std::rand: move Weighted to distributions.

A user constructs the WeightedChoice distribution and then samples from
it, which allows it to use binary search internally.
This commit is contained in:
Huon Wilson 2013-10-12 02:15:22 +11:00
parent 83aa1abb19
commit 0bba73c0d1
2 changed files with 207 additions and 132 deletions

View File

@ -20,8 +20,11 @@ that do not need to record state.
*/
use iter::range;
use option::{Some, None};
use num;
use rand::{Rng,Rand};
use clone::Clone;
pub use self::range::Range;
@ -61,8 +64,128 @@ impl<Sup: Rand> IndependentSample<Sup> for RandSample<Sup> {
}
}
mod ziggurat_tables;
/// A value with a particular weight for use with `WeightedChoice`.
pub struct Weighted<T> {
/// The numerical weight of this item
weight: uint,
/// The actual item which is being weighted
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
/// `IndepedentSample` traits. Note that `&T` is (cheaply) `Clone` for
/// all `T`, as is `uint`, so one can store references or indices into
/// another vector.
///
/// # Example
///
/// ```rust
/// use std::rand;
/// use std::rand::distributions::{Weighted, WeightedChoice, IndepedentSample};
///
/// fn main() {
/// let wc = WeightedChoice::new(~[Weighted { weight: 2, item: 'a' },
/// Weighted { weight: 4, item: 'b' },
/// Weighted { weight: 1, item: 'c' }]);
/// let rng = rand::task_rng();
/// for _ in range(0, 16) {
/// // on average prints 'a' 4 times, 'b' 8 and 'c' twice.
/// println!("{}", wc.ind_sample(rng));
/// }
/// }
/// ```
pub struct WeightedChoice<T> {
priv items: ~[Weighted<T>],
priv weight_range: Range<uint>
}
impl<T: Clone> WeightedChoice<T> {
/// Create a new `WeightedChoice`.
///
/// Fails if:
/// - `v` is empty
/// - the total weight is 0
/// - the total weight is larger than a `uint` can contain.
pub fn new(mut items: ~[Weighted<T>]) -> WeightedChoice<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 = 0u;
// 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.mut_iter() {
running_total = running_total.checked_add(&item.weight)
.expect("WeightedChoice::new called with a total weight larger \
than a uint 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<T: Clone> Sample<T> for WeightedChoice<T> {
fn sample<R: Rng>(&mut self, rng: &mut R) -> T { self.ind_sample(rng) }
}
impl<T: Clone> IndependentSample<T> for WeightedChoice<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();
}
}
mod ziggurat_tables;
/// Sample a random number using the Ziggurat method (specifically the
/// ZIGNOR variant from Doornik 2005). Most of the arguments are
@ -302,6 +425,18 @@ mod tests {
}
}
// 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>;
@ -344,6 +479,77 @@ mod tests {
fn test_exp_invalid_lambda_neg() {
Exp::new(-10.0);
}
#[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, $expected:expr) => {{
let wc = WeightedChoice::new($items);
let expected = $expected;
let mut rng = CountingRng { i: 0 };
for &val in expected.iter() {
assert_eq!(wc.ind_sample(&mut rng), val)
}
}}
);
t!(~[Weighted { weight: 1, item: 10}], ~[10]);
// skip some
t!(~[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!(~[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!(~[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!(~[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] #[should_fail]
fn test_weighted_choice_no_items() {
WeightedChoice::<int>::new(~[]);
}
#[test] #[should_fail]
fn test_weighted_choice_zero_weight() {
WeightedChoice::new(~[Weighted { weight: 0, item: 0},
Weighted { weight: 0, item: 1}]);
}
#[test] #[should_fail]
fn test_weighted_choice_weight_overflows() {
let x = (-1) as uint / 2; // x + x + 2 is the overflow
WeightedChoice::new(~[Weighted { weight: x, item: 0 },
Weighted { weight: 1, item: 1 },
Weighted { weight: x, item: 2 },
Weighted { weight: 1, item: 3 }]);
}
}
#[cfg(test)]

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@ -100,14 +100,6 @@ pub trait Rand {
fn rand<R: Rng>(rng: &mut R) -> Self;
}
/// A value with a particular weight compared to other values
pub struct Weighted<T> {
/// The numerical weight of this item
weight: uint,
/// The actual item which is being weighted
item: T,
}
/// A random number generator
pub trait Rng {
/// Return the next random u32. This rarely needs to be called
@ -334,91 +326,6 @@ pub trait Rng {
}
}
/// Choose an item respecting the relative weights, failing if the sum of
/// the weights is 0
///
/// # Example
///
/// ```rust
/// use std::rand;
/// use std::rand::Rng;
///
/// fn main() {
/// let mut rng = rand::rng();
/// let x = [rand::Weighted {weight: 4, item: 'a'},
/// rand::Weighted {weight: 2, item: 'b'},
/// rand::Weighted {weight: 2, item: 'c'}];
/// println!("{}", rng.choose_weighted(x));
/// }
/// ```
fn choose_weighted<T:Clone>(&mut self, v: &[Weighted<T>]) -> T {
self.choose_weighted_option(v).expect("Rng.choose_weighted: total weight is 0")
}
/// Choose Some(item) respecting the relative weights, returning none if
/// the sum of the weights is 0
///
/// # Example
///
/// ```rust
/// use std::rand;
/// use std::rand::Rng;
///
/// fn main() {
/// let mut rng = rand::rng();
/// let x = [rand::Weighted {weight: 4, item: 'a'},
/// rand::Weighted {weight: 2, item: 'b'},
/// rand::Weighted {weight: 2, item: 'c'}];
/// println!("{:?}", rng.choose_weighted_option(x));
/// }
/// ```
fn choose_weighted_option<T:Clone>(&mut self, v: &[Weighted<T>])
-> Option<T> {
let mut total = 0u;
for item in v.iter() {
total += item.weight;
}
if total == 0u {
return None;
}
let chosen = self.gen_range(0u, total);
let mut so_far = 0u;
for item in v.iter() {
so_far += item.weight;
if so_far > chosen {
return Some(item.item.clone());
}
}
unreachable!();
}
/// Return a vec containing copies of the items, in order, where
/// the weight of the item determines how many copies there are
///
/// # Example
///
/// ```rust
/// use std::rand;
/// use std::rand::Rng;
///
/// fn main() {
/// let mut rng = rand::rng();
/// let x = [rand::Weighted {weight: 4, item: 'a'},
/// rand::Weighted {weight: 2, item: 'b'},
/// rand::Weighted {weight: 2, item: 'c'}];
/// println!("{}", rng.weighted_vec(x));
/// }
/// ```
fn weighted_vec<T:Clone>(&mut self, v: &[Weighted<T>]) -> ~[T] {
let mut r = ~[];
for item in v.iter() {
for _ in range(0u, item.weight) {
r.push(item.item.clone());
}
}
r
}
/// Shuffle a vec
///
/// # Example
@ -860,44 +767,6 @@ mod test {
assert_eq!(r.choose_option(v), Some(&i));
}
#[test]
fn test_choose_weighted() {
let mut r = rng();
assert!(r.choose_weighted([
Weighted { weight: 1u, item: 42 },
]) == 42);
assert!(r.choose_weighted([
Weighted { weight: 0u, item: 42 },
Weighted { weight: 1u, item: 43 },
]) == 43);
}
#[test]
fn test_choose_weighted_option() {
let mut r = rng();
assert!(r.choose_weighted_option([
Weighted { weight: 1u, item: 42 },
]) == Some(42));
assert!(r.choose_weighted_option([
Weighted { weight: 0u, item: 42 },
Weighted { weight: 1u, item: 43 },
]) == Some(43));
let v: Option<int> = r.choose_weighted_option([]);
assert!(v.is_none());
}
#[test]
fn test_weighted_vec() {
let mut r = rng();
let empty: ~[int] = ~[];
assert_eq!(r.weighted_vec([]), empty);
assert!(r.weighted_vec([
Weighted { weight: 0u, item: 3u },
Weighted { weight: 1u, item: 2u },
Weighted { weight: 2u, item: 1u },
]) == ~[2u, 1u, 1u]);
}
#[test]
fn test_shuffle() {
let mut r = rng();