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[Support] Linear Congruential Random Engine (#8642)
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* Add linear congruential engine.

* Fix typo.

* Minor fix.

* Fix comments and intros.

* Change to unsigned.

* Minor comment fix.

* Fix unsigned rand state to signed.
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zxybazh authored Aug 6, 2021
1 parent 69ddb9b commit dc5da05
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121 changes: 121 additions & 0 deletions include/tvm/support/random_engine.h
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/*
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you 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
*
* http://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.
*/

/*!
* \file random_engine.h
* \brief Random number generator, for Sampler and Sampling functions.
*/

#ifndef TVM_SUPPORT_RANDOM_ENGINE_H_
#define TVM_SUPPORT_RANDOM_ENGINE_H_

#include <tvm/runtime/logging.h>

#include <cstdint> // for uint64_t

namespace tvm {
namespace support {

/*!
* \brief This linear congruential engine is a drop-in replacement for std::minstd_rand. It strictly
* corresponds to std::minstd_rand and is designed to be platform-independent.
* \note Our linear congruential engine is a complete implementation of
* std::uniform_random_bit_generator so it can be used as generator for any STL random number
* distribution. However, parts of std::linear_congruential_engine's member functions are not
* included for simplification. For full member functions of std::minstd_rand, please check out the
* following link: https://en.cppreference.com/w/cpp/numeric/random/linear_congruential_engine
*/
class LinearCongruentialEngine {
public:
/*!
* \brief The result type is defined as int64_t here for meta_schedule sampler usage.
* \note The type name is not in Google style because it is used in STL's distribution inferface.
*/
using result_type = uint64_t;
using TRandState = int64_t;

/*! \brief The multiplier */
static constexpr TRandState multiplier = 48271;

/*! \brief The increment */
static constexpr TRandState increment = 0;

/*! \brief The modulus */
static constexpr TRandState modulus = 2147483647;

/*!
* \brief The minimum possible value of random state here.
* \note The function name is uncapilized because it is used in STL's distribution inferface.
*/
result_type min() { return 0; }

/*!
* \brief The maximum possible value of random state here.
* \note The function name is uncapilized because it is used in STL's distribution inferface.
*/
result_type max() { return modulus - 1; }

/*!
* \brief Operator to move the random state to the next and return the new random state. According
* to definition of linear congruential engine, the new random state value is computed as
* new_random_state = (current_random_state * multiplier + increment) % modulus.
* \return The next current random state value in the type of result_type.
* \note In order for better efficiency, the implementation here has a few assumptions:
* 1. The multiplication and addition won't overflow.
* 2. The given random state pointer `rand_state_ptr` is not nullptr.
* 3. The given random state `*(rand_state_ptr)` is in the range of [0, modulus - 1].
*/
result_type operator()() {
(*rand_state_ptr_) = ((*rand_state_ptr_) * multiplier + increment) % modulus;
return *rand_state_ptr_;
}

/*!
* \brief Change the start random state of RNG with the seed of a new random state value.
* \param rand_state The random state given in result_type.
*/
void Seed(TRandState rand_state = 1) {
rand_state %= modulus; // Make sure the seed is within the range of modulus.
if (rand_state == 0)
rand_state = 1; // Avoid getting all 0 given the current parameter set.
else if (rand_state < 0)
rand_state += modulus; // Make sure the rand state is non-negative.
ICHECK(rand_state_ptr_ != nullptr); // Make sure the pointer is not null.
*rand_state_ptr_ = rand_state; // Change pointed random state to given random state value.
}

/*!
* \brief Construct a random number generator with a random state pointer.
* \param rand_state_ptr The random state pointer given in result_type*.
* \note The random state is not checked for whether it's nullptr and whether it's in the range of
* [0, modulus-1]. We assume the given random state is valid or the Seed function would be
* called right after the constructor before any usage.
*/
explicit LinearCongruentialEngine(TRandState* rand_state_ptr) {
rand_state_ptr_ = rand_state_ptr;
}

private:
TRandState* rand_state_ptr_;
};

} // namespace support
} // namespace tvm

#endif // TVM_SUPPORT_RANDOM_ENGINE_H_
71 changes: 71 additions & 0 deletions tests/cpp/random_engine_test.cc
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/*
* Licensed to the Apache Software Foundation (ASF) under one
* or more contributor license agreements. See the NOTICE file
* distributed with this work for additional information
* regarding copyright ownership. The ASF licenses this file
* to you 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
*
* http://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 <dmlc/logging.h>
#include <gtest/gtest.h>
#include <tvm/support/random_engine.h>

TEST(RandomEngine, Randomness) {
int64_t rand_state = 0;

tvm::support::LinearCongruentialEngine rng(&rand_state);
rng.Seed(0x114514);

bool covered[100];
memset(covered, 0, sizeof(covered));
for (int i = 0; i < 100000; i++) {
covered[rng() % 100] = true;
}
for (int i = 0; i < 100; i++) {
ICHECK(covered[i]);
}
}

TEST(RandomEngine, Reproducibility) {
int64_t rand_state_a = 0, rand_state_b = 0;
tvm::support::LinearCongruentialEngine rng_a(&rand_state_a), rng_b(&rand_state_b);

rng_a.Seed(0x23456789);
rng_b.Seed(0x23456789);

for (int i = 0; i < 100000; i++) {
ICHECK_EQ(rng_a(), rng_b());
}
}

TEST(RandomEngine, Serialization) {
int64_t rand_state_a = 0, rand_state_b = 0;
tvm::support::LinearCongruentialEngine rng_a(&rand_state_a), rng_b(&rand_state_b);

rng_a.Seed(0x56728);

rand_state_b = rand_state_a;
for (int i = 0; i < 100000; i++) ICHECK_EQ(rng_a(), rng_b());

for (int i = 0; i < 123456; i++) rng_a();

rand_state_b = rand_state_a;
for (int i = 0; i < 100000; i++) ICHECK_EQ(rng_a(), rng_b());
}

int main(int argc, char** argv) {
testing::InitGoogleTest(&argc, argv);
testing::FLAGS_gtest_death_test_style = "threadsafe";
return RUN_ALL_TESTS();
}

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