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/*
* Copyright 2019 Pierre Nodet
*
* 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
*
* http://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.
*/
package aruku.sampling
import scala.collection.mutable.Queue
import scala.util.Random
sealed abstract case class AliasMethod private (probs: Array[Double], aliases: Array[Int], random: Random) {
def next(): Int = {
val column = random.nextInt(probs.size)
val coinToss = random.nextDouble() < probs(column)
if (coinToss) column else aliases(column)
}
}
object AliasMethod {
def fromRawProbabilities(rawProbabilities: Array[Double], random: Random = new Random) = {
require(!rawProbabilities.isEmpty)
val rawprobs = rawProbabilities.clone()
val sum = rawprobs.sum
for (i <- rawprobs.indices)
rawprobs(i) /= sum
val probs = new Array[Double](rawprobs.size)
val aliases = new Array[Int](rawprobs.size)
val small, large = new Queue[Int]
val n = rawprobs.size;
for (i <- rawprobs.indices)
rawprobs(i) *= n
for (i <- rawprobs.indices)
if (rawprobs(i) >= 1) large += i else small += i
while (small.size != 0 && large.size != 0) {
val less = small.dequeue()
val more = large.dequeue()
probs(less) = rawprobs(less)
aliases(less) = more
rawprobs(more) = (rawprobs(more) + rawprobs(less)) - 1
if (rawprobs(more) >= 1) large += more else small += more
}
for (i <- large) probs(i) = 1.0
for (i <- small) probs(i) = 1.0
new AliasMethod(probs, aliases, random) {}
}
}
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