bernoulli_distribution_test.cc 7.8 KB

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  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. #include "absl/random/bernoulli_distribution.h"
  15. #include <cmath>
  16. #include <cstddef>
  17. #include <random>
  18. #include <sstream>
  19. #include <utility>
  20. #include "gtest/gtest.h"
  21. #include "absl/random/internal/pcg_engine.h"
  22. #include "absl/random/internal/sequence_urbg.h"
  23. #include "absl/random/random.h"
  24. namespace {
  25. class BernoulliTest : public testing::TestWithParam<std::pair<double, size_t>> {
  26. };
  27. TEST_P(BernoulliTest, Serialize) {
  28. const double d = GetParam().first;
  29. absl::bernoulli_distribution before(d);
  30. {
  31. absl::bernoulli_distribution via_param{
  32. absl::bernoulli_distribution::param_type(d)};
  33. EXPECT_EQ(via_param, before);
  34. }
  35. std::stringstream ss;
  36. ss << before;
  37. absl::bernoulli_distribution after(0.6789);
  38. EXPECT_NE(before.p(), after.p());
  39. EXPECT_NE(before.param(), after.param());
  40. EXPECT_NE(before, after);
  41. ss >> after;
  42. EXPECT_EQ(before.p(), after.p());
  43. EXPECT_EQ(before.param(), after.param());
  44. EXPECT_EQ(before, after);
  45. }
  46. TEST_P(BernoulliTest, Accuracy) {
  47. // Sadly, the claim to fame for this implementation is precise accuracy, which
  48. // is very, very hard to measure, the improvements come as trials approach the
  49. // limit of double accuracy; thus the outcome differs from the
  50. // std::bernoulli_distribution with a probability of approximately 1 in 2^-53.
  51. const std::pair<double, size_t> para = GetParam();
  52. size_t trials = para.second;
  53. double p = para.first;
  54. // We use a fixed bit generator for distribution accuracy tests. This allows
  55. // these tests to be deterministic, while still testing the qualify of the
  56. // implementation.
  57. absl::random_internal::pcg64_2018_engine rng(0x2B7E151628AED2A6);
  58. size_t yes = 0;
  59. absl::bernoulli_distribution dist(p);
  60. for (size_t i = 0; i < trials; ++i) {
  61. if (dist(rng)) yes++;
  62. }
  63. // Compute the distribution parameters for a binomial test, using a normal
  64. // approximation for the confidence interval, as there are a sufficiently
  65. // large number of trials that the central limit theorem applies.
  66. const double stddev_p = std::sqrt((p * (1.0 - p)) / trials);
  67. const double expected = trials * p;
  68. const double stddev = trials * stddev_p;
  69. // 5 sigma, approved by Richard Feynman
  70. EXPECT_NEAR(yes, expected, 5 * stddev)
  71. << "@" << p << ", "
  72. << std::abs(static_cast<double>(yes) - expected) / stddev << " stddev";
  73. }
  74. // There must be many more trials to make the mean approximately normal for `p`
  75. // closes to 0 or 1.
  76. INSTANTIATE_TEST_SUITE_P(
  77. All, BernoulliTest,
  78. ::testing::Values(
  79. // Typical values.
  80. std::make_pair(0, 30000), std::make_pair(1e-3, 30000000),
  81. std::make_pair(0.1, 3000000), std::make_pair(0.5, 3000000),
  82. std::make_pair(0.9, 30000000), std::make_pair(0.999, 30000000),
  83. std::make_pair(1, 30000),
  84. // Boundary cases.
  85. std::make_pair(std::nextafter(1.0, 0.0), 1), // ~1 - epsilon
  86. std::make_pair(std::numeric_limits<double>::epsilon(), 1),
  87. std::make_pair(std::nextafter(std::numeric_limits<double>::min(),
  88. 1.0), // min + epsilon
  89. 1),
  90. std::make_pair(std::numeric_limits<double>::min(), // smallest normal
  91. 1),
  92. std::make_pair(
  93. std::numeric_limits<double>::denorm_min(), // smallest denorm
  94. 1),
  95. std::make_pair(std::numeric_limits<double>::min() / 2, 1), // denorm
  96. std::make_pair(std::nextafter(std::numeric_limits<double>::min(),
  97. 0.0), // denorm_max
  98. 1)));
  99. // NOTE: absl::bernoulli_distribution is not guaranteed to be stable.
  100. TEST(BernoulliTest, StabilityTest) {
  101. // absl::bernoulli_distribution stability relies on FastUniformBits and
  102. // integer arithmetic.
  103. absl::random_internal::sequence_urbg urbg({
  104. 0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
  105. 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
  106. 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
  107. 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull,
  108. 0x4864f22c059bf29eull, 0x247856d8b862665cull, 0xe46e86e9a1337e10ull,
  109. 0xd8c8541f3519b133ull, 0xe75b5162c567b9e4ull, 0xf732e5ded7009c5bull,
  110. 0xb170b98353121eacull, 0x1ec2e8986d2362caull, 0x814c8e35fe9a961aull,
  111. 0x0c3cd59c9b638a02ull, 0xcb3bb6478a07715cull, 0x1224e62c978bbc7full,
  112. 0x671ef2cb04e81f6eull, 0x3c1cbd811eaf1808ull, 0x1bbc23cfa8fac721ull,
  113. 0xa4c2cda65e596a51ull, 0xb77216fad37adf91ull, 0x836d794457c08849ull,
  114. 0xe083df03475f49d7ull, 0xbc9feb512e6b0d6cull, 0xb12d74fdd718c8c5ull,
  115. 0x12ff09653bfbe4caull, 0x8dd03a105bc4ee7eull, 0x5738341045ba0d85ull,
  116. 0xe3fd722dc65ad09eull, 0x5a14fd21ea2a5705ull, 0x14e6ea4d6edb0c73ull,
  117. 0x275b0dc7e0a18acfull, 0x36cebe0d2653682eull, 0x0361e9b23861596bull,
  118. });
  119. // Generate a string of '0' and '1' for the distribution output.
  120. auto generate = [&urbg](absl::bernoulli_distribution& dist) {
  121. std::string output;
  122. output.reserve(36);
  123. urbg.reset();
  124. for (int i = 0; i < 35; i++) {
  125. output.append(dist(urbg) ? "1" : "0");
  126. }
  127. return output;
  128. };
  129. const double kP = 0.0331289862362;
  130. {
  131. absl::bernoulli_distribution dist(kP);
  132. auto v = generate(dist);
  133. EXPECT_EQ(35, urbg.invocations());
  134. EXPECT_EQ(v, "00000000000010000000000010000000000") << dist;
  135. }
  136. {
  137. absl::bernoulli_distribution dist(kP * 10.0);
  138. auto v = generate(dist);
  139. EXPECT_EQ(35, urbg.invocations());
  140. EXPECT_EQ(v, "00000100010010010010000011000011010") << dist;
  141. }
  142. {
  143. absl::bernoulli_distribution dist(kP * 20.0);
  144. auto v = generate(dist);
  145. EXPECT_EQ(35, urbg.invocations());
  146. EXPECT_EQ(v, "00011110010110110011011111110111011") << dist;
  147. }
  148. {
  149. absl::bernoulli_distribution dist(1.0 - kP);
  150. auto v = generate(dist);
  151. EXPECT_EQ(35, urbg.invocations());
  152. EXPECT_EQ(v, "11111111111111111111011111111111111") << dist;
  153. }
  154. }
  155. TEST(BernoulliTest, StabilityTest2) {
  156. absl::random_internal::sequence_urbg urbg(
  157. {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
  158. 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
  159. 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
  160. 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
  161. // Generate a string of '0' and '1' for the distribution output.
  162. auto generate = [&urbg](absl::bernoulli_distribution& dist) {
  163. std::string output;
  164. output.reserve(13);
  165. urbg.reset();
  166. for (int i = 0; i < 12; i++) {
  167. output.append(dist(urbg) ? "1" : "0");
  168. }
  169. return output;
  170. };
  171. constexpr double b0 = 1.0 / 13.0 / 0.2;
  172. constexpr double b1 = 2.0 / 13.0 / 0.2;
  173. constexpr double b3 = (5.0 / 13.0 / 0.2) - ((1 - b0) + (1 - b1) + (1 - b1));
  174. {
  175. absl::bernoulli_distribution dist(b0);
  176. auto v = generate(dist);
  177. EXPECT_EQ(12, urbg.invocations());
  178. EXPECT_EQ(v, "000011100101") << dist;
  179. }
  180. {
  181. absl::bernoulli_distribution dist(b1);
  182. auto v = generate(dist);
  183. EXPECT_EQ(12, urbg.invocations());
  184. EXPECT_EQ(v, "001111101101") << dist;
  185. }
  186. {
  187. absl::bernoulli_distribution dist(b3);
  188. auto v = generate(dist);
  189. EXPECT_EQ(12, urbg.invocations());
  190. EXPECT_EQ(v, "001111101111") << dist;
  191. }
  192. }
  193. } // namespace