// Copyright 2017 The Abseil Authors. // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // https://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. #include "absl/random/distributions.h" #include <cmath> #include <cstdint> #include <random> #include <vector> #include "gtest/gtest.h" #include "absl/random/internal/distribution_test_util.h" #include "absl/random/random.h" namespace { constexpr int kSize = 400000; class RandomDistributionsTest : public testing::Test {}; struct Invalid {}; template <typename A, typename B> auto InferredUniformReturnT(int) -> decltype(absl::Uniform(std::declval<absl::InsecureBitGen&>(), std::declval<A>(), std::declval<B>())); template <typename, typename> Invalid InferredUniformReturnT(...); template <typename TagType, typename A, typename B> auto InferredTaggedUniformReturnT(int) -> decltype(absl::Uniform(std::declval<TagType>(), std::declval<absl::InsecureBitGen&>(), std::declval<A>(), std::declval<B>())); template <typename, typename, typename> Invalid InferredTaggedUniformReturnT(...); // Given types <A, B, Expect>, CheckArgsInferType() verifies that // // absl::Uniform(gen, A{}, B{}) // // returns the type "Expect". // // This interface can also be used to assert that a given absl::Uniform() // overload does not exist / will not compile. Given types <A, B>, the // expression // // decltype(absl::Uniform(..., std::declval<A>(), std::declval<B>())) // // will not compile, leaving the definition of InferredUniformReturnT<A, B> to // resolve (via SFINAE) to the overload which returns type "Invalid". This // allows tests to assert that an invocation such as // // absl::Uniform(gen, 1.23f, std::numeric_limits<int>::max() - 1) // // should not compile, since neither type, float nor int, can precisely // represent both endpoint-values. Writing: // // CheckArgsInferType<float, int, Invalid>() // // will assert that this overload does not exist. template <typename A, typename B, typename Expect> void CheckArgsInferType() { static_assert( absl::conjunction< std::is_same<Expect, decltype(InferredUniformReturnT<A, B>(0))>, std::is_same<Expect, decltype(InferredUniformReturnT<B, A>(0))>>::value, ""); static_assert( absl::conjunction< std::is_same<Expect, decltype(InferredTaggedUniformReturnT< absl::IntervalOpenOpenTag, A, B>(0))>, std::is_same<Expect, decltype(InferredTaggedUniformReturnT< absl::IntervalOpenOpenTag, B, A>(0))>>::value, ""); } template <typename A, typename B, typename ExplicitRet> auto ExplicitUniformReturnT(int) -> decltype( absl::Uniform<ExplicitRet>(*std::declval<absl::InsecureBitGen*>(), std::declval<A>(), std::declval<B>())); template <typename, typename, typename ExplicitRet> Invalid ExplicitUniformReturnT(...); template <typename TagType, typename A, typename B, typename ExplicitRet> auto ExplicitTaggedUniformReturnT(int) -> decltype(absl::Uniform<ExplicitRet>( std::declval<TagType>(), *std::declval<absl::InsecureBitGen*>(), std::declval<A>(), std::declval<B>())); template <typename, typename, typename, typename ExplicitRet> Invalid ExplicitTaggedUniformReturnT(...); // Given types <A, B, Expect>, CheckArgsReturnExpectedType() verifies that // // absl::Uniform<Expect>(gen, A{}, B{}) // // returns the type "Expect", and that the function-overload has the signature // // Expect(URBG&, Expect, Expect) template <typename A, typename B, typename Expect> void CheckArgsReturnExpectedType() { static_assert( absl::conjunction< std::is_same<Expect, decltype(ExplicitUniformReturnT<A, B, Expect>(0))>, std::is_same<Expect, decltype(ExplicitUniformReturnT<B, A, Expect>( 0))>>::value, ""); static_assert( absl::conjunction< std::is_same<Expect, decltype(ExplicitTaggedUniformReturnT< absl::IntervalOpenOpenTag, A, B, Expect>(0))>, std::is_same<Expect, decltype(ExplicitTaggedUniformReturnT< absl::IntervalOpenOpenTag, B, A, Expect>(0))>>::value, ""); } TEST_F(RandomDistributionsTest, UniformTypeInference) { // Infers common types. CheckArgsInferType<uint16_t, uint16_t, uint16_t>(); CheckArgsInferType<uint32_t, uint32_t, uint32_t>(); CheckArgsInferType<uint64_t, uint64_t, uint64_t>(); CheckArgsInferType<int16_t, int16_t, int16_t>(); CheckArgsInferType<int32_t, int32_t, int32_t>(); CheckArgsInferType<int64_t, int64_t, int64_t>(); CheckArgsInferType<float, float, float>(); CheckArgsInferType<double, double, double>(); // Explicitly-specified return-values override inferences. CheckArgsReturnExpectedType<int16_t, int16_t, int32_t>(); CheckArgsReturnExpectedType<uint16_t, uint16_t, int32_t>(); CheckArgsReturnExpectedType<int16_t, int16_t, int64_t>(); CheckArgsReturnExpectedType<int16_t, int32_t, int64_t>(); CheckArgsReturnExpectedType<int16_t, int32_t, double>(); CheckArgsReturnExpectedType<float, float, double>(); CheckArgsReturnExpectedType<int, int, int16_t>(); // Properly promotes uint16_t. CheckArgsInferType<uint16_t, uint32_t, uint32_t>(); CheckArgsInferType<uint16_t, uint64_t, uint64_t>(); CheckArgsInferType<uint16_t, int32_t, int32_t>(); CheckArgsInferType<uint16_t, int64_t, int64_t>(); CheckArgsInferType<uint16_t, float, float>(); CheckArgsInferType<uint16_t, double, double>(); // Properly promotes int16_t. CheckArgsInferType<int16_t, int32_t, int32_t>(); CheckArgsInferType<int16_t, int64_t, int64_t>(); CheckArgsInferType<int16_t, float, float>(); CheckArgsInferType<int16_t, double, double>(); // Invalid (u)int16_t-pairings do not compile. // See "CheckArgsInferType" comments above, for how this is achieved. CheckArgsInferType<uint16_t, int16_t, Invalid>(); CheckArgsInferType<int16_t, uint32_t, Invalid>(); CheckArgsInferType<int16_t, uint64_t, Invalid>(); // Properly promotes uint32_t. CheckArgsInferType<uint32_t, uint64_t, uint64_t>(); CheckArgsInferType<uint32_t, int64_t, int64_t>(); CheckArgsInferType<uint32_t, double, double>(); // Properly promotes int32_t. CheckArgsInferType<int32_t, int64_t, int64_t>(); CheckArgsInferType<int32_t, double, double>(); // Invalid (u)int32_t-pairings do not compile. CheckArgsInferType<uint32_t, int32_t, Invalid>(); CheckArgsInferType<int32_t, uint64_t, Invalid>(); CheckArgsInferType<int32_t, float, Invalid>(); CheckArgsInferType<uint32_t, float, Invalid>(); // Invalid (u)int64_t-pairings do not compile. CheckArgsInferType<uint64_t, int64_t, Invalid>(); CheckArgsInferType<int64_t, float, Invalid>(); CheckArgsInferType<int64_t, double, Invalid>(); // Properly promotes float. CheckArgsInferType<float, double, double>(); } TEST_F(RandomDistributionsTest, UniformExamples) { // Examples. absl::InsecureBitGen gen; EXPECT_NE(1, absl::Uniform(gen, static_cast<uint16_t>(0), 1.0f)); EXPECT_NE(1, absl::Uniform(gen, 0, 1.0)); EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, static_cast<uint16_t>(0), 1.0f)); EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, 0, 1.0)); EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, -1, 1.0)); EXPECT_NE(1, absl::Uniform<double>(absl::IntervalOpenOpen, gen, -1, 1)); EXPECT_NE(1, absl::Uniform<float>(absl::IntervalOpenOpen, gen, 0, 1)); EXPECT_NE(1, absl::Uniform<float>(gen, 0, 1)); } TEST_F(RandomDistributionsTest, UniformNoBounds) { absl::InsecureBitGen gen; absl::Uniform<uint8_t>(gen); absl::Uniform<uint16_t>(gen); absl::Uniform<uint32_t>(gen); absl::Uniform<uint64_t>(gen); } TEST_F(RandomDistributionsTest, UniformNonsenseRanges) { // The ranges used in this test are undefined behavior. // The results are arbitrary and subject to future changes. absl::InsecureBitGen gen; // <uint> EXPECT_EQ(0, absl::Uniform<uint64_t>(gen, 0, 0)); EXPECT_EQ(1, absl::Uniform<uint64_t>(gen, 1, 0)); EXPECT_EQ(0, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 0, 0)); EXPECT_EQ(1, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 1, 0)); constexpr auto m = (std::numeric_limits<uint64_t>::max)(); EXPECT_EQ(m, absl::Uniform(gen, m, m)); EXPECT_EQ(m, absl::Uniform(gen, m, m - 1)); EXPECT_EQ(m - 1, absl::Uniform(gen, m - 1, m)); EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m)); EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m - 1)); EXPECT_EQ(m - 1, absl::Uniform(absl::IntervalOpenOpen, gen, m - 1, m)); // <int> EXPECT_EQ(0, absl::Uniform<int64_t>(gen, 0, 0)); EXPECT_EQ(1, absl::Uniform<int64_t>(gen, 1, 0)); EXPECT_EQ(0, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 0, 0)); EXPECT_EQ(1, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 1, 0)); constexpr auto l = (std::numeric_limits<int64_t>::min)(); constexpr auto r = (std::numeric_limits<int64_t>::max)(); EXPECT_EQ(l, absl::Uniform(gen, l, l)); EXPECT_EQ(r, absl::Uniform(gen, r, r)); EXPECT_EQ(r, absl::Uniform(gen, r, r - 1)); EXPECT_EQ(r - 1, absl::Uniform(gen, r - 1, r)); EXPECT_EQ(l, absl::Uniform(absl::IntervalOpenOpen, gen, l, l)); EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r)); EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r - 1)); EXPECT_EQ(r - 1, absl::Uniform(absl::IntervalOpenOpen, gen, r - 1, r)); // <double> const double e = std::nextafter(1.0, 2.0); // 1 + epsilon const double f = std::nextafter(1.0, 0.0); // 1 - epsilon const double g = std::numeric_limits<double>::denorm_min(); EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, e)); EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, f)); EXPECT_EQ(0.0, absl::Uniform(gen, 0.0, g)); EXPECT_EQ(e, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, e)); EXPECT_EQ(f, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, f)); EXPECT_EQ(g, absl::Uniform(absl::IntervalOpenOpen, gen, 0.0, g)); } // TODO(lar): Validate properties of non-default interval-semantics. TEST_F(RandomDistributionsTest, UniformReal) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Uniform(gen, 0, 1.0); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(0.5, moments.mean, 0.02); EXPECT_NEAR(1 / 12.0, moments.variance, 0.02); EXPECT_NEAR(0.0, moments.skewness, 0.02); EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02); } TEST_F(RandomDistributionsTest, UniformInt) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { const int64_t kMax = 1000000000000ll; int64_t j = absl::Uniform(absl::IntervalClosedClosed, gen, 0, kMax); // convert to double. values[i] = static_cast<double>(j) / static_cast<double>(kMax); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(0.5, moments.mean, 0.02); EXPECT_NEAR(1 / 12.0, moments.variance, 0.02); EXPECT_NEAR(0.0, moments.skewness, 0.02); EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02); /* // NOTE: These are not supported by absl::Uniform, which is specialized // on integer and real valued types. enum E { E0, E1 }; // enum enum S : int { S0, S1 }; // signed enum enum U : unsigned int { U0, U1 }; // unsigned enum absl::Uniform(gen, E0, E1); absl::Uniform(gen, S0, S1); absl::Uniform(gen, U0, U1); */ } TEST_F(RandomDistributionsTest, Exponential) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Exponential<double>(gen); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(1.0, moments.mean, 0.02); EXPECT_NEAR(1.0, moments.variance, 0.025); EXPECT_NEAR(2.0, moments.skewness, 0.1); EXPECT_LT(5.0, moments.kurtosis); } TEST_F(RandomDistributionsTest, PoissonDefault) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Poisson<int64_t>(gen); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(1.0, moments.mean, 0.02); EXPECT_NEAR(1.0, moments.variance, 0.02); EXPECT_NEAR(1.0, moments.skewness, 0.025); EXPECT_LT(2.0, moments.kurtosis); } TEST_F(RandomDistributionsTest, PoissonLarge) { constexpr double kMean = 100000000.0; std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Poisson<int64_t>(gen, kMean); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(kMean, moments.mean, kMean * 0.015); EXPECT_NEAR(kMean, moments.variance, kMean * 0.015); EXPECT_NEAR(std::sqrt(kMean), moments.skewness, kMean * 0.02); EXPECT_LT(2.0, moments.kurtosis); } TEST_F(RandomDistributionsTest, Bernoulli) { constexpr double kP = 0.5151515151; std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Bernoulli(gen, kP); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(kP, moments.mean, 0.01); } TEST_F(RandomDistributionsTest, Beta) { constexpr double kAlpha = 2.0; constexpr double kBeta = 3.0; std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Beta(gen, kAlpha, kBeta); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(0.4, moments.mean, 0.01); } TEST_F(RandomDistributionsTest, Zipf) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Zipf<int64_t>(gen, 100); } // The mean of a zipf distribution is: H(N, s-1) / H(N,s). // Given the parameter v = 1, this gives the following function: // (Hn(100, 1) - Hn(1,1)) / (Hn(100,2) - Hn(1,2)) = 6.5944 const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(6.5944, moments.mean, 2000) << moments; } TEST_F(RandomDistributionsTest, Gaussian) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::Gaussian<double>(gen); } const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(0.0, moments.mean, 0.02); EXPECT_NEAR(1.0, moments.variance, 0.04); EXPECT_NEAR(0, moments.skewness, 0.2); EXPECT_NEAR(3.0, moments.kurtosis, 0.5); } TEST_F(RandomDistributionsTest, LogUniform) { std::vector<double> values(kSize); absl::InsecureBitGen gen; for (int i = 0; i < kSize; i++) { values[i] = absl::LogUniform<int64_t>(gen, 0, (1 << 10) - 1); } // The mean is the sum of the fractional means of the uniform distributions: // [0..0][1..1][2..3][4..7][8..15][16..31][32..63] // [64..127][128..255][256..511][512..1023] const double mean = (0 + 1 + 1 + 2 + 3 + 4 + 7 + 8 + 15 + 16 + 31 + 32 + 63 + 64 + 127 + 128 + 255 + 256 + 511 + 512 + 1023) / (2.0 * 11.0); const auto moments = absl::random_internal::ComputeDistributionMoments(values); EXPECT_NEAR(mean, moments.mean, 2) << moments; } } // namespace