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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 "absl/random/bernoulli_distribution.h"
- #include <cmath>
- #include <cstddef>
- #include <random>
- #include <sstream>
- #include <utility>
- #include "gtest/gtest.h"
- #include "absl/random/internal/pcg_engine.h"
- #include "absl/random/internal/sequence_urbg.h"
- #include "absl/random/random.h"
- namespace {
- class BernoulliTest : public testing::TestWithParam<std::pair<double, size_t>> {
- };
- TEST_P(BernoulliTest, Serialize) {
- const double d = GetParam().first;
- absl::bernoulli_distribution before(d);
- {
- absl::bernoulli_distribution via_param{
- absl::bernoulli_distribution::param_type(d)};
- EXPECT_EQ(via_param, before);
- }
- std::stringstream ss;
- ss << before;
- absl::bernoulli_distribution after(0.6789);
- EXPECT_NE(before.p(), after.p());
- EXPECT_NE(before.param(), after.param());
- EXPECT_NE(before, after);
- ss >> after;
- EXPECT_EQ(before.p(), after.p());
- EXPECT_EQ(before.param(), after.param());
- EXPECT_EQ(before, after);
- }
- TEST_P(BernoulliTest, Accuracy) {
- // Sadly, the claim to fame for this implementation is precise accuracy, which
- // is very, very hard to measure, the improvements come as trials approach the
- // limit of double accuracy; thus the outcome differs from the
- // std::bernoulli_distribution with a probability of approximately 1 in 2^-53.
- const std::pair<double, size_t> para = GetParam();
- size_t trials = para.second;
- double p = para.first;
- // 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);
- size_t yes = 0;
- absl::bernoulli_distribution dist(p);
- for (size_t i = 0; i < trials; ++i) {
- if (dist(rng)) yes++;
- }
- // Compute the distribution parameters for a binomial test, using a normal
- // approximation for the confidence interval, as there are a sufficiently
- // large number of trials that the central limit theorem applies.
- const double stddev_p = std::sqrt((p * (1.0 - p)) / trials);
- const double expected = trials * p;
- const double stddev = trials * stddev_p;
- // 5 sigma, approved by Richard Feynman
- EXPECT_NEAR(yes, expected, 5 * stddev)
- << "@" << p << ", "
- << std::abs(static_cast<double>(yes) - expected) / stddev << " stddev";
- }
- // There must be many more trials to make the mean approximately normal for `p`
- // closes to 0 or 1.
- INSTANTIATE_TEST_SUITE_P(
- All, BernoulliTest,
- ::testing::Values(
- // Typical values.
- std::make_pair(0, 30000), std::make_pair(1e-3, 30000000),
- std::make_pair(0.1, 3000000), std::make_pair(0.5, 3000000),
- std::make_pair(0.9, 30000000), std::make_pair(0.999, 30000000),
- std::make_pair(1, 30000),
- // Boundary cases.
- std::make_pair(std::nextafter(1.0, 0.0), 1), // ~1 - epsilon
- std::make_pair(std::numeric_limits<double>::epsilon(), 1),
- std::make_pair(std::nextafter(std::numeric_limits<double>::min(),
- 1.0), // min + epsilon
- 1),
- std::make_pair(std::numeric_limits<double>::min(), // smallest normal
- 1),
- std::make_pair(
- std::numeric_limits<double>::denorm_min(), // smallest denorm
- 1),
- std::make_pair(std::numeric_limits<double>::min() / 2, 1), // denorm
- std::make_pair(std::nextafter(std::numeric_limits<double>::min(),
- 0.0), // denorm_max
- 1)));
- // NOTE: absl::bernoulli_distribution is not guaranteed to be stable.
- TEST(BernoulliTest, StabilityTest) {
- // absl::bernoulli_distribution stability relies on FastUniformBits and
- // integer arithmetic.
- absl::random_internal::sequence_urbg urbg({
- 0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
- 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
- 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
- 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull,
- 0x4864f22c059bf29eull, 0x247856d8b862665cull, 0xe46e86e9a1337e10ull,
- 0xd8c8541f3519b133ull, 0xe75b5162c567b9e4ull, 0xf732e5ded7009c5bull,
- 0xb170b98353121eacull, 0x1ec2e8986d2362caull, 0x814c8e35fe9a961aull,
- 0x0c3cd59c9b638a02ull, 0xcb3bb6478a07715cull, 0x1224e62c978bbc7full,
- 0x671ef2cb04e81f6eull, 0x3c1cbd811eaf1808ull, 0x1bbc23cfa8fac721ull,
- 0xa4c2cda65e596a51ull, 0xb77216fad37adf91ull, 0x836d794457c08849ull,
- 0xe083df03475f49d7ull, 0xbc9feb512e6b0d6cull, 0xb12d74fdd718c8c5ull,
- 0x12ff09653bfbe4caull, 0x8dd03a105bc4ee7eull, 0x5738341045ba0d85ull,
- 0xe3fd722dc65ad09eull, 0x5a14fd21ea2a5705ull, 0x14e6ea4d6edb0c73ull,
- 0x275b0dc7e0a18acfull, 0x36cebe0d2653682eull, 0x0361e9b23861596bull,
- });
- // Generate a string of '0' and '1' for the distribution output.
- auto generate = [&urbg](absl::bernoulli_distribution& dist) {
- std::string output;
- output.reserve(36);
- urbg.reset();
- for (int i = 0; i < 35; i++) {
- output.append(dist(urbg) ? "1" : "0");
- }
- return output;
- };
- const double kP = 0.0331289862362;
- {
- absl::bernoulli_distribution dist(kP);
- auto v = generate(dist);
- EXPECT_EQ(35, urbg.invocations());
- EXPECT_EQ(v, "00000000000010000000000010000000000") << dist;
- }
- {
- absl::bernoulli_distribution dist(kP * 10.0);
- auto v = generate(dist);
- EXPECT_EQ(35, urbg.invocations());
- EXPECT_EQ(v, "00000100010010010010000011000011010") << dist;
- }
- {
- absl::bernoulli_distribution dist(kP * 20.0);
- auto v = generate(dist);
- EXPECT_EQ(35, urbg.invocations());
- EXPECT_EQ(v, "00011110010110110011011111110111011") << dist;
- }
- {
- absl::bernoulli_distribution dist(1.0 - kP);
- auto v = generate(dist);
- EXPECT_EQ(35, urbg.invocations());
- EXPECT_EQ(v, "11111111111111111111011111111111111") << dist;
- }
- }
- TEST(BernoulliTest, StabilityTest2) {
- absl::random_internal::sequence_urbg urbg(
- {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
- 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
- 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
- 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
- // Generate a string of '0' and '1' for the distribution output.
- auto generate = [&urbg](absl::bernoulli_distribution& dist) {
- std::string output;
- output.reserve(13);
- urbg.reset();
- for (int i = 0; i < 12; i++) {
- output.append(dist(urbg) ? "1" : "0");
- }
- return output;
- };
- constexpr double b0 = 1.0 / 13.0 / 0.2;
- constexpr double b1 = 2.0 / 13.0 / 0.2;
- constexpr double b3 = (5.0 / 13.0 / 0.2) - ((1 - b0) + (1 - b1) + (1 - b1));
- {
- absl::bernoulli_distribution dist(b0);
- auto v = generate(dist);
- EXPECT_EQ(12, urbg.invocations());
- EXPECT_EQ(v, "000011100101") << dist;
- }
- {
- absl::bernoulli_distribution dist(b1);
- auto v = generate(dist);
- EXPECT_EQ(12, urbg.invocations());
- EXPECT_EQ(v, "001111101101") << dist;
- }
- {
- absl::bernoulli_distribution dist(b3);
- auto v = generate(dist);
- EXPECT_EQ(12, urbg.invocations());
- EXPECT_EQ(v, "001111101111") << dist;
- }
- }
- } // namespace
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