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From: bfd@cock.lu
To: Bob McElrath <bob_bitcoin@mcelrath.org>
Cc: Bitcoin Protocol Discussion <bitcoin-dev@lists.linuxfoundation.org>
Subject: Re: [bitcoin-dev] Committed bloom filters for improved wallet performance and SPV security
Date: Tue, 03 Jan 2017 12:24:35 -0800	[thread overview]
Message-ID: <019588aaf210830f55742bbc5db43ea3@cock.lu> (raw)
In-Reply-To: <20160511202933.GR20063@mcelrath.org>

I believe the filter can be more compact than this, but even if not an
order of magnitude saving of disk space is still significant.


On 2016-05-11 13:29, Bob McElrath wrote:
> Eerrrr....let me revise that last paragraph.  That's 12 *GB* of filters 
> at
> today's block height (at fixed false-positive rate 1e-6.  Compared to 
> block
> headers only which are about 33 MB today.  So this proposal is not 
> really
> compatible with such a wallet being "light"...
> 
> Damn units...
> 
> Bob McElrath via bitcoin-dev [bitcoin-dev@lists.linuxfoundation.org] 
> wrote:
>> I like this idea, but let's run some numbers...
>> 
>> bfd--- via bitcoin-dev [bitcoin-dev@lists.linuxfoundation.org] wrote:
>> > A Bloom Filter Digest is deterministically created of every block
>> 
>> Bloom filters completely obfuscate the required size of the filter for 
>> a desired
>> false-positive rate.  But, an optimal filter is linear in the number 
>> of elements
>> it contains for fixed false-positive rate, and logarithmic in the 
>> false-positive
>> rate.  (This comment applies to a RLL encoded Bloom filter Greg 
>> mentioned, but
>> that's not the only way)  That is for N elements and false positive 
>> rate
>> \epsilon:
>> 
>>     filter size = - N \log_2 \epsilon
>> 
>> Given that the data that would be put into this particular filter is 
>> *already*
>> hashed, it makes more sense and is faster to use a Cuckoo[1] filter, 
>> choosing a
>> fixed false-positive rate, given expected wallet sizes.  For Bloom 
>> filters,
>> multiply the above formula by 1.44.
>> 
>> To prevent light clients from downloading more blocks than necessary, 
>> the
>> false-positive rate should be roughly less than 1/(block height).  If 
>> we take
>> the false positive rate to be 1e-6 for today's block height ~ 410000, 
>> this is
>> about 20 bits per element.  So for todays block's, this is a 30kb 
>> filter, for a
>> 3% increase in block size, if blocks commit to the filter.  Thus the 
>> required
>> size of the filter commitment is roughly:
>> 
>>     filter size = N \log_2 H
>> 
>> where H is the block height.  If bitcoin had these filters from the 
>> beginning, a
>> light client today would have to download about 12MB of data in 
>> filters.  My
>> personal SPV wallet is using 31MB currently.  It's not clear this is a 
>> bandwidth
>> win, though it's definitely a win for computing load on full nodes.
>> 
>> 
>> [1] https://www.cs.cmu.edu/~dga/papers/cuckoo-conext2014.pdf
>> 
>> --
>> Cheers, Bob McElrath
>> 
>> "For every complex problem, there is a solution that is simple, neat, 
>> and wrong."
>>     -- H. L. Mencken
>> 
>> 
>> 
>> !DSPAM:5733934b206851108912031!
> 
> 
> 
>> _______________________________________________
>> bitcoin-dev mailing list
>> bitcoin-dev@lists.linuxfoundation.org
>> https://lists.linuxfoundation.org/mailman/listinfo/bitcoin-dev
>> 
>> 
>> !DSPAM:5733934b206851108912031!
> 
> --
> Cheers, Bob McElrath
> 
> "For every complex problem, there is a solution that is simple, neat,
> and wrong."
>     -- H. L. Mencken


  parent reply	other threads:[~2017-01-03 20:24 UTC|newest]

Thread overview: 34+ messages / expand[flat|nested]  mbox.gz  Atom feed  top
2016-05-09  8:26 [bitcoin-dev] Committed bloom filters for improved wallet performance and SPV security bfd
2016-05-09  8:57 ` Gregory Maxwell
2016-05-11 20:06 ` Bob McElrath
2016-05-11 20:29   ` Bob McElrath
2016-07-28 21:07     ` Leo Wandersleb
2017-01-06 22:07       ` Erik Aronesty
2017-01-03 20:24     ` bfd [this message]
     [not found] ` <77b6dd25-0603-a0bd-6a9e-38098e5cb19d@jonasschnelli.ch>
2017-01-03 20:18   ` bfd
2017-01-03 22:18     ` Aaron Voisine
2017-01-03 22:28       ` bfd
2017-01-03 23:06       ` adiabat
2017-01-03 23:46         ` Aaron Voisine
2017-01-04  0:10           ` bfd
2017-01-04  0:36             ` Aaron Voisine
2017-01-04  6:06               ` Eric Voskuil
2017-01-04 16:13         ` Leo Wandersleb
2017-01-04  7:47       ` Jonas Schnelli
2017-01-04  8:56         ` Aaron Voisine
2017-01-04 10:13           ` Jorge Timón
2017-01-04 11:00             ` Adam Back
2017-01-06  2:15           ` bfd
2017-01-06  7:07             ` Aaron Voisine
2017-01-05  7:06         ` Chris Priest
2017-01-05  7:45           ` Eric Voskuil
2017-01-05 14:48             ` Christian Decker
2017-01-06 20:15             ` Chris Priest
2017-01-06 21:35               ` James MacWhyte
2017-01-06 21:50                 ` Eric Voskuil
2017-01-06  2:04           ` bfd
2017-03-15 22:36             ` Tom Harding
2017-03-16  0:25               ` bfd
2017-03-16 15:05                 ` Tom Harding
2017-02-17  0:28 ` Chris Belcher
2017-04-01 23:49   ` bfd

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