distributions_test.cc 16 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/distributions.h"
  15. #include <cfloat>
  16. #include <cmath>
  17. #include <cstdint>
  18. #include <random>
  19. #include <vector>
  20. #include "gtest/gtest.h"
  21. #include "absl/random/internal/distribution_test_util.h"
  22. #include "absl/random/random.h"
  23. namespace {
  24. constexpr int kSize = 400000;
  25. class RandomDistributionsTest : public testing::Test {};
  26. struct Invalid {};
  27. template <typename A, typename B>
  28. auto InferredUniformReturnT(int)
  29. -> decltype(absl::Uniform(std::declval<absl::InsecureBitGen&>(),
  30. std::declval<A>(), std::declval<B>()));
  31. template <typename, typename>
  32. Invalid InferredUniformReturnT(...);
  33. template <typename TagType, typename A, typename B>
  34. auto InferredTaggedUniformReturnT(int)
  35. -> decltype(absl::Uniform(std::declval<TagType>(),
  36. std::declval<absl::InsecureBitGen&>(),
  37. std::declval<A>(), std::declval<B>()));
  38. template <typename, typename, typename>
  39. Invalid InferredTaggedUniformReturnT(...);
  40. // Given types <A, B, Expect>, CheckArgsInferType() verifies that
  41. //
  42. // absl::Uniform(gen, A{}, B{})
  43. //
  44. // returns the type "Expect".
  45. //
  46. // This interface can also be used to assert that a given absl::Uniform()
  47. // overload does not exist / will not compile. Given types <A, B>, the
  48. // expression
  49. //
  50. // decltype(absl::Uniform(..., std::declval<A>(), std::declval<B>()))
  51. //
  52. // will not compile, leaving the definition of InferredUniformReturnT<A, B> to
  53. // resolve (via SFINAE) to the overload which returns type "Invalid". This
  54. // allows tests to assert that an invocation such as
  55. //
  56. // absl::Uniform(gen, 1.23f, std::numeric_limits<int>::max() - 1)
  57. //
  58. // should not compile, since neither type, float nor int, can precisely
  59. // represent both endpoint-values. Writing:
  60. //
  61. // CheckArgsInferType<float, int, Invalid>()
  62. //
  63. // will assert that this overload does not exist.
  64. template <typename A, typename B, typename Expect>
  65. void CheckArgsInferType() {
  66. static_assert(
  67. absl::conjunction<
  68. std::is_same<Expect, decltype(InferredUniformReturnT<A, B>(0))>,
  69. std::is_same<Expect,
  70. decltype(InferredUniformReturnT<B, A>(0))>>::value,
  71. "");
  72. static_assert(
  73. absl::conjunction<
  74. std::is_same<Expect, decltype(InferredTaggedUniformReturnT<
  75. absl::IntervalOpenOpenTag, A, B>(0))>,
  76. std::is_same<Expect,
  77. decltype(InferredTaggedUniformReturnT<
  78. absl::IntervalOpenOpenTag, B, A>(0))>>::value,
  79. "");
  80. }
  81. template <typename A, typename B, typename ExplicitRet>
  82. auto ExplicitUniformReturnT(int) -> decltype(
  83. absl::Uniform<ExplicitRet>(*std::declval<absl::InsecureBitGen*>(),
  84. std::declval<A>(), std::declval<B>()));
  85. template <typename, typename, typename ExplicitRet>
  86. Invalid ExplicitUniformReturnT(...);
  87. template <typename TagType, typename A, typename B, typename ExplicitRet>
  88. auto ExplicitTaggedUniformReturnT(int) -> decltype(absl::Uniform<ExplicitRet>(
  89. std::declval<TagType>(), *std::declval<absl::InsecureBitGen*>(),
  90. std::declval<A>(), std::declval<B>()));
  91. template <typename, typename, typename, typename ExplicitRet>
  92. Invalid ExplicitTaggedUniformReturnT(...);
  93. // Given types <A, B, Expect>, CheckArgsReturnExpectedType() verifies that
  94. //
  95. // absl::Uniform<Expect>(gen, A{}, B{})
  96. //
  97. // returns the type "Expect", and that the function-overload has the signature
  98. //
  99. // Expect(URBG&, Expect, Expect)
  100. template <typename A, typename B, typename Expect>
  101. void CheckArgsReturnExpectedType() {
  102. static_assert(
  103. absl::conjunction<
  104. std::is_same<Expect,
  105. decltype(ExplicitUniformReturnT<A, B, Expect>(0))>,
  106. std::is_same<Expect, decltype(ExplicitUniformReturnT<B, A, Expect>(
  107. 0))>>::value,
  108. "");
  109. static_assert(
  110. absl::conjunction<
  111. std::is_same<Expect,
  112. decltype(ExplicitTaggedUniformReturnT<
  113. absl::IntervalOpenOpenTag, A, B, Expect>(0))>,
  114. std::is_same<Expect, decltype(ExplicitTaggedUniformReturnT<
  115. absl::IntervalOpenOpenTag, B, A,
  116. Expect>(0))>>::value,
  117. "");
  118. }
  119. TEST_F(RandomDistributionsTest, UniformTypeInference) {
  120. // Infers common types.
  121. CheckArgsInferType<uint16_t, uint16_t, uint16_t>();
  122. CheckArgsInferType<uint32_t, uint32_t, uint32_t>();
  123. CheckArgsInferType<uint64_t, uint64_t, uint64_t>();
  124. CheckArgsInferType<int16_t, int16_t, int16_t>();
  125. CheckArgsInferType<int32_t, int32_t, int32_t>();
  126. CheckArgsInferType<int64_t, int64_t, int64_t>();
  127. CheckArgsInferType<float, float, float>();
  128. CheckArgsInferType<double, double, double>();
  129. // Explicitly-specified return-values override inferences.
  130. CheckArgsReturnExpectedType<int16_t, int16_t, int32_t>();
  131. CheckArgsReturnExpectedType<uint16_t, uint16_t, int32_t>();
  132. CheckArgsReturnExpectedType<int16_t, int16_t, int64_t>();
  133. CheckArgsReturnExpectedType<int16_t, int32_t, int64_t>();
  134. CheckArgsReturnExpectedType<int16_t, int32_t, double>();
  135. CheckArgsReturnExpectedType<float, float, double>();
  136. CheckArgsReturnExpectedType<int, int, int16_t>();
  137. // Properly promotes uint16_t.
  138. CheckArgsInferType<uint16_t, uint32_t, uint32_t>();
  139. CheckArgsInferType<uint16_t, uint64_t, uint64_t>();
  140. CheckArgsInferType<uint16_t, int32_t, int32_t>();
  141. CheckArgsInferType<uint16_t, int64_t, int64_t>();
  142. CheckArgsInferType<uint16_t, float, float>();
  143. CheckArgsInferType<uint16_t, double, double>();
  144. // Properly promotes int16_t.
  145. CheckArgsInferType<int16_t, int32_t, int32_t>();
  146. CheckArgsInferType<int16_t, int64_t, int64_t>();
  147. CheckArgsInferType<int16_t, float, float>();
  148. CheckArgsInferType<int16_t, double, double>();
  149. // Invalid (u)int16_t-pairings do not compile.
  150. // See "CheckArgsInferType" comments above, for how this is achieved.
  151. CheckArgsInferType<uint16_t, int16_t, Invalid>();
  152. CheckArgsInferType<int16_t, uint32_t, Invalid>();
  153. CheckArgsInferType<int16_t, uint64_t, Invalid>();
  154. // Properly promotes uint32_t.
  155. CheckArgsInferType<uint32_t, uint64_t, uint64_t>();
  156. CheckArgsInferType<uint32_t, int64_t, int64_t>();
  157. CheckArgsInferType<uint32_t, double, double>();
  158. // Properly promotes int32_t.
  159. CheckArgsInferType<int32_t, int64_t, int64_t>();
  160. CheckArgsInferType<int32_t, double, double>();
  161. // Invalid (u)int32_t-pairings do not compile.
  162. CheckArgsInferType<uint32_t, int32_t, Invalid>();
  163. CheckArgsInferType<int32_t, uint64_t, Invalid>();
  164. CheckArgsInferType<int32_t, float, Invalid>();
  165. CheckArgsInferType<uint32_t, float, Invalid>();
  166. // Invalid (u)int64_t-pairings do not compile.
  167. CheckArgsInferType<uint64_t, int64_t, Invalid>();
  168. CheckArgsInferType<int64_t, float, Invalid>();
  169. CheckArgsInferType<int64_t, double, Invalid>();
  170. // Properly promotes float.
  171. CheckArgsInferType<float, double, double>();
  172. }
  173. TEST_F(RandomDistributionsTest, UniformExamples) {
  174. // Examples.
  175. absl::InsecureBitGen gen;
  176. EXPECT_NE(1, absl::Uniform(gen, static_cast<uint16_t>(0), 1.0f));
  177. EXPECT_NE(1, absl::Uniform(gen, 0, 1.0));
  178. EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen,
  179. static_cast<uint16_t>(0), 1.0f));
  180. EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, 0, 1.0));
  181. EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, -1, 1.0));
  182. EXPECT_NE(1, absl::Uniform<double>(absl::IntervalOpenOpen, gen, -1, 1));
  183. EXPECT_NE(1, absl::Uniform<float>(absl::IntervalOpenOpen, gen, 0, 1));
  184. EXPECT_NE(1, absl::Uniform<float>(gen, 0, 1));
  185. }
  186. TEST_F(RandomDistributionsTest, UniformNoBounds) {
  187. absl::InsecureBitGen gen;
  188. absl::Uniform<uint8_t>(gen);
  189. absl::Uniform<uint16_t>(gen);
  190. absl::Uniform<uint32_t>(gen);
  191. absl::Uniform<uint64_t>(gen);
  192. }
  193. TEST_F(RandomDistributionsTest, UniformNonsenseRanges) {
  194. // The ranges used in this test are undefined behavior.
  195. // The results are arbitrary and subject to future changes.
  196. #if (defined(__i386__) || defined(_M_IX86)) && FLT_EVAL_METHOD != 0
  197. // We're using an x87-compatible FPU, and intermediate operations can be
  198. // performed with 80-bit floats. This produces slightly different results from
  199. // what we expect below.
  200. GTEST_SKIP()
  201. << "Skipping the test because we detected x87 floating-point semantics";
  202. #endif
  203. absl::InsecureBitGen gen;
  204. // <uint>
  205. EXPECT_EQ(0, absl::Uniform<uint64_t>(gen, 0, 0));
  206. EXPECT_EQ(1, absl::Uniform<uint64_t>(gen, 1, 0));
  207. EXPECT_EQ(0, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 0, 0));
  208. EXPECT_EQ(1, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 1, 0));
  209. constexpr auto m = (std::numeric_limits<uint64_t>::max)();
  210. EXPECT_EQ(m, absl::Uniform(gen, m, m));
  211. EXPECT_EQ(m, absl::Uniform(gen, m, m - 1));
  212. EXPECT_EQ(m - 1, absl::Uniform(gen, m - 1, m));
  213. EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m));
  214. EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m - 1));
  215. EXPECT_EQ(m - 1, absl::Uniform(absl::IntervalOpenOpen, gen, m - 1, m));
  216. // <int>
  217. EXPECT_EQ(0, absl::Uniform<int64_t>(gen, 0, 0));
  218. EXPECT_EQ(1, absl::Uniform<int64_t>(gen, 1, 0));
  219. EXPECT_EQ(0, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 0, 0));
  220. EXPECT_EQ(1, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 1, 0));
  221. constexpr auto l = (std::numeric_limits<int64_t>::min)();
  222. constexpr auto r = (std::numeric_limits<int64_t>::max)();
  223. EXPECT_EQ(l, absl::Uniform(gen, l, l));
  224. EXPECT_EQ(r, absl::Uniform(gen, r, r));
  225. EXPECT_EQ(r, absl::Uniform(gen, r, r - 1));
  226. EXPECT_EQ(r - 1, absl::Uniform(gen, r - 1, r));
  227. EXPECT_EQ(l, absl::Uniform(absl::IntervalOpenOpen, gen, l, l));
  228. EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r));
  229. EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r - 1));
  230. EXPECT_EQ(r - 1, absl::Uniform(absl::IntervalOpenOpen, gen, r - 1, r));
  231. // <double>
  232. const double e = std::nextafter(1.0, 2.0); // 1 + epsilon
  233. const double f = std::nextafter(1.0, 0.0); // 1 - epsilon
  234. const double g = std::numeric_limits<double>::denorm_min();
  235. EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, e));
  236. EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, f));
  237. EXPECT_EQ(0.0, absl::Uniform(gen, 0.0, g));
  238. EXPECT_EQ(e, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, e));
  239. EXPECT_EQ(f, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, f));
  240. EXPECT_EQ(g, absl::Uniform(absl::IntervalOpenOpen, gen, 0.0, g));
  241. }
  242. // TODO(lar): Validate properties of non-default interval-semantics.
  243. TEST_F(RandomDistributionsTest, UniformReal) {
  244. std::vector<double> values(kSize);
  245. absl::InsecureBitGen gen;
  246. for (int i = 0; i < kSize; i++) {
  247. values[i] = absl::Uniform(gen, 0, 1.0);
  248. }
  249. const auto moments =
  250. absl::random_internal::ComputeDistributionMoments(values);
  251. EXPECT_NEAR(0.5, moments.mean, 0.02);
  252. EXPECT_NEAR(1 / 12.0, moments.variance, 0.02);
  253. EXPECT_NEAR(0.0, moments.skewness, 0.02);
  254. EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02);
  255. }
  256. TEST_F(RandomDistributionsTest, UniformInt) {
  257. std::vector<double> values(kSize);
  258. absl::InsecureBitGen gen;
  259. for (int i = 0; i < kSize; i++) {
  260. const int64_t kMax = 1000000000000ll;
  261. int64_t j = absl::Uniform(absl::IntervalClosedClosed, gen, 0, kMax);
  262. // convert to double.
  263. values[i] = static_cast<double>(j) / static_cast<double>(kMax);
  264. }
  265. const auto moments =
  266. absl::random_internal::ComputeDistributionMoments(values);
  267. EXPECT_NEAR(0.5, moments.mean, 0.02);
  268. EXPECT_NEAR(1 / 12.0, moments.variance, 0.02);
  269. EXPECT_NEAR(0.0, moments.skewness, 0.02);
  270. EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02);
  271. /*
  272. // NOTE: These are not supported by absl::Uniform, which is specialized
  273. // on integer and real valued types.
  274. enum E { E0, E1 }; // enum
  275. enum S : int { S0, S1 }; // signed enum
  276. enum U : unsigned int { U0, U1 }; // unsigned enum
  277. absl::Uniform(gen, E0, E1);
  278. absl::Uniform(gen, S0, S1);
  279. absl::Uniform(gen, U0, U1);
  280. */
  281. }
  282. TEST_F(RandomDistributionsTest, Exponential) {
  283. std::vector<double> values(kSize);
  284. absl::InsecureBitGen gen;
  285. for (int i = 0; i < kSize; i++) {
  286. values[i] = absl::Exponential<double>(gen);
  287. }
  288. const auto moments =
  289. absl::random_internal::ComputeDistributionMoments(values);
  290. EXPECT_NEAR(1.0, moments.mean, 0.02);
  291. EXPECT_NEAR(1.0, moments.variance, 0.025);
  292. EXPECT_NEAR(2.0, moments.skewness, 0.1);
  293. EXPECT_LT(5.0, moments.kurtosis);
  294. }
  295. TEST_F(RandomDistributionsTest, PoissonDefault) {
  296. std::vector<double> values(kSize);
  297. absl::InsecureBitGen gen;
  298. for (int i = 0; i < kSize; i++) {
  299. values[i] = absl::Poisson<int64_t>(gen);
  300. }
  301. const auto moments =
  302. absl::random_internal::ComputeDistributionMoments(values);
  303. EXPECT_NEAR(1.0, moments.mean, 0.02);
  304. EXPECT_NEAR(1.0, moments.variance, 0.02);
  305. EXPECT_NEAR(1.0, moments.skewness, 0.025);
  306. EXPECT_LT(2.0, moments.kurtosis);
  307. }
  308. TEST_F(RandomDistributionsTest, PoissonLarge) {
  309. constexpr double kMean = 100000000.0;
  310. std::vector<double> values(kSize);
  311. absl::InsecureBitGen gen;
  312. for (int i = 0; i < kSize; i++) {
  313. values[i] = absl::Poisson<int64_t>(gen, kMean);
  314. }
  315. const auto moments =
  316. absl::random_internal::ComputeDistributionMoments(values);
  317. EXPECT_NEAR(kMean, moments.mean, kMean * 0.015);
  318. EXPECT_NEAR(kMean, moments.variance, kMean * 0.015);
  319. EXPECT_NEAR(std::sqrt(kMean), moments.skewness, kMean * 0.02);
  320. EXPECT_LT(2.0, moments.kurtosis);
  321. }
  322. TEST_F(RandomDistributionsTest, Bernoulli) {
  323. constexpr double kP = 0.5151515151;
  324. std::vector<double> values(kSize);
  325. absl::InsecureBitGen gen;
  326. for (int i = 0; i < kSize; i++) {
  327. values[i] = absl::Bernoulli(gen, kP);
  328. }
  329. const auto moments =
  330. absl::random_internal::ComputeDistributionMoments(values);
  331. EXPECT_NEAR(kP, moments.mean, 0.01);
  332. }
  333. TEST_F(RandomDistributionsTest, Beta) {
  334. constexpr double kAlpha = 2.0;
  335. constexpr double kBeta = 3.0;
  336. std::vector<double> values(kSize);
  337. absl::InsecureBitGen gen;
  338. for (int i = 0; i < kSize; i++) {
  339. values[i] = absl::Beta(gen, kAlpha, kBeta);
  340. }
  341. const auto moments =
  342. absl::random_internal::ComputeDistributionMoments(values);
  343. EXPECT_NEAR(0.4, moments.mean, 0.01);
  344. }
  345. TEST_F(RandomDistributionsTest, Zipf) {
  346. std::vector<double> values(kSize);
  347. absl::InsecureBitGen gen;
  348. for (int i = 0; i < kSize; i++) {
  349. values[i] = absl::Zipf<int64_t>(gen, 100);
  350. }
  351. // The mean of a zipf distribution is: H(N, s-1) / H(N,s).
  352. // Given the parameter v = 1, this gives the following function:
  353. // (Hn(100, 1) - Hn(1,1)) / (Hn(100,2) - Hn(1,2)) = 6.5944
  354. const auto moments =
  355. absl::random_internal::ComputeDistributionMoments(values);
  356. EXPECT_NEAR(6.5944, moments.mean, 2000) << moments;
  357. }
  358. TEST_F(RandomDistributionsTest, Gaussian) {
  359. std::vector<double> values(kSize);
  360. absl::InsecureBitGen gen;
  361. for (int i = 0; i < kSize; i++) {
  362. values[i] = absl::Gaussian<double>(gen);
  363. }
  364. const auto moments =
  365. absl::random_internal::ComputeDistributionMoments(values);
  366. EXPECT_NEAR(0.0, moments.mean, 0.02);
  367. EXPECT_NEAR(1.0, moments.variance, 0.04);
  368. EXPECT_NEAR(0, moments.skewness, 0.2);
  369. EXPECT_NEAR(3.0, moments.kurtosis, 0.5);
  370. }
  371. TEST_F(RandomDistributionsTest, LogUniform) {
  372. std::vector<double> values(kSize);
  373. absl::InsecureBitGen gen;
  374. for (int i = 0; i < kSize; i++) {
  375. values[i] = absl::LogUniform<int64_t>(gen, 0, (1 << 10) - 1);
  376. }
  377. // The mean is the sum of the fractional means of the uniform distributions:
  378. // [0..0][1..1][2..3][4..7][8..15][16..31][32..63]
  379. // [64..127][128..255][256..511][512..1023]
  380. const double mean = (0 + 1 + 1 + 2 + 3 + 4 + 7 + 8 + 15 + 16 + 31 + 32 + 63 +
  381. 64 + 127 + 128 + 255 + 256 + 511 + 512 + 1023) /
  382. (2.0 * 11.0);
  383. const auto moments =
  384. absl::random_internal::ComputeDistributionMoments(values);
  385. EXPECT_NEAR(mean, moments.mean, 2) << moments;
  386. }
  387. } // namespace