST_ASSERT(step > 1);
auto bin = (std::abs(static_cast<int>(lat)) - 1) / step;
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What if the request is for lat = 0 here? This'll could lead to bin = -1 if step is only 2. Or will integer division guarantee this is always 0 or bigger? Either way, an assert that bin >= 0 && bin < cheap_ruler_cache.size() should probably be here.

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Good catch! Didn't realize rounding direction was not actually defined for 1/2.

| a | 0 | 100 |
| b | 100 | 0 |
| | a | b |
| a | 0 | 100+-1 |
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Elsewhere (like in the "When I route I should get " tests) the syntax used is "100m +-3", rather than "100+-3". For consistency it might be good to follow this syntax.

@TheMarex TheMarex merged commit ae805f9 into master Apr 27, 2018
@TheMarex TheMarex deleted the faster_distances branch April 27, 2018 03:21
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chaupow commented Apr 27, 2018

Awesome, thanks a ton @oxidase !

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