123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427 |
- // 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/zipf_distribution.h"
- #include <algorithm>
- #include <cstddef>
- #include <cstdint>
- #include <iterator>
- #include <random>
- #include <string>
- #include <utility>
- #include <vector>
- #include "gmock/gmock.h"
- #include "gtest/gtest.h"
- #include "absl/base/internal/raw_logging.h"
- #include "absl/random/internal/chi_square.h"
- #include "absl/random/internal/pcg_engine.h"
- #include "absl/random/internal/sequence_urbg.h"
- #include "absl/random/random.h"
- #include "absl/strings/str_cat.h"
- #include "absl/strings/str_replace.h"
- #include "absl/strings/strip.h"
- namespace {
- using ::absl::random_internal::kChiSquared;
- using ::testing::ElementsAre;
- template <typename IntType>
- class ZipfDistributionTypedTest : public ::testing::Test {};
- using IntTypes = ::testing::Types<int, int8_t, int16_t, int32_t, int64_t,
- uint8_t, uint16_t, uint32_t, uint64_t>;
- TYPED_TEST_CASE(ZipfDistributionTypedTest, IntTypes);
- TYPED_TEST(ZipfDistributionTypedTest, SerializeTest) {
- using param_type = typename absl::zipf_distribution<TypeParam>::param_type;
- constexpr int kCount = 1000;
- absl::InsecureBitGen gen;
- for (const auto& param : {
- param_type(),
- param_type(32),
- param_type(100, 3, 2),
- param_type(std::numeric_limits<TypeParam>::max(), 4, 3),
- param_type(std::numeric_limits<TypeParam>::max() / 2),
- }) {
- // Validate parameters.
- const auto k = param.k();
- const auto q = param.q();
- const auto v = param.v();
- absl::zipf_distribution<TypeParam> before(k, q, v);
- EXPECT_EQ(before.k(), param.k());
- EXPECT_EQ(before.q(), param.q());
- EXPECT_EQ(before.v(), param.v());
- {
- absl::zipf_distribution<TypeParam> via_param(param);
- EXPECT_EQ(via_param, before);
- }
- // Validate stream serialization.
- std::stringstream ss;
- ss << before;
- absl::zipf_distribution<TypeParam> after(4, 5.5, 4.4);
- EXPECT_NE(before.k(), after.k());
- EXPECT_NE(before.q(), after.q());
- EXPECT_NE(before.v(), after.v());
- EXPECT_NE(before.param(), after.param());
- EXPECT_NE(before, after);
- ss >> after;
- EXPECT_EQ(before.k(), after.k());
- EXPECT_EQ(before.q(), after.q());
- EXPECT_EQ(before.v(), after.v());
- EXPECT_EQ(before.param(), after.param());
- EXPECT_EQ(before, after);
- // Smoke test.
- auto sample_min = after.max();
- auto sample_max = after.min();
- for (int i = 0; i < kCount; i++) {
- auto sample = after(gen);
- EXPECT_GE(sample, after.min());
- EXPECT_LE(sample, after.max());
- if (sample > sample_max) sample_max = sample;
- if (sample < sample_min) sample_min = sample;
- }
- ABSL_INTERNAL_LOG(INFO,
- absl::StrCat("Range: ", +sample_min, ", ", +sample_max));
- }
- }
- class ZipfModel {
- public:
- ZipfModel(size_t k, double q, double v) : k_(k), q_(q), v_(v) {}
- double mean() const { return mean_; }
- // For the other moments of the Zipf distribution, see, for example,
- // http://mathworld.wolfram.com/ZipfDistribution.html
- // PMF(k) = (1 / k^s) / H(N,s)
- // Returns the probability that any single invocation returns k.
- double PMF(size_t i) { return i >= hnq_.size() ? 0.0 : hnq_[i] / sum_hnq_; }
- // CDF = H(k, s) / H(N,s)
- double CDF(size_t i) {
- if (i >= hnq_.size()) {
- return 1.0;
- }
- auto it = std::begin(hnq_);
- double h = 0.0;
- for (const auto end = it; it != end; it++) {
- h += *it;
- }
- return h / sum_hnq_;
- }
- // The InverseCDF returns the k values which bound p on the upper and lower
- // bound. Since there is no closed-form solution, this is implemented as a
- // bisction of the cdf.
- std::pair<size_t, size_t> InverseCDF(double p) {
- size_t min = 0;
- size_t max = hnq_.size();
- while (max > min + 1) {
- size_t target = (max + min) >> 1;
- double x = CDF(target);
- if (x > p) {
- max = target;
- } else {
- min = target;
- }
- }
- return {min, max};
- }
- // Compute the probability totals, which are based on the generalized harmonic
- // number, H(N,s).
- // H(N,s) == SUM(k=1..N, 1 / k^s)
- //
- // In the limit, H(N,s) == zetac(s) + 1.
- //
- // NOTE: The mean of a zipf distribution could be computed here as well.
- // Mean := H(N, s-1) / H(N,s).
- // Given the parameter v = 1, this gives the following function:
- // (Hn(100, 1) - Hn(1,1)) / (Hn(100,2) - Hn(1,2)) = 6.5944
- //
- void Init() {
- if (!hnq_.empty()) {
- return;
- }
- hnq_.clear();
- hnq_.reserve(std::min(k_, size_t{1000}));
- sum_hnq_ = 0;
- double qm1 = q_ - 1.0;
- double sum_hnq_m1 = 0;
- for (size_t i = 0; i < k_; i++) {
- // Partial n-th generalized harmonic number
- const double x = v_ + i;
- // H(n, q-1)
- const double hnqm1 =
- (q_ == 2.0) ? (1.0 / x)
- : (q_ == 3.0) ? (1.0 / (x * x)) : std::pow(x, -qm1);
- sum_hnq_m1 += hnqm1;
- // H(n, q)
- const double hnq =
- (q_ == 2.0) ? (1.0 / (x * x))
- : (q_ == 3.0) ? (1.0 / (x * x * x)) : std::pow(x, -q_);
- sum_hnq_ += hnq;
- hnq_.push_back(hnq);
- if (i > 1000 && hnq <= 1e-10) {
- // The harmonic number is too small.
- break;
- }
- }
- assert(sum_hnq_ > 0);
- mean_ = sum_hnq_m1 / sum_hnq_;
- }
- private:
- const size_t k_;
- const double q_;
- const double v_;
- double mean_;
- std::vector<double> hnq_;
- double sum_hnq_;
- };
- using zipf_u64 = absl::zipf_distribution<uint64_t>;
- class ZipfTest : public testing::TestWithParam<zipf_u64::param_type>,
- public ZipfModel {
- public:
- ZipfTest() : ZipfModel(GetParam().k(), GetParam().q(), GetParam().v()) {}
- // 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};
- };
- TEST_P(ZipfTest, ChiSquaredTest) {
- const auto& param = GetParam();
- Init();
- size_t trials = 10000;
- // Find the split-points for the buckets.
- std::vector<size_t> points;
- std::vector<double> expected;
- {
- double last_cdf = 0.0;
- double min_p = 1.0;
- for (double p = 0.01; p < 1.0; p += 0.01) {
- auto x = InverseCDF(p);
- if (points.empty() || points.back() < x.second) {
- const double p = CDF(x.second);
- points.push_back(x.second);
- double q = p - last_cdf;
- expected.push_back(q);
- last_cdf = p;
- if (q < min_p) {
- min_p = q;
- }
- }
- }
- if (last_cdf < 0.999) {
- points.push_back(std::numeric_limits<size_t>::max());
- double q = 1.0 - last_cdf;
- expected.push_back(q);
- if (q < min_p) {
- min_p = q;
- }
- } else {
- points.back() = std::numeric_limits<size_t>::max();
- expected.back() += (1.0 - last_cdf);
- }
- // The Chi-Squared score is not completely scale-invariant; it works best
- // when the small values are in the small digits.
- trials = static_cast<size_t>(8.0 / min_p);
- }
- ASSERT_GT(points.size(), 0);
- // Generate n variates and fill the counts vector with the count of their
- // occurrences.
- std::vector<int64_t> buckets(points.size(), 0);
- double avg = 0;
- {
- zipf_u64 dis(param);
- for (size_t i = 0; i < trials; i++) {
- uint64_t x = dis(rng_);
- ASSERT_LE(x, dis.max());
- ASSERT_GE(x, dis.min());
- avg += static_cast<double>(x);
- auto it = std::upper_bound(std::begin(points), std::end(points),
- static_cast<size_t>(x));
- buckets[std::distance(std::begin(points), it)]++;
- }
- avg = avg / static_cast<double>(trials);
- }
- // Validate the output using the Chi-Squared test.
- for (auto& e : expected) {
- e *= trials;
- }
- // The null-hypothesis is that the distribution is a poisson distribution with
- // the provided mean (not estimated from the data).
- const int dof = static_cast<int>(expected.size()) - 1;
- // NOTE: This test runs about 15x per invocation, so a value of 0.9995 is
- // approximately correct for a test suite failure rate of 1 in 100. In
- // practice we see failures slightly higher than that.
- const double threshold = absl::random_internal::ChiSquareValue(dof, 0.9999);
- const double chi_square = absl::random_internal::ChiSquare(
- std::begin(buckets), std::end(buckets), std::begin(expected),
- std::end(expected));
- const double p_actual =
- absl::random_internal::ChiSquarePValue(chi_square, dof);
- // Log if the chi_squared value is above the threshold.
- if (chi_square > threshold) {
- ABSL_INTERNAL_LOG(INFO, "values");
- for (size_t i = 0; i < expected.size(); i++) {
- ABSL_INTERNAL_LOG(INFO, absl::StrCat(points[i], ": ", buckets[i],
- " vs. E=", expected[i]));
- }
- ABSL_INTERNAL_LOG(INFO, absl::StrCat("trials ", trials));
- ABSL_INTERNAL_LOG(INFO,
- absl::StrCat("mean ", avg, " vs. expected ", mean()));
- ABSL_INTERNAL_LOG(INFO, absl::StrCat(kChiSquared, "(data, ", dof, ") = ",
- chi_square, " (", p_actual, ")"));
- ABSL_INTERNAL_LOG(INFO,
- absl::StrCat(kChiSquared, " @ 0.9995 = ", threshold));
- FAIL() << kChiSquared << " value of " << chi_square
- << " is above the threshold.";
- }
- }
- std::vector<zipf_u64::param_type> GenParams() {
- using param = zipf_u64::param_type;
- const auto k = param().k();
- const auto q = param().q();
- const auto v = param().v();
- const uint64_t k2 = 1 << 10;
- return std::vector<zipf_u64::param_type>{
- // Default
- param(k, q, v),
- // vary K
- param(4, q, v), param(1 << 4, q, v), param(k2, q, v),
- // vary V
- param(k2, q, 0.5), param(k2, q, 1.5), param(k2, q, 2.5), param(k2, q, 10),
- // vary Q
- param(k2, 1.5, v), param(k2, 3, v), param(k2, 5, v), param(k2, 10, v),
- // Vary V & Q
- param(k2, 1.5, 0.5), param(k2, 3, 1.5), param(k, 10, 10)};
- }
- std::string ParamName(
- const ::testing::TestParamInfo<zipf_u64::param_type>& info) {
- const auto& p = info.param;
- std::string name = absl::StrCat("k_", p.k(), "__q_", absl::SixDigits(p.q()),
- "__v_", absl::SixDigits(p.v()));
- return absl::StrReplaceAll(name, {{"+", "_"}, {"-", "_"}, {".", "_"}});
- }
- INSTANTIATE_TEST_SUITE_P(All, ZipfTest, ::testing::ValuesIn(GenParams()),
- ParamName);
- // NOTE: absl::zipf_distribution is not guaranteed to be stable.
- TEST(ZipfDistributionTest, StabilityTest) {
- // absl::zipf_distribution stability relies on
- // absl::uniform_real_distribution, std::log, std::exp, std::log1p
- absl::random_internal::sequence_urbg urbg(
- {0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull, 0xC332DDEFBE6C5AA5ull,
- 0x6558218568AB9702ull, 0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull,
- 0xECDD4775619F1510ull, 0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull,
- 0xB5735C904C70A239ull, 0xD59E9E0BCBAADE14ull, 0xEECC86BC60622CA7ull});
- std::vector<int> output(10);
- {
- absl::zipf_distribution<int32_t> dist;
- std::generate(std::begin(output), std::end(output),
- [&] { return dist(urbg); });
- EXPECT_THAT(output, ElementsAre(10031, 0, 0, 3, 6, 0, 7, 47, 0, 0));
- }
- urbg.reset();
- {
- absl::zipf_distribution<int32_t> dist(std::numeric_limits<int32_t>::max(),
- 3.3);
- std::generate(std::begin(output), std::end(output),
- [&] { return dist(urbg); });
- EXPECT_THAT(output, ElementsAre(44, 0, 0, 0, 0, 1, 0, 1, 3, 0));
- }
- }
- TEST(ZipfDistributionTest, AlgorithmBounds) {
- absl::zipf_distribution<int32_t> dist;
- // Small values from absl::uniform_real_distribution map to larger Zipf
- // distribution values.
- const std::pair<uint64_t, int32_t> kInputs[] = {
- {0xffffffffffffffff, 0x0}, {0x7fffffffffffffff, 0x0},
- {0x3ffffffffffffffb, 0x1}, {0x1ffffffffffffffd, 0x4},
- {0xffffffffffffffe, 0x9}, {0x7ffffffffffffff, 0x12},
- {0x3ffffffffffffff, 0x25}, {0x1ffffffffffffff, 0x4c},
- {0xffffffffffffff, 0x99}, {0x7fffffffffffff, 0x132},
- {0x3fffffffffffff, 0x265}, {0x1fffffffffffff, 0x4cc},
- {0xfffffffffffff, 0x999}, {0x7ffffffffffff, 0x1332},
- {0x3ffffffffffff, 0x2665}, {0x1ffffffffffff, 0x4ccc},
- {0xffffffffffff, 0x9998}, {0x7fffffffffff, 0x1332f},
- {0x3fffffffffff, 0x2665a}, {0x1fffffffffff, 0x4cc9e},
- {0xfffffffffff, 0x998e0}, {0x7ffffffffff, 0x133051},
- {0x3ffffffffff, 0x265ae4}, {0x1ffffffffff, 0x4c9ed3},
- {0xffffffffff, 0x98e223}, {0x7fffffffff, 0x13058c4},
- {0x3fffffffff, 0x25b178e}, {0x1fffffffff, 0x4a062b2},
- {0xfffffffff, 0x8ee23b8}, {0x7ffffffff, 0x10b21642},
- {0x3ffffffff, 0x1d89d89d}, {0x1ffffffff, 0x2fffffff},
- {0xffffffff, 0x45d1745d}, {0x7fffffff, 0x5a5a5a5a},
- {0x3fffffff, 0x69ee5846}, {0x1fffffff, 0x73ecade3},
- {0xfffffff, 0x79a9d260}, {0x7ffffff, 0x7cc0532b},
- {0x3ffffff, 0x7e5ad146}, {0x1ffffff, 0x7f2c0bec},
- {0xffffff, 0x7f95adef}, {0x7fffff, 0x7fcac0da},
- {0x3fffff, 0x7fe55ae2}, {0x1fffff, 0x7ff2ac0e},
- {0xfffff, 0x7ff955ae}, {0x7ffff, 0x7ffcaac1},
- {0x3ffff, 0x7ffe555b}, {0x1ffff, 0x7fff2aac},
- {0xffff, 0x7fff9556}, {0x7fff, 0x7fffcaab},
- {0x3fff, 0x7fffe555}, {0x1fff, 0x7ffff2ab},
- {0xfff, 0x7ffff955}, {0x7ff, 0x7ffffcab},
- {0x3ff, 0x7ffffe55}, {0x1ff, 0x7fffff2b},
- {0xff, 0x7fffff95}, {0x7f, 0x7fffffcb},
- {0x3f, 0x7fffffe5}, {0x1f, 0x7ffffff3},
- {0xf, 0x7ffffff9}, {0x7, 0x7ffffffd},
- {0x3, 0x7ffffffe}, {0x1, 0x7fffffff},
- };
- for (const auto& instance : kInputs) {
- absl::random_internal::sequence_urbg urbg({instance.first});
- EXPECT_EQ(instance.second, dist(urbg));
- }
- }
- } // namespace
|