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/*
* File: DiscreteSamplingUtil.java
* Authors: Justin Basilico
* Company: Sandia National Laboratories
* Project: Cognitive Foundry
*
* Copyright June 16, 2010, Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the U.S. Government. Export
* of this program may require a license from the United States Government.
* See CopyrightHistory.txt for complete details.
*
*/
package gov.sandia.cognition.statistics;
import gov.sandia.cognition.math.Permutation;
import gov.sandia.cognition.math.matrix.Vector;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Collection;
import java.util.Collections;
import java.util.List;
import java.util.Random;
/**
* A utility class for sampling.
*
* @author Justin Basilico
* @since 3.1
*/
public class DiscreteSamplingUtil
{
/**
* Samples an random index according to the given array of probabilities.
*
* @param random
* The random number generator to use.
* @param probabilities
* The array of probabilities. Must sum to 1.0.
* @return
* A random index sampled according to the given probabilities.
*/
public static int sampleIndexFromProbabilities(
final Random random,
final double[] probabilities)
{
// Randomly pick a number between 0.0 and 1.0.
double value = random.nextDouble();
final int lastIndex = probabilities.length - 1;
for (int i = 0; i < lastIndex; i++)
{
value -= probabilities[i];
if (value <= 0.0)
{
// This index was selected.
return i;
}
}
return lastIndex;
}
/**
* Samples an random index according to the given vector of probabilities.
*
* @param random
* The random number generator to use.
* @param probabilities
* The vector of probabilities. Must sum to 1.0.
* @return
* A random index sampled according to the given probabilities.
*/
public static int sampleIndexFromProbabilities(
final Random random,
final Vector probabilities)
{
// Randomly pick a number between 0.0 and 1.0.
double value = random.nextDouble();
final int lastIndex = probabilities.getDimensionality() - 1;
for (int i = 0; i < lastIndex; i++)
{
value -= probabilities.getElement(i);
if (value <= 0.0)
{
// This index was selected.
return i;
}
}
return lastIndex;
}
/**
* Samples a random index according to the given proportions. Note that
* calling this requires calculating the sum of the proportions first, so
* if it is known in advance, it is more efficient to call the version of
* this method that takes the sum of the proportions as a parameter.
*
* @param random
* The random number generator to use.
* @param proportions
* The array of proportions. All entries must be greater than or
* equal to zero.
* @return
* A random index sampled according to the given proportions.
*/
public static int sampleIndexFromProportions(
final Random random,
final double[] proportions)
{
// To sample from the proportions we will need the sum.
double proportionSum = 0.0;
for (double value : proportions)
{
proportionSum += value;
}
return sampleIndexFromProportions(random, proportions, proportionSum);
}
/**
* Samples an array of indices from a given set of proportions.
*
* @param random
* The random number generator to use.
* @param proportions
* The array of proportions. All entries must be greater than or
* equal to zero.
* @param sampleSize
* The number of samples to make.
* @return
* A an array of random indices sampled according to the given
* proportions.
*/
public static int[] sampleIndicesFromProportions(
final Random random,
final double[] proportions,
final int sampleSize)
{
// To sample from the proportions we will need the sum.
final int length = proportions.length;
double proportionSum = 0.0;
if (sampleSize == 1)
{
// In the case of a single sample just do one sample using the
// sum.
for (double value : proportions)
{
proportionSum += value;
}
// Sample one index.
final int randomIndex = sampleIndexFromProportions(
random, proportions, proportionSum);
return new int[] { randomIndex };
}
else
{
// With multiple samples, create the array of cumulative proportions
// to sample quickly from it.
final double[] cumulativeProportions = new double[length];
for (int i = 0; i < length; i++)
{
proportionSum += proportions[i];
cumulativeProportions[i] = proportionSum;
}
return sampleIndicesFromCumulativeProportions(
random, cumulativeProportions, sampleSize);
}
}
/**
* Samples a random index according to the given proportions. Note that
* sampling according cumulative proportions may be slightly faster than
* this method.
*
* @param random
* The random number generator to use.
* @param proportions
* An array of proportions. None of the entries can be negative. It
* must sum to proportionSum.
* @param proportionSum
* The sum of the given proportions array.
* @return
* An index sampled at random from the given proportions array,
* according to those proportions.
*/
public static int sampleIndexFromProportions(
final Random random,
final double[] proportions,
final double proportionSum)
{
// Generate a random number between 0.0 and the proportion sum.
double value = random.nextDouble() * proportionSum;
final int lastIndex = proportions.length - 1;
for (int i = 0; i < lastIndex; i++)
{
value -= proportions[i];
if (value <= 0.0)
{
return i;
}
}
return lastIndex;
}
/**
* Samples a random index from an array of cumulative proportions.
*
* @param random
* The random number generator to use.
* @param cumulativeProportions
* The array of cumulative proportions. The entries must be
* non-negative and monotonically increasing.
* @return
* An index of the given array samples at random according to the
* given cumulative proportions.
*/
public static int sampleIndexFromCumulativeProportions(
final Random random,
final double[] cumulativeProportions)
{
// The sum of the proportions is the last value in the array.
final int lastIndex = cumulativeProportions.length - 1;
final double sum = cumulativeProportions[lastIndex];
// Sample a value between 0.0 and the sum of the proportions.
final double value = random.nextDouble() * sum;
// Do a binary search to find the index for the value.
int index = Arrays.binarySearch(cumulativeProportions, value);
if (index < 0)
{
int insertionPoint = -index - 1;
index = insertionPoint;
}
return index;
}
/**
* Samples a multiple indices with replacement from an array of cumulative
* proportions.
*
* @param random
* The random number generator to use.
* @param cumulativeProportions
* The array of cumulative proportions. The entries must be
* non-negative and monotonically increasing.
* @param sampleSize
* The number of samples to draw from the cumulative proportions.
* @return
* An array of indices of sampled with replacement according to
* the given cumulative proportions.
*/
public static int[] sampleIndicesFromCumulativeProportions(
final Random random,
final double[] cumulativeProportions,
final int sampleSize)
{
final int[] result = new int[sampleSize];
for (int i = 0; i < sampleSize; i++)
{
result[i] = sampleIndexFromCumulativeProportions(
random, cumulativeProportions);
}
return result;
}
/**
* Samples a a given number of items from a list with replacement.
*
* @param
* The type of data in the list.
* @param random
* The random number generator.
* @param data
* The list to sample from.
* @param sampleSize
* The sample size. Must be positive.
* @return
* An array list of the given size sampled with replacement from the
* given data.
*/
public static ArrayList sampleWithReplacement(
final Random random,
final List data,
final int sampleSize)
{
final ArrayList result = new ArrayList(sampleSize);
sampleWithReplacementInto(random, data, sampleSize, result);
return result;
}
/**
* Samples a a given number of items from a list with replacement and puts
* the samples into the given collection.
*
* @param
* The type of data in the list.
* @param random
* The random number generator.
* @param data
* The list to sample from.
* @param sampleSize
* The sample size. Must be positive.
* @param result
* The resulting collection to sample into. All sampled elements will
* be added to this collection..
*/
public static void sampleWithReplacementInto(
final Random random,
final List data,
final int sampleSize,
final Collection result)
{
final int dataSize = data.size();
for (int i = 0; i < sampleSize; i++)
{
final int randomIndex = random.nextInt(dataSize);
result.add(data.get(randomIndex));
}
}
/**
* Samples a a given number of items from a list without replacement.
*
* @param
* The type of data in the list.
* @param random
* The random number generator.
* @param data
* The list to sample from.
* @param sampleSize
* The sample size. Must be positive and less than or equal to
* the data size.
* @return
* A list sampled without replacement from the given data. It will
* be of size sampleSize.
*/
public static List sampleWithoutReplacement(
final Random random,
final List data,
final int sampleSize)
{
final int dataSize = data.size();
if (sampleSize <= 0)
{
throw new IllegalArgumentException("sampleSized must be positive");
}
else if (sampleSize == 1)
{
// Only a single sample was requested.
final int randomIndex = random.nextInt(dataSize);
return Collections.singletonList(data.get(randomIndex));
}
else if (sampleSize < dataSize)
{
// Create a sample using a permutation.
return Permutation.createReordering(data, random)
.subList(0, sampleSize);
}
else if (sampleSize == dataSize)
{
// More samples than data were requested, so just return
// the entire list.
return Collections.unmodifiableList(data);
}
else
{
throw new IllegalArgumentException(
"sampleSize (" + sampleSize + ") cannot be larger than "
+ "data size (" + dataSize + ")");
}
}
}