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Stripe Sigmaのススメ

Stripe Sigmaのススメ

JP_Stripes "Deep Dive" Vol.1 にて発表したStripe Sigmaについての発表資料です。

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Hiroki Akiyama

August 26, 2020
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  1. 4USJQF4JHNBͷ εεϝ /PUB *OD 71PG&OHJOFFSJOH ळࢁതل

  2. ΞδΣϯμ w ࢲͱ4USJQF4JHNB ɾࣗݾ঺հ ɾಋೖܦҢ w 4USJQF4JHNB͓͢͢ΊϙΠϯτ̓બ w ͞Βʹ͓͢͢Ίͷ࢖͍ํ 

     ˞ຊ೔ͷൃදࢿྉ͸ޙ΄Ͳެ։͠·͢
  3. ࢲͱ4USJQF4JHNB

  4. ࣗݾ঺հ w ळࢁതل w ɹ!BLJSPPN w /PUB *ODͱ͍͏ϕϯνϟʔاۀͰ 71PG&OHJOFFSJOHΛ͍ͯ͠·͢ w

    ։ൃνʔϜΛϚωδϝϯτ͠ͳ͕Β ίʔυॻ͍ͯ·͢
  5. ࢲͱ+1@4USJQFT w +14USJQFTژ౎7PM ొஃʰΞπ͍ʂ4USJQF4JHNBʱ w 4USJQF"EWFOU$BMFOEBS %BZʰ4USJQF4JHNB֓࿦ʱ w 4USJQF"EWFOU$BMFOEBS %BZʰ4USJQF"1*ͷόʔδϣϯΛ೥͔Β

    ೥෼Ξοϓσʔτͨ͠࿩ʱ w +1@4USJQFT$POOFDUελοϑࢀՃ
  6. /PUB *OD w ژ౎ຊࣾ ಉࢤࣾେલ ɾ౦ژࢧࣾ ࣚཹ  w ϑϧϦϞʔτ0,ͷձࣾ

    ‛ίϩφͰ΋Өڹ΄ͱΜͲͳ͠ ɹɹ„ςϨϏہͷऔࡐΛड͚ͨ࣌ͷࣸਅ
  7. #$##4BB4Λఏڙ (ZB[P 4DSBQCPY )FMQGFFM ੈք࠷େڃͷΫϥ΢υ εΫϦʔϯγϣοτ ը૾ڞ༗αʔϏε ສ݅Ҏ্ͷ ϓϩδΣΫτΛ࣋ͭ φϨοδڞ༗αʔϏε

    $4ͷෛ୲Λ࡟ݮͰ͖Δ '"2γεςϜ aചΓग़͠த
  8. #$##4BB4Λఏڙ (ZB[P 4DSBQCPY )FMQGFFM ੈք࠷େڃͷΫϥ΢υ εΫϦʔϯγϣοτ ը૾ڞ༗αʔϏε ສ݅Ҏ্ͷ ϓϩδΣΫτΛ࣋ͭ φϨοδڞ༗αʔϏε

    $4ͷෛ୲Λ࡟ݮͰ͖Δ '"2γεςϜ aചΓग़͠த
  9. (ZB[P w εΫϦʔϯγϣοτڞ༗αʔϏε w ࠷େͷϥΠόϧ͸1SJOU4DSFFOΩʔ  w جຊແྉɾ՝ۚϓϥϯ͋Γ ਺ඦສ."6 ݄ؒ

    ສ6QMPBE ւ֎Ϣʔβʔׂ
  10. (ZB[Pͷܾࡁ w 4USJQFͱ1BZQBMΛซ༻ w ͭͷܾࡁϓϥοτϑΥʔϜͷϥούʔͱͳΔ ಺෦αʔϏε&TDBSHPU w 1BZQBMͷෳࡶոحͳ"1*ʹରԠ͢ΔͨΊʹ Կ౓͔࠶ߏங͞ΕͨʢΒ͍͠ʣ

  11. (ZB[Pͷ։ൃ w ೥ͷ4JHNBಋೖ౰࣌͸ਓखෆ଍ w ϑϧλΠϜͷΤϯδχΞ͕ਓ w ΞϧόΠτˍۀ຿ҕୗͷਓ͕ਓ w ਓख͕શવ଍Γͳ͍ʂ

  12. ਓख͕଍Γͳ͍‛ w ػೳ։ൃɾόάमਖ਼ͰΧπΧπ w جຊతͳ4BB4ࢦඪΛूΊ͍ͨ w .33ͱ͔νϟʔϯϨʔτͱ͔ w ूܭج൫ͷ੔උ·Ͱख͕ճΒͳ͍ w

    υϧݐͯɾϢʔϩݐͯɾԁݐͯɾ೥ֹɾֹ݄ɾ஋্͛ɾׂҾɾ Ϋʔϙϯɾத్ղ໿ɾಛผܖ໿ w ࣄۀղ૾౓͸্͍͛ͨ
  13. ೰ΜͰ͍Δ࣌ʹݟ͚ͭͨ8FCϖʔδ͕ʜ

  14. None
  15. None
  16. ٹੈओͩ

  17. Ҏ্͕4USJQF4JHNBͱͷग़ձ͍Ͱ͢

  18. 4USJQF4JHNB ͓͢͢ΊϙΠϯτબ

  19. ͍͖ͳΓ࢖͑Δ w ɹɹɹɹɹɹɹɹɹΛΫϦοΫͰར༻։࢝ w ਺࣌ؒʙ਺೔ ʁ  w ϚΠάϨʔγϣϯ Ҡߦ࡞ۀ

    ͳͲ͸ෆཁ w ܖ໿લ΋ؚΉશ͕݅ର৅ʹͳΔ w ׬શʹ4BB4ͳͷͰอकෆཁ
  20. ྉۚ໌ྎ w ܾࡁճ਺ʹൺྫ w ϥϯσΟϯάϖʔδʹྉۚγϛϡϨʔλʔ͕͋Δ w ແྉτϥΠΞϧதʹ4JHNBͰܾࡁճ਺ͷਪҠΛ ֬ೝ͢Δͱ෼͔Γ΍͍͢

  21. ྑ࣭ͳ*%& w ςʔϒϧ໊ͳͲͷೖྗิॿ

  22. ྑ࣭ͳ*%& w ͦͷ৔ͰεΩʔϚ %#ߏ଄ ͷ֬ೝͰ͖Δ6*

  23. ྑ࣭ͳ*%& w ͦͷ৔Ͱ࣮ߦ݁ՌΛ֬ೝʢ਺ඵʙʣ

  24. ๛෋ͳςϯϓϨʔτ w ͙͢࢖͑Δαϯϓϧ42-͕݅͋Δ w "316ͳͲ4BB4ͷ ॏཁࢦඪ΋ೖͬͯΔ w গ͠ม͑ͨΓ͍ͬ͡ ͨΓͰษڧͰ͖Δ

  25. ۃΊͯී௨ͷ42- w ͘͝ී௨ͷ42-ͰΫΤϦൃߦͰ͖Δ w ਖ਼֬ʹ͸1SFTUPͱ͍͏42-͕ͩ ར༻ऀ͸ҙࣝ͠ͳͯ͘ྑ͍ w ͪΐͬ͜ͱษڧ͢Ε͹͙͢ʹ࢖͍࢝ΊΒΕΔ ຊ԰ʹ͍͘ΒͰ΋ࢀߟॻ͕͋ΔϨϕϧ

  26. 3FBEPOMZͰԿ౓Ͱ΋ w ಡΈࠐΈઐ༻ͷσʔλϕʔε ‛ΤϯδχΞʹݶΒͣϚʔέλʔ΍σΟϨΫ λʔ΋࢖͑ΔΑ͏ݖݶઃఆͰ͖Δ w Կ౓࣮ߦͯ͠΋ྉۚ͸ಉ͡ ‛42-ΫΤϦΛൃߦ࣮ͯ͠ݧ͠·͘Γ0, ‛ܹॏΫΤϦΛൃߦͯ͠΋໰୊ͳ͍

  27. 8FC)PPL͕௒ศར w ຊ೔ͷ࠷ॏཁϙΠϯτ w 4JHNBͷΫΤϦ͸ఆظ࣮ߦ͕Մೳ w ࣮ߦ݁ՌΛ8FC)PPLͱͯ͠1045Ͱ͖Δ ɹɹ„ w Ϩϙʔτੜ੒͕ࣗಈԽͰ͖Δ

  28. ͞ΒʹΦεεϝͳͷ͕ʜ

  29. 4USJQF4JHNB Y (PPHMF4QSFBETIFFU

  30. (PPHMF4QSFBETIFFU࿈ܞ w (PPHMF"QQ4DSJQUʢ("4ʣΛ࢖͏ͱ 4QSFBETIFFUʹ1045"1*Λ༻ҙͰ͖Δ w 4USJQF4JHNBͷ࣮ߦ݁ՌΛ1045Ͱ౤ߘ͢Δͱ μογϡϘʔυͷࣗಈੜ੒͕ՄೳʹͳΔ 4USJQF 4JHNB (PPHMF

    4QSFBETIFFU 4DIFEVMFE 8FC)PPL
  31. ஫ɿද͍ࣔͯ͠Δ਺ࣈ͸શͯཚ਺Ͱ͢

  32. 4JHNB ࢖ͬͯྑ͔͔ͬͨʁ

  33. 4USJQF4JHNB࠷ߴ w ࣌ؒతίετΛ͔͚ͣʹ্࣭ͳ෼ੳج൫Λήοτ w ࣄۀղ૾౓͕ര্͕Γ .33ܭࢉ௨՟ผ݄ผϓϥϯผͳͲ w (ZB[Pͷ৔߹೥य़ʹಋೖͯ͠Ҏདྷ ϲ݄Ҏ্ϊʔϝϯςͰಈ͖ଓ͚͍ͯΔ w

    ࠓ೥͸4DSBQCPYʹ΋ಋೖ༧ఆ ܦӦ্ͷཁ੥
  34. ·ͱΊͱ஫ҙࣄ߲

  35. ·ͱΊ w 4JHNB͸ͱͯ΋ศར w ࣄۀղ૾౓Λ্͍͛ͨاۀʹΦεεϝ w 8FC)PPLػೳΛ࢖ͬͯ(PPHMF4QSFBETIFFU ͱ૊Έ߹ΘͤΔͱྑ͍

  36. ஫ҙࣄ߲ w 4USJQF4JHNBEPFTOPUJNNFEJBUFMZSFqFDUZPVS BDDPVOU`TNPTUSFDFOUUSBOTBDUJPOTBTBEEJUJPOBM QSPDFTTJOHUJNFŠVQUPUISFFEBZTŠJT SFRVJSFEUPNBLFUIJTEBUBBWBJMBCMFUPRVFSZ5IF JOUFSGBDFJOUIF%BTICPBSEEJTQMBZTUIFEBUFBOEUJNF UIBUEBUBXBTMBTUVQEBUFEʢ%BUBGSFTIOFTTΑΓʣ w 

    લॲཧʹ೔͔͔ؒΔ w ϚϯεϦʔϨϙʔτ͸ຖ݄ ೔͋ͨΓʹ࣮ߦ͢ΔΑ͏ઃఆ
  37. ஫ҙࣄ߲ w 4USJQF4JHNBEPFTOPUJNNFEJBUFMZSFqFDUZPVS BDDPVOU`TNPTUSFDFOUUSBOTBDUJPOTBTBEEJUJPOBM QSPDFTTJOHUJNFŠVQUPUISFFEBZTŠJT SFRVJSFEUPNBLFUIJTEBUBBWBJMBCMFUPRVFSZ5IF JOUFSGBDFJOUIF%BTICPBSEEJTQMBZTUIFEBUFBOEUJNF UIBUEBUBXBTMBTUVQEBUFEʢ%BUBGSFTIOFTTΑΓʣ w 

    લॲཧʹ೔͔͔ؒΔ w ϚϯεϦʔϨϙʔτ͸ຖ݄ ೔͋ͨΓʹ࣮ߦ͢ΔΑ͏ઃఆ 9
  38. ஫ҙࣄ߲ w ೥݄ݱࡏɺҎԼʹॻ͖׵Θͬͨ w 4USJQF4JHNBNBLFTZPVSUSBOTBDUJPOEBUBBWBJMBCMFUPRVFSZ XJUIJOPOFEBZ"MMBDDPVOUBDUJWJUZGPSBHJWFOEBZ GSPN BNUPQN65$ JTBWBJMBCMFUPRVFSZCZQN 65$UIFGPMMPXJOHEBZ'PSFYBNQMF

    EBUBGPSUIFFOEPGEBZ 4VOEBZ65$UJNFTIPVMECFBWBJMBCMFCZ.POEBZBGUFSOPPO 4JNJMBSMZ EBUBGPSUIFMBTUEBZPGUIFNPOUIXPVMECFBWBJMBCMF POFEBZJOUPUIFGPMMPXJOHNPOUIʢ%BUBBWBJMBCJMJUZΑΓʣ w 65$Ͱ೔Ҏ಺ʹར༻ՄೳʹͳΔ w ྫɿ೔༵ͷσʔλ͸݄༵ਖ਼ޕʹࢀরͰ͖Δ w ϚϯεϦʔϨϙʔτ͸ຖ݄೔͙Β͍ʹ࣮ߦ͢Ε͹0,
  39. ෼ੳͰࠔͬͨΒ ͱΓ͋͑ͣ 4USJQF4JHNBʹτϥΠ

  40. ͓·͚

  41. ͓·͚ɿ݄ܾؒࡁ਺Λௐ΂Δ42- w ௚ۙϲ݄ͷ݄ܾؒࡁ਺Λௐ΂Δ 42-ΛϓϨθϯτɿIUUQCJUMZTJHNBDPTU w 4USJQF4JHNBͷख਺ྉΛ ؆୯ʹ֓ࢉͰ͖Δ w ςϯϓϨʔτʹೖͬͯͳ͍ ͷ͕ෆࢥٞ

    w 5XJUUFSͷ!BLJSPPNͰ εϥΠυڞ༗͠·͢ʂ
  42. ෼ੳͰࠔͬͨΒ ͱΓ͋͑ͣ 4USJQF4JHNBʹτϥΠ