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Diffstat (limited to 'absl/random/discrete_distribution.cc')
-rw-r--r-- | absl/random/discrete_distribution.cc | 96 |
1 files changed, 96 insertions, 0 deletions
diff --git a/absl/random/discrete_distribution.cc b/absl/random/discrete_distribution.cc new file mode 100644 index 000000000000..e6c09c5180b3 --- /dev/null +++ b/absl/random/discrete_distribution.cc @@ -0,0 +1,96 @@ +// 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/discrete_distribution.h" + +namespace absl { +namespace random_internal { + +// Initializes the distribution table for Walker's Aliasing algorithm, described +// in Knuth, Vol 2. as well as in https://en.wikipedia.org/wiki/Alias_method +std::vector<std::pair<double, size_t>> InitDiscreteDistribution( + std::vector<double>* probabilities) { + // The empty-case should already be handled by the constructor. + assert(probabilities); + assert(!probabilities->empty()); + + // Step 1. Normalize the input probabilities to 1.0. + double sum = std::accumulate(std::begin(*probabilities), + std::end(*probabilities), 0.0); + if (std::fabs(sum - 1.0) > 1e-6) { + // Scale `probabilities` only when the sum is too far from 1.0. Scaling + // unconditionally will alter the probabilities slightly. + for (double& item : *probabilities) { + item = item / sum; + } + } + + // Step 2. At this point `probabilities` is set to the conditional + // probabilities of each element which sum to 1.0, to within reasonable error. + // These values are used to construct the proportional probability tables for + // the selection phases of Walker's Aliasing algorithm. + // + // To construct the table, pick an element which is under-full (i.e., an + // element for which `(*probabilities)[i] < 1.0/n`), and pair it with an + // element which is over-full (i.e., an element for which + // `(*probabilities)[i] > 1.0/n`). The smaller value can always be retired. + // The larger may still be greater than 1.0/n, or may now be less than 1.0/n, + // and put back onto the appropriate collection. + const size_t n = probabilities->size(); + std::vector<std::pair<double, size_t>> q; + q.reserve(n); + + std::vector<size_t> over; + std::vector<size_t> under; + size_t idx = 0; + for (const double item : *probabilities) { + assert(item >= 0); + const double v = item * n; + q.emplace_back(v, 0); + if (v < 1.0) { + under.push_back(idx++); + } else { + over.push_back(idx++); + } + } + while (!over.empty() && !under.empty()) { + auto lo = under.back(); + under.pop_back(); + auto hi = over.back(); + over.pop_back(); + + q[lo].second = hi; + const double r = q[hi].first - (1.0 - q[lo].first); + q[hi].first = r; + if (r < 1.0) { + under.push_back(hi); + } else { + over.push_back(hi); + } + } + + // Due to rounding errors, there may be un-paired elements in either + // collection; these should all be values near 1.0. For these values, set `q` + // to 1.0 and set the alternate to the identity. + for (auto i : over) { + q[i] = {1.0, i}; + } + for (auto i : under) { + q[i] = {1.0, i}; + } + return q; +} + +} // namespace random_internal +} // namespace absl |