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Diffstat (limited to 'absl/random/distributions_test.cc')
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diff --git a/absl/random/distributions_test.cc b/absl/random/distributions_test.cc new file mode 100644 index 00000000..eb82868d --- /dev/null +++ b/absl/random/distributions_test.cc @@ -0,0 +1,494 @@ +// 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/distributions.h" + +#include <cmath> +#include <cstdint> +#include <random> +#include <vector> + +#include "gtest/gtest.h" +#include "absl/random/internal/distribution_test_util.h" +#include "absl/random/random.h" + +namespace { + +constexpr int kSize = 400000; + +class RandomDistributionsTest : public testing::Test {}; + +TEST_F(RandomDistributionsTest, UniformBoundFunctions) { + using absl::IntervalClosedClosed; + using absl::IntervalClosedOpen; + using absl::IntervalOpenClosed; + using absl::IntervalOpenOpen; + using absl::random_internal::uniform_lower_bound; + using absl::random_internal::uniform_upper_bound; + + // absl::uniform_int_distribution natively assumes IntervalClosedClosed + // absl::uniform_real_distribution natively assumes IntervalClosedOpen + + EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, 0, 100), 1); + EXPECT_EQ(uniform_lower_bound(IntervalOpenOpen, 0, 100), 1); + EXPECT_GT(uniform_lower_bound<float>(IntervalOpenClosed, 0, 1.0), 0); + EXPECT_GT(uniform_lower_bound<float>(IntervalOpenOpen, 0, 1.0), 0); + EXPECT_GT(uniform_lower_bound<double>(IntervalOpenClosed, 0, 1.0), 0); + EXPECT_GT(uniform_lower_bound<double>(IntervalOpenOpen, 0, 1.0), 0); + + EXPECT_EQ(uniform_lower_bound(IntervalClosedClosed, 0, 100), 0); + EXPECT_EQ(uniform_lower_bound(IntervalClosedOpen, 0, 100), 0); + EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedClosed, 0, 1.0), 0); + EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedOpen, 0, 1.0), 0); + EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedClosed, 0, 1.0), 0); + EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedOpen, 0, 1.0), 0); + + EXPECT_EQ(uniform_upper_bound(IntervalOpenOpen, 0, 100), 99); + EXPECT_EQ(uniform_upper_bound(IntervalClosedOpen, 0, 100), 99); + EXPECT_EQ(uniform_upper_bound<float>(IntervalOpenOpen, 0, 1.0), 1.0); + EXPECT_EQ(uniform_upper_bound<float>(IntervalClosedOpen, 0, 1.0), 1.0); + EXPECT_EQ(uniform_upper_bound<double>(IntervalOpenOpen, 0, 1.0), 1.0); + EXPECT_EQ(uniform_upper_bound<double>(IntervalClosedOpen, 0, 1.0), 1.0); + + EXPECT_EQ(uniform_upper_bound(IntervalOpenClosed, 0, 100), 100); + EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0, 100), 100); + EXPECT_GT(uniform_upper_bound<float>(IntervalOpenClosed, 0, 1.0), 1.0); + EXPECT_GT(uniform_upper_bound<float>(IntervalClosedClosed, 0, 1.0), 1.0); + EXPECT_GT(uniform_upper_bound<double>(IntervalOpenClosed, 0, 1.0), 1.0); + EXPECT_GT(uniform_upper_bound<double>(IntervalClosedClosed, 0, 1.0), 1.0); + + // Negative value tests + EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, -100, -1), -99); + EXPECT_EQ(uniform_lower_bound(IntervalOpenOpen, -100, -1), -99); + EXPECT_GT(uniform_lower_bound<float>(IntervalOpenClosed, -2.0, -1.0), -2.0); + EXPECT_GT(uniform_lower_bound<float>(IntervalOpenOpen, -2.0, -1.0), -2.0); + EXPECT_GT(uniform_lower_bound<double>(IntervalOpenClosed, -2.0, -1.0), -2.0); + EXPECT_GT(uniform_lower_bound<double>(IntervalOpenOpen, -2.0, -1.0), -2.0); + + EXPECT_EQ(uniform_lower_bound(IntervalClosedClosed, -100, -1), -100); + EXPECT_EQ(uniform_lower_bound(IntervalClosedOpen, -100, -1), -100); + EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedClosed, -2.0, -1.0), -2.0); + EXPECT_EQ(uniform_lower_bound<float>(IntervalClosedOpen, -2.0, -1.0), -2.0); + EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedClosed, -2.0, -1.0), + -2.0); + EXPECT_EQ(uniform_lower_bound<double>(IntervalClosedOpen, -2.0, -1.0), -2.0); + + EXPECT_EQ(uniform_upper_bound(IntervalOpenOpen, -100, -1), -2); + EXPECT_EQ(uniform_upper_bound(IntervalClosedOpen, -100, -1), -2); + EXPECT_EQ(uniform_upper_bound<float>(IntervalOpenOpen, -2.0, -1.0), -1.0); + EXPECT_EQ(uniform_upper_bound<float>(IntervalClosedOpen, -2.0, -1.0), -1.0); + EXPECT_EQ(uniform_upper_bound<double>(IntervalOpenOpen, -2.0, -1.0), -1.0); + EXPECT_EQ(uniform_upper_bound<double>(IntervalClosedOpen, -2.0, -1.0), -1.0); + + EXPECT_EQ(uniform_upper_bound(IntervalOpenClosed, -100, -1), -1); + EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, -100, -1), -1); + EXPECT_GT(uniform_upper_bound<float>(IntervalOpenClosed, -2.0, -1.0), -1.0); + EXPECT_GT(uniform_upper_bound<float>(IntervalClosedClosed, -2.0, -1.0), -1.0); + EXPECT_GT(uniform_upper_bound<double>(IntervalOpenClosed, -2.0, -1.0), -1.0); + EXPECT_GT(uniform_upper_bound<double>(IntervalClosedClosed, -2.0, -1.0), + -1.0); + + // Edge cases: the next value toward itself is itself. + const double d = 1.0; + const float f = 1.0; + EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, d, d), d); + EXPECT_EQ(uniform_lower_bound(IntervalOpenClosed, f, f), f); + + EXPECT_GT(uniform_lower_bound(IntervalOpenClosed, 1.0, 2.0), 1.0); + EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, +0.0), 1.0); + EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, -0.0), 1.0); + EXPECT_LT(uniform_lower_bound(IntervalOpenClosed, 1.0, -1.0), 1.0); + + EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0.0f, + std::numeric_limits<float>::max()), + std::numeric_limits<float>::max()); + EXPECT_EQ(uniform_upper_bound(IntervalClosedClosed, 0.0, + std::numeric_limits<double>::max()), + std::numeric_limits<double>::max()); +} + +struct Invalid {}; + +template <typename A, typename B> +auto InferredUniformReturnT(int) + -> decltype(absl::Uniform(std::declval<absl::InsecureBitGen&>(), + std::declval<A>(), std::declval<B>())); + +template <typename, typename> +Invalid InferredUniformReturnT(...); + +template <typename TagType, typename A, typename B> +auto InferredTaggedUniformReturnT(int) + -> decltype(absl::Uniform(std::declval<TagType>(), + std::declval<absl::InsecureBitGen&>(), + std::declval<A>(), std::declval<B>())); + +template <typename, typename, typename> +Invalid InferredTaggedUniformReturnT(...); + +// Given types <A, B, Expect>, CheckArgsInferType() verifies that +// +// absl::Uniform(gen, A{}, B{}) +// +// returns the type "Expect". +// +// This interface can also be used to assert that a given absl::Uniform() +// overload does not exist / will not compile. Given types <A, B>, the +// expression +// +// decltype(absl::Uniform(..., std::declval<A>(), std::declval<B>())) +// +// will not compile, leaving the definition of InferredUniformReturnT<A, B> to +// resolve (via SFINAE) to the overload which returns type "Invalid". This +// allows tests to assert that an invocation such as +// +// absl::Uniform(gen, 1.23f, std::numeric_limits<int>::max() - 1) +// +// should not compile, since neither type, float nor int, can precisely +// represent both endpoint-values. Writing: +// +// CheckArgsInferType<float, int, Invalid>() +// +// will assert that this overload does not exist. +template <typename A, typename B, typename Expect> +void CheckArgsInferType() { + static_assert( + absl::conjunction< + std::is_same<Expect, decltype(InferredUniformReturnT<A, B>(0))>, + std::is_same<Expect, + decltype(InferredUniformReturnT<B, A>(0))>>::value, + ""); + static_assert( + absl::conjunction< + std::is_same<Expect, + decltype(InferredTaggedUniformReturnT< + absl::random_internal::IntervalOpenOpenT, A, B>( + 0))>, + std::is_same<Expect, + decltype(InferredTaggedUniformReturnT< + absl::random_internal::IntervalOpenOpenT, B, A>( + 0))>>::value, + ""); +} + +template <typename A, typename B, typename ExplicitRet> +auto ExplicitUniformReturnT(int) -> decltype( + absl::Uniform<ExplicitRet>(*std::declval<absl::InsecureBitGen*>(), + std::declval<A>(), std::declval<B>())); + +template <typename, typename, typename ExplicitRet> +Invalid ExplicitUniformReturnT(...); + +template <typename TagType, typename A, typename B, typename ExplicitRet> +auto ExplicitTaggedUniformReturnT(int) -> decltype(absl::Uniform<ExplicitRet>( + std::declval<TagType>(), *std::declval<absl::InsecureBitGen*>(), + std::declval<A>(), std::declval<B>())); + +template <typename, typename, typename, typename ExplicitRet> +Invalid ExplicitTaggedUniformReturnT(...); + +// Given types <A, B, Expect>, CheckArgsReturnExpectedType() verifies that +// +// absl::Uniform<Expect>(gen, A{}, B{}) +// +// returns the type "Expect", and that the function-overload has the signature +// +// Expect(URBG&, Expect, Expect) +template <typename A, typename B, typename Expect> +void CheckArgsReturnExpectedType() { + static_assert( + absl::conjunction< + std::is_same<Expect, + decltype(ExplicitUniformReturnT<A, B, Expect>(0))>, + std::is_same<Expect, decltype(ExplicitUniformReturnT<B, A, Expect>( + 0))>>::value, + ""); + static_assert( + absl::conjunction< + std::is_same<Expect, + decltype(ExplicitTaggedUniformReturnT< + absl::random_internal::IntervalOpenOpenT, A, B, + Expect>(0))>, + std::is_same<Expect, + decltype(ExplicitTaggedUniformReturnT< + absl::random_internal::IntervalOpenOpenT, B, A, + Expect>(0))>>::value, + ""); +} + +TEST_F(RandomDistributionsTest, UniformTypeInference) { + // Infers common types. + CheckArgsInferType<uint16_t, uint16_t, uint16_t>(); + CheckArgsInferType<uint32_t, uint32_t, uint32_t>(); + CheckArgsInferType<uint64_t, uint64_t, uint64_t>(); + CheckArgsInferType<int16_t, int16_t, int16_t>(); + CheckArgsInferType<int32_t, int32_t, int32_t>(); + CheckArgsInferType<int64_t, int64_t, int64_t>(); + CheckArgsInferType<float, float, float>(); + CheckArgsInferType<double, double, double>(); + + // Explicitly-specified return-values override inferences. + CheckArgsReturnExpectedType<int16_t, int16_t, int32_t>(); + CheckArgsReturnExpectedType<uint16_t, uint16_t, int32_t>(); + CheckArgsReturnExpectedType<int16_t, int16_t, int64_t>(); + CheckArgsReturnExpectedType<int16_t, int32_t, int64_t>(); + CheckArgsReturnExpectedType<int16_t, int32_t, double>(); + CheckArgsReturnExpectedType<float, float, double>(); + CheckArgsReturnExpectedType<int, int, int16_t>(); + + // Properly promotes uint16_t. + CheckArgsInferType<uint16_t, uint32_t, uint32_t>(); + CheckArgsInferType<uint16_t, uint64_t, uint64_t>(); + CheckArgsInferType<uint16_t, int32_t, int32_t>(); + CheckArgsInferType<uint16_t, int64_t, int64_t>(); + CheckArgsInferType<uint16_t, float, float>(); + CheckArgsInferType<uint16_t, double, double>(); + + // Properly promotes int16_t. + CheckArgsInferType<int16_t, int32_t, int32_t>(); + CheckArgsInferType<int16_t, int64_t, int64_t>(); + CheckArgsInferType<int16_t, float, float>(); + CheckArgsInferType<int16_t, double, double>(); + + // Invalid (u)int16_t-pairings do not compile. + // See "CheckArgsInferType" comments above, for how this is achieved. + CheckArgsInferType<uint16_t, int16_t, Invalid>(); + CheckArgsInferType<int16_t, uint32_t, Invalid>(); + CheckArgsInferType<int16_t, uint64_t, Invalid>(); + + // Properly promotes uint32_t. + CheckArgsInferType<uint32_t, uint64_t, uint64_t>(); + CheckArgsInferType<uint32_t, int64_t, int64_t>(); + CheckArgsInferType<uint32_t, double, double>(); + + // Properly promotes int32_t. + CheckArgsInferType<int32_t, int64_t, int64_t>(); + CheckArgsInferType<int32_t, double, double>(); + + // Invalid (u)int32_t-pairings do not compile. + CheckArgsInferType<uint32_t, int32_t, Invalid>(); + CheckArgsInferType<int32_t, uint64_t, Invalid>(); + CheckArgsInferType<int32_t, float, Invalid>(); + CheckArgsInferType<uint32_t, float, Invalid>(); + + // Invalid (u)int64_t-pairings do not compile. + CheckArgsInferType<uint64_t, int64_t, Invalid>(); + CheckArgsInferType<int64_t, float, Invalid>(); + CheckArgsInferType<int64_t, double, Invalid>(); + + // Properly promotes float. + CheckArgsInferType<float, double, double>(); + + // Examples. + absl::InsecureBitGen gen; + EXPECT_NE(1, absl::Uniform(gen, static_cast<uint16_t>(0), 1.0f)); + EXPECT_NE(1, absl::Uniform(gen, 0, 1.0)); + EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, + static_cast<uint16_t>(0), 1.0f)); + EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, 0, 1.0)); + EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, -1, 1.0)); + EXPECT_NE(1, absl::Uniform<double>(absl::IntervalOpenOpen, gen, -1, 1)); + EXPECT_NE(1, absl::Uniform<float>(absl::IntervalOpenOpen, gen, 0, 1)); + EXPECT_NE(1, absl::Uniform<float>(gen, 0, 1)); +} + +TEST_F(RandomDistributionsTest, UniformNoBounds) { + absl::InsecureBitGen gen; + + absl::Uniform<uint8_t>(gen); + absl::Uniform<uint16_t>(gen); + absl::Uniform<uint32_t>(gen); + absl::Uniform<uint64_t>(gen); +} + +// TODO(lar): Validate properties of non-default interval-semantics. +TEST_F(RandomDistributionsTest, UniformReal) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Uniform(gen, 0, 1.0); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(0.5, moments.mean, 0.02); + EXPECT_NEAR(1 / 12.0, moments.variance, 0.02); + EXPECT_NEAR(0.0, moments.skewness, 0.02); + EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02); +} + +TEST_F(RandomDistributionsTest, UniformInt) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + const int64_t kMax = 1000000000000ll; + int64_t j = absl::Uniform(absl::IntervalClosedClosed, gen, 0, kMax); + // convert to double. + values[i] = static_cast<double>(j) / static_cast<double>(kMax); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(0.5, moments.mean, 0.02); + EXPECT_NEAR(1 / 12.0, moments.variance, 0.02); + EXPECT_NEAR(0.0, moments.skewness, 0.02); + EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02); + + /* + // NOTE: These are not supported by absl::Uniform, which is specialized + // on integer and real valued types. + + enum E { E0, E1 }; // enum + enum S : int { S0, S1 }; // signed enum + enum U : unsigned int { U0, U1 }; // unsigned enum + + absl::Uniform(gen, E0, E1); + absl::Uniform(gen, S0, S1); + absl::Uniform(gen, U0, U1); + */ +} + +TEST_F(RandomDistributionsTest, Exponential) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Exponential<double>(gen); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(1.0, moments.mean, 0.02); + EXPECT_NEAR(1.0, moments.variance, 0.025); + EXPECT_NEAR(2.0, moments.skewness, 0.1); + EXPECT_LT(5.0, moments.kurtosis); +} + +TEST_F(RandomDistributionsTest, PoissonDefault) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Poisson<int64_t>(gen); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(1.0, moments.mean, 0.02); + EXPECT_NEAR(1.0, moments.variance, 0.02); + EXPECT_NEAR(1.0, moments.skewness, 0.025); + EXPECT_LT(2.0, moments.kurtosis); +} + +TEST_F(RandomDistributionsTest, PoissonLarge) { + constexpr double kMean = 100000000.0; + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Poisson<int64_t>(gen, kMean); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(kMean, moments.mean, kMean * 0.015); + EXPECT_NEAR(kMean, moments.variance, kMean * 0.015); + EXPECT_NEAR(std::sqrt(kMean), moments.skewness, kMean * 0.02); + EXPECT_LT(2.0, moments.kurtosis); +} + +TEST_F(RandomDistributionsTest, Bernoulli) { + constexpr double kP = 0.5151515151; + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Bernoulli(gen, kP); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(kP, moments.mean, 0.01); +} + +TEST_F(RandomDistributionsTest, Beta) { + constexpr double kAlpha = 2.0; + constexpr double kBeta = 3.0; + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Beta(gen, kAlpha, kBeta); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(0.4, moments.mean, 0.01); +} + +TEST_F(RandomDistributionsTest, Zipf) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Zipf<int64_t>(gen, 100); + } + + // The mean of a zipf distribution is: H(N, s-1) / H(N,s). + // Given the parameter v = 1, this gives the following function: + // (Hn(100, 1) - Hn(1,1)) / (Hn(100,2) - Hn(1,2)) = 6.5944 + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(6.5944, moments.mean, 2000) << moments; +} + +TEST_F(RandomDistributionsTest, Gaussian) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::Gaussian<double>(gen); + } + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(0.0, moments.mean, 0.02); + EXPECT_NEAR(1.0, moments.variance, 0.04); + EXPECT_NEAR(0, moments.skewness, 0.2); + EXPECT_NEAR(3.0, moments.kurtosis, 0.5); +} + +TEST_F(RandomDistributionsTest, LogUniform) { + std::vector<double> values(kSize); + + absl::InsecureBitGen gen; + for (int i = 0; i < kSize; i++) { + values[i] = absl::LogUniform<int64_t>(gen, 0, (1 << 10) - 1); + } + + // The mean is the sum of the fractional means of the uniform distributions: + // [0..0][1..1][2..3][4..7][8..15][16..31][32..63] + // [64..127][128..255][256..511][512..1023] + const double mean = (0 + 1 + 1 + 2 + 3 + 4 + 7 + 8 + 15 + 16 + 31 + 32 + 63 + + 64 + 127 + 128 + 255 + 256 + 511 + 512 + 1023) / + (2.0 * 11.0); + + const auto moments = + absl::random_internal::ComputeDistributionMoments(values); + EXPECT_NEAR(mean, moments.mean, 2) << moments; +} + +} // namespace |