// 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 {};
TEST_F(RandomDistributionsTest, UniformBoundFunctions) {
using absl::IntervalClosedClosed;
using absl::IntervalClosedOpen;
using absl::IntervalOpenClosed;
using absl::IntervalOpenOpen;
using absl::random_internal::uniform_lower_bound;
using absl::random_internal::uniform_upper_bound;
// absl::uniform_int_distribution natively assumes IntervalClosedClosed
// absl::uniform_real_distribution natively assumes IntervalClosedOpen
EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, 0, 100), 1);
EXPECT_EQ(uniform_lower_bound(IntervalOpenOpen, 0, 100), 1);
EXPECT_GT(uniform_lower_bound<float>(IntervalOpenClosed, 0, 1.0), 0);
EXPECT_GT(uniform_lower_bound<float>(IntervalOpenOpen, 0, 1.0), 0);
EXPECT_GT(uniform_lower_bound<double>(IntervalOpenClosed, 0, 1.0), 0);
EXPECT_GT(uniform_lower_bound<double>(IntervalOpenOpen, 0, 1.0), 0);
EXPECT_EQ(uniform_lower_bound(IntervalClosedClosed, 0, 100), 0);
EXPECT_EQ(uniform_lower_bound(IntervalClosedOpen, 0, 100), 0);
EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedClosed, 0, 1.0), 0);
EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedOpen, 0, 1.0), 0);
EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedClosed, 0, 1.0), 0);
EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedOpen, 0, 1.0), 0);
EXPECT_EQ(uniform_upper_bound(IntervalOpenOpen, 0, 100), 99);
EXPECT_EQ(uniform_upper_bound(IntervalClosedOpen, 0, 100), 99);
EXPECT_EQ(uniform_upper_bound<float>(IntervalOpenOpen, 0, 1.0), 1.0);
EXPECT_EQ(uniform_upper_bound<float>(IntervalClosedOpen, 0, 1.0), 1.0);
EXPECT_EQ(uniform_upper_bound<double>(IntervalOpenOpen, 0, 1.0), 1.0);
EXPECT_EQ(uniform_upper_bound<double>(IntervalClosedOpen, 0, 1.0), 1.0);
EXPECT_EQ(uniform_upper_bound(IntervalOpenClosed, 0, 100), 100);
EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0, 100), 100);
EXPECT_GT(uniform_upper_bound<float>(IntervalOpenClosed, 0, 1.0), 1.0);
EXPECT_GT(uniform_upper_bound<float>(IntervalClosedClosed, 0, 1.0), 1.0);
EXPECT_GT(uniform_upper_bound<double>(IntervalOpenClosed, 0, 1.0), 1.0);
EXPECT_GT(uniform_upper_bound<double>(IntervalClosedClosed, 0, 1.0), 1.0);
// Negative value tests
EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, -100, -1), -99);
EXPECT_EQ(uniform_lower_bound(IntervalOpenOpen, -100, -1), -99);
EXPECT_GT(uniform_lower_bound<float>(IntervalOpenClosed, -2.0, -1.0), -2.0);
EXPECT_GT(uniform_lower_bound<float>(IntervalOpenOpen, -2.0, -1.0), -2.0);
EXPECT_GT(uniform_lower_bound<double>(IntervalOpenClosed, -2.0, -1.0), -2.0);
EXPECT_GT(uniform_lower_bound<double>(IntervalOpenOpen, -2.0, -1.0), -2.0);
EXPECT_EQ(uniform_lower_bound(IntervalClosedClosed, -100, -1), -100);
EXPECT_EQ(uniform_lower_bound(IntervalClosedOpen, -100, -1), -100);
EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedClosed, -2.0, -1.0), -2.0);
EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedOpen, -2.0, -1.0), -2.0);
EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedClosed, -2.0, -1.0),
-2.0);
EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedOpen, -2.0, -1.0), -2.0);
EXPECT_EQ(uniform_upper_bound(IntervalOpenOpen, -100, -1), -2);
EXPECT_EQ(uniform_upper_bound(IntervalClosedOpen, -100, -1), -2);
EXPECT_EQ(uniform_upper_bound<float>(IntervalOpenOpen, -2.0, -1.0), -1.0);
EXPECT_EQ(uniform_upper_bound<float>(IntervalClosedOpen, -2.0, -1.0), -1.0);
EXPECT_EQ(uniform_upper_bound<double>(IntervalOpenOpen, -2.0, -1.0), -1.0);
EXPECT_EQ(uniform_upper_bound<double>(IntervalClosedOpen, -2.0, -1.0), -1.0);
EXPECT_EQ(uniform_upper_bound(IntervalOpenClosed, -100, -1), -1);
EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, -100, -1), -1);
EXPECT_GT(uniform_upper_bound<float>(IntervalOpenClosed, -2.0, -1.0), -1.0);
EXPECT_GT(uniform_upper_bound<float>(IntervalClosedClosed, -2.0, -1.0), -1.0);
EXPECT_GT(uniform_upper_bound<double>(IntervalOpenClosed, -2.0, -1.0), -1.0);
EXPECT_GT(uniform_upper_bound<double>(IntervalClosedClosed, -2.0, -1.0),
-1.0);
// Edge cases: the next value toward itself is itself.
const double d = 1.0;
const float f = 1.0;
EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, d, d), d);
EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, f, f), f);
EXPECT_GT(uniform_lower_bound(IntervalOpenClosed, 1.0, 2.0), 1.0);
EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, +0.0), 1.0);
EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, -0.0), 1.0);
EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, -1.0), 1.0);
EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0.0f,
std::numeric_limits<float>::max()),
std::numeric_limits<float>::max());
EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0.0,
std::numeric_limits<double>::max()),
std::numeric_limits<double>::max());
}
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::random_internal::IntervalOpenOpenT, A, B>(
0))>,
std::is_same<Expect,
decltype(InferredTaggedUniformReturnT<
absl::random_internal::IntervalOpenOpenT, 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::random_internal::IntervalOpenOpenT, A, B,
Expect>(0))>,
std::is_same<Expect,
decltype(ExplicitTaggedUniformReturnT<
absl::random_internal::IntervalOpenOpenT, 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>();
// 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);
}
// 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
