Austin Schuh | 36244a1 | 2019-09-21 17:52:38 -0700 | [diff] [blame^] | 1 | // Copyright 2017 The Abseil Authors. |
| 2 | // |
| 3 | // Licensed under the Apache License, Version 2.0 (the "License"); |
| 4 | // you may not use this file except in compliance with the License. |
| 5 | // You may obtain a copy of the License at |
| 6 | // |
| 7 | // https://www.apache.org/licenses/LICENSE-2.0 |
| 8 | // |
| 9 | // Unless required by applicable law or agreed to in writing, software |
| 10 | // distributed under the License is distributed on an "AS IS" BASIS, |
| 11 | // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 12 | // See the License for the specific language governing permissions and |
| 13 | // limitations under the License. |
| 14 | // |
| 15 | // ----------------------------------------------------------------------------- |
| 16 | // File: distributions.h |
| 17 | // ----------------------------------------------------------------------------- |
| 18 | // |
| 19 | // This header defines functions representing distributions, which you use in |
| 20 | // combination with an Abseil random bit generator to produce random values |
| 21 | // according to the rules of that distribution. |
| 22 | // |
| 23 | // The Abseil random library defines the following distributions within this |
| 24 | // file: |
| 25 | // |
| 26 | // * `absl::Uniform` for uniform (constant) distributions having constant |
| 27 | // probability |
| 28 | // * `absl::Bernoulli` for discrete distributions having exactly two outcomes |
| 29 | // * `absl::Beta` for continuous distributions parameterized through two |
| 30 | // free parameters |
| 31 | // * `absl::Exponential` for discrete distributions of events occurring |
| 32 | // continuously and independently at a constant average rate |
| 33 | // * `absl::Gaussian` (also known as "normal distributions") for continuous |
| 34 | // distributions using an associated quadratic function |
| 35 | // * `absl::LogUniform` for continuous uniform distributions where the log |
| 36 | // to the given base of all values is uniform |
| 37 | // * `absl::Poisson` for discrete probability distributions that express the |
| 38 | // probability of a given number of events occurring within a fixed interval |
| 39 | // * `absl::Zipf` for discrete probability distributions commonly used for |
| 40 | // modelling of rare events |
| 41 | // |
| 42 | // Prefer use of these distribution function classes over manual construction of |
| 43 | // your own distribution classes, as it allows library maintainers greater |
| 44 | // flexibility to change the underlying implementation in the future. |
| 45 | |
| 46 | #ifndef ABSL_RANDOM_DISTRIBUTIONS_H_ |
| 47 | #define ABSL_RANDOM_DISTRIBUTIONS_H_ |
| 48 | |
| 49 | #include <algorithm> |
| 50 | #include <cmath> |
| 51 | #include <limits> |
| 52 | #include <random> |
| 53 | #include <type_traits> |
| 54 | |
| 55 | #include "absl/base/internal/inline_variable.h" |
| 56 | #include "absl/random/bernoulli_distribution.h" |
| 57 | #include "absl/random/beta_distribution.h" |
| 58 | #include "absl/random/distribution_format_traits.h" |
| 59 | #include "absl/random/exponential_distribution.h" |
| 60 | #include "absl/random/gaussian_distribution.h" |
| 61 | #include "absl/random/internal/distributions.h" // IWYU pragma: export |
| 62 | #include "absl/random/internal/uniform_helper.h" // IWYU pragma: export |
| 63 | #include "absl/random/log_uniform_int_distribution.h" |
| 64 | #include "absl/random/poisson_distribution.h" |
| 65 | #include "absl/random/uniform_int_distribution.h" |
| 66 | #include "absl/random/uniform_real_distribution.h" |
| 67 | #include "absl/random/zipf_distribution.h" |
| 68 | |
| 69 | namespace absl { |
| 70 | |
| 71 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalClosedClosedTag, IntervalClosedClosed, |
| 72 | {}); |
| 73 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalClosedClosedTag, IntervalClosed, {}); |
| 74 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalClosedOpenTag, IntervalClosedOpen, {}); |
| 75 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalOpenOpenTag, IntervalOpenOpen, {}); |
| 76 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalOpenOpenTag, IntervalOpen, {}); |
| 77 | ABSL_INTERNAL_INLINE_CONSTEXPR(IntervalOpenClosedTag, IntervalOpenClosed, {}); |
| 78 | |
| 79 | // ----------------------------------------------------------------------------- |
| 80 | // absl::Uniform<T>(tag, bitgen, lo, hi) |
| 81 | // ----------------------------------------------------------------------------- |
| 82 | // |
| 83 | // `absl::Uniform()` produces random values of type `T` uniformly distributed in |
| 84 | // a defined interval {lo, hi}. The interval `tag` defines the type of interval |
| 85 | // which should be one of the following possible values: |
| 86 | // |
| 87 | // * `absl::IntervalOpenOpen` |
| 88 | // * `absl::IntervalOpenClosed` |
| 89 | // * `absl::IntervalClosedOpen` |
| 90 | // * `absl::IntervalClosedClosed` |
| 91 | // |
| 92 | // where "open" refers to an exclusive value (excluded) from the output, while |
| 93 | // "closed" refers to an inclusive value (included) from the output. |
| 94 | // |
| 95 | // In the absence of an explicit return type `T`, `absl::Uniform()` will deduce |
| 96 | // the return type based on the provided endpoint arguments {A lo, B hi}. |
| 97 | // Given these endpoints, one of {A, B} will be chosen as the return type, if |
| 98 | // a type can be implicitly converted into the other in a lossless way. The |
| 99 | // lack of any such implcit conversion between {A, B} will produce a |
| 100 | // compile-time error |
| 101 | // |
| 102 | // See https://en.wikipedia.org/wiki/Uniform_distribution_(continuous) |
| 103 | // |
| 104 | // Example: |
| 105 | // |
| 106 | // absl::BitGen bitgen; |
| 107 | // |
| 108 | // // Produce a random float value between 0.0 and 1.0, inclusive |
| 109 | // auto x = absl::Uniform(absl::IntervalClosedClosed, bitgen, 0.0f, 1.0f); |
| 110 | // |
| 111 | // // The most common interval of `absl::IntervalClosedOpen` is available by |
| 112 | // // default: |
| 113 | // |
| 114 | // auto x = absl::Uniform(bitgen, 0.0f, 1.0f); |
| 115 | // |
| 116 | // // Return-types are typically inferred from the arguments, however callers |
| 117 | // // can optionally provide an explicit return-type to the template. |
| 118 | // |
| 119 | // auto x = absl::Uniform<float>(bitgen, 0, 1); |
| 120 | // |
| 121 | template <typename R = void, typename TagType, typename URBG> |
| 122 | typename absl::enable_if_t<!std::is_same<R, void>::value, R> // |
| 123 | Uniform(TagType tag, |
| 124 | URBG&& urbg, // NOLINT(runtime/references) |
| 125 | R lo, R hi) { |
| 126 | using gen_t = absl::decay_t<URBG>; |
| 127 | return random_internal::UniformImpl<R, TagType, gen_t>(tag, urbg, lo, hi); |
| 128 | } |
| 129 | |
| 130 | // absl::Uniform<T>(bitgen, lo, hi) |
| 131 | // |
| 132 | // Overload of `Uniform()` using the default closed-open interval of [lo, hi), |
| 133 | // and returning values of type `T` |
| 134 | template <typename R = void, typename URBG> |
| 135 | typename absl::enable_if_t<!std::is_same<R, void>::value, R> // |
| 136 | Uniform(URBG&& urbg, // NOLINT(runtime/references) |
| 137 | R lo, R hi) { |
| 138 | constexpr auto tag = absl::IntervalClosedOpen; |
| 139 | using tag_t = decltype(tag); |
| 140 | using gen_t = absl::decay_t<URBG>; |
| 141 | |
| 142 | return random_internal::UniformImpl<R, tag_t, gen_t>(tag, urbg, lo, hi); |
| 143 | } |
| 144 | |
| 145 | // absl::Uniform(tag, bitgen, lo, hi) |
| 146 | // |
| 147 | // Overload of `Uniform()` using different (but compatible) lo, hi types. Note |
| 148 | // that a compile-error will result if the return type cannot be deduced |
| 149 | // correctly from the passed types. |
| 150 | template <typename R = void, typename TagType, typename URBG, typename A, |
| 151 | typename B> |
| 152 | typename absl::enable_if_t<std::is_same<R, void>::value, |
| 153 | random_internal::uniform_inferred_return_t<A, B>> |
| 154 | Uniform(TagType tag, |
| 155 | URBG&& urbg, // NOLINT(runtime/references) |
| 156 | A lo, B hi) { |
| 157 | using gen_t = absl::decay_t<URBG>; |
| 158 | using return_t = typename random_internal::uniform_inferred_return_t<A, B>; |
| 159 | |
| 160 | return random_internal::UniformImpl<return_t, TagType, gen_t>(tag, urbg, lo, |
| 161 | hi); |
| 162 | } |
| 163 | |
| 164 | // absl::Uniform(bitgen, lo, hi) |
| 165 | // |
| 166 | // Overload of `Uniform()` using different (but compatible) lo, hi types and the |
| 167 | // default closed-open interval of [lo, hi). Note that a compile-error will |
| 168 | // result if the return type cannot be deduced correctly from the passed types. |
| 169 | template <typename R = void, typename URBG, typename A, typename B> |
| 170 | typename absl::enable_if_t<std::is_same<R, void>::value, |
| 171 | random_internal::uniform_inferred_return_t<A, B>> |
| 172 | Uniform(URBG&& urbg, // NOLINT(runtime/references) |
| 173 | A lo, B hi) { |
| 174 | constexpr auto tag = absl::IntervalClosedOpen; |
| 175 | using tag_t = decltype(tag); |
| 176 | using gen_t = absl::decay_t<URBG>; |
| 177 | using return_t = typename random_internal::uniform_inferred_return_t<A, B>; |
| 178 | |
| 179 | return random_internal::UniformImpl<return_t, tag_t, gen_t>(tag, urbg, lo, |
| 180 | hi); |
| 181 | } |
| 182 | |
| 183 | // absl::Uniform<unsigned T>(bitgen) |
| 184 | // |
| 185 | // Overload of Uniform() using the minimum and maximum values of a given type |
| 186 | // `T` (which must be unsigned), returning a value of type `unsigned T` |
| 187 | template <typename R, typename URBG> |
| 188 | typename absl::enable_if_t<!std::is_signed<R>::value, R> // |
| 189 | Uniform(URBG&& urbg) { // NOLINT(runtime/references) |
| 190 | constexpr auto tag = absl::IntervalClosedClosed; |
| 191 | constexpr auto lo = std::numeric_limits<R>::lowest(); |
| 192 | constexpr auto hi = (std::numeric_limits<R>::max)(); |
| 193 | using tag_t = decltype(tag); |
| 194 | using gen_t = absl::decay_t<URBG>; |
| 195 | |
| 196 | return random_internal::UniformImpl<R, tag_t, gen_t>(tag, urbg, lo, hi); |
| 197 | } |
| 198 | |
| 199 | // ----------------------------------------------------------------------------- |
| 200 | // absl::Bernoulli(bitgen, p) |
| 201 | // ----------------------------------------------------------------------------- |
| 202 | // |
| 203 | // `absl::Bernoulli` produces a random boolean value, with probability `p` |
| 204 | // (where 0.0 <= p <= 1.0) equaling `true`. |
| 205 | // |
| 206 | // Prefer `absl::Bernoulli` to produce boolean values over other alternatives |
| 207 | // such as comparing an `absl::Uniform()` value to a specific output. |
| 208 | // |
| 209 | // See https://en.wikipedia.org/wiki/Bernoulli_distribution |
| 210 | // |
| 211 | // Example: |
| 212 | // |
| 213 | // absl::BitGen bitgen; |
| 214 | // ... |
| 215 | // if (absl::Bernoulli(bitgen, 1.0/3721.0)) { |
| 216 | // std::cout << "Asteroid field navigation successful."; |
| 217 | // } |
| 218 | // |
| 219 | template <typename URBG> |
| 220 | bool Bernoulli(URBG&& urbg, // NOLINT(runtime/references) |
| 221 | double p) { |
| 222 | using gen_t = absl::decay_t<URBG>; |
| 223 | using distribution_t = absl::bernoulli_distribution; |
| 224 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 225 | |
| 226 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 227 | distribution_t, format_t>(&urbg, p); |
| 228 | } |
| 229 | |
| 230 | // ----------------------------------------------------------------------------- |
| 231 | // absl::Beta<T>(bitgen, alpha, beta) |
| 232 | // ----------------------------------------------------------------------------- |
| 233 | // |
| 234 | // `absl::Beta` produces a floating point number distributed in the closed |
| 235 | // interval [0,1] and parameterized by two values `alpha` and `beta` as per a |
| 236 | // Beta distribution. `T` must be a floating point type, but may be inferred |
| 237 | // from the types of `alpha` and `beta`. |
| 238 | // |
| 239 | // See https://en.wikipedia.org/wiki/Beta_distribution. |
| 240 | // |
| 241 | // Example: |
| 242 | // |
| 243 | // absl::BitGen bitgen; |
| 244 | // ... |
| 245 | // double sample = absl::Beta(bitgen, 3.0, 2.0); |
| 246 | // |
| 247 | template <typename RealType, typename URBG> |
| 248 | RealType Beta(URBG&& urbg, // NOLINT(runtime/references) |
| 249 | RealType alpha, RealType beta) { |
| 250 | static_assert( |
| 251 | std::is_floating_point<RealType>::value, |
| 252 | "Template-argument 'RealType' must be a floating-point type, in " |
| 253 | "absl::Beta<RealType, URBG>(...)"); |
| 254 | |
| 255 | using gen_t = absl::decay_t<URBG>; |
| 256 | using distribution_t = typename absl::beta_distribution<RealType>; |
| 257 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 258 | |
| 259 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 260 | distribution_t, format_t>(&urbg, alpha, beta); |
| 261 | } |
| 262 | |
| 263 | // ----------------------------------------------------------------------------- |
| 264 | // absl::Exponential<T>(bitgen, lambda = 1) |
| 265 | // ----------------------------------------------------------------------------- |
| 266 | // |
| 267 | // `absl::Exponential` produces a floating point number for discrete |
| 268 | // distributions of events occurring continuously and independently at a |
| 269 | // constant average rate. `T` must be a floating point type, but may be inferred |
| 270 | // from the type of `lambda`. |
| 271 | // |
| 272 | // See https://en.wikipedia.org/wiki/Exponential_distribution. |
| 273 | // |
| 274 | // Example: |
| 275 | // |
| 276 | // absl::BitGen bitgen; |
| 277 | // ... |
| 278 | // double call_length = absl::Exponential(bitgen, 7.0); |
| 279 | // |
| 280 | template <typename RealType, typename URBG> |
| 281 | RealType Exponential(URBG&& urbg, // NOLINT(runtime/references) |
| 282 | RealType lambda = 1) { |
| 283 | static_assert( |
| 284 | std::is_floating_point<RealType>::value, |
| 285 | "Template-argument 'RealType' must be a floating-point type, in " |
| 286 | "absl::Exponential<RealType, URBG>(...)"); |
| 287 | |
| 288 | using gen_t = absl::decay_t<URBG>; |
| 289 | using distribution_t = typename absl::exponential_distribution<RealType>; |
| 290 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 291 | |
| 292 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 293 | distribution_t, format_t>(&urbg, lambda); |
| 294 | } |
| 295 | |
| 296 | // ----------------------------------------------------------------------------- |
| 297 | // absl::Gaussian<T>(bitgen, mean = 0, stddev = 1) |
| 298 | // ----------------------------------------------------------------------------- |
| 299 | // |
| 300 | // `absl::Gaussian` produces a floating point number selected from the Gaussian |
| 301 | // (ie. "Normal") distribution. `T` must be a floating point type, but may be |
| 302 | // inferred from the types of `mean` and `stddev`. |
| 303 | // |
| 304 | // See https://en.wikipedia.org/wiki/Normal_distribution |
| 305 | // |
| 306 | // Example: |
| 307 | // |
| 308 | // absl::BitGen bitgen; |
| 309 | // ... |
| 310 | // double giraffe_height = absl::Gaussian(bitgen, 16.3, 3.3); |
| 311 | // |
| 312 | template <typename RealType, typename URBG> |
| 313 | RealType Gaussian(URBG&& urbg, // NOLINT(runtime/references) |
| 314 | RealType mean = 0, RealType stddev = 1) { |
| 315 | static_assert( |
| 316 | std::is_floating_point<RealType>::value, |
| 317 | "Template-argument 'RealType' must be a floating-point type, in " |
| 318 | "absl::Gaussian<RealType, URBG>(...)"); |
| 319 | |
| 320 | using gen_t = absl::decay_t<URBG>; |
| 321 | using distribution_t = typename absl::gaussian_distribution<RealType>; |
| 322 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 323 | |
| 324 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 325 | distribution_t, format_t>(&urbg, mean, stddev); |
| 326 | } |
| 327 | |
| 328 | // ----------------------------------------------------------------------------- |
| 329 | // absl::LogUniform<T>(bitgen, lo, hi, base = 2) |
| 330 | // ----------------------------------------------------------------------------- |
| 331 | // |
| 332 | // `absl::LogUniform` produces random values distributed where the log to a |
| 333 | // given base of all values is uniform in a closed interval [lo, hi]. `T` must |
| 334 | // be an integral type, but may be inferred from the types of `lo` and `hi`. |
| 335 | // |
| 336 | // I.e., `LogUniform(0, n, b)` is uniformly distributed across buckets |
| 337 | // [0], [1, b-1], [b, b^2-1] .. [b^(k-1), (b^k)-1] .. [b^floor(log(n, b)), n] |
| 338 | // and is uniformly distributed within each bucket. |
| 339 | // |
| 340 | // The resulting probability density is inversely related to bucket size, though |
| 341 | // values in the final bucket may be more likely than previous values. (In the |
| 342 | // extreme case where n = b^i the final value will be tied with zero as the most |
| 343 | // probable result. |
| 344 | // |
| 345 | // If `lo` is nonzero then this distribution is shifted to the desired interval, |
| 346 | // so LogUniform(lo, hi, b) is equivalent to LogUniform(0, hi-lo, b)+lo. |
| 347 | // |
| 348 | // See http://ecolego.facilia.se/ecolego/show/Log-Uniform%20Distribution |
| 349 | // |
| 350 | // Example: |
| 351 | // |
| 352 | // absl::BitGen bitgen; |
| 353 | // ... |
| 354 | // int v = absl::LogUniform(bitgen, 0, 1000); |
| 355 | // |
| 356 | template <typename IntType, typename URBG> |
| 357 | IntType LogUniform(URBG&& urbg, // NOLINT(runtime/references) |
| 358 | IntType lo, IntType hi, IntType base = 2) { |
| 359 | static_assert(std::is_integral<IntType>::value, |
| 360 | "Template-argument 'IntType' must be an integral type, in " |
| 361 | "absl::LogUniform<IntType, URBG>(...)"); |
| 362 | |
| 363 | using gen_t = absl::decay_t<URBG>; |
| 364 | using distribution_t = typename absl::log_uniform_int_distribution<IntType>; |
| 365 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 366 | |
| 367 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 368 | distribution_t, format_t>(&urbg, lo, hi, base); |
| 369 | } |
| 370 | |
| 371 | // ----------------------------------------------------------------------------- |
| 372 | // absl::Poisson<T>(bitgen, mean = 1) |
| 373 | // ----------------------------------------------------------------------------- |
| 374 | // |
| 375 | // `absl::Poisson` produces discrete probabilities for a given number of events |
| 376 | // occurring within a fixed interval within the closed interval [0, max]. `T` |
| 377 | // must be an integral type. |
| 378 | // |
| 379 | // See https://en.wikipedia.org/wiki/Poisson_distribution |
| 380 | // |
| 381 | // Example: |
| 382 | // |
| 383 | // absl::BitGen bitgen; |
| 384 | // ... |
| 385 | // int requests_per_minute = absl::Poisson<int>(bitgen, 3.2); |
| 386 | // |
| 387 | template <typename IntType, typename URBG> |
| 388 | IntType Poisson(URBG&& urbg, // NOLINT(runtime/references) |
| 389 | double mean = 1.0) { |
| 390 | static_assert(std::is_integral<IntType>::value, |
| 391 | "Template-argument 'IntType' must be an integral type, in " |
| 392 | "absl::Poisson<IntType, URBG>(...)"); |
| 393 | |
| 394 | using gen_t = absl::decay_t<URBG>; |
| 395 | using distribution_t = typename absl::poisson_distribution<IntType>; |
| 396 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 397 | |
| 398 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 399 | distribution_t, format_t>(&urbg, mean); |
| 400 | } |
| 401 | |
| 402 | // ----------------------------------------------------------------------------- |
| 403 | // absl::Zipf<T>(bitgen, hi = max, q = 2, v = 1) |
| 404 | // ----------------------------------------------------------------------------- |
| 405 | // |
| 406 | // `absl::Zipf` produces discrete probabilities commonly used for modelling of |
| 407 | // rare events over the closed interval [0, hi]. The parameters `v` and `q` |
| 408 | // determine the skew of the distribution. `T` must be an integral type, but |
| 409 | // may be inferred from the type of `hi`. |
| 410 | // |
| 411 | // See http://mathworld.wolfram.com/ZipfDistribution.html |
| 412 | // |
| 413 | // Example: |
| 414 | // |
| 415 | // absl::BitGen bitgen; |
| 416 | // ... |
| 417 | // int term_rank = absl::Zipf<int>(bitgen); |
| 418 | // |
| 419 | template <typename IntType, typename URBG> |
| 420 | IntType Zipf(URBG&& urbg, // NOLINT(runtime/references) |
| 421 | IntType hi = (std::numeric_limits<IntType>::max)(), double q = 2.0, |
| 422 | double v = 1.0) { |
| 423 | static_assert(std::is_integral<IntType>::value, |
| 424 | "Template-argument 'IntType' must be an integral type, in " |
| 425 | "absl::Zipf<IntType, URBG>(...)"); |
| 426 | |
| 427 | using gen_t = absl::decay_t<URBG>; |
| 428 | using distribution_t = typename absl::zipf_distribution<IntType>; |
| 429 | using format_t = random_internal::DistributionFormatTraits<distribution_t>; |
| 430 | |
| 431 | return random_internal::DistributionCaller<gen_t>::template Call< |
| 432 | distribution_t, format_t>(&urbg, hi, q, v); |
| 433 | } |
| 434 | |
| 435 | } // namespace absl |
| 436 | |
| 437 | #endif // ABSL_RANDOM_DISTRIBUTIONS_H_ |