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How to Choose Sampling Frequency?

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So I was wondering, how do you decide at what frequency to sample when you're building a sampling based profiler?

No, seriously. What are you supposed to punch in? I'm taking samples 4ms apart because it sounds less like a bullshit number than 1 or 5. I have literally no idea how to choose. Lower intervals obviously slow things down, and higher intervals probably improve accuracy. I even use timeBeginPeriod to ramp the scheduler resolution up, but I still have no idea how often to check.
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