# [bitcoin-dev] Committed bloom filters for improved wallet performance and SPV security

bfd at cock.lu bfd at cock.lu
Tue Jan 3 20:24:35 UTC 2017

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 at lists.linuxfoundation.org]
> wrote:
>> I like this idea, but let's run some numbers...
>>
>> bfd--- via bitcoin-dev [bitcoin-dev at 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
>> 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.
>>
>> 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
>> 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 at 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