Resolve things raised in https://github.com/nim-lang/Nim/issues/10081 ? (#10084)
* Resolve things raised in https://github.com/nim-lang/Nim/issues/10081 ? CDF is a standard ident in all things related to random numbers/sampling, and full words "cumulativeDistributionFunction" would be silly long, in this case, IMO. We use lowercase `cdf` to make it not look like a type, remove all looping from `sample` letting callers do it. Besides just side-stepping any `sampleSize` name choice, callers may want to filter out samples anyway which this makes slightly simpler. Also add two variants of `cumsum`, value return and in-place update distinguished by the var-ness of the first argument. Add tests for `int` and `float` for both `cumsum` and the new `sample`. (The sample tests exercise the value return mode of `cumsum`.) Functionality pre-this-PR `sample(a, w)` is now the almost as simple `for i in 0..<n: sample(a, w.cumsum)`, but this new code factoring is almost surely better. The statistical tests pass, as before. * Address Araq comment in https://github.com/nim-lang/Nim/pull/10084 We can always add in some `var` version later if desired to save memory, but this change now at least firms up the `sample` interface. * Rename `cumsum` -> `cumsummed` to honor NEP1 style. Re-instate `cumsum` as the in-place transformation. Test both in `tests/stdlib/tmath.nim` and use `cumsummed` in the example code for sample since that's a simpler example. * Fix requests from https://github.com/nim-lang/Nim/pull/10084 : example in lib/pure/math.nim and comment whitespace in lib/pure/random.nim
This commit is contained in:
parent
e87910197a
commit
7ac1fc81fd
3 changed files with 85 additions and 29 deletions
|
|
@ -175,27 +175,26 @@ proc sample*[T](a: openArray[T]): T =
|
|||
## returns a random element from openArray ``a`` using non-thread-safe state.
|
||||
result = a[rand(a.low..a.high)]
|
||||
|
||||
proc sample*[T, U](r: var Rand; a: openArray[T], w: openArray[U], n=1): seq[T] =
|
||||
## Return a sample (with replacement) of size ``n`` from elements of ``a``
|
||||
## according to convertible-to-``float``, not necessarily normalized, and
|
||||
## non-negative weights ``w``. Uses state in ``r``. Must have sum ``w > 0.0``.
|
||||
assert(w.len == a.len)
|
||||
var cdf = newSeq[float](a.len) # The *unnormalized* CDF
|
||||
var tot = 0.0 # Unnormalized is fine if we sample up to tot
|
||||
for i, w in w:
|
||||
assert(w >= 0)
|
||||
tot += float(w)
|
||||
cdf[i] = tot
|
||||
assert(tot > 0.0) # Need at least one non-zero weight
|
||||
for i in 0 ..< n:
|
||||
result.add(a[cdf.upperBound(r.rand(tot))])
|
||||
|
||||
proc sample*[T, U](a: openArray[T], w: openArray[U], n=1): seq[T] =
|
||||
## Return a sample (with replacement) of size ``n`` from elements of ``a``
|
||||
## according to convertible-to-``float``, not necessarily normalized, and
|
||||
## non-negative weights ``w``. Uses default non-thread-safe state.
|
||||
state.sample(a, w, n)
|
||||
proc sample*[T, U](r: var Rand; a: openArray[T], cdf: openArray[U]): T =
|
||||
## Sample one element from openArray ``a`` when it has cumulative distribution
|
||||
## function (CDF) ``cdf`` (not necessarily normalized, any type of elements
|
||||
## convertible to ``float``). Uses state in ``r``. E.g.:
|
||||
##
|
||||
## .. code-block:: nim
|
||||
## let val = [ "a", "b", "c", "d" ] # some values
|
||||
## var cnt = [1, 2, 3, 4] # histogram of counts
|
||||
## echo r.sample(val, cnt.cumsummed) # echo a sample
|
||||
assert(cdf.len == a.len) # Two basic sanity checks.
|
||||
assert(float(cdf[^1]) > 0.0)
|
||||
#While we could check cdf[i-1] <= cdf[i] for i in 1..cdf.len, that could get
|
||||
#awfully expensive even in debugging modes.
|
||||
let u = r.rand(float(cdf[^1]))
|
||||
a[cdf.upperBound(U(u))]
|
||||
|
||||
proc sample*[T, U](a: openArray[T], cdf: openArray[U]): T =
|
||||
## Like ``sample(var Rand; openArray[T], openArray[U])``, but uses default
|
||||
## non-thread-safe state.
|
||||
state.sample(a, cdf)
|
||||
|
||||
proc initRand*(seed: int64): Rand =
|
||||
## Creates a new ``Rand`` state from ``seed``.
|
||||
|
|
|
|||
Loading…
Add table
Add a link
Reference in a new issue