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The Black Swan Property

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

2 /19
2/19
.

.

The Black Swan
• the

Black Swan

property is well known 01
• how common do you think

black swans are around the

world?
• are they common in Japan?
• I have two in a pond near my

home...

01 N.Taleb "The black swan: the impact of highly improbable" Penguin (2008)
M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

3 /19
3/19
.

.

rare
events have more
impact

• basically,

Frequency = probability

The Black Swan : Illustration (trains)
Scheduling
Problem
(±10m)

Human
accident
(±40m)

Accounted
for
Un-accounted
for

Train brakes
down
(±4h)

9.11, 3.11,
….
(±3d)

Events (ordered by prob.)
M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

4 /19
4/19
.

.

The Black Swan : Convex is Bad
.
Black Swan Property
.
When complex systems have
swans.
.
•

convex behavior in their components, they have black

convex = Long Tail

• disasters hide in the Long Tail 09
• because disasters are rare, they are normally unaccounted 06
• when disasters happen, we are completely unprepared

09 R.Kennet+1 "Quality, Risk and the Taleb Quadrants" IBM Research (2009)
06 A.Nafday "Consequence-based stuctural design ... for black swan..." Elsevier ...Safety (2011)
M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

5 /19
5/19
.

.

Black Swan in Engineering

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

6 /19
6/19
.

.

Two Ways to Handle Black Swans
.
Method 1
.

fast response ... when Black Swan is detected, react promptly
.
• popoular in Black Swan engineering today 05 06

.
Method 2
.
robust

design

• catch

.

Black Swans before they happen

• this method

today!

• not very popular in engineering
• the problem of

noticability threshold

05 L.McGinty+1 "Black Swans, Gray Cygnets and Other Rare Birds" Springer LNAI vol.5650 (2009)
06 A.Nafday "Consequence-based stuctural design ... for black swan..." Elsevier ...Safety (2011)
M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

7 /19
7/19
.

.

Black Swans in Clouds : the Model
object in clouds (VM, etc.)
rank Rk

• each

• risk potential of each object is
• evaluation of risk

gets as

Rk =

wi Fk (v, t)

(1)

Pk = |Rk,i − Rk,i−1 |.

(2)

E = var({Pk }),

(3)

EVO = var({Et }).
∑ ∑
minimize
Pij .

(4)

i=1..t

Pk

E for a given system /

collection of objects
• evolution of evaluation in time

EVO

• finally, optimization (minimization of risk) and

statistical evaluation of risks are possible

M.Zhanikeev -- maratishe@gmail.com --

(5)

i=1,n j=1,m

∫
• 2nd order norm and variance

∑

ˆ
L=

∫

K

(K−x)f(x)dx
0

and

2
σL

K

(K−x)2 f(x)dx.

=
0

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

(6)

8 /19
8/19
.

.

Specific Black Swan Method for
Clouds

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

9 /19
9/19
.

.

Black Swan in Clouds: Terminology
•

VM : virtual machine
◦
◦
◦
◦

•

VMs can migrate when necessary 04
we assume that we can measure the load
or study traffic 02
... or use any other method for performance measurement

PM : physical machine in the a cloud
◦ the load is the sum of VM loads

•

APP : a multi-VM application
04 myself+1 "VM Migration Avoidance based on Flow Workload Classification" IEICEソサエティ学会 (2013)
02 1+myself "Active Network Measurement: Theory, Methods, and Tools" ITU Japan (2009)

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

10 /19
10/19
.

.

VM Load : Flash Crowd Model

02 1+myself "Active Network Measurement: Theory, Methods, and Tools" ITU Japan (2009)
M.Zhanikeev -- maratishe@gmail.com -Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

11 /19
11/19
.

.

PM and APP Ranks

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

12 /19
12/19
.

.

Simulation Setup
• methods:

do nothing, PM swans, and APP swans

D : history depth (for E)
• p : per-VM probability of a Flash Crowd
• Lmin, Lmax, La : VM utilization levels and slope
• PMs : number of PMs, fixed at 30 (5x6) grid
• APPs : number of applications, each needs 3 VMs
• R : how many fixes per epoch
•

• PM

load to response time
1
T = [(L − n) +
2

◦ load above

√

(L − n)2 + k
]
1−L

0.9 considered dangerous (all VMs are impacted)

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

(7)

13 /19
13/19
.

.

Models
1.

do nothing
◦ do not try to prevent Black Swans

2.

PM swans
◦ prevent Black Swans in PMs

3.

APP swans
◦ prevent Black Swans in APPs

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

14 /19
14/19
.

.

Results : Snapshot 1 : Do Nothing
2

• raw PDF movie in separate file!

M.Zhanikeev -- maratishe@gmail.com --

4

0

5

4

10

4

5

1

4

8

1

3

10

7

8

1

6

4

0

3

1

4

Method#do.nothing
EPOCH#387

1

6

• ... color is utilization

6

5

dark PMs can occur

10

1
• several

0

VM LOAD

EVALS

3 JOBS

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

15 /19
15/19
.

.

Results : Snapshot 2 : PM Swans
1

6

4

6

4

6

3

1

4

7

2

9

6

3

4

5

4

3

0

1

8

3

4

Method#PM.swans
EPOCH#480

1

0

M.Zhanikeev -- maratishe@gmail.com --

4

4

• PDF movie separately!

3

6
• better overall spread

1

VM LOAD

EVALS

3 JOBS

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

16 /19
16/19
.

.

Results : Snapshot 3 : APP Swans
4

1

6

4

6

7

2

0

7

5

5

6

6

1

4

1

0

8

7

9

0

8

5

Method#APP.swans
EPOCH#465

2

1

M.Zhanikeev -- maratishe@gmail.com --

3

7

• PDF movie separately!

2

0
• better overall spread

7

VM LOAD

EVALS

3 JOBS

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

17 /19
17/19
.

.

Results : Catching Swans (red dot!)
log( runs between failures)

APP.swans
2.6
2.4
2.2
2
1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
0

PM.swans

do.nothing

D=10
p=0.05
APPs=30
R=10

4

M.Zhanikeev -- maratishe@gmail.com --

6

8

10
12
14
16
18
20
22
Number of Group-Failed PMs (0..30)

24

26

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

18 /19
18/19
.

.

That’s all, thank you ...

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

19 /19
19/19
.

.

[01] N.Taleb (2008)
The black swan: the impact of highly improbable
Penguin
[02] 1+myself (2009)
Active Network Measurement: Theory, Methods, and Tools
ITU Japan
[03] myself+1 (2012)
Popularity-Based Modeling of Flash Events in Synthetic Packet Traces
IEICE CQ研
[04] myself+1 (2013)
VM Migration Avoidance based on Flow Workload Classification
IEICEソサエティ学会
[05] L.McGinty+1 (2009)
Black Swans, Gray Cygnets and Other Rare Birds
Springer LNAI vol.5650
M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

19 /19
19/19
.

.

[06] A.Nafday (2011)
Consequence-based stuctural design ... for black swan...
Elsevier ...Safety
[07] G.Wright+1 (2009)
Decision making and planning ....low predictability...
...Journal of Forecasting
[08] T.Aven (2009)
Identification of safety and security critical systems....
Journal of Reliability...
[09] R.Kennet+1 (2009)
Quality, Risk and the Taleb Quadrants
IBM Research

M.Zhanikeev -- maratishe@gmail.com --

Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 ---

19 /19
19/19

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Black Swan Based VM Placement and Migration Optimizations

  • 1.
  • 2. . . The Black Swan Property M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 2 /19 2/19
  • 3. . . The Black Swan • the Black Swan property is well known 01 • how common do you think black swans are around the world? • are they common in Japan? • I have two in a pond near my home... 01 N.Taleb "The black swan: the impact of highly improbable" Penguin (2008) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 3 /19 3/19
  • 4. . . rare events have more impact • basically, Frequency = probability The Black Swan : Illustration (trains) Scheduling Problem (±10m) Human accident (±40m) Accounted for Un-accounted for Train brakes down (±4h) 9.11, 3.11, …. (±3d) Events (ordered by prob.) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 4 /19 4/19
  • 5. . . The Black Swan : Convex is Bad . Black Swan Property . When complex systems have swans. . • convex behavior in their components, they have black convex = Long Tail • disasters hide in the Long Tail 09 • because disasters are rare, they are normally unaccounted 06 • when disasters happen, we are completely unprepared 09 R.Kennet+1 "Quality, Risk and the Taleb Quadrants" IBM Research (2009) 06 A.Nafday "Consequence-based stuctural design ... for black swan..." Elsevier ...Safety (2011) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 5 /19 5/19
  • 6. . . Black Swan in Engineering M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 6 /19 6/19
  • 7. . . Two Ways to Handle Black Swans . Method 1 . fast response ... when Black Swan is detected, react promptly . • popoular in Black Swan engineering today 05 06 . Method 2 . robust design • catch . Black Swans before they happen • this method today! • not very popular in engineering • the problem of noticability threshold 05 L.McGinty+1 "Black Swans, Gray Cygnets and Other Rare Birds" Springer LNAI vol.5650 (2009) 06 A.Nafday "Consequence-based stuctural design ... for black swan..." Elsevier ...Safety (2011) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 7 /19 7/19
  • 8. . . Black Swans in Clouds : the Model object in clouds (VM, etc.) rank Rk • each • risk potential of each object is • evaluation of risk gets as Rk = wi Fk (v, t) (1) Pk = |Rk,i − Rk,i−1 |. (2) E = var({Pk }), (3) EVO = var({Et }). ∑ ∑ minimize Pij . (4) i=1..t Pk E for a given system / collection of objects • evolution of evaluation in time EVO • finally, optimization (minimization of risk) and statistical evaluation of risks are possible M.Zhanikeev -- maratishe@gmail.com -- (5) i=1,n j=1,m ∫ • 2nd order norm and variance ∑ ˆ L= ∫ K (K−x)f(x)dx 0 and 2 σL K (K−x)2 f(x)dx. = 0 Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- (6) 8 /19 8/19
  • 9. . . Specific Black Swan Method for Clouds M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 9 /19 9/19
  • 10. . . Black Swan in Clouds: Terminology • VM : virtual machine ◦ ◦ ◦ ◦ • VMs can migrate when necessary 04 we assume that we can measure the load or study traffic 02 ... or use any other method for performance measurement PM : physical machine in the a cloud ◦ the load is the sum of VM loads • APP : a multi-VM application 04 myself+1 "VM Migration Avoidance based on Flow Workload Classification" IEICEソサエティ学会 (2013) 02 1+myself "Active Network Measurement: Theory, Methods, and Tools" ITU Japan (2009) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 10 /19 10/19
  • 11. . . VM Load : Flash Crowd Model 02 1+myself "Active Network Measurement: Theory, Methods, and Tools" ITU Japan (2009) M.Zhanikeev -- maratishe@gmail.com -Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 11 /19 11/19
  • 12. . . PM and APP Ranks M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 12 /19 12/19
  • 13. . . Simulation Setup • methods: do nothing, PM swans, and APP swans D : history depth (for E) • p : per-VM probability of a Flash Crowd • Lmin, Lmax, La : VM utilization levels and slope • PMs : number of PMs, fixed at 30 (5x6) grid • APPs : number of applications, each needs 3 VMs • R : how many fixes per epoch • • PM load to response time 1 T = [(L − n) + 2 ◦ load above √ (L − n)2 + k ] 1−L 0.9 considered dangerous (all VMs are impacted) M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- (7) 13 /19 13/19
  • 14. . . Models 1. do nothing ◦ do not try to prevent Black Swans 2. PM swans ◦ prevent Black Swans in PMs 3. APP swans ◦ prevent Black Swans in APPs M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 14 /19 14/19
  • 15. . . Results : Snapshot 1 : Do Nothing 2 • raw PDF movie in separate file! M.Zhanikeev -- maratishe@gmail.com -- 4 0 5 4 10 4 5 1 4 8 1 3 10 7 8 1 6 4 0 3 1 4 Method#do.nothing EPOCH#387 1 6 • ... color is utilization 6 5 dark PMs can occur 10 1 • several 0 VM LOAD EVALS 3 JOBS Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 15 /19 15/19
  • 16. . . Results : Snapshot 2 : PM Swans 1 6 4 6 4 6 3 1 4 7 2 9 6 3 4 5 4 3 0 1 8 3 4 Method#PM.swans EPOCH#480 1 0 M.Zhanikeev -- maratishe@gmail.com -- 4 4 • PDF movie separately! 3 6 • better overall spread 1 VM LOAD EVALS 3 JOBS Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 16 /19 16/19
  • 17. . . Results : Snapshot 3 : APP Swans 4 1 6 4 6 7 2 0 7 5 5 6 6 1 4 1 0 8 7 9 0 8 5 Method#APP.swans EPOCH#465 2 1 M.Zhanikeev -- maratishe@gmail.com -- 3 7 • PDF movie separately! 2 0 • better overall spread 7 VM LOAD EVALS 3 JOBS Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 17 /19 17/19
  • 18. . . Results : Catching Swans (red dot!) log( runs between failures) APP.swans 2.6 2.4 2.2 2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 PM.swans do.nothing D=10 p=0.05 APPs=30 R=10 4 M.Zhanikeev -- maratishe@gmail.com -- 6 8 10 12 14 16 18 20 22 Number of Group-Failed PMs (0..30) 24 26 Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 18 /19 18/19
  • 19. . . That’s all, thank you ... M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 19 /19 19/19
  • 20. . . [01] N.Taleb (2008) The black swan: the impact of highly improbable Penguin [02] 1+myself (2009) Active Network Measurement: Theory, Methods, and Tools ITU Japan [03] myself+1 (2012) Popularity-Based Modeling of Flash Events in Synthetic Packet Traces IEICE CQ研 [04] myself+1 (2013) VM Migration Avoidance based on Flow Workload Classification IEICEソサエティ学会 [05] L.McGinty+1 (2009) Black Swans, Gray Cygnets and Other Rare Birds Springer LNAI vol.5650 M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 19 /19 19/19
  • 21. . . [06] A.Nafday (2011) Consequence-based stuctural design ... for black swan... Elsevier ...Safety [07] G.Wright+1 (2009) Decision making and planning ....low predictability... ...Journal of Forecasting [08] T.Aven (2009) Identification of safety and security critical systems.... Journal of Reliability... [09] R.Kennet+1 (2009) Quality, Risk and the Taleb Quadrants IBM Research M.Zhanikeev -- maratishe@gmail.com -- Black Swan Based VM Placement and Migration Optimizations -- http://tinyurl.com/kyutech131018 --- 19 /19 19/19