Bayesian inference for queueing networks and modeling of internet services

Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical understanding of their performance is of great practical interest. Such services are modeled by networks of queues, where each queue models one of the computers in the system. A key challenge is that the data are incomplete, because recording detailed information about every request to a heavily used system can require unacceptable overhead. In this paper we develop a Bayesian perspective on queueing models in which the arrival and departure times that are not observed are treated as latent variables. Underlying this viewpoint is the observation that a queueing model defines a deterministic transformation between the data and a set of independent variables called the service times. With this viewpoint in hand, we sample from the posterior distribution over missing data and model parameters using Markov chain Monte Carlo. We evaluate our framework on data from a benchmark Web application. We also present a simple technique for selection among nested queueing models. We are unaware of any previous work that considers inference in networks of queues in the presence of missing data.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS392 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Large closed queueing networks in semi-Markov environment and its application

The paper studies closed queueing networks containing a server station and $k$ client stations. The server station is an infinite server queueing system, and client stations are single-server queueing systems with autonomous service, i.e. every client station serves customers (units) only at random instants generated by a strictly stationary and ergodic sequence of random variables. The total number of units in the network is $N$. The expected times between departures in client stations are $(N\mu_j)^{-1}$. After a service completion in the server station, a unit is transmitted to the $j$th client station with probability $p_{j}$ $(j=1,2,...,k)$, and being processed in the $j$th client station, the unit returns to the server station. The network is assumed to be in a semi-Markov environment. A semi-Markov environment is defined by a finite or countable infinite Markov chain and by sequences of independent and identically distributed random variables. Then the routing probabilities $p_{j}$ $(j=1,2,...,k)$ and transmission rates (which are expressed via parameters of the network) depend on a Markov state of the environment. The paper studies the queue-length processes in client stations of this network and is aimed to the analysis of performance measures associated with this network. The questions risen in this paper have immediate relation to quality control of complex telecommunication networks, and the obtained results are expected to lead to the solutions to many practical problems of this area of research.Comment: 35 pages, 1 figure, 12pt, accepted: Acta Appl. Mat

Maximum Likelihood Estimation of Closed Queueing Network Demands from Queue Length Data

Resource demand estimation is essential for the application of analyical models, such as queueing networks, to real-world systems. In this paper, we investigate maximum likelihood (ML) estimators for service demands in closed queueing networks with load-independent and load-dependent service times. Stemming from a characterization of necessary conditions for ML estimation, we propose new estimators that infer demands from queue-length measurements, which are inexpensive metrics to collect in real systems. One advantage of focusing on queue-length data compared to response times or utilizations is that confidence intervals can be rigorously derived from the equilibrium distribution of the queueing network model. Our estimators and their confidence intervals are validated against simulation and real system measurements for a multi-tier application

An Improved Link Model for Window Flow Control and Its Application to FAST TCP

This paper presents a link model which captures the queue dynamics in response to a change in a transmission control protocol (TCP) source's congestion window. By considering both self-clocking and the link integrator effect, the model generalizes existing models and is shown to be more accurate by both open loop and closed loop packet level simulations. It reduces to the known static link model when flows' round trip delays are identical, and approximates the standard integrator link model when there is significant cross traffic. We apply this model to the stability analysis of fast active queue management scalable TCP (FAST TCP) including its filter dynamics. Under this model, the FAST control law is linearly stable for a single bottleneck link with an arbitrary distribution of round trip delays. This result resolves the notable discrepancy between empirical observations and previous theoretical predictions. The analysis highlights the critical role of self-clocking in TCP stability, and the proof technique is new and less conservative than existing ones

Resource dimensioning through buffer sampling

Link dimensioning, i.e., selecting a (minimal) link capacity such that the users’ performance requirements are met, is a crucial component of network design. It requires insight into the interrelationship among the traffic offered (in terms of the mean offered load , but also its fluctuation around the mean, i.e., ‘burstiness’), the envisioned performance level, and the capacity needed. We first derive, for different performance criteria, theoretical dimensioning formulas that estimate the required capacity $c$ as a function of the input traffic and the performance target. For the special case of Gaussian input traffic, these formulas reduce to $c = M + \alpha V$, where directly relates to the performance requirement (as agreed upon in a service level agreement) and $V$ reflects the burstiness (at the timescale of interest). We also observe that Gaussianity applies for virtually all realistic scenarios; notably, already for a relatively low aggregation level, the Gaussianity assumption is justified.\ud As estimating $M$ is relatively straightforward, the remaining open issue concerns the estimation of $V$. We argue that particularly if corresponds to small time-scales, it may be inaccurate to estimate it directly from the traffic traces. Therefore, we propose an indirect method that samples the buffer content, estimates the buffer content distribution, and ‘inverts’ this to the variance. We validate the inversion through extensive numerical experiments (using a sizeable collection of traffic traces from various representative locations); the resulting estimate of $V$ is then inserted in the dimensioning formula. These experiments show that both the inversion and the dimensioning formula are remarkably accurate

An efficient hybrid model and dynamic performance analysis for multihop wireless networks

Multihop wireless networks can be subjected to nonstationary phenomena due to a dynamic network topology and time varying traffic. However, the simulation techniques used to study multihop wireless networks focus on the steady-state performance even though transient or nonstationary periods will often occur. Moreover, the majority of the simulators suffer from poor scalability. In this paper, we develop an efficient performance modeling technique for analyzing the time varying queueing behavior of multihop wireless networks. The one-hop packet transmission (service) time is assumed to be deterministic, which could be achieved by contention-free transmission, or approximated in sparse or lightly loaded multihop wireless networks. Our model is a hybrid of time varying adjacency matrix and fluid flow based differential equations, which represent dynamic topology changes and nonstationary network queues, respectively. Numerical experiments show that the hybrid fluid based model can provide reasonably accurate results much more efficiently than standard simulators. Also an example application of the modeling technique is given showing the nonstationary network performance as a function of node mobility, traffic load and wireless link quality. © 2013 IEEE

A model-driven approach to broaden the detection of software performance antipatterns at runtime

Performance antipatterns document bad design patterns that have negative influence on system performance. In our previous work we formalized such antipatterns as logical predicates that predicate on four views: (i) the static view that captures the software elements (e.g. classes, components) and the static relationships among them; (ii) the dynamic view that represents the interaction (e.g. messages) that occurs between the software entities elements to provide the system functionalities; (iii) the deployment view that describes the hardware elements (e.g. processing nodes) and the mapping of the software entities onto the hardware platform; (iv) the performance view that collects specific performance indices. In this paper we present a lightweight infrastructure that is able to detect performance antipatterns at runtime through monitoring. The proposed approach precalculates such predicates and identifies antipatterns whose static, dynamic and deployment sub-predicates are validated by the current system configuration and brings at runtime the verification of performance sub-predicates. The proposed infrastructure leverages model-driven techniques to generate probes for monitoring the performance sub-predicates and detecting antipatterns at runtime.Comment: In Proceedings FESCA 2014, arXiv:1404.043