/rust/registry/src/index.crates.io-6f17d22bba15001f/rand-0.9.2/src/distr/bernoulli.rs
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1 | | // Copyright 2018 Developers of the Rand project. |
2 | | // |
3 | | // Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or |
4 | | // https://www.apache.org/licenses/LICENSE-2.0> or the MIT license |
5 | | // <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your |
6 | | // option. This file may not be copied, modified, or distributed |
7 | | // except according to those terms. |
8 | | |
9 | | //! The Bernoulli distribution `Bernoulli(p)`. |
10 | | |
11 | | use crate::distr::Distribution; |
12 | | use crate::Rng; |
13 | | use core::fmt; |
14 | | |
15 | | #[cfg(feature = "serde")] |
16 | | use serde::{Deserialize, Serialize}; |
17 | | |
18 | | /// The [Bernoulli distribution](https://en.wikipedia.org/wiki/Bernoulli_distribution) `Bernoulli(p)`. |
19 | | /// |
20 | | /// This distribution describes a single boolean random variable, which is true |
21 | | /// with probability `p` and false with probability `1 - p`. |
22 | | /// It is a special case of the Binomial distribution with `n = 1`. |
23 | | /// |
24 | | /// # Plot |
25 | | /// |
26 | | /// The following plot shows the Bernoulli distribution with `p = 0.1`, |
27 | | /// `p = 0.5`, and `p = 0.9`. |
28 | | /// |
29 | | ///  |
30 | | /// |
31 | | /// # Example |
32 | | /// |
33 | | /// ```rust |
34 | | /// use rand::distr::{Bernoulli, Distribution}; |
35 | | /// |
36 | | /// let d = Bernoulli::new(0.3).unwrap(); |
37 | | /// let v = d.sample(&mut rand::rng()); |
38 | | /// println!("{} is from a Bernoulli distribution", v); |
39 | | /// ``` |
40 | | /// |
41 | | /// # Precision |
42 | | /// |
43 | | /// This `Bernoulli` distribution uses 64 bits from the RNG (a `u64`), |
44 | | /// so only probabilities that are multiples of 2<sup>-64</sup> can be |
45 | | /// represented. |
46 | | #[derive(Clone, Copy, Debug, PartialEq)] |
47 | | #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] |
48 | | pub struct Bernoulli { |
49 | | /// Probability of success, relative to the maximal integer. |
50 | | p_int: u64, |
51 | | } |
52 | | |
53 | | // To sample from the Bernoulli distribution we use a method that compares a |
54 | | // random `u64` value `v < (p * 2^64)`. |
55 | | // |
56 | | // If `p == 1.0`, the integer `v` to compare against can not represented as a |
57 | | // `u64`. We manually set it to `u64::MAX` instead (2^64 - 1 instead of 2^64). |
58 | | // Note that value of `p < 1.0` can never result in `u64::MAX`, because an |
59 | | // `f64` only has 53 bits of precision, and the next largest value of `p` will |
60 | | // result in `2^64 - 2048`. |
61 | | // |
62 | | // Also there is a 100% theoretical concern: if someone consistently wants to |
63 | | // generate `true` using the Bernoulli distribution (i.e. by using a probability |
64 | | // of `1.0`), just using `u64::MAX` is not enough. On average it would return |
65 | | // false once every 2^64 iterations. Some people apparently care about this |
66 | | // case. |
67 | | // |
68 | | // That is why we special-case `u64::MAX` to always return `true`, without using |
69 | | // the RNG, and pay the performance price for all uses that *are* reasonable. |
70 | | // Luckily, if `new()` and `sample` are close, the compiler can optimize out the |
71 | | // extra check. |
72 | | const ALWAYS_TRUE: u64 = u64::MAX; |
73 | | |
74 | | // This is just `2.0.powi(64)`, but written this way because it is not available |
75 | | // in `no_std` mode. |
76 | | const SCALE: f64 = 2.0 * (1u64 << 63) as f64; |
77 | | |
78 | | /// Error type returned from [`Bernoulli::new`]. |
79 | | #[derive(Clone, Copy, Debug, PartialEq, Eq)] |
80 | | pub enum BernoulliError { |
81 | | /// `p < 0` or `p > 1`. |
82 | | InvalidProbability, |
83 | | } |
84 | | |
85 | | impl fmt::Display for BernoulliError { |
86 | 0 | fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { |
87 | 0 | f.write_str(match self { |
88 | 0 | BernoulliError::InvalidProbability => "p is outside [0, 1] in Bernoulli distribution", |
89 | 0 | }) |
90 | 0 | } |
91 | | } |
92 | | |
93 | | #[cfg(feature = "std")] |
94 | | impl std::error::Error for BernoulliError {} |
95 | | |
96 | | impl Bernoulli { |
97 | | /// Construct a new `Bernoulli` with the given probability of success `p`. |
98 | | /// |
99 | | /// # Precision |
100 | | /// |
101 | | /// For `p = 1.0`, the resulting distribution will always generate true. |
102 | | /// For `p = 0.0`, the resulting distribution will always generate false. |
103 | | /// |
104 | | /// This method is accurate for any input `p` in the range `[0, 1]` which is |
105 | | /// a multiple of 2<sup>-64</sup>. (Note that not all multiples of |
106 | | /// 2<sup>-64</sup> in `[0, 1]` can be represented as a `f64`.) |
107 | | #[inline] |
108 | 0 | pub fn new(p: f64) -> Result<Bernoulli, BernoulliError> { |
109 | 0 | if !(0.0..1.0).contains(&p) { |
110 | 0 | if p == 1.0 { |
111 | 0 | return Ok(Bernoulli { p_int: ALWAYS_TRUE }); |
112 | 0 | } |
113 | 0 | return Err(BernoulliError::InvalidProbability); |
114 | 0 | } |
115 | 0 | Ok(Bernoulli { |
116 | 0 | p_int: (p * SCALE) as u64, |
117 | 0 | }) |
118 | 0 | } |
119 | | |
120 | | /// Construct a new `Bernoulli` with the probability of success of |
121 | | /// `numerator`-in-`denominator`. I.e. `new_ratio(2, 3)` will return |
122 | | /// a `Bernoulli` with a 2-in-3 chance, or about 67%, of returning `true`. |
123 | | /// |
124 | | /// return `true`. If `numerator == 0` it will always return `false`. |
125 | | /// For `numerator > denominator` and `denominator == 0`, this returns an |
126 | | /// error. Otherwise, for `numerator == denominator`, samples are always |
127 | | /// true; for `numerator == 0` samples are always false. |
128 | | #[inline] |
129 | 0 | pub fn from_ratio(numerator: u32, denominator: u32) -> Result<Bernoulli, BernoulliError> { |
130 | 0 | if numerator > denominator || denominator == 0 { |
131 | 0 | return Err(BernoulliError::InvalidProbability); |
132 | 0 | } |
133 | 0 | if numerator == denominator { |
134 | 0 | return Ok(Bernoulli { p_int: ALWAYS_TRUE }); |
135 | 0 | } |
136 | 0 | let p_int = ((f64::from(numerator) / f64::from(denominator)) * SCALE) as u64; |
137 | 0 | Ok(Bernoulli { p_int }) |
138 | 0 | } |
139 | | |
140 | | #[inline] |
141 | | /// Returns the probability (`p`) of the distribution. |
142 | | /// |
143 | | /// This value may differ slightly from the input due to loss of precision. |
144 | 0 | pub fn p(&self) -> f64 { |
145 | 0 | if self.p_int == ALWAYS_TRUE { |
146 | 0 | 1.0 |
147 | | } else { |
148 | 0 | (self.p_int as f64) / SCALE |
149 | | } |
150 | 0 | } |
151 | | } |
152 | | |
153 | | impl Distribution<bool> for Bernoulli { |
154 | | #[inline] |
155 | 0 | fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> bool { |
156 | 0 | // Make sure to always return true for p = 1.0. |
157 | 0 | if self.p_int == ALWAYS_TRUE { |
158 | 0 | return true; |
159 | 0 | } |
160 | 0 | let v: u64 = rng.random(); |
161 | 0 | v < self.p_int |
162 | 0 | } |
163 | | } |
164 | | |
165 | | #[cfg(test)] |
166 | | mod test { |
167 | | use super::Bernoulli; |
168 | | use crate::distr::Distribution; |
169 | | use crate::Rng; |
170 | | |
171 | | #[test] |
172 | | #[cfg(feature = "serde")] |
173 | | fn test_serializing_deserializing_bernoulli() { |
174 | | let coin_flip = Bernoulli::new(0.5).unwrap(); |
175 | | let de_coin_flip: Bernoulli = |
176 | | bincode::deserialize(&bincode::serialize(&coin_flip).unwrap()).unwrap(); |
177 | | |
178 | | assert_eq!(coin_flip.p_int, de_coin_flip.p_int); |
179 | | } |
180 | | |
181 | | #[test] |
182 | | fn test_trivial() { |
183 | | // We prefer to be explicit here. |
184 | | #![allow(clippy::bool_assert_comparison)] |
185 | | |
186 | | let mut r = crate::test::rng(1); |
187 | | let always_false = Bernoulli::new(0.0).unwrap(); |
188 | | let always_true = Bernoulli::new(1.0).unwrap(); |
189 | | for _ in 0..5 { |
190 | | assert_eq!(r.sample::<bool, _>(&always_false), false); |
191 | | assert_eq!(r.sample::<bool, _>(&always_true), true); |
192 | | assert_eq!(Distribution::<bool>::sample(&always_false, &mut r), false); |
193 | | assert_eq!(Distribution::<bool>::sample(&always_true, &mut r), true); |
194 | | } |
195 | | } |
196 | | |
197 | | #[test] |
198 | | #[cfg_attr(miri, ignore)] // Miri is too slow |
199 | | fn test_average() { |
200 | | const P: f64 = 0.3; |
201 | | const NUM: u32 = 3; |
202 | | const DENOM: u32 = 10; |
203 | | let d1 = Bernoulli::new(P).unwrap(); |
204 | | let d2 = Bernoulli::from_ratio(NUM, DENOM).unwrap(); |
205 | | const N: u32 = 100_000; |
206 | | |
207 | | let mut sum1: u32 = 0; |
208 | | let mut sum2: u32 = 0; |
209 | | let mut rng = crate::test::rng(2); |
210 | | for _ in 0..N { |
211 | | if d1.sample(&mut rng) { |
212 | | sum1 += 1; |
213 | | } |
214 | | if d2.sample(&mut rng) { |
215 | | sum2 += 1; |
216 | | } |
217 | | } |
218 | | let avg1 = (sum1 as f64) / (N as f64); |
219 | | assert!((avg1 - P).abs() < 5e-3); |
220 | | |
221 | | let avg2 = (sum2 as f64) / (N as f64); |
222 | | assert!((avg2 - (NUM as f64) / (DENOM as f64)).abs() < 5e-3); |
223 | | } |
224 | | |
225 | | #[test] |
226 | | fn value_stability() { |
227 | | let mut rng = crate::test::rng(3); |
228 | | let distr = Bernoulli::new(0.4532).unwrap(); |
229 | | let mut buf = [false; 10]; |
230 | | for x in &mut buf { |
231 | | *x = rng.sample(distr); |
232 | | } |
233 | | assert_eq!( |
234 | | buf, |
235 | | [true, false, false, true, false, false, true, true, true, true] |
236 | | ); |
237 | | } |
238 | | |
239 | | #[test] |
240 | | fn bernoulli_distributions_can_be_compared() { |
241 | | assert_eq!(Bernoulli::new(1.0), Bernoulli::new(1.0)); |
242 | | } |
243 | | } |