// 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 #include #include #include #include #include "gtest/gtest.h" #include "absl/random/internal/pcg_engine.h" #include "absl/random/internal/sequence_urbg.h" #include "absl/random/random.h" namespace { class BernoulliTest : public testing::TestWithParam> { }; 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 para = GetParam(); size_t trials = para.second; double p = para.first; // We use a fixed bit generator for distribution accuracy tests. This allows // these tests to be deterministic, while still testing the qualify of the // implementation. absl::random_internal::pcg64_2018_engine rng(0x2B7E151628AED2A6); 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(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::epsilon(), 1), std::make_pair(std::nextafter(std::numeric_limits::min(), 1.0), // min + epsilon 1), std::make_pair(std::numeric_limits::min(), // smallest normal 1), std::make_pair( std::numeric_limits::denorm_min(), // smallest denorm 1), std::make_pair(std::numeric_limits::min() / 2, 1), // denorm std::make_pair(std::nextafter(std::numeric_limits::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 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 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