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@ -17,24 +17,56 @@ |
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#include <stdint.h> |
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#include "absl/base/macros.h" |
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namespace absl { |
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namespace base_internal { |
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// ExponentialBiased provides a small and fast random number generator for a
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// rounded exponential distribution. This generator doesn't requires very little
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// state doesn't impose synchronization overhead, which makes it useful in some
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// specialized scenarios.
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// rounded exponential distribution. This generator manages very little state,
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// and imposes no synchronization overhead. This makes it useful in specialized
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// scenarios requiring minimum overhead, such as stride based periodic sampling.
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//
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// ExponentialBiased provides two closely related functions, GetSkipCount() and
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// GetStride(), both returning a rounded integer defining a number of events
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// required before some event with a given mean probability occurs.
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//
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// The distribution is useful to generate a random wait time or some periodic
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// event with a given mean probability. For example, if an action is supposed to
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// happen on average once every 'N' events, then we can get a random 'stride'
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// counting down how long before the event to happen. For example, if we'd want
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// to sample one in every 1000 'Frobber' calls, our code could look like this:
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//
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// Frobber::Frobber() {
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// stride_ = exponential_biased_.GetStride(1000);
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// }
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//
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// void Frobber::Frob(int arg) {
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// if (--stride == 0) {
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// SampleFrob(arg);
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// stride_ = exponential_biased_.GetStride(1000);
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// }
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// ...
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// }
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//
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// The rounding of the return value creates a bias, especially for smaller means
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// where the distribution of the fraction is not evenly distributed. We correct
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// this bias by tracking the fraction we rounded up or down on each iteration,
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// effectively tracking the distance between the cumulative value, and the
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// rounded cumulative value. For example, given a mean of 2:
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//
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// For the generated variable X, X ~ floor(Exponential(1/mean)). The floor
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// operation introduces a small amount of bias, but the distribution is useful
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// to generate a wait time. That is, if an operation is supposed to happen on
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// average to 1/mean events, then the generated variable X will describe how
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// many events to skip before performing the operation and computing a new X.
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// raw = 1.63076, cumulative = 1.63076, rounded = 2, bias = -0.36923
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// raw = 0.14624, cumulative = 1.77701, rounded = 2, bias = 0.14624
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// raw = 4.93194, cumulative = 6.70895, rounded = 7, bias = -0.06805
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// raw = 0.24206, cumulative = 6.95101, rounded = 7, bias = 0.24206
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// etc...
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//
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// The mathematically precise distribution to use for integer wait times is a
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// Geometric distribution, but a Geometric distribution takes slightly more time
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// to compute and when the mean is large (say, 100+), the Geometric distribution
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// is hard to distinguish from the result of ExponentialBiased.
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// Adjusting with rounding bias is relatively trivial:
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//
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// double value = bias_ + exponential_distribution(mean)();
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// double rounded_value = std::round(value);
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// bias_ = value - rounded_value;
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// return rounded_value;
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//
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// This class is thread-compatible.
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class ExponentialBiased { |
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@ -42,9 +74,32 @@ class ExponentialBiased { |
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// The number of bits set by NextRandom.
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static constexpr int kPrngNumBits = 48; |
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// Generates the floor of an exponentially distributed random variable by
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// rounding the value down to the nearest integer. The result will be in the
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// range [0, int64_t max / 2].
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// `GetSkipCount()` returns the number of events to skip before some chosen
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// event happens. For example, randomly tossing a coin, we will on average
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// throw heads once before we get tails. We can simulate random coin tosses
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// using GetSkipCount() as:
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//
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// ExponentialBiased eb;
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// for (...) {
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// int number_of_heads_before_tail = eb.GetSkipCount(1);
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// for (int flips = 0; flips < number_of_heads_before_tail; ++flips) {
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// printf("head...");
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// }
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// printf("tail\n");
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// }
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//
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int64_t GetSkipCount(int64_t mean); |
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// GetStride() returns the number of events required for a specific event to
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// happen. See the class comments for a usage example. `GetStride()` is
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// equivalent to `GetSkipCount(mean - 1) + 1`. When to use `GetStride()` or
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// `GetSkipCount()` depends mostly on what best fits the use case.
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int64_t GetStride(int64_t mean); |
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// Generates a rounded exponentially distributed random variable
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// by rounding the value to the nearest integer.
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// The result will be in the range [0, int64_t max / 2].
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ABSL_DEPRECATED("Use GetSkipCount() or GetStride() instead") |
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int64_t Get(int64_t mean); |
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// Computes a random number in the range [0, 1<<(kPrngNumBits+1) - 1]
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@ -56,6 +111,7 @@ class ExponentialBiased { |
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void Initialize(); |
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uint64_t rng_{0}; |
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double bias_{0}; |
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bool initialized_{false}; |
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}; |
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