Date: Wed, 11 May 2016 20:29:33 +0000
From: Bob McElrath <bob_bitcoin@mcelrath.org>
To: Bob McElrath <bob_bitcoin@mcelrath.org>,
	Bitcoin Protocol Discussion <bitcoin-dev@lists.linuxfoundation.org>
Message-ID: <20160511202933.GR20063@mcelrath.org>
References: <71d822e413ac457a530e1c367811cc24@cock.lu>
	<20160511200648.GQ20063@mcelrath.org>
MIME-Version: 1.0
Content-Type: multipart/signed; micalg=pgp-sha1;
	protocol="application/pgp-signature"; boundary="S1BNGpv0yoYahz37"
Content-Disposition: inline
In-Reply-To: <20160511200648.GQ20063@mcelrath.org>
User-Agent: Mutt/1.5.20 (2009-06-14)
Subject: Re: [bitcoin-dev] Committed bloom filters for improved wallet
 performance and SPV security
Precedence: list


--S1BNGpv0yoYahz37
Content-Type: text/plain; charset=us-ascii
Content-Disposition: inline

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 


--S1BNGpv0yoYahz37
Content-Type: application/pgp-signature; name="signature.asc"
Content-Description: Digital signature
Content-Disposition: inline

-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.10 (GNU/Linux)

iEYEARECAAYFAlczli0ACgkQjwioWRGe9K2mkgCg5JpqONxSmKBgaRefTYokV4jG
824An0COOkTo10pIPptsi18bjRKbH6U6
=602b
-----END PGP SIGNATURE-----

--S1BNGpv0yoYahz37--