isotree 0.2.0 → 0.3.0
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- checksums.yaml +4 -4
- data/CHANGELOG.md +16 -1
- data/LICENSE.txt +2 -2
- data/README.md +41 -23
- data/ext/isotree/ext.cpp +144 -31
- data/ext/isotree/extconf.rb +7 -7
- data/lib/isotree/dataset.rb +0 -1
- data/lib/isotree/isolation_forest.rb +114 -30
- data/lib/isotree/version.rb +1 -1
- data/vendor/isotree/LICENSE +1 -1
- data/vendor/isotree/README.md +165 -27
- data/vendor/isotree/include/isotree.hpp +2111 -0
- data/vendor/isotree/include/isotree_oop.hpp +394 -0
- data/vendor/isotree/inst/COPYRIGHTS +62 -0
- data/vendor/isotree/src/RcppExports.cpp +525 -52
- data/vendor/isotree/src/Rwrapper.cpp +1931 -268
- data/vendor/isotree/src/c_interface.cpp +953 -0
- data/vendor/isotree/src/crit.hpp +4232 -0
- data/vendor/isotree/src/dist.hpp +1886 -0
- data/vendor/isotree/src/exp_depth_table.hpp +134 -0
- data/vendor/isotree/src/extended.hpp +1444 -0
- data/vendor/isotree/src/external_facing_generic.hpp +399 -0
- data/vendor/isotree/src/fit_model.hpp +2401 -0
- data/vendor/isotree/src/{dealloc.cpp → headers_joined.hpp} +38 -22
- data/vendor/isotree/src/helpers_iforest.hpp +813 -0
- data/vendor/isotree/src/{impute.cpp → impute.hpp} +353 -122
- data/vendor/isotree/src/indexer.cpp +515 -0
- data/vendor/isotree/src/instantiate_template_headers.cpp +118 -0
- data/vendor/isotree/src/instantiate_template_headers.hpp +240 -0
- data/vendor/isotree/src/isoforest.hpp +1659 -0
- data/vendor/isotree/src/isotree.hpp +1804 -392
- data/vendor/isotree/src/isotree_exportable.hpp +99 -0
- data/vendor/isotree/src/merge_models.cpp +159 -16
- data/vendor/isotree/src/mult.hpp +1321 -0
- data/vendor/isotree/src/oop_interface.cpp +842 -0
- data/vendor/isotree/src/oop_interface.hpp +278 -0
- data/vendor/isotree/src/other_helpers.hpp +219 -0
- data/vendor/isotree/src/predict.hpp +1932 -0
- data/vendor/isotree/src/python_helpers.hpp +134 -0
- data/vendor/isotree/src/ref_indexer.hpp +154 -0
- data/vendor/isotree/src/robinmap/LICENSE +21 -0
- data/vendor/isotree/src/robinmap/README.md +483 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_growth_policy.h +406 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_hash.h +1620 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_map.h +807 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_set.h +660 -0
- data/vendor/isotree/src/serialize.cpp +4300 -139
- data/vendor/isotree/src/sql.cpp +141 -59
- data/vendor/isotree/src/subset_models.cpp +174 -0
- data/vendor/isotree/src/utils.hpp +3808 -0
- data/vendor/isotree/src/xoshiro.hpp +467 -0
- data/vendor/isotree/src/ziggurat.hpp +405 -0
- metadata +40 -106
- data/vendor/cereal/LICENSE +0 -24
- data/vendor/cereal/README.md +0 -85
- data/vendor/cereal/include/cereal/access.hpp +0 -351
- data/vendor/cereal/include/cereal/archives/adapters.hpp +0 -163
- data/vendor/cereal/include/cereal/archives/binary.hpp +0 -169
- data/vendor/cereal/include/cereal/archives/json.hpp +0 -1019
- data/vendor/cereal/include/cereal/archives/portable_binary.hpp +0 -334
- data/vendor/cereal/include/cereal/archives/xml.hpp +0 -956
- data/vendor/cereal/include/cereal/cereal.hpp +0 -1089
- data/vendor/cereal/include/cereal/details/helpers.hpp +0 -422
- data/vendor/cereal/include/cereal/details/polymorphic_impl.hpp +0 -796
- data/vendor/cereal/include/cereal/details/polymorphic_impl_fwd.hpp +0 -65
- data/vendor/cereal/include/cereal/details/static_object.hpp +0 -127
- data/vendor/cereal/include/cereal/details/traits.hpp +0 -1411
- data/vendor/cereal/include/cereal/details/util.hpp +0 -84
- data/vendor/cereal/include/cereal/external/base64.hpp +0 -134
- data/vendor/cereal/include/cereal/external/rapidjson/allocators.h +0 -284
- data/vendor/cereal/include/cereal/external/rapidjson/cursorstreamwrapper.h +0 -78
- data/vendor/cereal/include/cereal/external/rapidjson/document.h +0 -2652
- data/vendor/cereal/include/cereal/external/rapidjson/encodedstream.h +0 -299
- data/vendor/cereal/include/cereal/external/rapidjson/encodings.h +0 -716
- data/vendor/cereal/include/cereal/external/rapidjson/error/en.h +0 -74
- data/vendor/cereal/include/cereal/external/rapidjson/error/error.h +0 -161
- data/vendor/cereal/include/cereal/external/rapidjson/filereadstream.h +0 -99
- data/vendor/cereal/include/cereal/external/rapidjson/filewritestream.h +0 -104
- data/vendor/cereal/include/cereal/external/rapidjson/fwd.h +0 -151
- data/vendor/cereal/include/cereal/external/rapidjson/internal/biginteger.h +0 -290
- data/vendor/cereal/include/cereal/external/rapidjson/internal/diyfp.h +0 -271
- data/vendor/cereal/include/cereal/external/rapidjson/internal/dtoa.h +0 -245
- data/vendor/cereal/include/cereal/external/rapidjson/internal/ieee754.h +0 -78
- data/vendor/cereal/include/cereal/external/rapidjson/internal/itoa.h +0 -308
- data/vendor/cereal/include/cereal/external/rapidjson/internal/meta.h +0 -186
- data/vendor/cereal/include/cereal/external/rapidjson/internal/pow10.h +0 -55
- data/vendor/cereal/include/cereal/external/rapidjson/internal/regex.h +0 -740
- data/vendor/cereal/include/cereal/external/rapidjson/internal/stack.h +0 -232
- data/vendor/cereal/include/cereal/external/rapidjson/internal/strfunc.h +0 -69
- data/vendor/cereal/include/cereal/external/rapidjson/internal/strtod.h +0 -290
- data/vendor/cereal/include/cereal/external/rapidjson/internal/swap.h +0 -46
- data/vendor/cereal/include/cereal/external/rapidjson/istreamwrapper.h +0 -128
- data/vendor/cereal/include/cereal/external/rapidjson/memorybuffer.h +0 -70
- data/vendor/cereal/include/cereal/external/rapidjson/memorystream.h +0 -71
- data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/inttypes.h +0 -316
- data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/stdint.h +0 -300
- data/vendor/cereal/include/cereal/external/rapidjson/ostreamwrapper.h +0 -81
- data/vendor/cereal/include/cereal/external/rapidjson/pointer.h +0 -1414
- data/vendor/cereal/include/cereal/external/rapidjson/prettywriter.h +0 -277
- data/vendor/cereal/include/cereal/external/rapidjson/rapidjson.h +0 -656
- data/vendor/cereal/include/cereal/external/rapidjson/reader.h +0 -2230
- data/vendor/cereal/include/cereal/external/rapidjson/schema.h +0 -2497
- data/vendor/cereal/include/cereal/external/rapidjson/stream.h +0 -223
- data/vendor/cereal/include/cereal/external/rapidjson/stringbuffer.h +0 -121
- data/vendor/cereal/include/cereal/external/rapidjson/writer.h +0 -709
- data/vendor/cereal/include/cereal/external/rapidxml/license.txt +0 -52
- data/vendor/cereal/include/cereal/external/rapidxml/manual.html +0 -406
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml.hpp +0 -2624
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_iterators.hpp +0 -175
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_print.hpp +0 -428
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_utils.hpp +0 -123
- data/vendor/cereal/include/cereal/macros.hpp +0 -154
- data/vendor/cereal/include/cereal/specialize.hpp +0 -139
- data/vendor/cereal/include/cereal/types/array.hpp +0 -79
- data/vendor/cereal/include/cereal/types/atomic.hpp +0 -55
- data/vendor/cereal/include/cereal/types/base_class.hpp +0 -203
- data/vendor/cereal/include/cereal/types/bitset.hpp +0 -176
- data/vendor/cereal/include/cereal/types/boost_variant.hpp +0 -164
- data/vendor/cereal/include/cereal/types/chrono.hpp +0 -72
- data/vendor/cereal/include/cereal/types/common.hpp +0 -129
- data/vendor/cereal/include/cereal/types/complex.hpp +0 -56
- data/vendor/cereal/include/cereal/types/concepts/pair_associative_container.hpp +0 -73
- data/vendor/cereal/include/cereal/types/deque.hpp +0 -62
- data/vendor/cereal/include/cereal/types/forward_list.hpp +0 -68
- data/vendor/cereal/include/cereal/types/functional.hpp +0 -43
- data/vendor/cereal/include/cereal/types/list.hpp +0 -62
- data/vendor/cereal/include/cereal/types/map.hpp +0 -36
- data/vendor/cereal/include/cereal/types/memory.hpp +0 -425
- data/vendor/cereal/include/cereal/types/optional.hpp +0 -66
- data/vendor/cereal/include/cereal/types/polymorphic.hpp +0 -483
- data/vendor/cereal/include/cereal/types/queue.hpp +0 -132
- data/vendor/cereal/include/cereal/types/set.hpp +0 -103
- data/vendor/cereal/include/cereal/types/stack.hpp +0 -76
- data/vendor/cereal/include/cereal/types/string.hpp +0 -61
- data/vendor/cereal/include/cereal/types/tuple.hpp +0 -123
- data/vendor/cereal/include/cereal/types/unordered_map.hpp +0 -36
- data/vendor/cereal/include/cereal/types/unordered_set.hpp +0 -99
- data/vendor/cereal/include/cereal/types/utility.hpp +0 -47
- data/vendor/cereal/include/cereal/types/valarray.hpp +0 -89
- data/vendor/cereal/include/cereal/types/variant.hpp +0 -109
- data/vendor/cereal/include/cereal/types/vector.hpp +0 -112
- data/vendor/cereal/include/cereal/version.hpp +0 -52
- data/vendor/isotree/src/Makevars +0 -4
- data/vendor/isotree/src/crit.cpp +0 -912
- data/vendor/isotree/src/dist.cpp +0 -749
- data/vendor/isotree/src/extended.cpp +0 -790
- data/vendor/isotree/src/fit_model.cpp +0 -1090
- data/vendor/isotree/src/helpers_iforest.cpp +0 -324
- data/vendor/isotree/src/isoforest.cpp +0 -771
- data/vendor/isotree/src/mult.cpp +0 -607
- data/vendor/isotree/src/predict.cpp +0 -853
- data/vendor/isotree/src/utils.cpp +0 -1566
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/* This file was taken from here:
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https://prng.di.unimi.it
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And adapted as needed for inclusion into IsoTree */
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/* Written in 2019 by David Blackman and Sebastiano Vigna (vigna@acm.org)
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To the extent possible under law, the author has dedicated all copyright
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and related and neighboring rights to this software to the public domain
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worldwide. This software is distributed without any warranty.
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See <http://creativecommons.org/publicdomain/zero/1.0/>. */
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#include <cstdint>
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#include <cstring>
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#if (__cplusplus >= 202002L)
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#include <bit>
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#endif
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using std::uint8_t;
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using std::uint32_t;
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using std::uint64_t;
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using std::memcpy;
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#ifndef _FOR_R
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#if defined(__clang__)
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#pragma clang diagnostic push
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#pragma clang diagnostic ignored "-Wunknown-attributes"
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#endif
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#endif
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#if (__cplusplus >= 201703L) || (__cplusplus >= 201402L && (defined(__GNUC__) || defined(_MSC_VER)))
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#define SUPPORTS_HEXFLOAT
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#endif
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namespace Xoshiro {
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#if (__cplusplus >= 202002L)
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#define rotl64(x, k) std::rotl(x, k)
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#define rotl32(x, k) std::rotl(x, k)
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#else
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static inline uint64_t rotl64(const uint64_t x, const int k) noexcept {
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return (x << k) | (x >> (64 - k));
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}
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static inline uint32_t rotl32(const uint32_t x, const int k) noexcept {
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return (x << k) | (x >> (32 - k));
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}
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#endif
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/* these are in order to avoid gcc warnings about 'strict aliasing rules' */
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static inline uint32_t extract_32bits_from64_left(const uint64_t x) noexcept
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{
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uint32_t out;
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memcpy(reinterpret_cast<char*>(&out),
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reinterpret_cast<const char*>(&x),
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sizeof(uint32_t));
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return out;
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}
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static inline uint32_t extract_32bits_from64_right(const uint64_t x) noexcept
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{
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uint32_t out;
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memcpy(reinterpret_cast<char*>(&out),
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reinterpret_cast<const char*>(&x) + sizeof(uint32_t),
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sizeof(uint32_t));
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return out;
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}
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static inline void assign_32bits_to64_left(uint64_t &assign_to, const uint32_t take_from) noexcept
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{
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memcpy(reinterpret_cast<char*>(&assign_to),
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reinterpret_cast<const char*>(&take_from),
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sizeof(uint32_t));
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}
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static inline void assign_32bits_to64_right(uint64_t &assign_to, const uint32_t take_from) noexcept
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{
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memcpy(reinterpret_cast<char*>(&assign_to) + sizeof(uint32_t),
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reinterpret_cast<const char*>(&take_from),
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sizeof(uint32_t));
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}
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/* This is a fixed-increment version of Java 8's SplittableRandom generator
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See http://dx.doi.org/10.1145/2714064.2660195 and
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http://docs.oracle.com/javase/8/docs/api/java/util/SplittableRandom.html
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It is a very fast generator passing BigCrush, and it can be useful if
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for some reason you absolutely want 64 bits of state. */
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static inline uint64_t splitmix64(const uint64_t seed) noexcept
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{
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uint64_t z = (seed + 0x9e3779b97f4a7c15);
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z = (z ^ (z >> 30)) * 0xbf58476d1ce4e5b9;
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z = (z ^ (z >> 27)) * 0x94d049bb133111eb;
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return z ^ (z >> 31);
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}
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/* This is xoshiro256++ 1.0, one of our all-purpose, rock-solid generators.
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It has excellent (sub-ns) speed, a state (256 bits) that is large
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enough for any parallel application, and it passes all tests we are
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aware of.
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For generating just floating-point numbers, xoshiro256+ is even faster.
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The state must be seeded so that it is not everywhere zero. If you have
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a 64-bit seed, we suggest to seed a splitmix64 generator and use its
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output to fill s. */
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class Xoshiro256PP
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{
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public:
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using result_type = uint64_t;
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uint64_t state[4];
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constexpr static result_type min() noexcept
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{
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return 0;
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}
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constexpr static result_type max() noexcept
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{
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return UINT64_MAX;
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}
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Xoshiro256PP() noexcept = default;
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inline void seed(const uint64_t seed) noexcept
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{
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this->state[0] = splitmix64(splitmix64(seed));
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this->state[1] = splitmix64(this->state[0]);
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this->state[2] = splitmix64(this->state[1]);
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this->state[3] = splitmix64(this->state[2]);
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}
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template <class integer>
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inline void seed(const integer seed) noexcept
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{
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this->seed((uint64_t)seed);
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}
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Xoshiro256PP(const uint64_t seed) noexcept
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{
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this->seed(seed);
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}
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template <class integer>
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Xoshiro256PP(const integer seed) noexcept
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{
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this->seed((uint64_t)seed);
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}
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inline result_type operator()() noexcept
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{
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const uint64_t result = rotl64(this->state[0] + this->state[3], 23) + this->state[0];
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const uint64_t t = this->state[1] << 17;
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this->state[2] ^= this->state[0];
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this->state[3] ^= this->state[1];
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this->state[1] ^= this->state[2];
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this->state[0] ^= this->state[3];
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this->state[2] ^= t;
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this->state[3] = rotl64(this->state[3], 45);
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return result;
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}
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};
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/* This is xoshiro128++ 1.0, one of our 32-bit all-purpose, rock-solid
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generators. It has excellent speed, a state size (128 bits) that is
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large enough for mild parallelism, and it passes all tests we are aware
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of.
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For generating just single-precision (i.e., 32-bit) floating-point
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numbers, xoshiro128+ is even faster.
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The state must be seeded so that it is not everywhere zero. */
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class Xoshiro128PP
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{
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public:
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using result_type = uint32_t;
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uint32_t state[4];
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constexpr static result_type min() noexcept
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{
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return 0;
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}
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constexpr static result_type max() noexcept
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{
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return UINT32_MAX;
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}
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Xoshiro128PP() noexcept = default;
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inline void seed(const uint64_t seed) noexcept
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{
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const auto t1 = splitmix64(seed);
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const auto t2 = splitmix64(t1);
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this->state[0] = extract_32bits_from64_left(t1);
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this->state[1] = extract_32bits_from64_right(t1);
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this->state[2] = extract_32bits_from64_left(t2);
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this->state[3] = extract_32bits_from64_right(t2);
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}
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inline void seed(const uint32_t seed) noexcept
|
200
|
+
{
|
201
|
+
uint64_t temp;
|
202
|
+
assign_32bits_to64_left(temp, seed);
|
203
|
+
assign_32bits_to64_right(temp, seed);
|
204
|
+
this->seed(temp);
|
205
|
+
}
|
206
|
+
|
207
|
+
|
208
|
+
template <class integer>
|
209
|
+
inline void seed(const integer seed) noexcept
|
210
|
+
{
|
211
|
+
this->seed((uint64_t)seed);
|
212
|
+
}
|
213
|
+
|
214
|
+
Xoshiro128PP(const uint32_t seed) noexcept
|
215
|
+
{
|
216
|
+
this->seed(seed);
|
217
|
+
}
|
218
|
+
|
219
|
+
Xoshiro128PP(const uint64_t seed) noexcept
|
220
|
+
{
|
221
|
+
this->seed(seed);
|
222
|
+
}
|
223
|
+
|
224
|
+
template <class integer>
|
225
|
+
Xoshiro128PP(const integer seed) noexcept
|
226
|
+
{
|
227
|
+
this->seed((uint64_t)seed);
|
228
|
+
}
|
229
|
+
|
230
|
+
inline result_type operator()() noexcept
|
231
|
+
{
|
232
|
+
const uint32_t result = rotl32(this->state[0] + this->state[3], 7) + this->state[0];
|
233
|
+
const uint32_t t = this->state[1] << 9;
|
234
|
+
this->state[2] ^= this->state[0];
|
235
|
+
this->state[3] ^= this->state[1];
|
236
|
+
this->state[1] ^= this->state[2];
|
237
|
+
this->state[0] ^= this->state[3];
|
238
|
+
this->state[2] ^= t;
|
239
|
+
this->state[3] = rotl32(this->state[3], 11);
|
240
|
+
return result;
|
241
|
+
}
|
242
|
+
};
|
243
|
+
|
244
|
+
#ifndef M_PI
|
245
|
+
#define M_PI 3.14159265358979323846
|
246
|
+
#endif
|
247
|
+
|
248
|
+
constexpr static const uint64_t two53_i = (UINT64_C(1) << 53) - UINT64_C(1);
|
249
|
+
constexpr static const int64_t two53_ii = (INT64_C(1) << 53);
|
250
|
+
constexpr static const uint64_t two54_i = (UINT64_C(1) << 54) - UINT64_C(1);
|
251
|
+
constexpr static const uint64_t two52i = (UINT64_C(1) << 52) - UINT64_C(1);
|
252
|
+
constexpr static const uint32_t two22_i = (UINT32_C(1) << 22) - UINT32_C(1);
|
253
|
+
constexpr static const uint32_t two21_i = (UINT32_C(1) << 21) - UINT32_C(1);
|
254
|
+
constexpr static const uint32_t two20_i = (UINT32_C(1) << 20) - UINT32_C(1);
|
255
|
+
constexpr static const double ui64_d = (double)UINT64_MAX;
|
256
|
+
constexpr static const double i64_d = (double)INT64_MAX;
|
257
|
+
constexpr static const double twoPI = 2. * M_PI;
|
258
|
+
|
259
|
+
[[gnu::flatten, gnu::always_inline]]
|
260
|
+
static inline uint64_t gen_bits(Xoshiro256PP &rng) noexcept
|
261
|
+
{
|
262
|
+
return rng();
|
263
|
+
}
|
264
|
+
|
265
|
+
[[gnu::flatten, gnu::always_inline]]
|
266
|
+
static inline uint64_t gen_bits(Xoshiro128PP &rng) noexcept
|
267
|
+
{
|
268
|
+
uint64_t bits;
|
269
|
+
assign_32bits_to64_left(bits, rng());
|
270
|
+
assign_32bits_to64_right(bits, rng());
|
271
|
+
return bits;
|
272
|
+
}
|
273
|
+
|
274
|
+
|
275
|
+
/* Note: the way in which endian-ness detection is handled here looks
|
276
|
+
inefficient at a first glance. Nevertheless, do NOT try to optimize
|
277
|
+
any further as GCC9 has a bug in which it optimizes away some 'if's'
|
278
|
+
but with the *wrong* bit ending if done as ternary operators or if
|
279
|
+
declaring pointer variables outside of the braces in what comes below. */
|
280
|
+
static inline bool get_is_little_endian() noexcept
|
281
|
+
{
|
282
|
+
const uint32_t ONE = 1;
|
283
|
+
return (*(reinterpret_cast<const unsigned char*>(&ONE)) != 0);
|
284
|
+
}
|
285
|
+
static const bool is_little_endian = get_is_little_endian();
|
286
|
+
|
287
|
+
/* ~Uniform([0,1))
|
288
|
+
Be aware that the compilers headers may:
|
289
|
+
- Produce a non-uniform distribution as they divide
|
290
|
+
by the maximum value of the generator (not all numbers
|
291
|
+
between zero and one are representable).
|
292
|
+
- Draw from a closed interval [0,1] (infinitesimal chance
|
293
|
+
that something will go wrong, but better not take it).
|
294
|
+
(For example, GCC4 had bugs like those)
|
295
|
+
Hence this replacement. It is not too much slower
|
296
|
+
than what the compiler's header use. */
|
297
|
+
class UniformUnitInterval
|
298
|
+
{
|
299
|
+
public:
|
300
|
+
UniformUnitInterval() noexcept = default;
|
301
|
+
|
302
|
+
template <class A, class B>
|
303
|
+
UniformUnitInterval(A a, B b) noexcept {}
|
304
|
+
|
305
|
+
template <class XoshiroRNG>
|
306
|
+
#ifndef _FOR_R
|
307
|
+
[[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
|
308
|
+
#endif
|
309
|
+
double operator()(XoshiroRNG &rng) noexcept
|
310
|
+
{
|
311
|
+
#if SIZE_MAX >= UINT64_MAX
|
312
|
+
# ifdef SUPPORTS_HEXFLOAT
|
313
|
+
return (double)(gen_bits(rng) >> 11) * 0x1.0p-53;
|
314
|
+
# else
|
315
|
+
return std::ldexp(gen_bits(rng) >> 11, -53);
|
316
|
+
# endif
|
317
|
+
#else
|
318
|
+
uint64_t bits = gen_bits(rng);
|
319
|
+
char *rbits_ = reinterpret_cast<char*>(&bits);
|
320
|
+
if (is_little_endian) rbits_ += sizeof(uint32_t);
|
321
|
+
uint32_t rbits;
|
322
|
+
memcpy(&rbits, rbits_, sizeof(uint32_t));
|
323
|
+
rbits = rbits & two21_i;
|
324
|
+
memcpy(rbits_, &rbits, sizeof(uint32_t));
|
325
|
+
# ifdef SUPPORTS_HEXFLOAT
|
326
|
+
return (double)bits * 0x1.0p-53;
|
327
|
+
# else
|
328
|
+
return std::ldexp(bits, -53);
|
329
|
+
#endif
|
330
|
+
#endif
|
331
|
+
}
|
332
|
+
};
|
333
|
+
|
334
|
+
/* Note: this should sample in an open interval [-1,1].
|
335
|
+
It's however quite hard to sample uniformly in an open
|
336
|
+
interval with floating point numbers, since it'd require
|
337
|
+
drawing a random number up to a power of 2 plus one, which
|
338
|
+
does not translate into the required precision with
|
339
|
+
increments of 2^n that IEEE754 floats have around the unit
|
340
|
+
interval. Nevertheless, since it'd be less than ideal to
|
341
|
+
output zero from here (that is, it would mean not taking
|
342
|
+
a column when creating a random hyperplane), it instead
|
343
|
+
will transform exact zeros into exact ones. */
|
344
|
+
class UniformMinusOneToOne
|
345
|
+
{
|
346
|
+
public:
|
347
|
+
UniformMinusOneToOne() noexcept = default;
|
348
|
+
|
349
|
+
template <class A, class B>
|
350
|
+
UniformMinusOneToOne(A a, B b) noexcept {}
|
351
|
+
|
352
|
+
template <class XoshiroRNG>
|
353
|
+
#ifndef _FOR_R
|
354
|
+
[[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
|
355
|
+
#endif
|
356
|
+
double operator()(XoshiroRNG &rng) noexcept
|
357
|
+
{
|
358
|
+
#if SIZE_MAX >= UINT64_MAX
|
359
|
+
# ifdef SUPPORTS_HEXFLOAT
|
360
|
+
double out = (double)((int64_t)(gen_bits(rng) >> 10) - two53_ii) * 0x1.0p-53;
|
361
|
+
# else
|
362
|
+
double out = std::ldexp((int64_t)(gen_bits(rng) >> 10) - two53_ii, -53);
|
363
|
+
#endif
|
364
|
+
if (unlikely(out == 0)) out = 1;
|
365
|
+
return out;
|
366
|
+
#else
|
367
|
+
uint64_t bits = gen_bits(rng);
|
368
|
+
char *rbits_ = reinterpret_cast<char*>(&bits);
|
369
|
+
if (is_little_endian) rbits_ += sizeof(uint32_t);
|
370
|
+
uint32_t rbits;
|
371
|
+
memcpy(&rbits, rbits_, sizeof(uint32_t));
|
372
|
+
rbits = rbits & two22_i;
|
373
|
+
memcpy(rbits_, &rbits, sizeof(uint32_t));
|
374
|
+
# ifdef SUPPORTS_HEXFLOAT
|
375
|
+
double out = (double)((int64_t)bits - two53_ii) * 0x1.0p-53;
|
376
|
+
# else
|
377
|
+
double out = std::ldexp((int64_t)bits - two53_ii, -53);
|
378
|
+
#endif
|
379
|
+
if (unlikely(out == 0)) out = 1;
|
380
|
+
return out;
|
381
|
+
#endif
|
382
|
+
}
|
383
|
+
};
|
384
|
+
|
385
|
+
/* Normal distribution sampled from uniform numbers using ziggurat method. */
|
386
|
+
#include "ziggurat.hpp"
|
387
|
+
class StandardNormalDistr
|
388
|
+
{
|
389
|
+
public:
|
390
|
+
StandardNormalDistr() noexcept = default;
|
391
|
+
|
392
|
+
template <class A, class B>
|
393
|
+
StandardNormalDistr(A a, B b) noexcept {}
|
394
|
+
|
395
|
+
template <class XoshiroRNG>
|
396
|
+
#ifndef _FOR_R
|
397
|
+
[[gnu::optimize("no-trapping-math"), gnu::optimize("no-math-errno")]]
|
398
|
+
#endif
|
399
|
+
double operator()(XoshiroRNG &rng) noexcept
|
400
|
+
{
|
401
|
+
repeat_draw:
|
402
|
+
uint64_t rnd = gen_bits(rng);
|
403
|
+
uint8_t rectangle = rnd & 255; /* <- number of rectangles (took 8 bits) */
|
404
|
+
rnd >>= 8;
|
405
|
+
uint8_t sign = rnd & 1; /* <- took 1 bit */
|
406
|
+
/* there's currently 56 bits left, already used 1 for the sign, need to
|
407
|
+
take 52 for for the uniform draw, so can chop off 3 more than what
|
408
|
+
was taken to get there faster. */
|
409
|
+
rnd >>= 4;
|
410
|
+
double rnorm = rnd * wi_double[rectangle];
|
411
|
+
if (likely(rnd < ki_double[rectangle]))
|
412
|
+
{
|
413
|
+
return sign? rnorm : -rnorm;
|
414
|
+
}
|
415
|
+
|
416
|
+
else
|
417
|
+
{
|
418
|
+
if (likely(rectangle != 0))
|
419
|
+
{
|
420
|
+
rnd = gen_bits(rng);
|
421
|
+
#ifdef SUPPORTS_HEXFLOAT
|
422
|
+
double runif = ((double)(rnd >> 12) + 0.5) * 0x1.0p-52;
|
423
|
+
#else
|
424
|
+
double runif = ((double)(rnd >> 12) + 0.5);
|
425
|
+
runif = std::ldexp(runif, -52);
|
426
|
+
#endif
|
427
|
+
if (runif * (fi_double[rectangle-1] - fi_double[rectangle])
|
428
|
+
<
|
429
|
+
std::exp(-0.5 * rnorm * rnorm) - fi_double[rectangle])
|
430
|
+
{
|
431
|
+
return sign? rnorm : -rnorm;
|
432
|
+
}
|
433
|
+
goto repeat_draw;
|
434
|
+
}
|
435
|
+
|
436
|
+
else
|
437
|
+
{
|
438
|
+
double runif, runif2;
|
439
|
+
double a_by_d;
|
440
|
+
while (true)
|
441
|
+
{
|
442
|
+
#ifdef SUPPORTS_HEXFLOAT
|
443
|
+
runif = ((double)(gen_bits(rng) >> 12) + 0.5) * 0x1.0p-52;
|
444
|
+
runif2 = ((double)(gen_bits(rng) >> 12) + 0.5) * 0x1.0p-52;
|
445
|
+
#else
|
446
|
+
runif = std::ldexp((double)(gen_bits(rng) >> 12) + 0.5, -52);
|
447
|
+
runif2 = std::ldexp((double)(gen_bits(rng) >> 12) + 0.5, -52);
|
448
|
+
#endif
|
449
|
+
a_by_d = -ziggurat_nor_inv_r * std::log(runif);
|
450
|
+
if (-2.0 * std::log(runif2) > a_by_d * a_by_d)
|
451
|
+
{
|
452
|
+
rnorm = ziggurat_nor_r + a_by_d;
|
453
|
+
return sign? rnorm : -rnorm;
|
454
|
+
}
|
455
|
+
}
|
456
|
+
}
|
457
|
+
}
|
458
|
+
}
|
459
|
+
};
|
460
|
+
|
461
|
+
}
|
462
|
+
|
463
|
+
#ifndef _FOR_R
|
464
|
+
#if defined(__clang__)
|
465
|
+
#pragma clang diagnostic pop
|
466
|
+
#endif
|
467
|
+
#endif
|