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Add ability to sample elements from openArray according to a weight array (#10072)
* Add the ability to sample elements from an openArray according to a parallel array of weights/unnormalized probabilities (any sort of histogram, basically). Also add a non-thread safe version for convenience. * Address Araq comments on https://github.com/nim-lang/Nim/pull/10072 * import at top of file and space after '#'. * Put in a check for non-zero total weight. * Clarify constraint on `w`. * Rename `rand(openArray[T])` to `sample(openArray[T])` to `sample`, deprecating old name and name new (openArray[T], openArray[U]) variants `sample`. * Rename caller-provided state version of rand(openArray[T]) and also clean up doc comments. * Add test for new non-uniform array sampler. 3 sd bound makes it 99% likely that it will still pass in the future if the random number generator changes. We cannot both have a tight bound to check distribution *and* loose check to ensure resilience to RNG changes. (We cannot *guarantee* resilience, anyway. There's always a small chance any test hits a legitimate random fluctuation.)
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@@ -14,6 +14,8 @@
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##
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## **Do not use this module for cryptographic purposes!**
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import algorithm #For upperBound
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include "system/inclrtl"
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{.push debugger:off.}
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@@ -155,14 +157,45 @@ proc rand*[T](x: HSlice[T, T]): T =
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## For a slice `a .. b` returns a value in the range `a .. b`.
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result = rand(state, x)
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proc rand*[T](r: var Rand; a: openArray[T]): T =
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proc rand*[T](r: var Rand; a: openArray[T]): T {.deprecated.} =
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## returns a random element from the openarray `a`.
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## **Deprecated since v0.20.0:** use ``sample`` instead.
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result = a[rand(r, a.low..a.high)]
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proc rand*[T](a: openArray[T]): T =
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proc rand*[T](a: openArray[T]): T {.deprecated.} =
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## returns a random element from the openarray `a`.
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## **Deprecated since v0.20.0:** use ``sample`` instead.
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result = a[rand(a.low..a.high)]
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proc sample*[T](r: var Rand; a: openArray[T]): T =
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## returns a random element from openArray ``a`` using state in ``r``.
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result = a[r.rand(a.low..a.high)]
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proc sample*[T](a: openArray[T]): T =
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## returns a random element from openArray ``a`` using non-thread-safe state.
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result = a[rand(a.low..a.high)]
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proc sample*[T, U](r: var Rand; a: openArray[T], w: openArray[U], n=1): seq[T] =
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## Return a sample (with replacement) of size ``n`` from elements of ``a``
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## according to convertible-to-``float``, not necessarily normalized, and
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## non-negative weights ``w``. Uses state in ``r``. Must have sum ``w > 0.0``.
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assert(w.len == a.len)
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var cdf = newSeq[float](a.len) # The *unnormalized* CDF
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var tot = 0.0 # Unnormalized is fine if we sample up to tot
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for i, w in w:
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assert(w >= 0)
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tot += float(w)
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cdf[i] = tot
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assert(tot > 0.0) # Need at least one non-zero weight
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for i in 0 ..< n:
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result.add(a[cdf.upperBound(r.rand(tot))])
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proc sample*[T, U](a: openArray[T], w: openArray[U], n=1): seq[T] =
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## Return a sample (with replacement) of size ``n`` from elements of ``a``
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## according to convertible-to-``float``, not necessarily normalized, and
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## non-negative weights ``w``. Uses default non-thread-safe state.
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state.sample(a, w, n)
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proc initRand*(seed: int64): Rand =
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## Creates a new ``Rand`` state from ``seed``.
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