discrete_distribution 1.0.1

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data/.gitignore

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+/.bundle/
+/.yardoc
+/Gemfile.lock
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/

data/.ruby-version

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+2.3.0

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in discrete_distribution.gemspec
+gemspec

data/LICENSE

@@ -0,0 +1,505 @@
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data/README.md

@@ -0,0 +1,40 @@
+# Discrete Distribution
+
+Fork of [Paul Sanchez's alias table gem](https://github.com/PaulSanchez/AliasTables) with patches, an interface compatible with `Array#sample`, and convenience methods.
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'discrete_distribution'
+```
+
+And then execute:
+
+```sh
+bundle
+```
+
+Or install it yourself as:
+
+```sh
+gem install discrete_distribution
+```
+
+## Usage
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake test` to run the tests.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `lib/discrete_distribution/version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/scooter-dangle/discrete_distribution.
+
+
+## License
+
+The gem is available as open source under the terms of the [GNU Library or "Lesser" General Public License, version 2.1 (LGPL-2.1)](http://opensource.org/licenses/LGPL-2.1).

data/Rakefile

@@ -0,0 +1,10 @@
+require 'bundler/gem_tasks'
+require 'rake/testtask'
+
+Rake::TestTask.new(:test) do |t|
+  t.libs << 'test'
+  t.libs << 'lib'
+  t.test_files = FileList['test/**/*_test.rb']
+end
+
+task :default => :test

data/certs/scottlsteele@gmail.com.pem

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+dGxzdGVlbGUxFTATBgoJkiaJk/IsZAEZFgVnbWFpbDETMBEGCgmSJomT8ixkARkW
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+Lw9vExJqe4N6+YpEKfqRA83egwFVBy/6d6/FhMewa1HOl0ws0brCuXfebPJcKDOC
+egkQM6M0Tvnb9z589O+fPhGUV4Mj4Xg8D2i4L+tdUudNiQye3n6Jg/Mae54/xdgr
+B7zkLAiZ6buEyfz+u6PdHpG+wLAouBXDYpxMDg9C/NZY7FiqytVc+nYfOxvFqFzQ
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+-----END CERTIFICATE-----

data/discrete_distribution.gemspec

@@ -0,0 +1,28 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'discrete_distribution/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = 'discrete_distribution'
+  spec.version       = DiscreteDistribution::VERSION
+  spec.authors       = ['Scott Steele']
+  spec.email         = 'ScottLSteele@gmail.com'
+
+  spec.summary       = 'Efficiently generate random outcomes from an arbitrary categorical distribution.'
+  spec.description   = 'Fork of aliastable by Paul J Sanchez. If a categorical distribution has k distinct values, traditional approaches will require O(k) work to pick an outcome with the correct probabilities.  This algorithm uses conditional probability to construct a table which will yield outcomes with the correct probabilities, but in O(1) time.'
+  spec.homepage      = 'https://github.com/scooter-dangle/discrete_distribution'
+  spec.license       = 'LGPL-2.1'
+
+  spec.files         = %x{git ls-files}.split($/)
+  spec.require_paths = ['lib']
+
+  spec.cert_chain    = ['certs/scottlsteele@gmail.com.pem']
+  spec.signing_key   = File.expand_path('~/.ssh/gem-private_key.pem') if $0 =~ /gem\z/
+
+  spec.add_development_dependency "bundler", "~> 1.10"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency "minitest"
+  spec.add_development_dependency "pry"
+  spec.add_development_dependency "pry-doc"
+end

data/lib/discrete_distribution.rb

@@ -0,0 +1,71 @@
+require 'discrete_distribution/version'
+require 'discrete_distribution/alias_table'
+
+# Convenience wrapper around DiscreteDistribution::AliasTable
+#
+# 1. Provides same interface as Array to obtain random element (i.e.,
+# `#sample`)
+#
+# 2. Normalizes observation counts into set of probabilities. I.e.,
+# allows user to specify
+# - US: 50
+# - CA: 20
+# - FR: 15
+# - RU: 10
+# instead of
+# - US: Rational(10, 19)
+# - CA: Rational( 4, 19)
+# - FR: Rational( 3, 19)
+# - RU: Rational( 2, 19)
+#
+# 3. Initializer takes a hash of `observed_object => num_observation`
+# pairs instead of separate arrays of objects and associated
+# probabilities
+class DiscreteDistribution
+  ##
+  # @param hash [Hash{Object => Numeric}]
+  #   Map of observed objects to the number of observations
+  def initialize(hash)
+    @original_observations = hash.dup
+
+    probabilities = self.class.normalize(original_observations.values)
+    @alias_table = AliasTable.new(original_observations.keys, probabilities)
+  end
+
+  ##
+  # TODO: Add the separate argument cases mimicking Array#sample
+  # TODO: Add ability to provide own random number generator
+  def sample(*args)
+    if args.empty?
+      @alias_table.generate
+    else
+      Array.new(args.first) { @alias_table.generate }
+    end
+  end
+
+  ##
+  # @param sample_set [Hash{Object=>Numeric},DiscreteDistribution]
+  #
+  # @return [DiscreteDistribution]
+  def merge(sample_set)
+    hash = sample_set.kind_of?(self.class) ? sample_set.original_observations : sample_set
+    self.class.new(@original_observations.merge(hash))
+  end
+
+  ##
+  # @return [Hash]
+  def original_observations
+    @original_observations
+  end
+  protected :original_observations
+
+  ##
+  # @param observations [Array<Numeric>]
+  #
+  # @return [Array<Rational>]
+  def self.normalize(observations)
+    rationals = observations.map(&:to_r)
+    divisor = rationals.inject(:+)
+    rationals.map { |r| r / divisor }
+  end
+end

data/lib/discrete_distribution/alias_table.rb

@@ -0,0 +1,75 @@
+class DiscreteDistribution
+  # Generate values from a categorical distribution in constant
+  # time, regardless of the number of categories.  This clever algorithm
+  # uses conditional probability to construct a table comprised of columns
+  # which have a primary value and an alias.  Generating a value consists
+  # of picking any column (with equal probabilities), and then picking
+  # between the primary and the alias based on appropriate conditional
+  # probabilities.
+  #
+  class AliasTable
+    # Construct an alias table from a set of values and their associated
+    # probabilities.  Values and their probabilities must be synchronized,
+    # i.e., they must be arrays of the same length.  Values can be
+    # anything, but the probabilities must be positive Rational numbers
+    # that sum to one.
+    #
+    # *Arguments*::
+    #   - +x_set+ -> the set of values from which to generate.
+    #   - +p_value+ -> the synchronized set of probabilities associated
+    #     with the value set. These values should be Rationals to avoid
+    #     rounding errors.
+    # *Raises*::
+    #   - RuntimeError if +x_set+ and +p_value+s are different lengths.
+    #   - RuntimeError if any +p_value+ is negative.
+    #   - RuntimeError if +p_value+s don't sum to one. Rationals will avoid this.
+    #
+    def initialize(x_set, p_value)
+      if x_set.length != p_value.length
+        raise ArgumentError, 'Args to AliasTable must be vectors of the same length.'
+      end
+      raise ArgumentError, 'p_values must be positive' unless p_value.all? { |value| value > 0 }
+      @p_primary = p_value.map(&:to_r)
+      raise ArgumentError, 'p_values must sum to 1' unless @p_primary.reduce(:+) == Rational(1)
+      @x = x_set.clone.freeze
+      @alias = Array.new(@x.length)
+      parity = Rational(1, @x.length)
+      group = @p_primary.each_index.group_by { |i| @p_primary[i] <=> parity }
+      parity_set = group.fetch(0, [])
+      parity_set.each { |i| @p_primary[i] = Rational(1) }
+      deficit_set = group.fetch(-1, [])
+      surplus_set = group.fetch(1, [])
+      until deficit_set.empty?
+        deficit = deficit_set.pop
+        surplus = surplus_set.pop
+        @p_primary[surplus] -= parity - @p_primary[deficit]
+        @p_primary[deficit] /= parity
+        @alias[deficit] = @x[surplus]
+        if @p_primary[surplus] == parity
+          @p_primary[surplus] = Rational(1)
+        else
+          (@p_primary[surplus] < parity ? deficit_set : surplus_set) << surplus
+        end
+      end
+
+      # Speeds up getting a random index in the #generate method by around
+      # 10% with a small increase in memory
+      @indexes = [*0...@p_primary.size]
+
+      # Needed to use Rationals when constructing @p_primary to avoid
+      # precision issues with floating-point arithmetic, but now we
+      # want to convert them back to floats to speed up comparison with
+      # `rand`—by approximately 100% in tests on my machine.
+      @p_primary.map!(&:to_f)
+    end
+
+    # Return a random outcome from this object's distribution.
+    # The generate method is O(1) time, but is not an inversion
+    # since two uniforms are used for each value that gets generated.
+    #
+    def generate
+      column = @indexes.sample
+      rand <= @p_primary[column] ? @x[column] : @alias[column]
+    end
+  end
+end

data/lib/discrete_distribution/version.rb

@@ -0,0 +1,3 @@
+class DiscreteDistribution
+  VERSION = '1.0.1'
+end

data/test/alias_table_test.rb

@@ -0,0 +1,126 @@
+require 'test_helper'
+
+class AliasTableTest < Minitest::Test
+  NVARS = 1_000_000
+
+  def test_both_array_arguments_must_be_same_size
+    assert_raises ArgumentError do
+      DiscreteDistribution::AliasTable.new(
+        %w(yes no), [0.3, 0.3, 0.4]
+      )
+    end
+  end
+
+  def test_alias_table_argument_errors
+    tests = [
+      # No negatives
+      [0.1, 0.2, -0.3, 0.4, 0.6],
+
+      # Must add to 1
+      [0.1, 0.2, 0.3, 0.3],
+
+      # Must add to 1
+      [0.333333, 0.333333, 0.333333],
+    ]
+
+    tests.each do |probs|
+      assert_raises ArgumentError do
+        DiscreteDistribution::AliasTable.new(
+          1.upto(probs.size).to_a,
+          probs
+        )
+      end
+    end
+  end
+
+  def legacy_test(sample_set)
+    x = sample_set.keys
+
+    counts = Hash.new do |hash, key|
+      assert(
+        x.include?(key),
+        "AliasTable generated an element not included in original sample: #{key.inspect}"
+      )
+
+      hash[key] = 0
+    end
+
+    probs = sample_set.values.map(&:to_r)
+
+    expected_counts = sample_set.map do |elmt, prob|
+      n_hat = prob * NVARS
+      half_width = 2.5 * Math.sqrt(n_hat * (1.0 - prob)) if n_hat > 0
+      [elmt, [n_hat, half_width]]
+    end.to_h
+
+    alias_table = DiscreteDistribution::AliasTable.new(x, probs)
+
+    NVARS.times do
+      element = alias_table.generate
+      counts[element] += 1
+    end
+
+    expected_counts.each do |element, (expected_count, delta)|
+      assert_in_delta(expected_count, counts[element], delta)
+    end
+  end
+
+  def test_legacy
+    tests = [{
+      a: 1r/10,
+      b: 2r/10,
+      c: 3r/10,
+      d: 4r/10,
+    }, {
+      1  => 1r/253,
+      2  => 2r/253,
+      3  => 3r/253,
+      4  => 4r/253,
+      5  => 5r/253,
+      6  => 6r/253,
+      7  => 7r/253,
+      8  => 8r/253,
+      9  => 9r/253,
+      10 => 10r/253,
+      11 => 1r/23,
+      12 => 12r/253,
+      13 => 13r/253,
+      14 => 14r/253,
+      15 => 15r/253,
+      16 => 16r/253,
+      17 => 17r/253,
+      18 => 18r/253,
+      19 => 19r/253,
+      20 => 20r/253,
+      21 => 21r/253,
+      22 => 2r/23,
+    }, {
+      aardvark: 0.01r,
+      baboon: 0.02r,
+      coati: 0.07r,
+      doggie: 0.9r,
+    }]
+
+    tests.each do |sample_set|
+      legacy_test(sample_set)
+    end
+  end
+
+  def test_one_prob_equal_to_mean_prob
+    legacy_test(
+      a: 0.125r,
+      b: 0.125r,
+      c: 0.25r,
+      d: 0.5r,
+    )
+  end
+
+  def test_all_probs_equal_to_mean_prob
+    legacy_test(
+      a: 0.25r,
+      b: 0.25r,
+      c: 0.25r,
+      d: 0.25r,
+    )
+  end
+end

data/test/discrete_distribution_test.rb

@@ -0,0 +1,7 @@
+require 'test_helper'
+
+class DiscreteDistributionTest < Minitest::Test
+  def test_that_it_has_a_version_number
+    refute_nil ::DiscreteDistribution::VERSION
+  end
+end

data/test/test_helper.rb

@@ -0,0 +1,4 @@
+$LOAD_PATH.unshift File.expand_path('../../lib', __FILE__)
+require 'discrete_distribution'
+
+require 'minitest/autorun'

metadata

@@ -0,0 +1,153 @@
+--- !ruby/object:Gem::Specification
+name: discrete_distribution
+version: !ruby/object:Gem::Version
+  version: 1.0.1
+platform: ruby
+authors:
+- Scott Steele
+autorequire: 
+bindir: bin
+cert_chain:
+- |
+  -----BEGIN CERTIFICATE-----
+  MIIDgDCCAmigAwIBAgIBATANBgkqhkiG9w0BAQUFADBDMRUwEwYDVQQDDAxzY290
+  dGxzdGVlbGUxFTATBgoJkiaJk/IsZAEZFgVnbWFpbDETMBEGCgmSJomT8ixkARkW
+  A2NvbTAeFw0xNjAzMDgxODExMTFaFw0xNzAzMDgxODExMTFaMEMxFTATBgNVBAMM
+  DHNjb3R0bHN0ZWVsZTEVMBMGCgmSJomT8ixkARkWBWdtYWlsMRMwEQYKCZImiZPy
+  LGQBGRYDY29tMIIBIjANBgkqhkiG9w0BAQEFAAOCAQ8AMIIBCgKCAQEA0IUMnrH0
+  y5P0Ny7wUqgzzSFmgwuMYPVtZ7PD8zCn3400xrnMsQiwnABZsCsrHlABoiZisSnw
+  vjmLgbr+gPKtWzwk4HpWbRJfI+M+tm9acXNFa8ZI2H7yFrH3bN1/jF2XeboXZjRw
+  Lw9vExJqe4N6+YpEKfqRA83egwFVBy/6d6/FhMewa1HOl0ws0brCuXfebPJcKDOC
+  egkQM6M0Tvnb9z589O+fPhGUV4Mj4Xg8D2i4L+tdUudNiQye3n6Jg/Mae54/xdgr
+  B7zkLAiZ6buEyfz+u6PdHpG+wLAouBXDYpxMDg9C/NZY7FiqytVc+nYfOxvFqFzQ
+  AhiYVTYmxwwTQQIDAQABo38wfTAJBgNVHRMEAjAAMAsGA1UdDwQEAwIEsDAdBgNV
+  HQ4EFgQU8ugOpXFFnIReF5BwYiAjt2hjDskwIQYDVR0RBBowGIEWc2NvdHRsc3Rl
+  ZWxlQGdtYWlsLmNvbTAhBgNVHRIEGjAYgRZzY290dGxzdGVlbGVAZ21haWwuY29t
+  MA0GCSqGSIb3DQEBBQUAA4IBAQAA/Rq4B1vbuuOSuEWIs1J7erLYBWFQfU8SAZLj
+  mxCxbizTQ/w/09WsP7U0tesTq04YBdog+gcJ7vdpXV+VpBPTReZLvU+qxh8Har1d
+  /qVl9s/b1vQR4zITf47+X3Q0hTfgyGr2xEf0MIDQDZaEkRXC+ZjoqoAUOFqG7oRh
+  OlI3+wYzif9dOEiUkTNsXGBjMLNJ7ddbKkzTSwNAQHyPI/NCsJhMPx92Fo9mfCXR
+  He/Ub5tpn+qlKEt+IUU/eBUdIzPjNt9tu4EgF82OU4VVAnc07NhR6B6zPziWND5t
+  pP8qmGkUpz0PRudoysC9cgexTJGEpvAnBV0Bt37ywshKW85z
+  -----END CERTIFICATE-----
+date: 2016-03-08 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.10'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.10'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: minitest
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry-doc
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Fork of aliastable by Paul J Sanchez. If a categorical distribution has
+  k distinct values, traditional approaches will require O(k) work to pick an outcome
+  with the correct probabilities.  This algorithm uses conditional probability to
+  construct a table which will yield outcomes with the correct probabilities, but
+  in O(1) time.
+email: ScottLSteele@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".ruby-version"
+- Gemfile
+- LICENSE
+- README.md
+- Rakefile
+- certs/scottlsteele@gmail.com.pem
+- discrete_distribution.gemspec
+- lib/discrete_distribution.rb
+- lib/discrete_distribution/alias_table.rb
+- lib/discrete_distribution/version.rb
+- test/alias_table_test.rb
+- test/discrete_distribution_test.rb
+- test/test_helper.rb
+homepage: https://github.com/scooter-dangle/discrete_distribution
+licenses:
+- LGPL-2.1
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.5.1
+signing_key: 
+specification_version: 4
+summary: Efficiently generate random outcomes from an arbitrary categorical distribution.
+test_files: []

metadata.gz.sig

@@ -0,0 +1 @@
+v��������0u<