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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/distributions.h"
- #include <cfloat>
- #include <cmath>
- #include <cstdint>
- #include <random>
- #include <vector>
- #include "gtest/gtest.h"
- #include "absl/random/internal/distribution_test_util.h"
- #include "absl/random/random.h"
- namespace {
- constexpr int kSize = 400000;
- class RandomDistributionsTest : public testing::Test {};
- struct Invalid {};
- template <typename A, typename B>
- auto InferredUniformReturnT(int)
- -> decltype(absl::Uniform(std::declval<absl::InsecureBitGen&>(),
- std::declval<A>(), std::declval<B>()));
- template <typename, typename>
- Invalid InferredUniformReturnT(...);
- template <typename TagType, typename A, typename B>
- auto InferredTaggedUniformReturnT(int)
- -> decltype(absl::Uniform(std::declval<TagType>(),
- std::declval<absl::InsecureBitGen&>(),
- std::declval<A>(), std::declval<B>()));
- template <typename, typename, typename>
- Invalid InferredTaggedUniformReturnT(...);
- // Given types <A, B, Expect>, CheckArgsInferType() verifies that
- //
- // absl::Uniform(gen, A{}, B{})
- //
- // returns the type "Expect".
- //
- // This interface can also be used to assert that a given absl::Uniform()
- // overload does not exist / will not compile. Given types <A, B>, the
- // expression
- //
- // decltype(absl::Uniform(..., std::declval<A>(), std::declval<B>()))
- //
- // will not compile, leaving the definition of InferredUniformReturnT<A, B> to
- // resolve (via SFINAE) to the overload which returns type "Invalid". This
- // allows tests to assert that an invocation such as
- //
- // absl::Uniform(gen, 1.23f, std::numeric_limits<int>::max() - 1)
- //
- // should not compile, since neither type, float nor int, can precisely
- // represent both endpoint-values. Writing:
- //
- // CheckArgsInferType<float, int, Invalid>()
- //
- // will assert that this overload does not exist.
- template <typename A, typename B, typename Expect>
- void CheckArgsInferType() {
- static_assert(
- absl::conjunction<
- std::is_same<Expect, decltype(InferredUniformReturnT<A, B>(0))>,
- std::is_same<Expect,
- decltype(InferredUniformReturnT<B, A>(0))>>::value,
- "");
- static_assert(
- absl::conjunction<
- std::is_same<Expect, decltype(InferredTaggedUniformReturnT<
- absl::IntervalOpenOpenTag, A, B>(0))>,
- std::is_same<Expect,
- decltype(InferredTaggedUniformReturnT<
- absl::IntervalOpenOpenTag, B, A>(0))>>::value,
- "");
- }
- template <typename A, typename B, typename ExplicitRet>
- auto ExplicitUniformReturnT(int) -> decltype(
- absl::Uniform<ExplicitRet>(*std::declval<absl::InsecureBitGen*>(),
- std::declval<A>(), std::declval<B>()));
- template <typename, typename, typename ExplicitRet>
- Invalid ExplicitUniformReturnT(...);
- template <typename TagType, typename A, typename B, typename ExplicitRet>
- auto ExplicitTaggedUniformReturnT(int) -> decltype(absl::Uniform<ExplicitRet>(
- std::declval<TagType>(), *std::declval<absl::InsecureBitGen*>(),
- std::declval<A>(), std::declval<B>()));
- template <typename, typename, typename, typename ExplicitRet>
- Invalid ExplicitTaggedUniformReturnT(...);
- // Given types <A, B, Expect>, CheckArgsReturnExpectedType() verifies that
- //
- // absl::Uniform<Expect>(gen, A{}, B{})
- //
- // returns the type "Expect", and that the function-overload has the signature
- //
- // Expect(URBG&, Expect, Expect)
- template <typename A, typename B, typename Expect>
- void CheckArgsReturnExpectedType() {
- static_assert(
- absl::conjunction<
- std::is_same<Expect,
- decltype(ExplicitUniformReturnT<A, B, Expect>(0))>,
- std::is_same<Expect, decltype(ExplicitUniformReturnT<B, A, Expect>(
- 0))>>::value,
- "");
- static_assert(
- absl::conjunction<
- std::is_same<Expect,
- decltype(ExplicitTaggedUniformReturnT<
- absl::IntervalOpenOpenTag, A, B, Expect>(0))>,
- std::is_same<Expect, decltype(ExplicitTaggedUniformReturnT<
- absl::IntervalOpenOpenTag, B, A,
- Expect>(0))>>::value,
- "");
- }
- TEST_F(RandomDistributionsTest, UniformTypeInference) {
- // Infers common types.
- CheckArgsInferType<uint16_t, uint16_t, uint16_t>();
- CheckArgsInferType<uint32_t, uint32_t, uint32_t>();
- CheckArgsInferType<uint64_t, uint64_t, uint64_t>();
- CheckArgsInferType<int16_t, int16_t, int16_t>();
- CheckArgsInferType<int32_t, int32_t, int32_t>();
- CheckArgsInferType<int64_t, int64_t, int64_t>();
- CheckArgsInferType<float, float, float>();
- CheckArgsInferType<double, double, double>();
- // Explicitly-specified return-values override inferences.
- CheckArgsReturnExpectedType<int16_t, int16_t, int32_t>();
- CheckArgsReturnExpectedType<uint16_t, uint16_t, int32_t>();
- CheckArgsReturnExpectedType<int16_t, int16_t, int64_t>();
- CheckArgsReturnExpectedType<int16_t, int32_t, int64_t>();
- CheckArgsReturnExpectedType<int16_t, int32_t, double>();
- CheckArgsReturnExpectedType<float, float, double>();
- CheckArgsReturnExpectedType<int, int, int16_t>();
- // Properly promotes uint16_t.
- CheckArgsInferType<uint16_t, uint32_t, uint32_t>();
- CheckArgsInferType<uint16_t, uint64_t, uint64_t>();
- CheckArgsInferType<uint16_t, int32_t, int32_t>();
- CheckArgsInferType<uint16_t, int64_t, int64_t>();
- CheckArgsInferType<uint16_t, float, float>();
- CheckArgsInferType<uint16_t, double, double>();
- // Properly promotes int16_t.
- CheckArgsInferType<int16_t, int32_t, int32_t>();
- CheckArgsInferType<int16_t, int64_t, int64_t>();
- CheckArgsInferType<int16_t, float, float>();
- CheckArgsInferType<int16_t, double, double>();
- // Invalid (u)int16_t-pairings do not compile.
- // See "CheckArgsInferType" comments above, for how this is achieved.
- CheckArgsInferType<uint16_t, int16_t, Invalid>();
- CheckArgsInferType<int16_t, uint32_t, Invalid>();
- CheckArgsInferType<int16_t, uint64_t, Invalid>();
- // Properly promotes uint32_t.
- CheckArgsInferType<uint32_t, uint64_t, uint64_t>();
- CheckArgsInferType<uint32_t, int64_t, int64_t>();
- CheckArgsInferType<uint32_t, double, double>();
- // Properly promotes int32_t.
- CheckArgsInferType<int32_t, int64_t, int64_t>();
- CheckArgsInferType<int32_t, double, double>();
- // Invalid (u)int32_t-pairings do not compile.
- CheckArgsInferType<uint32_t, int32_t, Invalid>();
- CheckArgsInferType<int32_t, uint64_t, Invalid>();
- CheckArgsInferType<int32_t, float, Invalid>();
- CheckArgsInferType<uint32_t, float, Invalid>();
- // Invalid (u)int64_t-pairings do not compile.
- CheckArgsInferType<uint64_t, int64_t, Invalid>();
- CheckArgsInferType<int64_t, float, Invalid>();
- CheckArgsInferType<int64_t, double, Invalid>();
- // Properly promotes float.
- CheckArgsInferType<float, double, double>();
- }
- TEST_F(RandomDistributionsTest, UniformExamples) {
- // Examples.
- absl::InsecureBitGen gen;
- EXPECT_NE(1, absl::Uniform(gen, static_cast<uint16_t>(0), 1.0f));
- EXPECT_NE(1, absl::Uniform(gen, 0, 1.0));
- EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen,
- static_cast<uint16_t>(0), 1.0f));
- EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, 0, 1.0));
- EXPECT_NE(1, absl::Uniform(absl::IntervalOpenOpen, gen, -1, 1.0));
- EXPECT_NE(1, absl::Uniform<double>(absl::IntervalOpenOpen, gen, -1, 1));
- EXPECT_NE(1, absl::Uniform<float>(absl::IntervalOpenOpen, gen, 0, 1));
- EXPECT_NE(1, absl::Uniform<float>(gen, 0, 1));
- }
- TEST_F(RandomDistributionsTest, UniformNoBounds) {
- absl::InsecureBitGen gen;
- absl::Uniform<uint8_t>(gen);
- absl::Uniform<uint16_t>(gen);
- absl::Uniform<uint32_t>(gen);
- absl::Uniform<uint64_t>(gen);
- }
- TEST_F(RandomDistributionsTest, UniformNonsenseRanges) {
- // The ranges used in this test are undefined behavior.
- // The results are arbitrary and subject to future changes.
- #if (defined(__i386__) || defined(_M_IX86)) && FLT_EVAL_METHOD != 0
- // We're using an x87-compatible FPU, and intermediate operations can be
- // performed with 80-bit floats. This produces slightly different results from
- // what we expect below.
- GTEST_SKIP()
- << "Skipping the test because we detected x87 floating-point semantics";
- #endif
- absl::InsecureBitGen gen;
- // <uint>
- EXPECT_EQ(0, absl::Uniform<uint64_t>(gen, 0, 0));
- EXPECT_EQ(1, absl::Uniform<uint64_t>(gen, 1, 0));
- EXPECT_EQ(0, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 0, 0));
- EXPECT_EQ(1, absl::Uniform<uint64_t>(absl::IntervalOpenOpen, gen, 1, 0));
- constexpr auto m = (std::numeric_limits<uint64_t>::max)();
- EXPECT_EQ(m, absl::Uniform(gen, m, m));
- EXPECT_EQ(m, absl::Uniform(gen, m, m - 1));
- EXPECT_EQ(m - 1, absl::Uniform(gen, m - 1, m));
- EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m));
- EXPECT_EQ(m, absl::Uniform(absl::IntervalOpenOpen, gen, m, m - 1));
- EXPECT_EQ(m - 1, absl::Uniform(absl::IntervalOpenOpen, gen, m - 1, m));
- // <int>
- EXPECT_EQ(0, absl::Uniform<int64_t>(gen, 0, 0));
- EXPECT_EQ(1, absl::Uniform<int64_t>(gen, 1, 0));
- EXPECT_EQ(0, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 0, 0));
- EXPECT_EQ(1, absl::Uniform<int64_t>(absl::IntervalOpenOpen, gen, 1, 0));
- constexpr auto l = (std::numeric_limits<int64_t>::min)();
- constexpr auto r = (std::numeric_limits<int64_t>::max)();
- EXPECT_EQ(l, absl::Uniform(gen, l, l));
- EXPECT_EQ(r, absl::Uniform(gen, r, r));
- EXPECT_EQ(r, absl::Uniform(gen, r, r - 1));
- EXPECT_EQ(r - 1, absl::Uniform(gen, r - 1, r));
- EXPECT_EQ(l, absl::Uniform(absl::IntervalOpenOpen, gen, l, l));
- EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r));
- EXPECT_EQ(r, absl::Uniform(absl::IntervalOpenOpen, gen, r, r - 1));
- EXPECT_EQ(r - 1, absl::Uniform(absl::IntervalOpenOpen, gen, r - 1, r));
- // <double>
- const double e = std::nextafter(1.0, 2.0); // 1 + epsilon
- const double f = std::nextafter(1.0, 0.0); // 1 - epsilon
- const double g = std::numeric_limits<double>::denorm_min();
- EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, e));
- EXPECT_EQ(1.0, absl::Uniform(gen, 1.0, f));
- EXPECT_EQ(0.0, absl::Uniform(gen, 0.0, g));
- EXPECT_EQ(e, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, e));
- EXPECT_EQ(f, absl::Uniform(absl::IntervalOpenOpen, gen, 1.0, f));
- EXPECT_EQ(g, absl::Uniform(absl::IntervalOpenOpen, gen, 0.0, g));
- }
- // TODO(lar): Validate properties of non-default interval-semantics.
- TEST_F(RandomDistributionsTest, UniformReal) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Uniform(gen, 0, 1.0);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(0.5, moments.mean, 0.02);
- EXPECT_NEAR(1 / 12.0, moments.variance, 0.02);
- EXPECT_NEAR(0.0, moments.skewness, 0.02);
- EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02);
- }
- TEST_F(RandomDistributionsTest, UniformInt) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- const int64_t kMax = 1000000000000ll;
- int64_t j = absl::Uniform(absl::IntervalClosedClosed, gen, 0, kMax);
- // convert to double.
- values[i] = static_cast<double>(j) / static_cast<double>(kMax);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(0.5, moments.mean, 0.02);
- EXPECT_NEAR(1 / 12.0, moments.variance, 0.02);
- EXPECT_NEAR(0.0, moments.skewness, 0.02);
- EXPECT_NEAR(9 / 5.0, moments.kurtosis, 0.02);
- /*
- // NOTE: These are not supported by absl::Uniform, which is specialized
- // on integer and real valued types.
- enum E { E0, E1 }; // enum
- enum S : int { S0, S1 }; // signed enum
- enum U : unsigned int { U0, U1 }; // unsigned enum
- absl::Uniform(gen, E0, E1);
- absl::Uniform(gen, S0, S1);
- absl::Uniform(gen, U0, U1);
- */
- }
- TEST_F(RandomDistributionsTest, Exponential) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Exponential<double>(gen);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(1.0, moments.mean, 0.02);
- EXPECT_NEAR(1.0, moments.variance, 0.025);
- EXPECT_NEAR(2.0, moments.skewness, 0.1);
- EXPECT_LT(5.0, moments.kurtosis);
- }
- TEST_F(RandomDistributionsTest, PoissonDefault) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Poisson<int64_t>(gen);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(1.0, moments.mean, 0.02);
- EXPECT_NEAR(1.0, moments.variance, 0.02);
- EXPECT_NEAR(1.0, moments.skewness, 0.025);
- EXPECT_LT(2.0, moments.kurtosis);
- }
- TEST_F(RandomDistributionsTest, PoissonLarge) {
- constexpr double kMean = 100000000.0;
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Poisson<int64_t>(gen, kMean);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(kMean, moments.mean, kMean * 0.015);
- EXPECT_NEAR(kMean, moments.variance, kMean * 0.015);
- EXPECT_NEAR(std::sqrt(kMean), moments.skewness, kMean * 0.02);
- EXPECT_LT(2.0, moments.kurtosis);
- }
- TEST_F(RandomDistributionsTest, Bernoulli) {
- constexpr double kP = 0.5151515151;
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Bernoulli(gen, kP);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(kP, moments.mean, 0.01);
- }
- TEST_F(RandomDistributionsTest, Beta) {
- constexpr double kAlpha = 2.0;
- constexpr double kBeta = 3.0;
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Beta(gen, kAlpha, kBeta);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(0.4, moments.mean, 0.01);
- }
- TEST_F(RandomDistributionsTest, Zipf) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Zipf<int64_t>(gen, 100);
- }
- // The mean of a zipf distribution is: 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
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(6.5944, moments.mean, 2000) << moments;
- }
- TEST_F(RandomDistributionsTest, Gaussian) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::Gaussian<double>(gen);
- }
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(0.0, moments.mean, 0.02);
- EXPECT_NEAR(1.0, moments.variance, 0.04);
- EXPECT_NEAR(0, moments.skewness, 0.2);
- EXPECT_NEAR(3.0, moments.kurtosis, 0.5);
- }
- TEST_F(RandomDistributionsTest, LogUniform) {
- std::vector<double> values(kSize);
- absl::InsecureBitGen gen;
- for (int i = 0; i < kSize; i++) {
- values[i] = absl::LogUniform<int64_t>(gen, 0, (1 << 10) - 1);
- }
- // The mean is the sum of the fractional means of the uniform distributions:
- // [0..0][1..1][2..3][4..7][8..15][16..31][32..63]
- // [64..127][128..255][256..511][512..1023]
- const double mean = (0 + 1 + 1 + 2 + 3 + 4 + 7 + 8 + 15 + 16 + 31 + 32 + 63 +
- 64 + 127 + 128 + 255 + 256 + 511 + 512 + 1023) /
- (2.0 * 11.0);
- const auto moments =
- absl::random_internal::ComputeDistributionMoments(values);
- EXPECT_NEAR(mean, moments.mean, 2) << moments;
- }
- } // namespace
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