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authorGravatar Abseil Team <absl-team@google.com>2019-08-08 10:56:58 -0700
committerGravatar CJ Johnson <johnsoncj@google.com>2019-08-08 14:19:45 -0400
commitaa844899c937bde5d2b24f276b59997e5b668bde (patch)
treecd18e64150abc74b85bbbf6abf990f66fa47cacd /absl/random/zipf_distribution.h
parentfcb104594b0bb4b8ac306cb2f55ecdad40974683 (diff)
Creation of LTS branch "lts_2019_08_08"20190808
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Diffstat (limited to 'absl/random/zipf_distribution.h')
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diff --git a/absl/random/zipf_distribution.h b/absl/random/zipf_distribution.h
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+// 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_ZIPF_DISTRIBUTION_H_
+#define ABSL_RANDOM_ZIPF_DISTRIBUTION_H_
+
+#include <cassert>
+#include <cmath>
+#include <istream>
+#include <limits>
+#include <ostream>
+#include <type_traits>
+
+#include "absl/random/internal/iostream_state_saver.h"
+#include "absl/random/uniform_real_distribution.h"
+
+namespace absl {
+inline namespace lts_2019_08_08 {
+
+// absl::zipf_distribution produces random integer-values in the range [0, k],
+// distributed according to the discrete probability function:
+//
+// P(x) = (v + x) ^ -q
+//
+// The parameter `v` must be greater than 0 and the parameter `q` must be
+// greater than 1. If either of these parameters take invalid values then the
+// behavior is undefined.
+//
+// IntType is the result_type generated by the generator. It must be of integral
+// type; a static_assert ensures this is the case.
+//
+// The implementation is based on W.Hormann, G.Derflinger:
+//
+// "Rejection-Inversion to Generate Variates from Monotone Discrete
+// Distributions"
+//
+// http://eeyore.wu-wien.ac.at/papers/96-04-04.wh-der.ps.gz
+//
+template <typename IntType = int>
+class zipf_distribution {
+ public:
+ using result_type = IntType;
+
+ class param_type {
+ public:
+ using distribution_type = zipf_distribution;
+
+ // Preconditions: k > 0, v > 0, q > 1
+ // The precondidtions are validated when NDEBUG is not defined via
+ // a pair of assert() directives.
+ // If NDEBUG is defined and either or both of these parameters take invalid
+ // values, the behavior of the class is undefined.
+ explicit param_type(result_type k = (std::numeric_limits<IntType>::max)(),
+ double q = 2.0, double v = 1.0);
+
+ result_type k() const { return k_; }
+ double q() const { return q_; }
+ double v() const { return v_; }
+
+ friend bool operator==(const param_type& a, const param_type& b) {
+ return a.k_ == b.k_ && a.q_ == b.q_ && a.v_ == b.v_;
+ }
+ friend bool operator!=(const param_type& a, const param_type& b) {
+ return !(a == b);
+ }
+
+ private:
+ friend class zipf_distribution;
+ inline double h(double x) const;
+ inline double hinv(double x) const;
+ inline double compute_s() const;
+ inline double pow_negative_q(double x) const;
+
+ // Parameters here are exactly the same as the parameters of Algorithm ZRI
+ // in the paper.
+ IntType k_;
+ double q_;
+ double v_;
+
+ double one_minus_q_; // 1-q
+ double s_;
+ double one_minus_q_inv_; // 1 / 1-q
+ double hxm_; // h(k + 0.5)
+ double hx0_minus_hxm_; // h(x0) - h(k + 0.5)
+
+ static_assert(std::is_integral<IntType>::value,
+ "Class-template absl::zipf_distribution<> must be "
+ "parameterized using an integral type.");
+ };
+
+ zipf_distribution()
+ : zipf_distribution((std::numeric_limits<IntType>::max)()) {}
+
+ explicit zipf_distribution(result_type k, double q = 2.0, double v = 1.0)
+ : param_(k, q, v) {}
+
+ explicit zipf_distribution(const param_type& p) : param_(p) {}
+
+ void reset() {}
+
+ 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);
+
+ result_type k() const { return param_.k(); }
+ double q() const { return param_.q(); }
+ double v() const { return param_.v(); }
+
+ 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 k(); }
+
+ friend bool operator==(const zipf_distribution& a,
+ const zipf_distribution& b) {
+ return a.param_ == b.param_;
+ }
+ friend bool operator!=(const zipf_distribution& a,
+ const zipf_distribution& b) {
+ return a.param_ != b.param_;
+ }
+
+ private:
+ param_type param_;
+};
+
+// --------------------------------------------------------------------------
+// Implementation details follow
+// --------------------------------------------------------------------------
+
+template <typename IntType>
+zipf_distribution<IntType>::param_type::param_type(
+ typename zipf_distribution<IntType>::result_type k, double q, double v)
+ : k_(k), q_(q), v_(v), one_minus_q_(1 - q) {
+ assert(q > 1);
+ assert(v > 0);
+ assert(k > 0);
+ one_minus_q_inv_ = 1 / one_minus_q_;
+
+ // Setup for the ZRI algorithm (pg 17 of the paper).
+ // Compute: h(i max) => h(k + 0.5)
+ constexpr double kMax = 18446744073709549568.0;
+ double kd = static_cast<double>(k);
+ // TODO(absl-team): Determine if this check is needed, and if so, add a test
+ // that fails for k > kMax
+ if (kd > kMax) {
+ // Ensure that our maximum value is capped to a value which will
+ // round-trip back through double.
+ kd = kMax;
+ }
+ hxm_ = h(kd + 0.5);
+
+ // Compute: h(0)
+ const bool use_precomputed = (v == 1.0 && q == 2.0);
+ const double h0x5 = use_precomputed ? (-1.0 / 1.5) // exp(-log(1.5))
+ : h(0.5);
+ const double elogv_q = (v_ == 1.0) ? 1 : pow_negative_q(v_);
+
+ // h(0) = h(0.5) - exp(log(v) * -q)
+ hx0_minus_hxm_ = (h0x5 - elogv_q) - hxm_;
+
+ // And s
+ s_ = use_precomputed ? 0.46153846153846123 : compute_s();
+}
+
+template <typename IntType>
+double zipf_distribution<IntType>::param_type::h(double x) const {
+ // std::exp(one_minus_q_ * std::log(v_ + x)) * one_minus_q_inv_;
+ x += v_;
+ return (one_minus_q_ == -1.0)
+ ? (-1.0 / x) // -exp(-log(x))
+ : (std::exp(std::log(x) * one_minus_q_) * one_minus_q_inv_);
+}
+
+template <typename IntType>
+double zipf_distribution<IntType>::param_type::hinv(double x) const {
+ // std::exp(one_minus_q_inv_ * std::log(one_minus_q_ * x)) - v_;
+ return -v_ + ((one_minus_q_ == -1.0)
+ ? (-1.0 / x) // exp(-log(-x))
+ : std::exp(one_minus_q_inv_ * std::log(one_minus_q_ * x)));
+}
+
+template <typename IntType>
+double zipf_distribution<IntType>::param_type::compute_s() const {
+ // 1 - hinv(h(1.5) - std::exp(std::log(v_ + 1) * -q_));
+ return 1.0 - hinv(h(1.5) - pow_negative_q(v_ + 1.0));
+}
+
+template <typename IntType>
+double zipf_distribution<IntType>::param_type::pow_negative_q(double x) const {
+ // std::exp(std::log(x) * -q_);
+ return q_ == 2.0 ? (1.0 / (x * x)) : std::exp(std::log(x) * -q_);
+}
+
+template <typename IntType>
+template <typename URBG>
+typename zipf_distribution<IntType>::result_type
+zipf_distribution<IntType>::operator()(
+ URBG& g, const param_type& p) { // NOLINT(runtime/references)
+ absl::uniform_real_distribution<double> uniform_double;
+ double k;
+ for (;;) {
+ const double v = uniform_double(g);
+ const double u = p.hxm_ + v * p.hx0_minus_hxm_;
+ const double x = p.hinv(u);
+ k = rint(x); // std::floor(x + 0.5);
+ if (k > p.k()) continue; // reject k > max_k
+ if (k - x <= p.s_) break;
+ const double h = p.h(k + 0.5);
+ const double r = p.pow_negative_q(p.v_ + k);
+ if (u >= h - r) break;
+ }
+ IntType ki = static_cast<IntType>(k);
+ assert(ki <= p.k_);
+ return ki;
+}
+
+template <typename CharT, typename Traits, typename IntType>
+std::basic_ostream<CharT, Traits>& operator<<(
+ std::basic_ostream<CharT, Traits>& os, // NOLINT(runtime/references)
+ const zipf_distribution<IntType>& x) {
+ using stream_type =
+ typename random_internal::stream_format_type<IntType>::type;
+ auto saver = random_internal::make_ostream_state_saver(os);
+ os.precision(random_internal::stream_precision_helper<double>::kPrecision);
+ os << static_cast<stream_type>(x.k()) << os.fill() << x.q() << os.fill()
+ << x.v();
+ return os;
+}
+
+template <typename CharT, typename Traits, typename IntType>
+std::basic_istream<CharT, Traits>& operator>>(
+ std::basic_istream<CharT, Traits>& is, // NOLINT(runtime/references)
+ zipf_distribution<IntType>& x) { // NOLINT(runtime/references)
+ using result_type = typename zipf_distribution<IntType>::result_type;
+ using param_type = typename zipf_distribution<IntType>::param_type;
+ using stream_type =
+ typename random_internal::stream_format_type<IntType>::type;
+ stream_type k;
+ double q;
+ double v;
+
+ auto saver = random_internal::make_istream_state_saver(is);
+ is >> k >> q >> v;
+ if (!is.fail()) {
+ x.param(param_type(static_cast<result_type>(k), q, v));
+ }
+ return is;
+}
+
+} // inline namespace lts_2019_08_08
+} // namespace absl
+
+#endif // ABSL_RANDOM_ZIPF_DISTRIBUTION_H_