// 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/exponential_distribution.h" #include #include #include #include #include #include #include #include #include #include #include #include "gmock/gmock.h" #include "gtest/gtest.h" #include "absl/base/internal/raw_logging.h" #include "absl/base/macros.h" #include "absl/random/internal/chi_square.h" #include "absl/random/internal/distribution_test_util.h" #include "absl/random/internal/pcg_engine.h" #include "absl/random/internal/sequence_urbg.h" #include "absl/random/random.h" #include "absl/strings/str_cat.h" #include "absl/strings/str_format.h" #include "absl/strings/str_replace.h" #include "absl/strings/strip.h" namespace { using absl::random_internal::kChiSquared; template class ExponentialDistributionTypedTest : public ::testing::Test {}; #if defined(__EMSCRIPTEN__) using RealTypes = ::testing::Types; #else using RealTypes = ::testing::Types; #endif // defined(__EMSCRIPTEN__) TYPED_TEST_CASE(ExponentialDistributionTypedTest, RealTypes); TYPED_TEST(ExponentialDistributionTypedTest, SerializeTest) { using param_type = typename absl::exponential_distribution::param_type; const TypeParam kParams[] = { // Cases around 1. 1, // std::nextafter(TypeParam(1), TypeParam(0)), // 1 - epsilon std::nextafter(TypeParam(1), TypeParam(2)), // 1 + epsilon // Typical cases. TypeParam(1e-8), TypeParam(1e-4), TypeParam(1), TypeParam(2), TypeParam(1e4), TypeParam(1e8), TypeParam(1e20), TypeParam(2.5), // Boundary cases. std::numeric_limits::max(), std::numeric_limits::epsilon(), std::nextafter(std::numeric_limits::min(), TypeParam(1)), // min + epsilon std::numeric_limits::min(), // smallest normal // There are some errors dealing with denorms on apple platforms. std::numeric_limits::denorm_min(), // smallest denorm std::numeric_limits::min() / 2, // denorm std::nextafter(std::numeric_limits::min(), TypeParam(0)), // denorm_max }; constexpr int kCount = 1000; absl::InsecureBitGen gen; for (const TypeParam lambda : kParams) { // Some values may be invalid; skip those. if (!std::isfinite(lambda)) continue; ABSL_ASSERT(lambda > 0); const param_type param(lambda); absl::exponential_distribution before(lambda); EXPECT_EQ(before.lambda(), param.lambda()); { absl::exponential_distribution via_param(param); EXPECT_EQ(via_param, before); EXPECT_EQ(via_param.param(), before.param()); } // Smoke test. auto sample_min = before.max(); auto sample_max = before.min(); for (int i = 0; i < kCount; i++) { auto sample = before(gen); EXPECT_GE(sample, before.min()) << before; EXPECT_LE(sample, before.max()) << before; if (sample > sample_max) sample_max = sample; if (sample < sample_min) sample_min = sample; } if (!std::is_same::value) { ABSL_INTERNAL_LOG(INFO, absl::StrFormat("Range {%f}: %f, %f, lambda=%f", lambda, sample_min, sample_max, lambda)); } std::stringstream ss; ss << before; if (!std::isfinite(lambda)) { // Streams do not deserialize inf/nan correctly. continue; } // Validate stream serialization. absl::exponential_distribution after(34.56f); EXPECT_NE(before.lambda(), after.lambda()); EXPECT_NE(before.param(), after.param()); EXPECT_NE(before, after); ss >> after; #if defined(__powerpc64__) || defined(__PPC64__) || defined(__powerpc__) || \ defined(__ppc__) || defined(__PPC__) if (std::is_same::value) { // Roundtripping floating point values requires sufficient precision to // reconstruct the exact value. It turns out that long double has some // errors doing this on ppc, particularly for values // near {1.0 +/- epsilon}. if (lambda <= std::numeric_limits::max() && lambda >= std::numeric_limits::lowest()) { EXPECT_EQ(static_cast(before.lambda()), static_cast(after.lambda())) << ss.str(); } continue; } #endif EXPECT_EQ(before.lambda(), after.lambda()) // << ss.str() << " " // << (ss.good() ? "good " : "") // << (ss.bad() ? "bad " : "") // << (ss.eof() ? "eof " : "") // << (ss.fail() ? "fail " : ""); } } // http://www.itl.nist.gov/div898/handbook/eda/section3/eda3667.htm class ExponentialModel { public: explicit ExponentialModel(double lambda) : lambda_(lambda), beta_(1.0 / lambda) {} double lambda() const { return lambda_; } double mean() const { return beta_; } double variance() const { return beta_ * beta_; } double stddev() const { return std::sqrt(variance()); } double skew() const { return 2; } double kurtosis() const { return 6.0; } double CDF(double x) { return 1.0 - std::exp(-lambda_ * x); } // The inverse CDF, or PercentPoint function of the distribution double InverseCDF(double p) { ABSL_ASSERT(p >= 0.0); ABSL_ASSERT(p < 1.0); return -beta_ * std::log(1.0 - p); } private: const double lambda_; const double beta_; }; struct Param { double lambda; double p_fail; int trials; }; class ExponentialDistributionTests : public testing::TestWithParam, public ExponentialModel { public: ExponentialDistributionTests() : ExponentialModel(GetParam().lambda) {} // SingleZTest provides a basic z-squared test of the mean vs. expected // mean for data generated by the poisson distribution. template bool SingleZTest(const double p, const size_t samples); // SingleChiSquaredTest provides a basic chi-squared test of the normal // distribution. template double SingleChiSquaredTest(); // 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}; }; template bool ExponentialDistributionTests::SingleZTest(const double p, const size_t samples) { D dis(lambda()); std::vector data; data.reserve(samples); for (size_t i = 0; i < samples; i++) { const double x = dis(rng_); data.push_back(x); } const auto m = absl::random_internal::ComputeDistributionMoments(data); const double max_err = absl::random_internal::MaxErrorTolerance(p); const double z = absl::random_internal::ZScore(mean(), m); const bool pass = absl::random_internal::Near("z", z, 0.0, max_err); if (!pass) { ABSL_INTERNAL_LOG( INFO, absl::StrFormat("p=%f max_err=%f\n" " lambda=%f\n" " mean=%f vs. %f\n" " stddev=%f vs. %f\n" " skewness=%f vs. %f\n" " kurtosis=%f vs. %f\n" " z=%f vs. 0", p, max_err, lambda(), m.mean, mean(), std::sqrt(m.variance), stddev(), m.skewness, skew(), m.kurtosis, kurtosis(), z)); } return pass; } template double ExponentialDistributionTests::SingleChiSquaredTest() { const size_t kSamples = 10000; const int kBuckets = 50; // The InverseCDF is the percent point function of the distribution, and can // be used to assign buckets roughly uniformly. std::vector cutoffs; const double kInc = 1.0 / static_cast(kBuckets); for (double p = kInc; p < 1.0; p += kInc) { cutoffs.push_back(InverseCDF(p)); } if (cutoffs.back() != std::numeric_limits::infinity()) { cutoffs.push_back(std::numeric_limits::infinity()); } D dis(lambda()); std::vector counts(cutoffs.size(), 0); for (int j = 0; j < kSamples; j++) { const double x = dis(rng_); auto it = std::upper_bound(cutoffs.begin(), cutoffs.end(), x); counts[std::distance(cutoffs.begin(), it)]++; } // Null-hypothesis is that the distribution is exponentially distributed // with the provided lambda (not estimated from the data). const int dof = static_cast(counts.size()) - 1; // Our threshold for logging is 1-in-50. const double threshold = absl::random_internal::ChiSquareValue(dof, 0.98); const double expected = static_cast(kSamples) / static_cast(counts.size()); double chi_square = absl::random_internal::ChiSquareWithExpected( std::begin(counts), std::end(counts), expected); double p = absl::random_internal::ChiSquarePValue(chi_square, dof); if (chi_square > threshold) { for (int i = 0; i < cutoffs.size(); i++) { ABSL_INTERNAL_LOG( INFO, absl::StrFormat("%d : (%f) = %d", i, cutoffs[i], counts[i])); } ABSL_INTERNAL_LOG(INFO, absl::StrCat("lambda ", lambda(), "\n", // " expected ", expected, "\n", // kChiSquared, " ", chi_square, " (", p, ")\n", kChiSquared, " @ 0.98 = ", threshold)); } return p; } TEST_P(ExponentialDistributionTests, ZTest) { const size_t kSamples = 10000; const auto& param = GetParam(); const int expected_failures = std::max(1, static_cast(std::ceil(param.trials * param.p_fail))); const double p = absl::random_internal::RequiredSuccessProbability( param.p_fail, param.trials); int failures = 0; for (int i = 0; i < param.trials; i++) { failures += SingleZTest>(p, kSamples) ? 0 : 1; } EXPECT_LE(failures, expected_failures); } TEST_P(ExponentialDistributionTests, ChiSquaredTest) { const int kTrials = 20; int failures = 0; for (int i = 0; i < kTrials; i++) { double p_value = SingleChiSquaredTest>(); if (p_value < 0.005) { // 1/200 failures++; } } // There is a 0.10% chance of producing at least one failure, so raise the // failure threshold high enough to allow for a flake rate < 10,000. EXPECT_LE(failures, 4); } std::vector GenParams() { return { Param{1.0, 0.02, 100}, Param{2.5, 0.02, 100}, Param{10, 0.02, 100}, // large Param{1e4, 0.02, 100}, Param{1e9, 0.02, 100}, // small Param{0.1, 0.02, 100}, Param{1e-3, 0.02, 100}, Param{1e-5, 0.02, 100}, }; } std::string ParamName(const ::testing::TestParamInfo& info) { const auto& p = info.param; std::string name = absl::StrCat("lambda_", absl::SixDigits(p.lambda)); return absl::StrReplaceAll(name, {{"+", "_"}, {"-", "_"}, {".", "_"}}); } INSTANTIATE_TEST_CASE_P(All, ExponentialDistributionTests, ::testing::ValuesIn(GenParams()), ParamName); // NOTE: absl::exponential_distribution is not guaranteed to be stable. TEST(ExponentialDistributionTest, StabilityTest) { // absl::exponential_distribution stability relies on std::log1p and // absl::uniform_real_distribution. absl::random_internal::sequence_urbg urbg( {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull, 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull, 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull, 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull}); std::vector output(14); { absl::exponential_distribution dist; std::generate(std::begin(output), std::end(output), [&] { return static_cast(10000.0 * dist(urbg)); }); EXPECT_EQ(14, urbg.invocations()); EXPECT_THAT(output, testing::ElementsAre(0, 71913, 14375, 5039, 1835, 861, 25936, 804, 126, 12337, 17984, 27002, 0, 71913)); } urbg.reset(); { absl::exponential_distribution dist; std::generate(std::begin(output), std::end(output), [&] { return static_cast(10000.0f * dist(urbg)); }); EXPECT_EQ(14, urbg.invocations()); EXPECT_THAT(output, testing::ElementsAre(0, 71913, 14375, 5039, 1835, 861, 25936, 804, 126, 12337, 17984, 27002, 0, 71913)); } } TEST(ExponentialDistributionTest, AlgorithmBounds) { // Relies on absl::uniform_real_distribution, so some of these comments // reference that. absl::exponential_distribution dist; { // This returns the smallest value >0 from absl::uniform_real_distribution. absl::random_internal::sequence_urbg urbg({0x0000000000000001ull}); double a = dist(urbg); EXPECT_EQ(a, 5.42101086242752217004e-20); } { // This returns a value very near 0.5 from absl::uniform_real_distribution. absl::random_internal::sequence_urbg urbg({0x7fffffffffffffefull}); double a = dist(urbg); EXPECT_EQ(a, 0.693147180559945175204); } { // This returns the largest value <1 from absl::uniform_real_distribution. // WolframAlpha: ~39.1439465808987766283058547296341915292187253 absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFeFull}); double a = dist(urbg); EXPECT_EQ(a, 36.7368005696771007251); } { // This *ALSO* returns the largest value <1. absl::random_internal::sequence_urbg urbg({0xFFFFFFFFFFFFFFFFull}); double a = dist(urbg); EXPECT_EQ(a, 36.7368005696771007251); } } } // namespace