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author | Abseil Team <absl-team@google.com> | 2019-11-21T18·30-0800 |
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committer | Gennadiy Civil <misterg@google.com> | 2019-11-22T16·35-0500 |
commit | 16d9fd58a51c6083234e2e9f8f50e49ed5ed02e4 (patch) | |
tree | c4d5da856d0ee16401bb6d9694c998e51b2f604c /absl/base/internal/exponential_biased.h | |
parent | bcaae6009c0833b73c6fa7bdd972921d8081a724 (diff) |
Export of internal Abseil changes
-- db8dbd0e8a7b0125a4819dfc81c9bd2496849c71 by Abseil Team <absl-team@google.com>: Create GetSkipCount() and GetStride() methods and add rounding bias correction. PiperOrigin-RevId: 281780897 GitOrigin-RevId: db8dbd0e8a7b0125a4819dfc81c9bd2496849c71 Change-Id: I56a97288b1cb38a9357c065747f8d9bc4b187fee
Diffstat (limited to 'absl/base/internal/exponential_biased.h')
-rw-r--r-- | absl/base/internal/exponential_biased.h | 86 |
1 files changed, 71 insertions, 15 deletions
diff --git a/absl/base/internal/exponential_biased.h b/absl/base/internal/exponential_biased.h index cac2d8ad84ff..571505d32677 100644 --- a/absl/base/internal/exponential_biased.h +++ b/absl/base/internal/exponential_biased.h @@ -17,24 +17,56 @@ #include <stdint.h> +#include "absl/base/macros.h" + namespace absl { namespace base_internal { // ExponentialBiased provides a small and fast random number generator for a -// rounded exponential distribution. This generator doesn't requires very little -// state doesn't impose synchronization overhead, which makes it useful in some -// specialized scenarios. +// rounded exponential distribution. This generator manages very little state, +// and imposes no synchronization overhead. This makes it useful in specialized +// scenarios requiring minimum overhead, such as stride based periodic sampling. +// +// ExponentialBiased provides two closely related functions, GetSkipCount() and +// GetStride(), both returning a rounded integer defining a number of events +// required before some event with a given mean probability occurs. +// +// The distribution is useful to generate a random wait time or some periodic +// event with a given mean probability. For example, if an action is supposed to +// happen on average once every 'N' events, then we can get a random 'stride' +// counting down how long before the event to happen. For example, if we'd want +// to sample one in every 1000 'Frobber' calls, our code could look like this: +// +// Frobber::Frobber() { +// stride_ = exponential_biased_.GetStride(1000); +// } +// +// void Frobber::Frob(int arg) { +// if (--stride == 0) { +// SampleFrob(arg); +// stride_ = exponential_biased_.GetStride(1000); +// } +// ... +// } +// +// The rounding of the return value creates a bias, especially for smaller means +// where the distribution of the fraction is not evenly distributed. We correct +// this bias by tracking the fraction we rounded up or down on each iteration, +// effectively tracking the distance between the cumulative value, and the +// rounded cumulative value. For example, given a mean of 2: // -// For the generated variable X, X ~ floor(Exponential(1/mean)). The floor -// operation introduces a small amount of bias, but the distribution is useful -// to generate a wait time. That is, if an operation is supposed to happen on -// average to 1/mean events, then the generated variable X will describe how -// many events to skip before performing the operation and computing a new X. +// raw = 1.63076, cumulative = 1.63076, rounded = 2, bias = -0.36923 +// raw = 0.14624, cumulative = 1.77701, rounded = 2, bias = 0.14624 +// raw = 4.93194, cumulative = 6.70895, rounded = 7, bias = -0.06805 +// raw = 0.24206, cumulative = 6.95101, rounded = 7, bias = 0.24206 +// etc... // -// The mathematically precise distribution to use for integer wait times is a -// Geometric distribution, but a Geometric distribution takes slightly more time -// to compute and when the mean is large (say, 100+), the Geometric distribution -// is hard to distinguish from the result of ExponentialBiased. +// Adjusting with rounding bias is relatively trivial: +// +// double value = bias_ + exponential_distribution(mean)(); +// double rounded_value = std::round(value); +// bias_ = value - rounded_value; +// return rounded_value; // // This class is thread-compatible. class ExponentialBiased { @@ -42,9 +74,32 @@ class ExponentialBiased { // The number of bits set by NextRandom. static constexpr int kPrngNumBits = 48; - // Generates the floor of an exponentially distributed random variable by - // rounding the value down to the nearest integer. The result will be in the - // range [0, int64_t max / 2]. + // `GetSkipCount()` returns the number of events to skip before some chosen + // event happens. For example, randomly tossing a coin, we will on average + // throw heads once before we get tails. We can simulate random coin tosses + // using GetSkipCount() as: + // + // ExponentialBiased eb; + // for (...) { + // int number_of_heads_before_tail = eb.GetSkipCount(1); + // for (int flips = 0; flips < number_of_heads_before_tail; ++flips) { + // printf("head..."); + // } + // printf("tail\n"); + // } + // + int64_t GetSkipCount(int64_t mean); + + // GetStride() returns the number of events required for a specific event to + // happen. See the class comments for a usage example. `GetStride()` is + // equivalent to `GetSkipCount(mean - 1) + 1`. When to use `GetStride()` or + // `GetSkipCount()` depends mostly on what best fits the use case. + int64_t GetStride(int64_t mean); + + // Generates a rounded exponentially distributed random variable + // by rounding the value to the nearest integer. + // The result will be in the range [0, int64_t max / 2]. + ABSL_DEPRECATED("Use GetSkipCount() or GetStride() instead") int64_t Get(int64_t mean); // Computes a random number in the range [0, 1<<(kPrngNumBits+1) - 1] @@ -56,6 +111,7 @@ class ExponentialBiased { void Initialize(); uint64_t rng_{0}; + double bias_{0}; bool initialized_{false}; }; |