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Rewrite documentation some on ProbabilisticScorer
We had some user confusion on how the probabilistic scorer works, especially in reference to the half-life parameter. This attempts to clarify how the bounds work, and how they are decayed.
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lightning/src/routing/scoring.rs

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@@ -315,26 +315,39 @@ type ConfiguredTime = Eternity;
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/// [`Score`] implementation using channel success probability distributions.
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///
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/// Based on *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
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/// and Stefan Richter [[1]]. Given the uncertainty of channel liquidity balances, probability
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/// distributions are defined based on knowledge learned from successful and unsuccessful attempts.
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/// Then the negative `log10` of the success probability is used to determine the cost of routing a
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/// specific HTLC amount through a channel.
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/// Channels are tracked with upper and lower liquidity bounds - when an HTLC fails at a channel,
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/// we learn that the upper-bound on the available liquidity is lower than the amount of the HTLC.
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/// When a payment is forwarded through a channel (but fails later in the route), we learn the
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/// lower-bound on the channel's available liquidity must be at least the value of the HTLC.
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///
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/// Knowledge about channel liquidity balances takes the form of upper and lower bounds on the
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/// possible liquidity. Certainty of the bounds is decreased over time using a decay function. See
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/// [`ProbabilisticScoringParameters`] for details.
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/// These bounds are then used to determine a success probability using the formula from
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/// *Optimally Reliable & Cheap Payment Flows on the Lightning Network* by Rene Pickhardt
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/// and Stefan Richter [[1]] (i.e. `(upper_bound - payment_amount) / (upper_bound - lower_bound)`).
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///
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/// Since the scorer aims to learn the current channel liquidity balances, it works best for nodes
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/// with high payment volume or that actively probe the [`NetworkGraph`]. Nodes with low payment
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/// volume are more likely to experience failed payment paths, which would need to be retried.
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/// This probability is converted into a linear score and multiplied with the
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/// [`liquidity_penalty_multiplier_msat`] and [`liquidity_penalty_amount_multiplier_msat`]
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/// parameters to calculate a concrete penalty in milli-satoshis. See the documentation of those
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/// parameters for the exact formulas.
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///
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/// The liquidity bounds are decayed by halving them every [`liquidity_offset_half_life`].
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///
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/// Further, we track the history of our upper and lower liquidity bounds for each channel,
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/// allowing us to assign a second penalty (using [`historical_liquidity_penalty_multiplier_msat`]
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/// and [`historical_liquidity_penalty_amount_multiplier_msat`]) based on the same probability
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/// formula, but using the history of a channel rather than our latest estimates for the liquidity
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/// bounds.
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///
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/// # Note
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///
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/// Mixing the `no-std` feature between serialization and deserialization results in undefined
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/// behavior.
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///
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/// [1]: https://arxiv.org/abs/2107.05322
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/// [`liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_multiplier_msat
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/// [`liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::liquidity_penalty_amount_multiplier_msat
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/// [`liquidity_offset_half_life`]: ProbabilisticScoringParameters::liquidity_offset_half_life
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/// [`historical_liquidity_penalty_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_multiplier_msat
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/// [`historical_liquidity_penalty_amount_multiplier_msat`]: ProbabilisticScoringParameters::historical_liquidity_penalty_amount_multiplier_msat
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pub type ProbabilisticScorer<G, L> = ProbabilisticScorerUsingTime::<G, L, ConfiguredTime>;
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/// Probabilistic [`Score`] implementation.
@@ -388,19 +401,28 @@ pub struct ProbabilisticScoringParameters {
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/// uncertainty bounds of the channel liquidity balance. Amounts above the upper bound will
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/// result in a `u64::max_value` penalty, however.
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///
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/// `-log10(success_probability) * liquidity_penalty_multiplier_msat`
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///
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/// Default value: 30,000 msat
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///
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/// [`liquidity_offset_half_life`]: Self::liquidity_offset_half_life
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pub liquidity_penalty_multiplier_msat: u64,
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/// The time required to elapse before any knowledge learned about channel liquidity balances is
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/// cut in half.
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/// Whenever this amount of time elapses since the last update to a channel's liquidity bounds,
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/// the distance from the bounds to "zero" is cut in half. In other words, the lower-bound on
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/// the available liquidity is halved and the upper-bound moves half-way to the channel's total
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/// capacity.
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///
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/// Because halving the liquidity bounds grows the uncertainty on the channel's liquidity,
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/// penalties for payments that are within the liquidity bounds will be decreased. See the
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/// [`ProbabilisticScorer`] struct documentation for more info on the way the liquidity bounds
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/// are used.
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///
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/// The bounds are defined in terms of offsets and are initially zero. Increasing the offsets
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/// gives tighter bounds on the channel liquidity balance. Thus, halving the offsets decreases
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/// the certainty of the channel liquidity balance.
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/// For example, if the channel's capacity is 1 million sats, and the current upper- and lower-
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/// liquidity bounds are 200,000 sats and 600,000 sats, after this amount of time the upper-
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/// and lower- liquidity bounds will be decayed to 100,000 and 800,000 sats.
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///
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/// Default value: 1 hour
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/// Default value: hour
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///
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/// # Note
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///

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