|
|
|
// 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/beta_distribution.h"
|
|
|
|
|
|
|
|
#include <algorithm>
|
|
|
|
#include <cfloat>
|
|
|
|
#include <cstddef>
|
|
|
|
#include <cstdint>
|
|
|
|
#include <iterator>
|
|
|
|
#include <random>
|
|
|
|
#include <sstream>
|
|
|
|
#include <string>
|
Export of internal Abseil changes
--
e2de21d54c02b6419c57c0f4e2a16b608deca260 by Evan Brown <ezb@google.com>:
Remove the InsertEnd benchmark.
This benchmark has significantly different possible behaviors that can result in misleading metrics. Specifically, we can have a case where we are deallocating the last node in the b-tree in the erase and then allocating a new node in the insert call repeatedly, whereas normally, we end up just inserting/erasing a value from the last node. Also, the name of the benchmark is misleading because it involves an erase and an insert, but the name only mentions the insert.
PiperOrigin-RevId: 360930639
--
51f6bb97b9cbdb809c31b77e93ce080ca3cba9ea by Benjamin Barenblat <bbaren@google.com>:
Stop testing with double-double random variables
On POWER, long double is often represented as a pair of doubles added
together (double-double arithmetic). We’ve already special-cased
double-double arithmetic in a number of tests, but compiler
bugs [1, 2, 3] have now triggered both false positives and false
negatives, which suggests testing with double doubles is unlikely to
yield useful signal. Remove the special casing and detect if we’re on a
double-double system; if so, just don’t test long doubles.
[1] https://gcc.gnu.org/bugzilla/show_bug.cgi?id=99048
[2] https://bugs.llvm.org/show_bug.cgi?id=49131
[3] https://bugs.llvm.org/show_bug.cgi?id=49132
PiperOrigin-RevId: 360793161
--
07fb4d7932c2f5d711c480f759dacb0be60f975e by Abseil Team <absl-team@google.com>:
internal change
PiperOrigin-RevId: 360712825
GitOrigin-RevId: e2de21d54c02b6419c57c0f4e2a16b608deca260
Change-Id: I98389b5a8789dcc8f35abc00c767e909181665f0
4 years ago
|
|
|
#include <type_traits>
|
|
|
|
#include <unordered_map>
|
|
|
|
#include <vector>
|
|
|
|
|
|
|
|
#include "gmock/gmock.h"
|
|
|
|
#include "gtest/gtest.h"
|
|
|
|
#include "absl/base/internal/raw_logging.h"
|
Export of internal Abseil changes
--
e2de21d54c02b6419c57c0f4e2a16b608deca260 by Evan Brown <ezb@google.com>:
Remove the InsertEnd benchmark.
This benchmark has significantly different possible behaviors that can result in misleading metrics. Specifically, we can have a case where we are deallocating the last node in the b-tree in the erase and then allocating a new node in the insert call repeatedly, whereas normally, we end up just inserting/erasing a value from the last node. Also, the name of the benchmark is misleading because it involves an erase and an insert, but the name only mentions the insert.
PiperOrigin-RevId: 360930639
--
51f6bb97b9cbdb809c31b77e93ce080ca3cba9ea by Benjamin Barenblat <bbaren@google.com>:
Stop testing with double-double random variables
On POWER, long double is often represented as a pair of doubles added
together (double-double arithmetic). We’ve already special-cased
double-double arithmetic in a number of tests, but compiler
bugs [1, 2, 3] have now triggered both false positives and false
negatives, which suggests testing with double doubles is unlikely to
yield useful signal. Remove the special casing and detect if we’re on a
double-double system; if so, just don’t test long doubles.
[1] https://gcc.gnu.org/bugzilla/show_bug.cgi?id=99048
[2] https://bugs.llvm.org/show_bug.cgi?id=49131
[3] https://bugs.llvm.org/show_bug.cgi?id=49132
PiperOrigin-RevId: 360793161
--
07fb4d7932c2f5d711c480f759dacb0be60f975e by Abseil Team <absl-team@google.com>:
internal change
PiperOrigin-RevId: 360712825
GitOrigin-RevId: e2de21d54c02b6419c57c0f4e2a16b608deca260
Change-Id: I98389b5a8789dcc8f35abc00c767e909181665f0
4 years ago
|
|
|
#include "absl/numeric/internal/representation.h"
|
|
|
|
#include "absl/random/internal/chi_square.h"
|
|
|
|
#include "absl/random/internal/distribution_test_util.h"
|
|
|
|
#include "absl/random/internal/pcg_engine.h"
|
|
|
|
#include "absl/random/internal/sequence_urbg.h"
|
|
|
|
#include "absl/random/random.h"
|
|
|
|
#include "absl/strings/str_cat.h"
|
|
|
|
#include "absl/strings/str_format.h"
|
|
|
|
#include "absl/strings/str_replace.h"
|
|
|
|
#include "absl/strings/strip.h"
|
|
|
|
|
|
|
|
namespace {
|
|
|
|
|
|
|
|
template <typename IntType>
|
|
|
|
class BetaDistributionInterfaceTest : public ::testing::Test {};
|
|
|
|
|
|
|
|
constexpr bool ShouldExerciseLongDoubleTests() {
|
|
|
|
// long double arithmetic is not supported well by either GCC or Clang on
|
|
|
|
// most platforms specifically not when implemented in terms of double-double;
|
|
|
|
// see https://gcc.gnu.org/bugzilla/show_bug.cgi?id=99048,
|
|
|
|
// https://bugs.llvm.org/show_bug.cgi?id=49131, and
|
|
|
|
// https://bugs.llvm.org/show_bug.cgi?id=49132.
|
|
|
|
// So a conservative choice here is to disable long-double tests pretty much
|
|
|
|
// everywhere except on x64 but only if long double is not implemented as
|
|
|
|
// double-double.
|
|
|
|
#if defined(__i686__) && defined(__x86_64__)
|
|
|
|
return !absl::numeric_internal::IsDoubleDouble();
|
|
|
|
#else
|
|
|
|
return false;
|
|
|
|
#endif
|
|
|
|
}
|
|
|
|
|
|
|
|
using RealTypes = std::conditional<ShouldExerciseLongDoubleTests(),
|
|
|
|
::testing::Types<float, double, long double>,
|
|
|
|
::testing::Types<float, double>>::type;
|
|
|
|
TYPED_TEST_SUITE(BetaDistributionInterfaceTest, RealTypes);
|
|
|
|
|
|
|
|
TYPED_TEST(BetaDistributionInterfaceTest, SerializeTest) {
|
|
|
|
// The threshold for whether std::exp(1/a) is finite.
|
|
|
|
const TypeParam kSmallA =
|
|
|
|
1.0f / std::log((std::numeric_limits<TypeParam>::max)());
|
|
|
|
// The threshold for whether a * std::log(a) is finite.
|
|
|
|
const TypeParam kLargeA =
|
|
|
|
std::exp(std::log((std::numeric_limits<TypeParam>::max)()) -
|
|
|
|
std::log(std::log((std::numeric_limits<TypeParam>::max)())));
|
|
|
|
using param_type = typename absl::beta_distribution<TypeParam>::param_type;
|
|
|
|
|
|
|
|
constexpr int kCount = 1000;
|
|
|
|
absl::InsecureBitGen gen;
|
|
|
|
const TypeParam kValues[] = {
|
|
|
|
TypeParam(1e-20), TypeParam(1e-12), TypeParam(1e-8), TypeParam(1e-4),
|
|
|
|
TypeParam(1e-3), TypeParam(0.1), TypeParam(0.25),
|
|
|
|
std::nextafter(TypeParam(0.5), TypeParam(0)), // 0.5 - epsilon
|
|
|
|
std::nextafter(TypeParam(0.5), TypeParam(1)), // 0.5 + epsilon
|
|
|
|
TypeParam(0.5), TypeParam(1.0), //
|
|
|
|
std::nextafter(TypeParam(1), TypeParam(0)), // 1 - epsilon
|
|
|
|
std::nextafter(TypeParam(1), TypeParam(2)), // 1 + epsilon
|
|
|
|
TypeParam(12.5), TypeParam(1e2), TypeParam(1e8), TypeParam(1e12),
|
|
|
|
TypeParam(1e20), //
|
|
|
|
kSmallA, //
|
|
|
|
std::nextafter(kSmallA, TypeParam(0)), //
|
|
|
|
std::nextafter(kSmallA, TypeParam(1)), //
|
|
|
|
kLargeA, //
|
|
|
|
std::nextafter(kLargeA, TypeParam(0)), //
|
|
|
|
std::nextafter(kLargeA, std::numeric_limits<TypeParam>::max()),
|
|
|
|
// Boundary cases.
|
|
|
|
std::numeric_limits<TypeParam>::max(),
|
|
|
|
std::numeric_limits<TypeParam>::epsilon(),
|
|
|
|
std::nextafter(std::numeric_limits<TypeParam>::min(),
|
|
|
|
TypeParam(1)), // min + epsilon
|
|
|
|
std::numeric_limits<TypeParam>::min(), // smallest normal
|
|
|
|
std::numeric_limits<TypeParam>::denorm_min(), // smallest denorm
|
|
|
|
std::numeric_limits<TypeParam>::min() / 2, // denorm
|
|
|
|
std::nextafter(std::numeric_limits<TypeParam>::min(),
|
|
|
|
TypeParam(0)), // denorm_max
|
|
|
|
};
|
|
|
|
for (TypeParam alpha : kValues) {
|
|
|
|
for (TypeParam beta : kValues) {
|
|
|
|
ABSL_INTERNAL_LOG(
|
|
|
|
INFO, absl::StrFormat("Smoke test for Beta(%a, %a)", alpha, beta));
|
|
|
|
|
|
|
|
param_type param(alpha, beta);
|
|
|
|
absl::beta_distribution<TypeParam> before(alpha, beta);
|
|
|
|
EXPECT_EQ(before.alpha(), param.alpha());
|
|
|
|
EXPECT_EQ(before.beta(), param.beta());
|
|
|
|
|
|
|
|
{
|
|
|
|
absl::beta_distribution<TypeParam> via_param(param);
|
|
|
|
EXPECT_EQ(via_param, before);
|
|
|
|
EXPECT_EQ(via_param.param(), before.param());
|
|
|
|
}
|
|
|
|
|
|
|
|
// Smoke test.
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
auto sample = before(gen);
|
|
|
|
EXPECT_TRUE(std::isfinite(sample));
|
|
|
|
EXPECT_GE(sample, before.min());
|
|
|
|
EXPECT_LE(sample, before.max());
|
|
|
|
}
|
|
|
|
|
|
|
|
// Validate stream serialization.
|
|
|
|
std::stringstream ss;
|
|
|
|
ss << before;
|
|
|
|
absl::beta_distribution<TypeParam> after(3.8f, 1.43f);
|
|
|
|
EXPECT_NE(before.alpha(), after.alpha());
|
|
|
|
EXPECT_NE(before.beta(), after.beta());
|
|
|
|
EXPECT_NE(before.param(), after.param());
|
|
|
|
EXPECT_NE(before, after);
|
|
|
|
|
|
|
|
ss >> after;
|
|
|
|
|
|
|
|
EXPECT_EQ(before.alpha(), after.alpha());
|
|
|
|
EXPECT_EQ(before.beta(), after.beta());
|
|
|
|
EXPECT_EQ(before, after) //
|
|
|
|
<< ss.str() << " " //
|
|
|
|
<< (ss.good() ? "good " : "") //
|
|
|
|
<< (ss.bad() ? "bad " : "") //
|
|
|
|
<< (ss.eof() ? "eof " : "") //
|
|
|
|
<< (ss.fail() ? "fail " : "");
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
TYPED_TEST(BetaDistributionInterfaceTest, DegenerateCases) {
|
|
|
|
// We use a fixed bit generator for distribution accuracy tests. This allows
|
|
|
|
// these tests to be deterministic, while still testing the qualify of the
|
|
|
|
// implementation.
|
|
|
|
absl::random_internal::pcg64_2018_engine rng(0x2B7E151628AED2A6);
|
|
|
|
|
|
|
|
// Extreme cases when the params are abnormal.
|
|
|
|
constexpr int kCount = 1000;
|
|
|
|
const TypeParam kSmallValues[] = {
|
|
|
|
std::numeric_limits<TypeParam>::min(),
|
|
|
|
std::numeric_limits<TypeParam>::denorm_min(),
|
|
|
|
std::nextafter(std::numeric_limits<TypeParam>::min(),
|
|
|
|
TypeParam(0)), // denorm_max
|
|
|
|
std::numeric_limits<TypeParam>::epsilon(),
|
|
|
|
};
|
|
|
|
const TypeParam kLargeValues[] = {
|
|
|
|
std::numeric_limits<TypeParam>::max() * static_cast<TypeParam>(0.9999),
|
|
|
|
std::numeric_limits<TypeParam>::max() - 1,
|
|
|
|
std::numeric_limits<TypeParam>::max(),
|
|
|
|
};
|
|
|
|
{
|
|
|
|
// Small alpha and beta.
|
|
|
|
// Useful WolframAlpha plots:
|
|
|
|
// * plot InverseBetaRegularized[x, 0.0001, 0.0001] from 0.495 to 0.505
|
|
|
|
// * Beta[1.0, 0.0000001, 0.0000001]
|
|
|
|
// * Beta[0.9999, 0.0000001, 0.0000001]
|
|
|
|
for (TypeParam alpha : kSmallValues) {
|
|
|
|
for (TypeParam beta : kSmallValues) {
|
|
|
|
int zeros = 0;
|
|
|
|
int ones = 0;
|
|
|
|
absl::beta_distribution<TypeParam> d(alpha, beta);
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
TypeParam x = d(rng);
|
|
|
|
if (x == 0.0) {
|
|
|
|
zeros++;
|
|
|
|
} else if (x == 1.0) {
|
|
|
|
ones++;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
EXPECT_EQ(ones + zeros, kCount);
|
|
|
|
if (alpha == beta) {
|
|
|
|
EXPECT_NE(ones, 0);
|
|
|
|
EXPECT_NE(zeros, 0);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
{
|
|
|
|
// Small alpha, large beta.
|
|
|
|
// Useful WolframAlpha plots:
|
|
|
|
// * plot InverseBetaRegularized[x, 0.0001, 10000] from 0.995 to 1
|
|
|
|
// * Beta[0, 0.0000001, 1000000]
|
|
|
|
// * Beta[0.001, 0.0000001, 1000000]
|
|
|
|
// * Beta[1, 0.0000001, 1000000]
|
|
|
|
for (TypeParam alpha : kSmallValues) {
|
|
|
|
for (TypeParam beta : kLargeValues) {
|
|
|
|
absl::beta_distribution<TypeParam> d(alpha, beta);
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
EXPECT_EQ(d(rng), 0.0);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
{
|
|
|
|
// Large alpha, small beta.
|
|
|
|
// Useful WolframAlpha plots:
|
|
|
|
// * plot InverseBetaRegularized[x, 10000, 0.0001] from 0 to 0.001
|
|
|
|
// * Beta[0.99, 1000000, 0.0000001]
|
|
|
|
// * Beta[1, 1000000, 0.0000001]
|
|
|
|
for (TypeParam alpha : kLargeValues) {
|
|
|
|
for (TypeParam beta : kSmallValues) {
|
|
|
|
absl::beta_distribution<TypeParam> d(alpha, beta);
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
EXPECT_EQ(d(rng), 1.0);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
{
|
|
|
|
// Large alpha and beta.
|
|
|
|
absl::beta_distribution<TypeParam> d(std::numeric_limits<TypeParam>::max(),
|
|
|
|
std::numeric_limits<TypeParam>::max());
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
EXPECT_EQ(d(rng), 0.5);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
{
|
|
|
|
// Large alpha and beta but unequal.
|
|
|
|
absl::beta_distribution<TypeParam> d(
|
|
|
|
std::numeric_limits<TypeParam>::max(),
|
|
|
|
std::numeric_limits<TypeParam>::max() * 0.9999);
|
|
|
|
for (int i = 0; i < kCount; ++i) {
|
|
|
|
TypeParam x = d(rng);
|
|
|
|
EXPECT_NE(x, 0.5f);
|
|
|
|
EXPECT_FLOAT_EQ(x, 0.500025f);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
class BetaDistributionModel {
|
|
|
|
public:
|
|
|
|
explicit BetaDistributionModel(::testing::tuple<double, double> p)
|
|
|
|
: alpha_(::testing::get<0>(p)), beta_(::testing::get<1>(p)) {}
|
|
|
|
|
|
|
|
double Mean() const { return alpha_ / (alpha_ + beta_); }
|
|
|
|
|
|
|
|
double Variance() const {
|
|
|
|
return alpha_ * beta_ / (alpha_ + beta_ + 1) / (alpha_ + beta_) /
|
|
|
|
(alpha_ + beta_);
|
|
|
|
}
|
|
|
|
|
|
|
|
double Kurtosis() const {
|
|
|
|
return 3 + 6 *
|
|
|
|
((alpha_ - beta_) * (alpha_ - beta_) * (alpha_ + beta_ + 1) -
|
|
|
|
alpha_ * beta_ * (2 + alpha_ + beta_)) /
|
|
|
|
alpha_ / beta_ / (alpha_ + beta_ + 2) / (alpha_ + beta_ + 3);
|
|
|
|
}
|
|
|
|
|
|
|
|
protected:
|
|
|
|
const double alpha_;
|
|
|
|
const double beta_;
|
|
|
|
};
|
|
|
|
|
|
|
|
class BetaDistributionTest
|
|
|
|
: public ::testing::TestWithParam<::testing::tuple<double, double>>,
|
|
|
|
public BetaDistributionModel {
|
|
|
|
public:
|
|
|
|
BetaDistributionTest() : BetaDistributionModel(GetParam()) {}
|
|
|
|
|
|
|
|
protected:
|
|
|
|
template <class D>
|
|
|
|
bool SingleZTestOnMeanAndVariance(double p, size_t samples);
|
|
|
|
|
|
|
|
template <class D>
|
|
|
|
bool SingleChiSquaredTest(double p, size_t samples, size_t buckets);
|
|
|
|
|
|
|
|
absl::InsecureBitGen rng_;
|
|
|
|
};
|
|
|
|
|
|
|
|
template <class D>
|
|
|
|
bool BetaDistributionTest::SingleZTestOnMeanAndVariance(double p,
|
|
|
|
size_t samples) {
|
|
|
|
D dis(alpha_, beta_);
|
|
|
|
|
|
|
|
std::vector<double> data;
|
|
|
|
data.reserve(samples);
|
|
|
|
for (size_t i = 0; i < samples; i++) {
|
|
|
|
const double variate = dis(rng_);
|
|
|
|
EXPECT_FALSE(std::isnan(variate));
|
|
|
|
// Note that equality is allowed on both sides.
|
|
|
|
EXPECT_GE(variate, 0.0);
|
|
|
|
EXPECT_LE(variate, 1.0);
|
|
|
|
data.push_back(variate);
|
|
|
|
}
|
|
|
|
|
|
|
|
// We validate that the sample mean and sample variance are indeed from a
|
|
|
|
// Beta distribution with the given shape parameters.
|
|
|
|
const auto m = absl::random_internal::ComputeDistributionMoments(data);
|
|
|
|
|
|
|
|
// The variance of the sample mean is variance / n.
|
|
|
|
const double mean_stddev = std::sqrt(Variance() / static_cast<double>(m.n));
|
|
|
|
|
|
|
|
// The variance of the sample variance is (approximately):
|
|
|
|
// (kurtosis - 1) * variance^2 / n
|
|
|
|
const double variance_stddev = std::sqrt(
|
|
|
|
(Kurtosis() - 1) * Variance() * Variance() / static_cast<double>(m.n));
|
|
|
|
// z score for the sample variance.
|
|
|
|
const double z_variance = (m.variance - Variance()) / variance_stddev;
|
|
|
|
|
|
|
|
const double max_err = absl::random_internal::MaxErrorTolerance(p);
|
|
|
|
const double z_mean = absl::random_internal::ZScore(Mean(), m);
|
|
|
|
const bool pass =
|
|
|
|
absl::random_internal::Near("z", z_mean, 0.0, max_err) &&
|
|
|
|
absl::random_internal::Near("z_variance", z_variance, 0.0, max_err);
|
|
|
|
if (!pass) {
|
|
|
|
ABSL_INTERNAL_LOG(
|
|
|
|
INFO,
|
|
|
|
absl::StrFormat(
|
|
|
|
"Beta(%f, %f), "
|
|
|
|
"mean: sample %f, expect %f, which is %f stddevs away, "
|
|
|
|
"variance: sample %f, expect %f, which is %f stddevs away.",
|
|
|
|
alpha_, beta_, m.mean, Mean(),
|
|
|
|
std::abs(m.mean - Mean()) / mean_stddev, m.variance, Variance(),
|
|
|
|
std::abs(m.variance - Variance()) / variance_stddev));
|
|
|
|
}
|
|
|
|
return pass;
|
|
|
|
}
|
|
|
|
|
|
|
|
template <class D>
|
|
|
|
bool BetaDistributionTest::SingleChiSquaredTest(double p, size_t samples,
|
|
|
|
size_t buckets) {
|
|
|
|
constexpr double kErr = 1e-7;
|
|
|
|
std::vector<double> cutoffs, expected;
|
|
|
|
const double bucket_width = 1.0 / static_cast<double>(buckets);
|
|
|
|
int i = 1;
|
|
|
|
int unmerged_buckets = 0;
|
|
|
|
for (; i < buckets; ++i) {
|
|
|
|
const double p = bucket_width * static_cast<double>(i);
|
|
|
|
const double boundary =
|
|
|
|
absl::random_internal::BetaIncompleteInv(alpha_, beta_, p);
|
|
|
|
// The intention is to add `boundary` to the list of `cutoffs`. It becomes
|
|
|
|
// problematic, however, when the boundary values are not monotone, due to
|
|
|
|
// numerical issues when computing the inverse regularized incomplete
|
|
|
|
// Beta function. In these cases, we merge that bucket with its previous
|
|
|
|
// neighbor and merge their expected counts.
|
|
|
|
if ((cutoffs.empty() && boundary < kErr) ||
|
|
|
|
(!cutoffs.empty() && boundary <= cutoffs.back())) {
|
|
|
|
unmerged_buckets++;
|
|
|
|
continue;
|
|
|
|
}
|
|
|
|
if (boundary >= 1.0 - 1e-10) {
|
|
|
|
break;
|
|
|
|
}
|
|
|
|
cutoffs.push_back(boundary);
|
|
|
|
expected.push_back(static_cast<double>(1 + unmerged_buckets) *
|
|
|
|
bucket_width * static_cast<double>(samples));
|
|
|
|
unmerged_buckets = 0;
|
|
|
|
}
|
|
|
|
cutoffs.push_back(std::numeric_limits<double>::infinity());
|
|
|
|
// Merge all remaining buckets.
|
|
|
|
expected.push_back(static_cast<double>(buckets - i + 1) * bucket_width *
|
|
|
|
static_cast<double>(samples));
|
|
|
|
// Make sure that we don't merge all the buckets, making this test
|
|
|
|
// meaningless.
|
|
|
|
EXPECT_GE(cutoffs.size(), 3) << alpha_ << ", " << beta_;
|
|
|
|
|
|
|
|
D dis(alpha_, beta_);
|
|
|
|
|
|
|
|
std::vector<int32_t> counts(cutoffs.size(), 0);
|
|
|
|
for (int i = 0; i < samples; i++) {
|
|
|
|
const double x = dis(rng_);
|
|
|
|
auto it = std::upper_bound(cutoffs.begin(), cutoffs.end(), x);
|
|
|
|
counts[std::distance(cutoffs.begin(), it)]++;
|
|
|
|
}
|
|
|
|
|
|
|
|
// Null-hypothesis is that the distribution is beta distributed with the
|
|
|
|
// provided alpha, beta params (not estimated from the data).
|
|
|
|
const int dof = cutoffs.size() - 1;
|
|
|
|
|
|
|
|
const double chi_square = absl::random_internal::ChiSquare(
|
|
|
|
counts.begin(), counts.end(), expected.begin(), expected.end());
|
|
|
|
const bool pass =
|
|
|
|
(absl::random_internal::ChiSquarePValue(chi_square, dof) >= p);
|
|
|
|
if (!pass) {
|
|
|
|
for (int i = 0; i < cutoffs.size(); i++) {
|
|
|
|
ABSL_INTERNAL_LOG(
|
|
|
|
INFO, absl::StrFormat("cutoff[%d] = %f, actual count %d, expected %d",
|
|
|
|
i, cutoffs[i], counts[i],
|
|
|
|
static_cast<int>(expected[i])));
|
|
|
|
}
|
|
|
|
|
|
|
|
ABSL_INTERNAL_LOG(
|
|
|
|
INFO, absl::StrFormat(
|
|
|
|
"Beta(%f, %f) %s %f, p = %f", alpha_, beta_,
|
|
|
|
absl::random_internal::kChiSquared, chi_square,
|
|
|
|
absl::random_internal::ChiSquarePValue(chi_square, dof)));
|
|
|
|
}
|
|
|
|
return pass;
|
|
|
|
}
|
|
|
|
|
|
|
|
TEST_P(BetaDistributionTest, TestSampleStatistics) {
|
|
|
|
static constexpr int kRuns = 20;
|
|
|
|
static constexpr double kPFail = 0.02;
|
|
|
|
const double p =
|
|
|
|
absl::random_internal::RequiredSuccessProbability(kPFail, kRuns);
|
|
|
|
static constexpr int kSampleCount = 10000;
|
|
|
|
static constexpr int kBucketCount = 100;
|
|
|
|
int failed = 0;
|
|
|
|
for (int i = 0; i < kRuns; ++i) {
|
|
|
|
if (!SingleZTestOnMeanAndVariance<absl::beta_distribution<double>>(
|
|
|
|
p, kSampleCount)) {
|
|
|
|
failed++;
|
|
|
|
}
|
|
|
|
if (!SingleChiSquaredTest<absl::beta_distribution<double>>(
|
|
|
|
0.005, kSampleCount, kBucketCount)) {
|
|
|
|
failed++;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
// Set so that the test is not flaky at --runs_per_test=10000
|
|
|
|
EXPECT_LE(failed, 5);
|
|
|
|
}
|
|
|
|
|
|
|
|
std::string ParamName(
|
|
|
|
const ::testing::TestParamInfo<::testing::tuple<double, double>>& info) {
|
|
|
|
std::string name = absl::StrCat("alpha_", ::testing::get<0>(info.param),
|
|
|
|
"__beta_", ::testing::get<1>(info.param));
|
|
|
|
return absl::StrReplaceAll(name, {{"+", "_"}, {"-", "_"}, {".", "_"}});
|
|
|
|
}
|
|
|
|
|
|
|
|
INSTANTIATE_TEST_SUITE_P(
|
|
|
|
TestSampleStatisticsCombinations, BetaDistributionTest,
|
|
|
|
::testing::Combine(::testing::Values(0.1, 0.2, 0.9, 1.1, 2.5, 10.0, 123.4),
|
|
|
|
::testing::Values(0.1, 0.2, 0.9, 1.1, 2.5, 10.0, 123.4)),
|
|
|
|
ParamName);
|
|
|
|
|
|
|
|
INSTANTIATE_TEST_SUITE_P(
|
|
|
|
TestSampleStatistics_SelectedPairs, BetaDistributionTest,
|
|
|
|
::testing::Values(std::make_pair(0.5, 1000), std::make_pair(1000, 0.5),
|
|
|
|
std::make_pair(900, 1000), std::make_pair(10000, 20000),
|
|
|
|
std::make_pair(4e5, 2e7), std::make_pair(1e7, 1e5)),
|
|
|
|
ParamName);
|
|
|
|
|
|
|
|
// NOTE: absl::beta_distribution is not guaranteed to be stable.
|
|
|
|
TEST(BetaDistributionTest, StabilityTest) {
|
|
|
|
// absl::beta_distribution stability relies on the stability of
|
|
|
|
// absl::random_interna::RandU64ToDouble, std::exp, std::log, std::pow,
|
|
|
|
// and std::sqrt.
|
|
|
|
//
|
|
|
|
// This test also depends on the stability of std::frexp.
|
|
|
|
using testing::ElementsAre;
|
|
|
|
absl::random_internal::sequence_urbg urbg({
|
|
|
|
0xffff00000000e6c8ull, 0xffff0000000006c8ull, 0x800003766295CFA9ull,
|
|
|
|
0x11C819684E734A41ull, 0x832603766295CFA9ull, 0x7fbe76c8b4395800ull,
|
|
|
|
0xB3472DCA7B14A94Aull, 0x0003eb76f6f7f755ull, 0xFFCEA50FDB2F953Bull,
|
|
|
|
0x13CCA830EB61BD96ull, 0x0334FE1EAA0363CFull, 0x00035C904C70A239ull,
|
|
|
|
0x00009E0BCBAADE14ull, 0x0000000000622CA7ull, 0x4864f22c059bf29eull,
|
|
|
|
0x247856d8b862665cull, 0xe46e86e9a1337e10ull, 0xd8c8541f3519b133ull,
|
|
|
|
0xffe75b52c567b9e4ull, 0xfffff732e5709c5bull, 0xff1f7f0b983532acull,
|
|
|
|
0x1ec2e8986d2362caull, 0xC332DDEFBE6C5AA5ull, 0x6558218568AB9702ull,
|
|
|
|
0x2AEF7DAD5B6E2F84ull, 0x1521B62829076170ull, 0xECDD4775619F1510ull,
|
|
|
|
0x814c8e35fe9a961aull, 0x0c3cd59c9b638a02ull, 0xcb3bb6478a07715cull,
|
|
|
|
0x1224e62c978bbc7full, 0x671ef2cb04e81f6eull, 0x3c1cbd811eaf1808ull,
|
|
|
|
0x1bbc23cfa8fac721ull, 0xa4c2cda65e596a51ull, 0xb77216fad37adf91ull,
|
|
|
|
0x836d794457c08849ull, 0xe083df03475f49d7ull, 0xbc9feb512e6b0d6cull,
|
|
|
|
0xb12d74fdd718c8c5ull, 0x12ff09653bfbe4caull, 0x8dd03a105bc4ee7eull,
|
|
|
|
0x5738341045ba0d85ull, 0xf3fd722dc65ad09eull, 0xfa14fd21ea2a5705ull,
|
|
|
|
0xffe6ea4d6edb0c73ull, 0xD07E9EFE2BF11FB4ull, 0x95DBDA4DAE909198ull,
|
|
|
|
0xEAAD8E716B93D5A0ull, 0xD08ED1D0AFC725E0ull, 0x8E3C5B2F8E7594B7ull,
|
|
|
|
0x8FF6E2FBF2122B64ull, 0x8888B812900DF01Cull, 0x4FAD5EA0688FC31Cull,
|
|
|
|
0xD1CFF191B3A8C1ADull, 0x2F2F2218BE0E1777ull, 0xEA752DFE8B021FA1ull,
|
|
|
|
});
|
|
|
|
|
|
|
|
// Convert the real-valued result into a unit64 where we compare
|
|
|
|
// 5 (float) or 10 (double) decimal digits plus the base-2 exponent.
|
|
|
|
auto float_to_u64 = [](float d) {
|
|
|
|
int exp = 0;
|
|
|
|
auto f = std::frexp(d, &exp);
|
|
|
|
return (static_cast<uint64_t>(1e5 * f) * 10000) + std::abs(exp);
|
|
|
|
};
|
|
|
|
auto double_to_u64 = [](double d) {
|
|
|
|
int exp = 0;
|
|
|
|
auto f = std::frexp(d, &exp);
|
|
|
|
return (static_cast<uint64_t>(1e10 * f) * 10000) + std::abs(exp);
|
|
|
|
};
|
|
|
|
|
|
|
|
std::vector<uint64_t> output(20);
|
|
|
|
{
|
|
|
|
// Algorithm Joehnk (float)
|
|
|
|
absl::beta_distribution<float> dist(0.1f, 0.2f);
|
|
|
|
std::generate(std::begin(output), std::end(output),
|
|
|
|
[&] { return float_to_u64(dist(urbg)); });
|
|
|
|
EXPECT_EQ(44, urbg.invocations());
|
|
|
|
EXPECT_THAT(output, //
|
|
|
|
testing::ElementsAre(
|
|
|
|
998340000, 619030004, 500000001, 999990000, 996280000,
|
|
|
|
500000001, 844740004, 847210001, 999970000, 872320000,
|
|
|
|
585480007, 933280000, 869080042, 647670031, 528240004,
|
|
|
|
969980004, 626050008, 915930002, 833440033, 878040015));
|
|
|
|
}
|
|
|
|
|
|
|
|
urbg.reset();
|
|
|
|
{
|
|
|
|
// Algorithm Joehnk (double)
|
|
|
|
absl::beta_distribution<double> dist(0.1, 0.2);
|
|
|
|
std::generate(std::begin(output), std::end(output),
|
|
|
|
[&] { return double_to_u64(dist(urbg)); });
|
|
|
|
EXPECT_EQ(44, urbg.invocations());
|
|
|
|
EXPECT_THAT(
|
|
|
|
output, //
|
|
|
|
testing::ElementsAre(
|
|
|
|
99834713000000, 61903356870004, 50000000000001, 99999721170000,
|
|
|
|
99628374770000, 99999999990000, 84474397860004, 84721276240001,
|
|
|
|
99997407490000, 87232528120000, 58548364780007, 93328932910000,
|
|
|
|
86908237770042, 64767917930031, 52824581970004, 96998544140004,
|
|
|
|
62605946270008, 91593604380002, 83345031740033, 87804397230015));
|
|
|
|
}
|
|
|
|
|
|
|
|
urbg.reset();
|
|
|
|
{
|
|
|
|
// Algorithm Cheng 1
|
|
|
|
absl::beta_distribution<double> dist(0.9, 2.0);
|
|
|
|
std::generate(std::begin(output), std::end(output),
|
|
|
|
[&] { return double_to_u64(dist(urbg)); });
|
|
|
|
EXPECT_EQ(62, urbg.invocations());
|
|
|
|
EXPECT_THAT(
|
|
|
|
output, //
|
|
|
|
testing::ElementsAre(
|
|
|
|
62069004780001, 64433204450001, 53607416560000, 89644295430008,
|
|
|
|
61434586310019, 55172615890002, 62187161490000, 56433684810003,
|
|
|
|
80454622050005, 86418558710003, 92920514700001, 64645184680001,
|
|
|
|
58549183380000, 84881283650005, 71078728590002, 69949694970000,
|
|
|
|
73157461710001, 68592191300001, 70747623900000, 78584696930005));
|
|
|
|
}
|
|
|
|
|
|
|
|
urbg.reset();
|
|
|
|
{
|
|
|
|
// Algorithm Cheng 2
|
|
|
|
absl::beta_distribution<double> dist(1.5, 2.5);
|
|
|
|
std::generate(std::begin(output), std::end(output),
|
|
|
|
[&] { return double_to_u64(dist(urbg)); });
|
|
|
|
EXPECT_EQ(54, urbg.invocations());
|
|
|
|
EXPECT_THAT(
|
|
|
|
output, //
|
|
|
|
testing::ElementsAre(
|
|
|
|
75000029250001, 76751482860001, 53264575220000, 69193133650005,
|
|
|
|
78028324470013, 91573587560002, 59167523770000, 60658618560002,
|
|
|
|
80075870540000, 94141320460004, 63196592770003, 78883906300002,
|
|
|
|
96797992590001, 76907587800001, 56645167560000, 65408302280003,
|
|
|
|
53401156320001, 64731238570000, 83065573750001, 79788333820001));
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
// This is an implementation-specific test. If any part of the implementation
|
|
|
|
// changes, then it is likely that this test will change as well. Also, if
|
|
|
|
// dependencies of the distribution change, such as RandU64ToDouble, then this
|
|
|
|
// is also likely to change.
|
|
|
|
TEST(BetaDistributionTest, AlgorithmBounds) {
|
|
|
|
#if (defined(__i386__) || defined(_M_IX86)) && FLT_EVAL_METHOD != 0
|
|
|
|
// We're using an x87-compatible FPU, and intermediate operations are
|
|
|
|
// 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::random_internal::sequence_urbg urbg(
|
|
|
|
{0x7fbe76c8b4395800ull, 0x8000000000000000ull});
|
|
|
|
// u=0.499, v=0.5
|
|
|
|
absl::beta_distribution<double> dist(1e-4, 1e-4);
|
|
|
|
double a = dist(urbg);
|
|
|
|
EXPECT_EQ(a, 2.0202860861567108529e-09);
|
|
|
|
EXPECT_EQ(2, urbg.invocations());
|
|
|
|
}
|
|
|
|
|
|
|
|
// Test that both the float & double algorithms appropriately reject the
|
|
|
|
// initial draw.
|
|
|
|
{
|
|
|
|
// 1/alpha = 1/beta = 2.
|
|
|
|
absl::beta_distribution<float> dist(0.5, 0.5);
|
|
|
|
|
|
|
|
// first two outputs are close to 1.0 - epsilon,
|
|
|
|
// thus: (u ^ 2 + v ^ 2) > 1.0
|
|
|
|
absl::random_internal::sequence_urbg urbg(
|
|
|
|
{0xffff00000006e6c8ull, 0xffff00000007c7c8ull, 0x800003766295CFA9ull,
|
|
|
|
0x11C819684E734A41ull});
|
|
|
|
{
|
|
|
|
double y = absl::beta_distribution<double>(0.5, 0.5)(urbg);
|
|
|
|
EXPECT_EQ(4, urbg.invocations());
|
|
|
|
EXPECT_EQ(y, 0.9810668952633862) << y;
|
|
|
|
}
|
|
|
|
|
|
|
|
// ...and: log(u) * a ~= log(v) * b ~= -0.02
|
|
|
|
// thus z ~= -0.02 + log(1 + e(~0))
|
|
|
|
// ~= -0.02 + 0.69
|
|
|
|
// thus z > 0
|
|
|
|
urbg.reset();
|
|
|
|
{
|
|
|
|
float x = absl::beta_distribution<float>(0.5, 0.5)(urbg);
|
|
|
|
EXPECT_EQ(4, urbg.invocations());
|
|
|
|
EXPECT_NEAR(0.98106688261032104, x, 0.0000005) << x << "f";
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
} // namespace
|