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Diffstat (limited to 'third_party/abseil_cpp/absl/random/beta_distribution.h')
-rw-r--r-- | third_party/abseil_cpp/absl/random/beta_distribution.h | 427 |
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diff --git a/third_party/abseil_cpp/absl/random/beta_distribution.h b/third_party/abseil_cpp/absl/random/beta_distribution.h deleted file mode 100644 index c154066fb813..000000000000 --- a/third_party/abseil_cpp/absl/random/beta_distribution.h +++ /dev/null @@ -1,427 +0,0 @@ -// 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. - -#ifndef ABSL_RANDOM_BETA_DISTRIBUTION_H_ -#define ABSL_RANDOM_BETA_DISTRIBUTION_H_ - -#include <cassert> -#include <cmath> -#include <istream> -#include <limits> -#include <ostream> -#include <type_traits> - -#include "absl/meta/type_traits.h" -#include "absl/random/internal/fast_uniform_bits.h" -#include "absl/random/internal/fastmath.h" -#include "absl/random/internal/generate_real.h" -#include "absl/random/internal/iostream_state_saver.h" - -namespace absl { -ABSL_NAMESPACE_BEGIN - -// absl::beta_distribution: -// Generate a floating-point variate conforming to a Beta distribution: -// pdf(x) \propto x^(alpha-1) * (1-x)^(beta-1), -// where the params alpha and beta are both strictly positive real values. -// -// The support is the open interval (0, 1), but the return value might be equal -// to 0 or 1, due to numerical errors when alpha and beta are very different. -// -// Usage note: One usage is that alpha and beta are counts of number of -// successes and failures. When the total number of trials are large, consider -// approximating a beta distribution with a Gaussian distribution with the same -// mean and variance. One could use the skewness, which depends only on the -// smaller of alpha and beta when the number of trials are sufficiently large, -// to quantify how far a beta distribution is from the normal distribution. -template <typename RealType = double> -class beta_distribution { - public: - using result_type = RealType; - - class param_type { - public: - using distribution_type = beta_distribution; - - explicit param_type(result_type alpha, result_type beta) - : alpha_(alpha), beta_(beta) { - assert(alpha >= 0); - assert(beta >= 0); - assert(alpha <= (std::numeric_limits<result_type>::max)()); - assert(beta <= (std::numeric_limits<result_type>::max)()); - if (alpha == 0 || beta == 0) { - method_ = DEGENERATE_SMALL; - x_ = (alpha >= beta) ? 1 : 0; - return; - } - // a_ = min(beta, alpha), b_ = max(beta, alpha). - if (beta < alpha) { - inverted_ = true; - a_ = beta; - b_ = alpha; - } else { - inverted_ = false; - a_ = alpha; - b_ = beta; - } - if (a_ <= 1 && b_ >= ThresholdForLargeA()) { - method_ = DEGENERATE_SMALL; - x_ = inverted_ ? result_type(1) : result_type(0); - return; - } - // For threshold values, see also: - // Evaluation of Beta Generation Algorithms, Ying-Chao Hung, et. al. - // February, 2009. - if ((b_ < 1.0 && a_ + b_ <= 1.2) || a_ <= ThresholdForSmallA()) { - // Choose Joehnk over Cheng when it's faster or when Cheng encounters - // numerical issues. - method_ = JOEHNK; - a_ = result_type(1) / alpha_; - b_ = result_type(1) / beta_; - if (std::isinf(a_) || std::isinf(b_)) { - method_ = DEGENERATE_SMALL; - x_ = inverted_ ? result_type(1) : result_type(0); - } - return; - } - if (a_ >= ThresholdForLargeA()) { - method_ = DEGENERATE_LARGE; - // Note: on PPC for long double, evaluating - // `std::numeric_limits::max() / ThresholdForLargeA` results in NaN. - result_type r = a_ / b_; - x_ = (inverted_ ? result_type(1) : r) / (1 + r); - return; - } - x_ = a_ + b_; - log_x_ = std::log(x_); - if (a_ <= 1) { - method_ = CHENG_BA; - y_ = result_type(1) / a_; - gamma_ = a_ + a_; - return; - } - method_ = CHENG_BB; - result_type r = (a_ - 1) / (b_ - 1); - y_ = std::sqrt((1 + r) / (b_ * r * 2 - r + 1)); - gamma_ = a_ + result_type(1) / y_; - } - - result_type alpha() const { return alpha_; } - result_type beta() const { return beta_; } - - friend bool operator==(const param_type& a, const param_type& b) { - return a.alpha_ == b.alpha_ && a.beta_ == b.beta_; - } - - friend bool operator!=(const param_type& a, const param_type& b) { - return !(a == b); - } - - private: - friend class beta_distribution; - -#ifdef _MSC_VER - // MSVC does not have constexpr implementations for std::log and std::exp - // so they are computed at runtime. -#define ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR -#else -#define ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR constexpr -#endif - - // The threshold for whether std::exp(1/a) is finite. - // Note that this value is quite large, and a smaller a_ is NOT abnormal. - static ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR result_type - ThresholdForSmallA() { - return result_type(1) / - std::log((std::numeric_limits<result_type>::max)()); - } - - // The threshold for whether a * std::log(a) is finite. - static ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR result_type - ThresholdForLargeA() { - return std::exp( - std::log((std::numeric_limits<result_type>::max)()) - - std::log(std::log((std::numeric_limits<result_type>::max)())) - - ThresholdPadding()); - } - -#undef ABSL_RANDOM_INTERNAL_LOG_EXP_CONSTEXPR - - // Pad the threshold for large A for long double on PPC. This is done via a - // template specialization below. - static constexpr result_type ThresholdPadding() { return 0; } - - enum Method { - JOEHNK, // Uses algorithm Joehnk - CHENG_BA, // Uses algorithm BA in Cheng - CHENG_BB, // Uses algorithm BB in Cheng - - // Note: See also: - // Hung et al. Evaluation of beta generation algorithms. Communications - // in Statistics-Simulation and Computation 38.4 (2009): 750-770. - // especially: - // Zechner, Heinz, and Ernst Stadlober. Generating beta variates via - // patchwork rejection. Computing 50.1 (1993): 1-18. - - DEGENERATE_SMALL, // a_ is abnormally small. - DEGENERATE_LARGE, // a_ is abnormally large. - }; - - result_type alpha_; - result_type beta_; - - result_type a_; // the smaller of {alpha, beta}, or 1.0/alpha_ in JOEHNK - result_type b_; // the larger of {alpha, beta}, or 1.0/beta_ in JOEHNK - result_type x_; // alpha + beta, or the result in degenerate cases - result_type log_x_; // log(x_) - result_type y_; // "beta" in Cheng - result_type gamma_; // "gamma" in Cheng - - Method method_; - - // Placing this last for optimal alignment. - // Whether alpha_ != a_, i.e. true iff alpha_ > beta_. - bool inverted_; - - static_assert(std::is_floating_point<RealType>::value, - "Class-template absl::beta_distribution<> must be " - "parameterized using a floating-point type."); - }; - - beta_distribution() : beta_distribution(1) {} - - explicit beta_distribution(result_type alpha, result_type beta = 1) - : param_(alpha, beta) {} - - explicit beta_distribution(const param_type& p) : param_(p) {} - - void reset() {} - - // Generating functions - template <typename URBG> - result_type operator()(URBG& g) { // NOLINT(runtime/references) - return (*this)(g, param_); - } - - template <typename URBG> - result_type operator()(URBG& g, // NOLINT(runtime/references) - const param_type& p); - - param_type param() const { return param_; } - void param(const param_type& p) { param_ = p; } - - result_type(min)() const { return 0; } - result_type(max)() const { return 1; } - - result_type alpha() const { return param_.alpha(); } - result_type beta() const { return param_.beta(); } - - friend bool operator==(const beta_distribution& a, - const beta_distribution& b) { - return a.param_ == b.param_; - } - friend bool operator!=(const beta_distribution& a, - const beta_distribution& b) { - return a.param_ != b.param_; - } - - private: - template <typename URBG> - result_type AlgorithmJoehnk(URBG& g, // NOLINT(runtime/references) - const param_type& p); - - template <typename URBG> - result_type AlgorithmCheng(URBG& g, // NOLINT(runtime/references) - const param_type& p); - - template <typename URBG> - result_type DegenerateCase(URBG& g, // NOLINT(runtime/references) - const param_type& p) { - if (p.method_ == param_type::DEGENERATE_SMALL && p.alpha_ == p.beta_) { - // Returns 0 or 1 with equal probability. - random_internal::FastUniformBits<uint8_t> fast_u8; - return static_cast<result_type>((fast_u8(g) & 0x10) != - 0); // pick any single bit. - } - return p.x_; - } - - param_type param_; - random_internal::FastUniformBits<uint64_t> fast_u64_; -}; - -#if defined(__powerpc64__) || defined(__PPC64__) || defined(__powerpc__) || \ - defined(__ppc__) || defined(__PPC__) -// PPC needs a more stringent boundary for long double. -template <> -constexpr long double -beta_distribution<long double>::param_type::ThresholdPadding() { - return 10; -} -#endif - -template <typename RealType> -template <typename URBG> -typename beta_distribution<RealType>::result_type -beta_distribution<RealType>::AlgorithmJoehnk( - URBG& g, // NOLINT(runtime/references) - const param_type& p) { - using random_internal::GeneratePositiveTag; - using random_internal::GenerateRealFromBits; - using real_type = - absl::conditional_t<std::is_same<RealType, float>::value, float, double>; - - // Based on Joehnk, M. D. Erzeugung von betaverteilten und gammaverteilten - // Zufallszahlen. Metrika 8.1 (1964): 5-15. - // This method is described in Knuth, Vol 2 (Third Edition), pp 134. - - result_type u, v, x, y, z; - for (;;) { - u = GenerateRealFromBits<real_type, GeneratePositiveTag, false>( - fast_u64_(g)); - v = GenerateRealFromBits<real_type, GeneratePositiveTag, false>( - fast_u64_(g)); - - // Direct method. std::pow is slow for float, so rely on the optimizer to - // remove the std::pow() path for that case. - if (!std::is_same<float, result_type>::value) { - x = std::pow(u, p.a_); - y = std::pow(v, p.b_); - z = x + y; - if (z > 1) { - // Reject if and only if `x + y > 1.0` - continue; - } - if (z > 0) { - // When both alpha and beta are small, x and y are both close to 0, so - // divide by (x+y) directly may result in nan. - return x / z; - } - } - - // Log transform. - // x = log( pow(u, p.a_) ), y = log( pow(v, p.b_) ) - // since u, v <= 1.0, x, y < 0. - x = std::log(u) * p.a_; - y = std::log(v) * p.b_; - if (!std::isfinite(x) || !std::isfinite(y)) { - continue; - } - // z = log( pow(u, a) + pow(v, b) ) - z = x > y ? (x + std::log(1 + std::exp(y - x))) - : (y + std::log(1 + std::exp(x - y))); - // Reject iff log(x+y) > 0. - if (z > 0) { - continue; - } - return std::exp(x - z); - } -} - -template <typename RealType> -template <typename URBG> -typename beta_distribution<RealType>::result_type -beta_distribution<RealType>::AlgorithmCheng( - URBG& g, // NOLINT(runtime/references) - const param_type& p) { - using random_internal::GeneratePositiveTag; - using random_internal::GenerateRealFromBits; - using real_type = - absl::conditional_t<std::is_same<RealType, float>::value, float, double>; - - // Based on Cheng, Russell CH. Generating beta variates with nonintegral - // shape parameters. Communications of the ACM 21.4 (1978): 317-322. - // (https://dl.acm.org/citation.cfm?id=359482). - static constexpr result_type kLogFour = - result_type(1.3862943611198906188344642429163531361); // log(4) - static constexpr result_type kS = - result_type(2.6094379124341003746007593332261876); // 1+log(5) - - const bool use_algorithm_ba = (p.method_ == param_type::CHENG_BA); - result_type u1, u2, v, w, z, r, s, t, bw_inv, lhs; - for (;;) { - u1 = GenerateRealFromBits<real_type, GeneratePositiveTag, false>( - fast_u64_(g)); - u2 = GenerateRealFromBits<real_type, GeneratePositiveTag, false>( - fast_u64_(g)); - v = p.y_ * std::log(u1 / (1 - u1)); - w = p.a_ * std::exp(v); - bw_inv = result_type(1) / (p.b_ + w); - r = p.gamma_ * v - kLogFour; - s = p.a_ + r - w; - z = u1 * u1 * u2; - if (!use_algorithm_ba && s + kS >= 5 * z) { - break; - } - t = std::log(z); - if (!use_algorithm_ba && s >= t) { - break; - } - lhs = p.x_ * (p.log_x_ + std::log(bw_inv)) + r; - if (lhs >= t) { - break; - } - } - return p.inverted_ ? (1 - w * bw_inv) : w * bw_inv; -} - -template <typename RealType> -template <typename URBG> -typename beta_distribution<RealType>::result_type -beta_distribution<RealType>::operator()(URBG& g, // NOLINT(runtime/references) - const param_type& p) { - switch (p.method_) { - case param_type::JOEHNK: - return AlgorithmJoehnk(g, p); - case param_type::CHENG_BA: - ABSL_FALLTHROUGH_INTENDED; - case param_type::CHENG_BB: - return AlgorithmCheng(g, p); - default: - return DegenerateCase(g, p); - } -} - -template <typename CharT, typename Traits, typename RealType> -std::basic_ostream<CharT, Traits>& operator<<( - std::basic_ostream<CharT, Traits>& os, // NOLINT(runtime/references) - const beta_distribution<RealType>& x) { - auto saver = random_internal::make_ostream_state_saver(os); - os.precision(random_internal::stream_precision_helper<RealType>::kPrecision); - os << x.alpha() << os.fill() << x.beta(); - return os; -} - -template <typename CharT, typename Traits, typename RealType> -std::basic_istream<CharT, Traits>& operator>>( - std::basic_istream<CharT, Traits>& is, // NOLINT(runtime/references) - beta_distribution<RealType>& x) { // NOLINT(runtime/references) - using result_type = typename beta_distribution<RealType>::result_type; - using param_type = typename beta_distribution<RealType>::param_type; - result_type alpha, beta; - - auto saver = random_internal::make_istream_state_saver(is); - alpha = random_internal::read_floating_point<result_type>(is); - if (is.fail()) return is; - beta = random_internal::read_floating_point<result_type>(is); - if (!is.fail()) { - x.param(param_type(alpha, beta)); - } - return is; -} - -ABSL_NAMESPACE_END -} // namespace absl - -#endif // ABSL_RANDOM_BETA_DISTRIBUTION_H_ |