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Diffstat (limited to 'absl/random/bernoulli_distribution_test.cc')
-rw-r--r-- | absl/random/bernoulli_distribution_test.cc | 213 |
1 files changed, 213 insertions, 0 deletions
diff --git a/absl/random/bernoulli_distribution_test.cc b/absl/random/bernoulli_distribution_test.cc new file mode 100644 index 00000000..f2c3b99c --- /dev/null +++ b/absl/random/bernoulli_distribution_test.cc @@ -0,0 +1,213 @@ +// 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/bernoulli_distribution.h" + +#include <cmath> +#include <cstddef> +#include <random> +#include <sstream> +#include <utility> + +#include "gtest/gtest.h" +#include "absl/random/internal/sequence_urbg.h" +#include "absl/random/random.h" + +namespace { + +class BernoulliTest : public testing::TestWithParam<std::pair<double, size_t>> { +}; + +TEST_P(BernoulliTest, Serialize) { + const double d = GetParam().first; + absl::bernoulli_distribution before(d); + + { + absl::bernoulli_distribution via_param{ + absl::bernoulli_distribution::param_type(d)}; + EXPECT_EQ(via_param, before); + } + + std::stringstream ss; + ss << before; + absl::bernoulli_distribution after(0.6789); + + EXPECT_NE(before.p(), after.p()); + EXPECT_NE(before.param(), after.param()); + EXPECT_NE(before, after); + + ss >> after; + + EXPECT_EQ(before.p(), after.p()); + EXPECT_EQ(before.param(), after.param()); + EXPECT_EQ(before, after); +} + +TEST_P(BernoulliTest, Accuracy) { + // Sadly, the claim to fame for this implementation is precise accuracy, which + // is very, very hard to measure, the improvements come as trials approach the + // limit of double accuracy; thus the outcome differs from the + // std::bernoulli_distribution with a probability of approximately 1 in 2^-53. + const std::pair<double, size_t> para = GetParam(); + size_t trials = para.second; + double p = para.first; + + absl::InsecureBitGen rng; + + size_t yes = 0; + absl::bernoulli_distribution dist(p); + for (size_t i = 0; i < trials; ++i) { + if (dist(rng)) yes++; + } + + // Compute the distribution parameters for a binomial test, using a normal + // approximation for the confidence interval, as there are a sufficiently + // large number of trials that the central limit theorem applies. + const double stddev_p = std::sqrt((p * (1.0 - p)) / trials); + const double expected = trials * p; + const double stddev = trials * stddev_p; + + // 5 sigma, approved by Richard Feynman + EXPECT_NEAR(yes, expected, 5 * stddev) + << "@" << p << ", " + << std::abs(static_cast<double>(yes) - expected) / stddev << " stddev"; +} + +// There must be many more trials to make the mean approximately normal for `p` +// closes to 0 or 1. +INSTANTIATE_TEST_SUITE_P( + All, BernoulliTest, + ::testing::Values( + // Typical values. + std::make_pair(0, 30000), std::make_pair(1e-3, 30000000), + std::make_pair(0.1, 3000000), std::make_pair(0.5, 3000000), + std::make_pair(0.9, 30000000), std::make_pair(0.999, 30000000), + std::make_pair(1, 30000), + // Boundary cases. + std::make_pair(std::nextafter(1.0, 0.0), 1), // ~1 - epsilon + std::make_pair(std::numeric_limits<double>::epsilon(), 1), + std::make_pair(std::nextafter(std::numeric_limits<double>::min(), + 1.0), // min + epsilon + 1), + std::make_pair(std::numeric_limits<double>::min(), // smallest normal + 1), + std::make_pair( + std::numeric_limits<double>::denorm_min(), // smallest denorm + 1), + std::make_pair(std::numeric_limits<double>::min() / 2, 1), // denorm + std::make_pair(std::nextafter(std::numeric_limits<double>::min(), + 0.0), // denorm_max + 1))); + +// NOTE: absl::bernoulli_distribution is not guaranteed to be stable. +TEST(BernoulliTest, StabilityTest) { + // absl::bernoulli_distribution stability relies on FastUniformBits and + // integer arithmetic. + absl::random_internal::sequence_urbg urbg({ + 0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull, + 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull, + 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull, + 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull, + 0x4864f22c059bf29eull, 0x247856d8b862665cull, 0xe46e86e9a1337e10ull, + 0xd8c8541f3519b133ull, 0xe75b5162c567b9e4ull, 0xf732e5ded7009c5bull, + 0xb170b98353121eacull, 0x1ec2e8986d2362caull, 0x814c8e35fe9a961aull, + 0x0c3cd59c9b638a02ull, 0xcb3bb6478a07715cull, 0x1224e62c978bbc7full, + 0x671ef2cb04e81f6eull, 0x3c1cbd811eaf1808ull, 0x1bbc23cfa8fac721ull, + 0xa4c2cda65e596a51ull, 0xb77216fad37adf91ull, 0x836d794457c08849ull, + 0xe083df03475f49d7ull, 0xbc9feb512e6b0d6cull, 0xb12d74fdd718c8c5ull, + 0x12ff09653bfbe4caull, 0x8dd03a105bc4ee7eull, 0x5738341045ba0d85ull, + 0xe3fd722dc65ad09eull, 0x5a14fd21ea2a5705ull, 0x14e6ea4d6edb0c73ull, + 0x275b0dc7e0a18acfull, 0x36cebe0d2653682eull, 0x0361e9b23861596bull, + }); + + // Generate a std::string of '0' and '1' for the distribution output. + auto generate = [&urbg](absl::bernoulli_distribution& dist) { + std::string output; + output.reserve(36); + urbg.reset(); + for (int i = 0; i < 35; i++) { + output.append(dist(urbg) ? "1" : "0"); + } + return output; + }; + + const double kP = 0.0331289862362; + { + absl::bernoulli_distribution dist(kP); + auto v = generate(dist); + EXPECT_EQ(35, urbg.invocations()); + EXPECT_EQ(v, "00000000000010000000000010000000000") << dist; + } + { + absl::bernoulli_distribution dist(kP * 10.0); + auto v = generate(dist); + EXPECT_EQ(35, urbg.invocations()); + EXPECT_EQ(v, "00000100010010010010000011000011010") << dist; + } + { + absl::bernoulli_distribution dist(kP * 20.0); + auto v = generate(dist); + EXPECT_EQ(35, urbg.invocations()); + EXPECT_EQ(v, "00011110010110110011011111110111011") << dist; + } + { + absl::bernoulli_distribution dist(1.0 - kP); + auto v = generate(dist); + EXPECT_EQ(35, urbg.invocations()); + EXPECT_EQ(v, "11111111111111111111011111111111111") << dist; + } +} + +TEST(BernoulliTest, StabilityTest2) { + absl::random_internal::sequence_urbg urbg( + {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull, + 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull, + 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull, + 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull}); + + // Generate a std::string of '0' and '1' for the distribution output. + auto generate = [&urbg](absl::bernoulli_distribution& dist) { + std::string output; + output.reserve(13); + urbg.reset(); + for (int i = 0; i < 12; i++) { + output.append(dist(urbg) ? "1" : "0"); + } + return output; + }; + + constexpr double b0 = 1.0 / 13.0 / 0.2; + constexpr double b1 = 2.0 / 13.0 / 0.2; + constexpr double b3 = (5.0 / 13.0 / 0.2) - ((1 - b0) + (1 - b1) + (1 - b1)); + { + absl::bernoulli_distribution dist(b0); + auto v = generate(dist); + EXPECT_EQ(12, urbg.invocations()); + EXPECT_EQ(v, "000011100101") << dist; + } + { + absl::bernoulli_distribution dist(b1); + auto v = generate(dist); + EXPECT_EQ(12, urbg.invocations()); + EXPECT_EQ(v, "001111101101") << dist; + } + { + absl::bernoulli_distribution dist(b3); + auto v = generate(dist); + EXPECT_EQ(12, urbg.invocations()); + EXPECT_EQ(v, "001111101111") << dist; + } +} + +} // namespace |