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authorValentin Popov <valentin@popov.link>2024-07-19 15:37:58 +0300
committerValentin Popov <valentin@popov.link>2024-07-19 15:37:58 +0300
commita990de90fe41456a23e58bd087d2f107d321f3a1 (patch)
tree15afc392522a9e85dc3332235e311b7d39352ea9 /vendor/rand/src/distributions/mod.rs
parent3d48cd3f81164bbfc1a755dc1d4a9a02f98c8ddd (diff)
downloadfparkan-a990de90fe41456a23e58bd087d2f107d321f3a1.tar.xz
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-// Copyright 2013 The Rust Project Developers. See the COPYRIGHT
-// file at the top-level directory of this distribution and at
-// http://rust-lang.org/COPYRIGHT.
-//
-// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
-// http://www.apache.org/licenses/LICENSE-2.0> or the MIT license
-// <LICENSE-MIT or http://opensource.org/licenses/MIT>, at your
-// option. This file may not be copied, modified, or distributed
-// except according to those terms.
-
-//! Sampling from random distributions.
-//!
-//! This is a generalization of `Rand` to allow parameters to control the
-//! exact properties of the generated values, e.g. the mean and standard
-//! deviation of a normal distribution. The `Sample` trait is the most
-//! general, and allows for generating values that change some state
-//! internally. The `IndependentSample` trait is for generating values
-//! that do not need to record state.
-
-use core::marker;
-
-use {Rng, Rand};
-
-pub use self::range::Range;
-#[cfg(feature="std")]
-pub use self::gamma::{Gamma, ChiSquared, FisherF, StudentT};
-#[cfg(feature="std")]
-pub use self::normal::{Normal, LogNormal};
-#[cfg(feature="std")]
-pub use self::exponential::Exp;
-
-pub mod range;
-#[cfg(feature="std")]
-pub mod gamma;
-#[cfg(feature="std")]
-pub mod normal;
-#[cfg(feature="std")]
-pub mod exponential;
-
-#[cfg(feature="std")]
-mod ziggurat_tables;
-
-/// Types that can be used to create a random instance of `Support`.
-pub trait Sample<Support> {
- /// Generate a random value of `Support`, using `rng` as the
- /// source of randomness.
- fn sample<R: Rng>(&mut self, rng: &mut R) -> Support;
-}
-
-/// `Sample`s that do not require keeping track of state.
-///
-/// Since no state is recorded, each sample is (statistically)
-/// independent of all others, assuming the `Rng` used has this
-/// property.
-// FIXME maybe having this separate is overkill (the only reason is to
-// take &self rather than &mut self)? or maybe this should be the
-// trait called `Sample` and the other should be `DependentSample`.
-pub trait IndependentSample<Support>: Sample<Support> {
- /// Generate a random value.
- fn ind_sample<R: Rng>(&self, &mut R) -> Support;
-}
-
-/// A wrapper for generating types that implement `Rand` via the
-/// `Sample` & `IndependentSample` traits.
-#[derive(Debug)]
-pub struct RandSample<Sup> {
- _marker: marker::PhantomData<fn() -> Sup>,
-}
-
-impl<Sup> Copy for RandSample<Sup> {}
-impl<Sup> Clone for RandSample<Sup> {
- fn clone(&self) -> Self { *self }
-}
-
-impl<Sup: Rand> Sample<Sup> for RandSample<Sup> {
- fn sample<R: Rng>(&mut self, rng: &mut R) -> Sup { self.ind_sample(rng) }
-}
-
-impl<Sup: Rand> IndependentSample<Sup> for RandSample<Sup> {
- fn ind_sample<R: Rng>(&self, rng: &mut R) -> Sup {
- rng.gen()
- }
-}
-
-impl<Sup> RandSample<Sup> {
- pub fn new() -> RandSample<Sup> {
- RandSample { _marker: marker::PhantomData }
- }
-}
-
-/// A value with a particular weight for use with `WeightedChoice`.
-#[derive(Copy, Clone, Debug)]
-pub struct Weighted<T> {
- /// The numerical weight of this item
- pub weight: u32,
- /// The actual item which is being weighted
- pub item: T,
-}
-
-/// A distribution that selects from a finite collection of weighted items.
-///
-/// Each item has an associated weight that influences how likely it
-/// is to be chosen: higher weight is more likely.
-///
-/// The `Clone` restriction is a limitation of the `Sample` and
-/// `IndependentSample` traits. Note that `&T` is (cheaply) `Clone` for
-/// all `T`, as is `u32`, so one can store references or indices into
-/// another vector.
-///
-/// # Example
-///
-/// ```rust
-/// use rand::distributions::{Weighted, WeightedChoice, IndependentSample};
-///
-/// let mut items = vec!(Weighted { weight: 2, item: 'a' },
-/// Weighted { weight: 4, item: 'b' },
-/// Weighted { weight: 1, item: 'c' });
-/// let wc = WeightedChoice::new(&mut items);
-/// let mut rng = rand::thread_rng();
-/// for _ in 0..16 {
-/// // on average prints 'a' 4 times, 'b' 8 and 'c' twice.
-/// println!("{}", wc.ind_sample(&mut rng));
-/// }
-/// ```
-#[derive(Debug)]
-pub struct WeightedChoice<'a, T:'a> {
- items: &'a mut [Weighted<T>],
- weight_range: Range<u32>
-}
-
-impl<'a, T: Clone> WeightedChoice<'a, T> {
- /// Create a new `WeightedChoice`.
- ///
- /// Panics if:
- ///
- /// - `items` is empty
- /// - the total weight is 0
- /// - the total weight is larger than a `u32` can contain.
- pub fn new(items: &'a mut [Weighted<T>]) -> WeightedChoice<'a, T> {
- // strictly speaking, this is subsumed by the total weight == 0 case
- assert!(!items.is_empty(), "WeightedChoice::new called with no items");
-
- let mut running_total: u32 = 0;
-
- // we convert the list from individual weights to cumulative
- // weights so we can binary search. This *could* drop elements
- // with weight == 0 as an optimisation.
- for item in items.iter_mut() {
- running_total = match running_total.checked_add(item.weight) {
- Some(n) => n,
- None => panic!("WeightedChoice::new called with a total weight \
- larger than a u32 can contain")
- };
-
- item.weight = running_total;
- }
- assert!(running_total != 0, "WeightedChoice::new called with a total weight of 0");
-
- WeightedChoice {
- items: items,
- // we're likely to be generating numbers in this range
- // relatively often, so might as well cache it
- weight_range: Range::new(0, running_total)
- }
- }
-}
-
-impl<'a, T: Clone> Sample<T> for WeightedChoice<'a, T> {
- fn sample<R: Rng>(&mut self, rng: &mut R) -> T { self.ind_sample(rng) }
-}
-
-impl<'a, T: Clone> IndependentSample<T> for WeightedChoice<'a, T> {
- fn ind_sample<R: Rng>(&self, rng: &mut R) -> T {
- // we want to find the first element that has cumulative
- // weight > sample_weight, which we do by binary since the
- // cumulative weights of self.items are sorted.
-
- // choose a weight in [0, total_weight)
- let sample_weight = self.weight_range.ind_sample(rng);
-
- // short circuit when it's the first item
- if sample_weight < self.items[0].weight {
- return self.items[0].item.clone();
- }
-
- let mut idx = 0;
- let mut modifier = self.items.len();
-
- // now we know that every possibility has an element to the
- // left, so we can just search for the last element that has
- // cumulative weight <= sample_weight, then the next one will
- // be "it". (Note that this greatest element will never be the
- // last element of the vector, since sample_weight is chosen
- // in [0, total_weight) and the cumulative weight of the last
- // one is exactly the total weight.)
- while modifier > 1 {
- let i = idx + modifier / 2;
- if self.items[i].weight <= sample_weight {
- // we're small, so look to the right, but allow this
- // exact element still.
- idx = i;
- // we need the `/ 2` to round up otherwise we'll drop
- // the trailing elements when `modifier` is odd.
- modifier += 1;
- } else {
- // otherwise we're too big, so go left. (i.e. do
- // nothing)
- }
- modifier /= 2;
- }
- return self.items[idx + 1].item.clone();
- }
-}
-
-/// Sample a random number using the Ziggurat method (specifically the
-/// ZIGNOR variant from Doornik 2005). Most of the arguments are
-/// directly from the paper:
-///
-/// * `rng`: source of randomness
-/// * `symmetric`: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0.
-/// * `X`: the $x_i$ abscissae.
-/// * `F`: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$)
-/// * `F_DIFF`: precomputed values of $f(x_i) - f(x_{i+1})$
-/// * `pdf`: the probability density function
-/// * `zero_case`: manual sampling from the tail when we chose the
-/// bottom box (i.e. i == 0)
-
-// the perf improvement (25-50%) is definitely worth the extra code
-// size from force-inlining.
-#[cfg(feature="std")]
-#[inline(always)]
-fn ziggurat<R: Rng, P, Z>(
- rng: &mut R,
- symmetric: bool,
- x_tab: ziggurat_tables::ZigTable,
- f_tab: ziggurat_tables::ZigTable,
- mut pdf: P,
- mut zero_case: Z)
- -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64 {
- const SCALE: f64 = (1u64 << 53) as f64;
- loop {
- // reimplement the f64 generation as an optimisation suggested
- // by the Doornik paper: we have a lot of precision-space
- // (i.e. there are 11 bits of the 64 of a u64 to use after
- // creating a f64), so we might as well reuse some to save
- // generating a whole extra random number. (Seems to be 15%
- // faster.)
- //
- // This unfortunately misses out on the benefits of direct
- // floating point generation if an RNG like dSMFT is
- // used. (That is, such RNGs create floats directly, highly
- // efficiently and overload next_f32/f64, so by not calling it
- // this may be slower than it would be otherwise.)
- // FIXME: investigate/optimise for the above.
- let bits: u64 = rng.gen();
- let i = (bits & 0xff) as usize;
- let f = (bits >> 11) as f64 / SCALE;
-
- // u is either U(-1, 1) or U(0, 1) depending on if this is a
- // symmetric distribution or not.
- let u = if symmetric {2.0 * f - 1.0} else {f};
- let x = u * x_tab[i];
-
- let test_x = if symmetric { x.abs() } else {x};
-
- // algebraically equivalent to |u| < x_tab[i+1]/x_tab[i] (or u < x_tab[i+1]/x_tab[i])
- if test_x < x_tab[i + 1] {
- return x;
- }
- if i == 0 {
- return zero_case(rng, u);
- }
- // algebraically equivalent to f1 + DRanU()*(f0 - f1) < 1
- if f_tab[i + 1] + (f_tab[i] - f_tab[i + 1]) * rng.gen::<f64>() < pdf(x) {
- return x;
- }
- }
-}
-
-#[cfg(test)]
-mod tests {
-
- use {Rng, Rand};
- use super::{RandSample, WeightedChoice, Weighted, Sample, IndependentSample};
-
- #[derive(PartialEq, Debug)]
- struct ConstRand(usize);
- impl Rand for ConstRand {
- fn rand<R: Rng>(_: &mut R) -> ConstRand {
- ConstRand(0)
- }
- }
-
- // 0, 1, 2, 3, ...
- struct CountingRng { i: u32 }
- impl Rng for CountingRng {
- fn next_u32(&mut self) -> u32 {
- self.i += 1;
- self.i - 1
- }
- fn next_u64(&mut self) -> u64 {
- self.next_u32() as u64
- }
- }
-
- #[test]
- fn test_rand_sample() {
- let mut rand_sample = RandSample::<ConstRand>::new();
-
- assert_eq!(rand_sample.sample(&mut ::test::rng()), ConstRand(0));
- assert_eq!(rand_sample.ind_sample(&mut ::test::rng()), ConstRand(0));
- }
- #[test]
- fn test_weighted_choice() {
- // this makes assumptions about the internal implementation of
- // WeightedChoice, specifically: it doesn't reorder the items,
- // it doesn't do weird things to the RNG (so 0 maps to 0, 1 to
- // 1, internally; modulo a modulo operation).
-
- macro_rules! t {
- ($items:expr, $expected:expr) => {{
- let mut items = $items;
- let wc = WeightedChoice::new(&mut items);
- let expected = $expected;
-
- let mut rng = CountingRng { i: 0 };
-
- for &val in expected.iter() {
- assert_eq!(wc.ind_sample(&mut rng), val)
- }
- }}
- }
-
- t!(vec!(Weighted { weight: 1, item: 10}), [10]);
-
- // skip some
- t!(vec!(Weighted { weight: 0, item: 20},
- Weighted { weight: 2, item: 21},
- Weighted { weight: 0, item: 22},
- Weighted { weight: 1, item: 23}),
- [21,21, 23]);
-
- // different weights
- t!(vec!(Weighted { weight: 4, item: 30},
- Weighted { weight: 3, item: 31}),
- [30,30,30,30, 31,31,31]);
-
- // check that we're binary searching
- // correctly with some vectors of odd
- // length.
- t!(vec!(Weighted { weight: 1, item: 40},
- Weighted { weight: 1, item: 41},
- Weighted { weight: 1, item: 42},
- Weighted { weight: 1, item: 43},
- Weighted { weight: 1, item: 44}),
- [40, 41, 42, 43, 44]);
- t!(vec!(Weighted { weight: 1, item: 50},
- Weighted { weight: 1, item: 51},
- Weighted { weight: 1, item: 52},
- Weighted { weight: 1, item: 53},
- Weighted { weight: 1, item: 54},
- Weighted { weight: 1, item: 55},
- Weighted { weight: 1, item: 56}),
- [50, 51, 52, 53, 54, 55, 56]);
- }
-
- #[test]
- fn test_weighted_clone_initialization() {
- let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
- let clone = initial.clone();
- assert_eq!(initial.weight, clone.weight);
- assert_eq!(initial.item, clone.item);
- }
-
- #[test] #[should_panic]
- fn test_weighted_clone_change_weight() {
- let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
- let mut clone = initial.clone();
- clone.weight = 5;
- assert_eq!(initial.weight, clone.weight);
- }
-
- #[test] #[should_panic]
- fn test_weighted_clone_change_item() {
- let initial : Weighted<u32> = Weighted {weight: 1, item: 1};
- let mut clone = initial.clone();
- clone.item = 5;
- assert_eq!(initial.item, clone.item);
-
- }
-
- #[test] #[should_panic]
- fn test_weighted_choice_no_items() {
- WeightedChoice::<isize>::new(&mut []);
- }
- #[test] #[should_panic]
- fn test_weighted_choice_zero_weight() {
- WeightedChoice::new(&mut [Weighted { weight: 0, item: 0},
- Weighted { weight: 0, item: 1}]);
- }
- #[test] #[should_panic]
- fn test_weighted_choice_weight_overflows() {
- let x = ::std::u32::MAX / 2; // x + x + 2 is the overflow
- WeightedChoice::new(&mut [Weighted { weight: x, item: 0 },
- Weighted { weight: 1, item: 1 },
- Weighted { weight: x, item: 2 },
- Weighted { weight: 1, item: 3 }]);
- }
-}