rand/distr/weighted_index.rs
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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
use crate::distr::uniform::{SampleBorrow, SampleUniform, UniformSampler};
use crate::distr::Distribution;
use crate::Rng;
use core::fmt;
// Note that this whole module is only imported if feature="alloc" is enabled.
use alloc::vec::Vec;
use core::fmt::Debug;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// A distribution using weighted sampling of discrete items.
///
/// 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
/// weight of the element. The weights can use any type `X` for which an
/// implementation of [`Uniform<X>`] exists. The implementation guarantees that
/// elements with zero weight are never picked, even when the weights are
/// floating point numbers.
///
/// # Performance
///
/// Time complexity of sampling from `WeightedIndex` is `O(log N)` where
/// `N` is the number of weights. There are two alternative implementations with
/// different runtimes characteristics:
/// * [`rand_distr::weighted_alias`] supports `O(1)` sampling, but with much higher
/// initialisation cost.
/// * [`rand_distr::weighted_tree`] keeps the weights in a tree structure where sampling
/// and updating is `O(log N)`.
///
/// 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 an instance of `X::Sampler`, this might cause additional allocations,
/// though for primitive types, [`Uniform<X>`] doesn't allocate any memory.
///
/// 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 implementation of `Uniform<X>::sample`.
///
/// # Example
///
/// ```
/// use rand::prelude::*;
/// use rand::distr::WeightedIndex;
///
/// let choices = ['a', 'b', 'c'];
/// let weights = [2, 1, 1];
/// let dist = WeightedIndex::new(&weights).unwrap();
/// let mut rng = rand::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', 0.0), ('b', 3.0), ('c', 7.0)];
/// 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::distr::Uniform
/// [`RngCore`]: crate::RngCore
/// [`rand_distr::weighted_alias`]: https://docs.rs/rand_distr/*/rand_distr/weighted_alias/index.html
/// [`rand_distr::weighted_tree`]: https://docs.rs/rand_distr/*/rand_distr/weighted_tree/index.html
#[derive(Debug, Clone, PartialEq)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
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.
///
/// Error cases:
/// - [`WeightError::InvalidInput`] when the iterator `weights` is empty.
/// - [`WeightError::InvalidWeight`] when a weight is not-a-number or negative.
/// - [`WeightError::InsufficientNonZero`] when the sum of all weights is zero.
/// - [`WeightError::Overflow`] when the sum of all weights overflows.
///
/// [`Uniform<X>`]: crate::distr::uniform::Uniform
pub fn new<I>(weights: I) -> Result<WeightedIndex<X>, WeightError>
where
I: IntoIterator,
I::Item: SampleBorrow<X>,
X: Weight,
{
let mut iter = weights.into_iter();
let mut total_weight: X = iter
.next()
.ok_or(WeightError::InvalidInput)?
.borrow()
.clone();
let zero = X::ZERO;
if !(total_weight >= zero) {
return Err(WeightError::InvalidWeight);
}
let mut weights = Vec::<X>::with_capacity(iter.size_hint().0);
for w in iter {
// Note that `!(w >= x)` is not equivalent to `w < x` for partially
// ordered types due to NaNs which are equal to nothing.
if !(w.borrow() >= &zero) {
return Err(WeightError::InvalidWeight);
}
weights.push(total_weight.clone());
if let Err(()) = total_weight.checked_add_assign(w.borrow()) {
return Err(WeightError::Overflow);
}
}
if total_weight == zero {
return Err(WeightError::InsufficientNonZero);
}
let distr = X::Sampler::new(zero, total_weight.clone()).unwrap();
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. Error cases:
/// - [`WeightError::InvalidInput`] when `new_weights` are not ordered by
/// index or an index is too large.
/// - [`WeightError::InvalidWeight`] when a weight is not-a-number or negative.
/// - [`WeightError::InsufficientNonZero`] when the sum of all weights is zero.
/// Note that due to floating-point loss of precision, this case is not
/// always correctly detected; usage of a fixed-point weight type may be
/// preferred.
///
/// Updates take `O(N)` time. If you need to frequently update weights, consider
/// [`rand_distr::weighted_tree`](https://docs.rs/rand_distr/*/rand_distr/weighted_tree/index.html)
/// as an alternative where an update is `O(log N)`.
pub fn update_weights(&mut self, new_weights: &[(usize, &X)]) -> Result<(), WeightError>
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(WeightError::InvalidInput);
}
}
if !(*w >= zero) {
return Err(WeightError::InvalidWeight);
}
if i > self.cumulative_weights.len() {
return Err(WeightError::InvalidInput);
}
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(WeightError::InsufficientNonZero);
}
// 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()).unwrap();
Ok(())
}
}
/// A lazy-loading iterator over the weights of a `WeightedIndex` distribution.
/// This is returned by [`WeightedIndex::weights`].
pub struct WeightedIndexIter<'a, X: SampleUniform + PartialOrd> {
weighted_index: &'a WeightedIndex<X>,
index: usize,
}
impl<X> Debug for WeightedIndexIter<'_, X>
where
X: SampleUniform + PartialOrd + Debug,
X::Sampler: Debug,
{
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
f.debug_struct("WeightedIndexIter")
.field("weighted_index", &self.weighted_index)
.field("index", &self.index)
.finish()
}
}
impl<X> Clone for WeightedIndexIter<'_, X>
where
X: SampleUniform + PartialOrd,
{
fn clone(&self) -> Self {
WeightedIndexIter {
weighted_index: self.weighted_index,
index: self.index,
}
}
}
impl<X> Iterator for WeightedIndexIter<'_, X>
where
X: for<'b> core::ops::SubAssign<&'b X> + SampleUniform + PartialOrd + Clone,
{
type Item = X;
fn next(&mut self) -> Option<Self::Item> {
match self.weighted_index.weight(self.index) {
None => None,
Some(weight) => {
self.index += 1;
Some(weight)
}
}
}
}
impl<X: SampleUniform + PartialOrd + Clone> WeightedIndex<X> {
/// Returns the weight at the given index, if it exists.
///
/// If the index is out of bounds, this will return `None`.
///
/// # Example
///
/// ```
/// use rand::distr::WeightedIndex;
///
/// let weights = [0, 1, 2];
/// let dist = WeightedIndex::new(&weights).unwrap();
/// assert_eq!(dist.weight(0), Some(0));
/// assert_eq!(dist.weight(1), Some(1));
/// assert_eq!(dist.weight(2), Some(2));
/// assert_eq!(dist.weight(3), None);
/// ```
pub fn weight(&self, index: usize) -> Option<X>
where
X: for<'a> core::ops::SubAssign<&'a X>,
{
use core::cmp::Ordering::*;
let mut weight = match index.cmp(&self.cumulative_weights.len()) {
Less => self.cumulative_weights[index].clone(),
Equal => self.total_weight.clone(),
Greater => return None,
};
if index > 0 {
weight -= &self.cumulative_weights[index - 1];
}
Some(weight)
}
/// Returns a lazy-loading iterator containing the current weights of this distribution.
///
/// If this distribution has not been updated since its creation, this will return the
/// same weights as were passed to `new`.
///
/// # Example
///
/// ```
/// use rand::distr::WeightedIndex;
///
/// let weights = [1, 2, 3];
/// let mut dist = WeightedIndex::new(&weights).unwrap();
/// assert_eq!(dist.weights().collect::<Vec<_>>(), vec![1, 2, 3]);
/// dist.update_weights(&[(0, &2)]).unwrap();
/// assert_eq!(dist.weights().collect::<Vec<_>>(), vec![2, 2, 3]);
/// ```
pub fn weights(&self) -> WeightedIndexIter<'_, X>
where
X: for<'a> core::ops::SubAssign<&'a X>,
{
WeightedIndexIter {
weighted_index: self,
index: 0,
}
}
/// Returns the sum of all weights in this distribution.
pub fn total_weight(&self) -> X {
self.total_weight.clone()
}
}
impl<X> Distribution<usize> for WeightedIndex<X>
where
X: SampleUniform + PartialOrd,
{
fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> usize {
let chosen_weight = self.weight_distribution.sample(rng);
// Find the first item which has a weight *higher* than the chosen weight.
self.cumulative_weights
.partition_point(|w| w <= &chosen_weight)
}
}
/// Bounds on a weight
///
/// See usage in [`WeightedIndex`].
pub trait Weight: Clone {
/// Representation of 0
const ZERO: Self;
/// Checked addition
///
/// - `Result::Ok`: On success, `v` is added to `self`
/// - `Result::Err`: Returns an error when `Self` cannot represent the
/// result of `self + v` (i.e. overflow). The value of `self` should be
/// discarded.
#[allow(clippy::result_unit_err)]
fn checked_add_assign(&mut self, v: &Self) -> Result<(), ()>;
}
macro_rules! impl_weight_int {
($t:ty) => {
impl Weight for $t {
const ZERO: Self = 0;
fn checked_add_assign(&mut self, v: &Self) -> Result<(), ()> {
match self.checked_add(*v) {
Some(sum) => {
*self = sum;
Ok(())
}
None => Err(()),
}
}
}
};
($t:ty, $($tt:ty),*) => {
impl_weight_int!($t);
impl_weight_int!($($tt),*);
}
}
impl_weight_int!(i8, i16, i32, i64, i128, isize);
impl_weight_int!(u8, u16, u32, u64, u128, usize);
macro_rules! impl_weight_float {
($t:ty) => {
impl Weight for $t {
const ZERO: Self = 0.0;
fn checked_add_assign(&mut self, v: &Self) -> Result<(), ()> {
// Floats have an explicit representation for overflow
*self += *v;
Ok(())
}
}
};
}
impl_weight_float!(f32);
impl_weight_float!(f64);
#[cfg(test)]
mod test {
use super::*;
#[cfg(feature = "serde")]
#[test]
fn test_weightedindex_serde() {
let weighted_index = WeightedIndex::new([1, 2, 3, 4, 5, 6, 7, 8, 9, 10]).unwrap();
let ser_weighted_index = bincode::serialize(&weighted_index).unwrap();
let de_weighted_index: WeightedIndex<i32> =
bincode::deserialize(&ser_weighted_index).unwrap();
assert_eq!(
de_weighted_index.cumulative_weights,
weighted_index.cumulative_weights
);
assert_eq!(de_weighted_index.total_weight, weighted_index.total_weight);
}
#[test]
fn test_accepting_nan() {
assert_eq!(
WeightedIndex::new([f32::NAN, 0.5]).unwrap_err(),
WeightError::InvalidWeight,
);
assert_eq!(
WeightedIndex::new([f32::NAN]).unwrap_err(),
WeightError::InvalidWeight,
);
assert_eq!(
WeightedIndex::new([0.5, f32::NAN]).unwrap_err(),
WeightError::InvalidWeight,
);
assert_eq!(
WeightedIndex::new([0.5, 7.0])
.unwrap()
.update_weights(&[(0, &f32::NAN)])
.unwrap_err(),
WeightError::InvalidWeight,
)
}
#[test]
#[cfg_attr(miri, ignore)] // 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(),
WeightError::InvalidInput
);
assert_eq!(
WeightedIndex::new([0]).unwrap_err(),
WeightError::InsufficientNonZero
);
assert_eq!(
WeightedIndex::new([10, 20, -1, 30]).unwrap_err(),
WeightError::InvalidWeight
);
assert_eq!(
WeightedIndex::new([-10, 20, 1, 30]).unwrap_err(),
WeightError::InvalidWeight
);
assert_eq!(
WeightedIndex::new([-10]).unwrap_err(),
WeightError::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.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);
}
}
#[test]
fn test_update_weights_errors() {
let data = [
(
&[1i32, 0, 0][..],
&[(0, &0)][..],
WeightError::InsufficientNonZero,
),
(
&[10, 10, 10, 10][..],
&[(1, &-11)][..],
WeightError::InvalidWeight, // A weight is negative
),
(
&[1, 2, 3, 4, 5][..],
&[(1, &5), (0, &5)][..], // Wrong order
WeightError::InvalidInput,
),
(
&[1][..],
&[(1, &1)][..], // Index too large
WeightError::InvalidInput,
),
];
for (weights, update, err) in data.iter() {
let total_weight = weights.iter().sum::<i32>();
let mut distr = WeightedIndex::new(weights.to_vec()).unwrap();
assert_eq!(distr.total_weight, total_weight);
match distr.update_weights(update) {
Ok(_) => panic!("Expected update_weights to fail, but it succeeded"),
Err(e) => assert_eq!(e, *err),
}
}
}
#[test]
fn test_weight_at() {
let data = [
&[1][..],
&[10, 2, 3, 4][..],
&[1, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7][..],
&[u32::MAX][..],
];
for weights in data.iter() {
let distr = WeightedIndex::new(weights.to_vec()).unwrap();
for (i, weight) in weights.iter().enumerate() {
assert_eq!(distr.weight(i), Some(*weight));
}
assert_eq!(distr.weight(weights.len()), None);
}
}
#[test]
fn test_weights() {
let data = [
&[1][..],
&[10, 2, 3, 4][..],
&[1, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7][..],
&[u32::MAX][..],
];
for weights in data.iter() {
let distr = WeightedIndex::new(weights.to_vec()).unwrap();
assert_eq!(distr.weights().collect::<Vec<_>>(), weights.to_vec());
}
}
#[test]
fn value_stability() {
fn test_samples<X: Weight + SampleUniform + PartialOrd, I>(
weights: I,
buf: &mut [usize],
expected: &[usize],
) where
I: IntoIterator,
I::Item: SampleBorrow<X>,
{
assert_eq!(buf.len(), expected.len());
let distr = WeightedIndex::new(weights).unwrap();
let mut rng = crate::test::rng(701);
for r in buf.iter_mut() {
*r = rng.sample(&distr);
}
assert_eq!(buf, expected);
}
let mut buf = [0; 10];
test_samples(
[1i32, 1, 1, 1, 1, 1, 1, 1, 1],
&mut buf,
&[0, 6, 2, 6, 3, 4, 7, 8, 2, 5],
);
test_samples(
[0.7f32, 0.1, 0.1, 0.1],
&mut buf,
&[0, 0, 0, 1, 0, 0, 2, 3, 0, 0],
);
test_samples(
[1.0f64, 0.999, 0.998, 0.997],
&mut buf,
&[2, 2, 1, 3, 2, 1, 3, 3, 2, 1],
);
}
#[test]
fn weighted_index_distributions_can_be_compared() {
assert_eq!(WeightedIndex::new([1, 2]), WeightedIndex::new([1, 2]));
}
#[test]
fn overflow() {
assert_eq!(
WeightedIndex::new([2, usize::MAX]),
Err(WeightError::Overflow)
);
}
}
/// Errors returned by [`WeightedIndex::new`], [`WeightedIndex::update_weights`] and other weighted distributions
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
// Marked non_exhaustive to allow a new error code in the solution to #1476.
#[non_exhaustive]
pub enum WeightError {
/// The input weight sequence is empty, too long, or wrongly ordered
InvalidInput,
/// A weight is negative, too large for the distribution, or not a valid number
InvalidWeight,
/// Not enough non-zero weights are available to sample values
///
/// When attempting to sample a single value this implies that all weights
/// are zero. When attempting to sample `amount` values this implies that
/// less than `amount` weights are greater than zero.
InsufficientNonZero,
/// Overflow when calculating the sum of weights
Overflow,
}
#[cfg(feature = "std")]
impl std::error::Error for WeightError {}
impl fmt::Display for WeightError {
fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result {
f.write_str(match *self {
WeightError::InvalidInput => "Weights sequence is empty/too long/unordered",
WeightError::InvalidWeight => "A weight is negative, too large or not a valid number",
WeightError::InsufficientNonZero => "Not enough weights > zero",
WeightError::Overflow => "Overflow when summing weights",
})
}
}