-
Notifications
You must be signed in to change notification settings - Fork 431
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Add KS tests for weighted sampling #1530
base: master
Are you sure you want to change the base?
Conversation
This is sampling without replacement, so expected samples are:
|
…ust-random#1476 Also improves choose_two_weighted_indexed time by 23% (excluding new test)
Approx 2% improvement to tests sampling 2 of 100 elements
This results in approx 18% faster tests choosing 2-in-100 items
I fixed my calculation of the CDF, found a variant which failed like #1476, fixed this by taking the logarithm of keys, and applied some optimisation to the Efraimidis-Spirakis algorithm. |
CHANGELOG.md
entryMotivation
Some of these are non-trivial distributions we didn't really test before.
To validate solution of #1476.
Details
Single-element weighted sampling is simple enough.
fn choose_two_iterator
is also simple enough: there are no weights, so we can just assign each pair of results a unique index in the list of 100 * 99 / 2 possibilities (nothing that we sort pairs since the order of chosen elements is not specified).fn choose_two_weighted_indexed
gets a bit more complicated; I choose to approach it by building a table for the CDF of sizenum*num
including impossible variants. Most of the tests don't pass, so there must be a mistake here.Aside: using
let key = rng.random::<f64>().ln() / weight;
(src/seq/index.rs:392
) may help with #1476 but does not fix the above.