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authorDaniel Mueller <deso@posteo.net>2020-01-02 08:32:06 -0800
committerDaniel Mueller <deso@posteo.net>2020-01-02 08:32:06 -0800
commitfd091b04316db9dc5fafadbd6bdbe60b127408a9 (patch)
treef202270f7ae5cedc513be03833a26148d9b5e219 /rand/src/distributions/weighted/mod.rs
parent8161cdb26f98e65b39c603ddf7a614cc87c77a1c (diff)
downloadnitrocli-fd091b04316db9dc5fafadbd6bdbe60b127408a9.tar.gz
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Update nitrokey crate to 0.4.0
This change finally updates the version of the nitrokey crate that we consume to 0.4.0. Along with that we update rand_core, one of its dependencies, to 0.5.1. Further more we add cfg-if in version 0.1.10 and getrandom in version 0.1.13, both of which are now new (non-development) dependencies. Import subrepo nitrokey/:nitrokey at e81057037e9b4f370b64c0a030a725bc6bdfb870 Import subrepo cfg-if/:cfg-if at 4484a6faf816ff8058088ad857b0c6bb2f4b02b2 Import subrepo getrandom/:getrandom at d661aa7e1b8cc80b47dabe3d2135b3b47d2858af Import subrepo rand/:rand at d877ed528248b52d947e0484364a4e1ae59ca502
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+// Copyright 2018 Developers of the Rand project.
+//
+// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
+// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
+// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
+// option. This file may not be copied, modified, or distributed
+// except according to those terms.
+
+//! Weighted index sampling
+//!
+//! This module provides two implementations for sampling indices:
+//!
+//! * [`WeightedIndex`] allows `O(log N)` sampling
+//! * [`alias_method::WeightedIndex`] allows `O(1)` sampling, but with
+//! much greater set-up cost
+//!
+//! [`alias_method::WeightedIndex`]: alias_method/struct.WeightedIndex.html
+
+pub mod alias_method;
+
+use crate::Rng;
+use crate::distributions::Distribution;
+use crate::distributions::uniform::{UniformSampler, SampleUniform, SampleBorrow};
+use core::cmp::PartialOrd;
+use core::fmt;
+
+// Note that this whole module is only imported if feature="alloc" is enabled.
+#[cfg(not(feature="std"))] use crate::alloc::vec::Vec;
+
+/// A distribution using weighted sampling to pick a discretely selected
+/// item.
+///
+/// Sampling a `WeightedIndex` distribution returns the index of a randomly
+/// selected element from the iterator used when the `WeightedIndex` was
+/// created. The chance of a given element being picked is proportional to the
+/// value of the element. The weights can use any type `X` for which an
+/// implementation of [`Uniform<X>`] exists.
+///
+/// # Performance
+///
+/// A `WeightedIndex<X>` contains a `Vec<X>` and a [`Uniform<X>`] and so its
+/// size is the sum of the size of those objects, possibly plus some alignment.
+///
+/// Creating a `WeightedIndex<X>` will allocate enough space to hold `N - 1`
+/// weights of type `X`, where `N` is the number of weights. However, since
+/// `Vec` doesn't guarantee a particular growth strategy, additional memory
+/// might be allocated but not used. Since the `WeightedIndex` object also
+/// contains, this might cause additional allocations, though for primitive
+/// types, ['Uniform<X>`] doesn't allocate any memory.
+///
+/// Time complexity of sampling from `WeightedIndex` is `O(log N)` where
+/// `N` is the number of weights.
+///
+/// Sampling from `WeightedIndex` will result in a single call to
+/// `Uniform<X>::sample` (method of the [`Distribution`] trait), which typically
+/// will request a single value from the underlying [`RngCore`], though the
+/// exact number depends on the implementaiton of `Uniform<X>::sample`.
+///
+/// # Example
+///
+/// ```
+/// use rand::prelude::*;
+/// use rand::distributions::WeightedIndex;
+///
+/// let choices = ['a', 'b', 'c'];
+/// let weights = [2, 1, 1];
+/// let dist = WeightedIndex::new(&weights).unwrap();
+/// let mut rng = thread_rng();
+/// for _ in 0..100 {
+/// // 50% chance to print 'a', 25% chance to print 'b', 25% chance to print 'c'
+/// println!("{}", choices[dist.sample(&mut rng)]);
+/// }
+///
+/// let items = [('a', 0), ('b', 3), ('c', 7)];
+/// let dist2 = WeightedIndex::new(items.iter().map(|item| item.1)).unwrap();
+/// for _ in 0..100 {
+/// // 0% chance to print 'a', 30% chance to print 'b', 70% chance to print 'c'
+/// println!("{}", items[dist2.sample(&mut rng)].0);
+/// }
+/// ```
+///
+/// [`Uniform<X>`]: crate::distributions::uniform::Uniform
+/// [`RngCore`]: crate::RngCore
+#[derive(Debug, Clone)]
+pub struct WeightedIndex<X: SampleUniform + PartialOrd> {
+ cumulative_weights: Vec<X>,
+ total_weight: X,
+ weight_distribution: X::Sampler,
+}
+
+impl<X: SampleUniform + PartialOrd> WeightedIndex<X> {
+ /// Creates a new a `WeightedIndex` [`Distribution`] using the values
+ /// in `weights`. The weights can use any type `X` for which an
+ /// implementation of [`Uniform<X>`] exists.
+ ///
+ /// Returns an error if the iterator is empty, if any weight is `< 0`, or
+ /// if its total value is 0.
+ ///
+ /// [`Uniform<X>`]: crate::distributions::uniform::Uniform
+ pub fn new<I>(weights: I) -> Result<WeightedIndex<X>, WeightedError>
+ where I: IntoIterator,
+ I::Item: SampleBorrow<X>,
+ X: for<'a> ::core::ops::AddAssign<&'a X> +
+ Clone +
+ Default {
+ let mut iter = weights.into_iter();
+ let mut total_weight: X = iter.next()
+ .ok_or(WeightedError::NoItem)?
+ .borrow()
+ .clone();
+
+ let zero = <X as Default>::default();
+ if total_weight < zero {
+ return Err(WeightedError::InvalidWeight);
+ }
+
+ let mut weights = Vec::<X>::with_capacity(iter.size_hint().0);
+ for w in iter {
+ if *w.borrow() < zero {
+ return Err(WeightedError::InvalidWeight);
+ }
+ weights.push(total_weight.clone());
+ total_weight += w.borrow();
+ }
+
+ if total_weight == zero {
+ return Err(WeightedError::AllWeightsZero);
+ }
+ let distr = X::Sampler::new(zero, total_weight.clone());
+
+ Ok(WeightedIndex { cumulative_weights: weights, total_weight, weight_distribution: distr })
+ }
+
+ /// Update a subset of weights, without changing the number of weights.
+ ///
+ /// `new_weights` must be sorted by the index.
+ ///
+ /// Using this method instead of `new` might be more efficient if only a small number of
+ /// weights is modified. No allocations are performed, unless the weight type `X` uses
+ /// allocation internally.
+ ///
+ /// In case of error, `self` is not modified.
+ pub fn update_weights(&mut self, new_weights: &[(usize, &X)]) -> Result<(), WeightedError>
+ where X: for<'a> ::core::ops::AddAssign<&'a X> +
+ for<'a> ::core::ops::SubAssign<&'a X> +
+ Clone +
+ Default {
+ if new_weights.is_empty() {
+ return Ok(());
+ }
+
+ let zero = <X as Default>::default();
+
+ let mut total_weight = self.total_weight.clone();
+
+ // Check for errors first, so we don't modify `self` in case something
+ // goes wrong.
+ let mut prev_i = None;
+ for &(i, w) in new_weights {
+ if let Some(old_i) = prev_i {
+ if old_i >= i {
+ return Err(WeightedError::InvalidWeight);
+ }
+ }
+ if *w < zero {
+ return Err(WeightedError::InvalidWeight);
+ }
+ if i >= self.cumulative_weights.len() + 1 {
+ return Err(WeightedError::TooMany);
+ }
+
+ let mut old_w = if i < self.cumulative_weights.len() {
+ self.cumulative_weights[i].clone()
+ } else {
+ self.total_weight.clone()
+ };
+ if i > 0 {
+ old_w -= &self.cumulative_weights[i - 1];
+ }
+
+ total_weight -= &old_w;
+ total_weight += w;
+ prev_i = Some(i);
+ }
+ if total_weight == zero {
+ return Err(WeightedError::AllWeightsZero);
+ }
+
+ // Update the weights. Because we checked all the preconditions in the
+ // previous loop, this should never panic.
+ let mut iter = new_weights.iter();
+
+ let mut prev_weight = zero.clone();
+ let mut next_new_weight = iter.next();
+ let &(first_new_index, _) = next_new_weight.unwrap();
+ let mut cumulative_weight = if first_new_index > 0 {
+ self.cumulative_weights[first_new_index - 1].clone()
+ } else {
+ zero.clone()
+ };
+ for i in first_new_index..self.cumulative_weights.len() {
+ match next_new_weight {
+ Some(&(j, w)) if i == j => {
+ cumulative_weight += w;
+ next_new_weight = iter.next();
+ },
+ _ => {
+ let mut tmp = self.cumulative_weights[i].clone();
+ tmp -= &prev_weight; // We know this is positive.
+ cumulative_weight += &tmp;
+ }
+ }
+ prev_weight = cumulative_weight.clone();
+ core::mem::swap(&mut prev_weight, &mut self.cumulative_weights[i]);
+ }
+
+ self.total_weight = total_weight;
+ self.weight_distribution = X::Sampler::new(zero, self.total_weight.clone());
+
+ Ok(())
+ }
+}
+
+impl<X> Distribution<usize> for WeightedIndex<X> where
+ X: SampleUniform + PartialOrd {
+ fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> usize {
+ use ::core::cmp::Ordering;
+ let chosen_weight = self.weight_distribution.sample(rng);
+ // Find the first item which has a weight *higher* than the chosen weight.
+ self.cumulative_weights.binary_search_by(
+ |w| if *w <= chosen_weight { Ordering::Less } else { Ordering::Greater }).unwrap_err()
+ }
+}
+
+#[cfg(test)]
+mod test {
+ use super::*;
+
+ #[test]
+ #[cfg(not(miri))] // Miri is too slow
+ fn test_weightedindex() {
+ let mut r = crate::test::rng(700);
+ const N_REPS: u32 = 5000;
+ let weights = [1u32, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7];
+ let total_weight = weights.iter().sum::<u32>() as f32;
+
+ let verify = |result: [i32; 14]| {
+ for (i, count) in result.iter().enumerate() {
+ let exp = (weights[i] * N_REPS) as f32 / total_weight;
+ let mut err = (*count as f32 - exp).abs();
+ if err != 0.0 {
+ err /= exp;
+ }
+ assert!(err <= 0.25);
+ }
+ };
+
+ // WeightedIndex from vec
+ let mut chosen = [0i32; 14];
+ let distr = WeightedIndex::new(weights.to_vec()).unwrap();
+ for _ in 0..N_REPS {
+ chosen[distr.sample(&mut r)] += 1;
+ }
+ verify(chosen);
+
+ // WeightedIndex from slice
+ chosen = [0i32; 14];
+ let distr = WeightedIndex::new(&weights[..]).unwrap();
+ for _ in 0..N_REPS {
+ chosen[distr.sample(&mut r)] += 1;
+ }
+ verify(chosen);
+
+ // WeightedIndex from iterator
+ chosen = [0i32; 14];
+ let distr = WeightedIndex::new(weights.iter()).unwrap();
+ for _ in 0..N_REPS {
+ chosen[distr.sample(&mut r)] += 1;
+ }
+ verify(chosen);
+
+ for _ in 0..5 {
+ assert_eq!(WeightedIndex::new(&[0, 1]).unwrap().sample(&mut r), 1);
+ assert_eq!(WeightedIndex::new(&[1, 0]).unwrap().sample(&mut r), 0);
+ assert_eq!(WeightedIndex::new(&[0, 0, 0, 0, 10, 0]).unwrap().sample(&mut r), 4);
+ }
+
+ assert_eq!(WeightedIndex::new(&[10][0..0]).unwrap_err(), WeightedError::NoItem);
+ assert_eq!(WeightedIndex::new(&[0]).unwrap_err(), WeightedError::AllWeightsZero);
+ assert_eq!(WeightedIndex::new(&[10, 20, -1, 30]).unwrap_err(), WeightedError::InvalidWeight);
+ assert_eq!(WeightedIndex::new(&[-10, 20, 1, 30]).unwrap_err(), WeightedError::InvalidWeight);
+ assert_eq!(WeightedIndex::new(&[-10]).unwrap_err(), WeightedError::InvalidWeight);
+ }
+
+ #[test]
+ fn test_update_weights() {
+ let data = [
+ (&[10u32, 2, 3, 4][..],
+ &[(1, &100), (2, &4)][..], // positive change
+ &[10, 100, 4, 4][..]),
+ (&[1u32, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7][..],
+ &[(2, &1), (5, &1), (13, &100)][..], // negative change and last element
+ &[1u32, 2, 1, 0, 5, 1, 7, 1, 2, 3, 4, 5, 6, 100][..]),
+ ];
+
+ for (weights, update, expected_weights) in data.into_iter() {
+ let total_weight = weights.iter().sum::<u32>();
+ let mut distr = WeightedIndex::new(weights.to_vec()).unwrap();
+ assert_eq!(distr.total_weight, total_weight);
+
+ distr.update_weights(update).unwrap();
+ let expected_total_weight = expected_weights.iter().sum::<u32>();
+ let expected_distr = WeightedIndex::new(expected_weights.to_vec()).unwrap();
+ assert_eq!(distr.total_weight, expected_total_weight);
+ assert_eq!(distr.total_weight, expected_distr.total_weight);
+ assert_eq!(distr.cumulative_weights, expected_distr.cumulative_weights);
+ }
+ }
+}
+
+/// Error type returned from `WeightedIndex::new`.
+#[derive(Debug, Clone, Copy, PartialEq, Eq)]
+pub enum WeightedError {
+ /// The provided weight collection contains no items.
+ NoItem,
+
+ /// A weight is either less than zero, greater than the supported maximum or
+ /// otherwise invalid.
+ InvalidWeight,
+
+ /// All items in the provided weight collection are zero.
+ AllWeightsZero,
+
+ /// Too many weights are provided (length greater than `u32::MAX`)
+ TooMany,
+}
+
+impl WeightedError {
+ fn msg(&self) -> &str {
+ match *self {
+ WeightedError::NoItem => "No weights provided.",
+ WeightedError::InvalidWeight => "A weight is invalid.",
+ WeightedError::AllWeightsZero => "All weights are zero.",
+ WeightedError::TooMany => "Too many weights (hit u32::MAX)",
+ }
+ }
+}
+
+#[cfg(feature="std")]
+impl ::std::error::Error for WeightedError {
+ fn description(&self) -> &str {
+ self.msg()
+ }
+ fn cause(&self) -> Option<&dyn (::std::error::Error)> {
+ None
+ }
+}
+
+impl fmt::Display for WeightedError {
+ fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
+ write!(f, "{}", self.msg())
+ }
+}