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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.
- #include "y_absl/random/discrete_distribution.h"
- namespace y_absl {
- Y_ABSL_NAMESPACE_BEGIN
- namespace random_internal {
- // Initializes the distribution table for Walker's Aliasing algorithm, described
- // in Knuth, Vol 2. as well as in https://en.wikipedia.org/wiki/Alias_method
- std::vector<std::pair<double, size_t>> InitDiscreteDistribution(
- std::vector<double>* probabilities) {
- // The empty-case should already be handled by the constructor.
- assert(probabilities);
- assert(!probabilities->empty());
- // Step 1. Normalize the input probabilities to 1.0.
- double sum = std::accumulate(std::begin(*probabilities),
- std::end(*probabilities), 0.0);
- if (std::fabs(sum - 1.0) > 1e-6) {
- // Scale `probabilities` only when the sum is too far from 1.0. Scaling
- // unconditionally will alter the probabilities slightly.
- for (double& item : *probabilities) {
- item = item / sum;
- }
- }
- // Step 2. At this point `probabilities` is set to the conditional
- // probabilities of each element which sum to 1.0, to within reasonable error.
- // These values are used to construct the proportional probability tables for
- // the selection phases of Walker's Aliasing algorithm.
- //
- // To construct the table, pick an element which is under-full (i.e., an
- // element for which `(*probabilities)[i] < 1.0/n`), and pair it with an
- // element which is over-full (i.e., an element for which
- // `(*probabilities)[i] > 1.0/n`). The smaller value can always be retired.
- // The larger may still be greater than 1.0/n, or may now be less than 1.0/n,
- // and put back onto the appropriate collection.
- const size_t n = probabilities->size();
- std::vector<std::pair<double, size_t>> q;
- q.reserve(n);
- std::vector<size_t> over;
- std::vector<size_t> under;
- size_t idx = 0;
- for (const double item : *probabilities) {
- assert(item >= 0);
- const double v = item * n;
- q.emplace_back(v, 0);
- if (v < 1.0) {
- under.push_back(idx++);
- } else {
- over.push_back(idx++);
- }
- }
- while (!over.empty() && !under.empty()) {
- auto lo = under.back();
- under.pop_back();
- auto hi = over.back();
- over.pop_back();
- q[lo].second = hi;
- const double r = q[hi].first - (1.0 - q[lo].first);
- q[hi].first = r;
- if (r < 1.0) {
- under.push_back(hi);
- } else {
- over.push_back(hi);
- }
- }
- // Due to rounding errors, there may be un-paired elements in either
- // collection; these should all be values near 1.0. For these values, set `q`
- // to 1.0 and set the alternate to the identity.
- for (auto i : over) {
- q[i] = {1.0, i};
- }
- for (auto i : under) {
- q[i] = {1.0, i};
- }
- return q;
- }
- } // namespace random_internal
- Y_ABSL_NAMESPACE_END
- } // namespace y_absl
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