org.apache.flink.api.java.sampling.PoissonSampler Maven / Gradle / Ivy
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* to you under the Apache License, Version 2.0 (the
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*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
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*/
package org.apache.flink.api.java.sampling;
import org.apache.flink.annotation.Internal;
import org.apache.flink.util.Preconditions;
import org.apache.flink.util.XORShiftRandom;
import org.apache.commons.math3.distribution.PoissonDistribution;
import java.util.Iterator;
import java.util.Random;
/**
* A sampler implementation based on the Poisson Distribution. While sampling elements with fraction
* and replacement, the selected number of each element follows a given poisson distribution.
*
* @param The type of sample.
* @see https://en.wikipedia.org/wiki/Poisson_distribution
* @see Gap Sampling
*/
@Internal
public class PoissonSampler extends RandomSampler {
private PoissonDistribution poissonDistribution;
private final double fraction;
private final Random random;
// THRESHOLD is a tuning parameter for choosing sampling method according to the fraction.
private static final double THRESHOLD = 0.4;
/**
* Create a poisson sampler which can sample elements with replacement.
*
* @param fraction The expected count of each element.
* @param seed Random number generator seed for internal PoissonDistribution.
*/
public PoissonSampler(double fraction, long seed) {
Preconditions.checkArgument(fraction >= 0, "fraction should be positive.");
this.fraction = fraction;
if (this.fraction > 0) {
this.poissonDistribution = new PoissonDistribution(fraction);
this.poissonDistribution.reseedRandomGenerator(seed);
}
this.random = new XORShiftRandom(seed);
}
/**
* Create a poisson sampler which can sample elements with replacement.
*
* @param fraction The expected count of each element.
*/
public PoissonSampler(double fraction) {
Preconditions.checkArgument(fraction >= 0, "fraction should be non-negative.");
this.fraction = fraction;
if (this.fraction > 0) {
this.poissonDistribution = new PoissonDistribution(fraction);
}
this.random = new XORShiftRandom();
}
/**
* Sample the input elements, for each input element, generate its count following a poisson
* distribution.
*
* @param input Elements to be sampled.
* @return The sampled result which is lazy computed upon input elements.
*/
@Override
public Iterator sample(final Iterator input) {
if (fraction == 0) {
return emptyIterable;
}
return new SampledIterator() {
T currentElement;
int currentCount = 0;
@Override
public boolean hasNext() {
if (currentCount > 0) {
return true;
} else {
samplingProcess();
if (currentCount > 0) {
return true;
} else {
return false;
}
}
}
@Override
public T next() {
if (currentCount <= 0) {
samplingProcess();
}
currentCount--;
return currentElement;
}
public int poisson_ge1(double p) {
// sample 'k' from Poisson(p), conditioned to k >= 1.
double q = Math.pow(Math.E, -p);
// simulate a poisson trial such that k >= 1.
double t = q + (1 - q) * random.nextDouble();
int k = 1;
// continue standard poisson generation trials.
t = t * random.nextDouble();
while (t > q) {
k++;
t = t * random.nextDouble();
}
return k;
}
private void skipGapElements(int num) {
// skip the elements that occurrence number is zero.
int elementCount = 0;
while (input.hasNext() && elementCount < num) {
currentElement = input.next();
elementCount++;
}
}
private void samplingProcess() {
if (fraction <= THRESHOLD) {
double u = Math.max(random.nextDouble(), EPSILON);
int gap = (int) (Math.log(u) / -fraction);
skipGapElements(gap);
if (input.hasNext()) {
currentElement = input.next();
currentCount = poisson_ge1(fraction);
}
} else {
while (input.hasNext()) {
currentElement = input.next();
currentCount = poissonDistribution.sample();
if (currentCount > 0) {
break;
}
}
}
}
};
}
}