提交 16ed4a92 编写于 作者: W wanghaoshuang

Add math function for sampling integers from:

1. uniform distribution
2. log uniform distribution
上级 d89ff5b6
#include "sampler.h"
namespace paddle {
namespace random {
Sampler::~Sampler() {}
UniformSampler::UniformSampler(int64 range)
: Sampler(range), inv_range_(1.0 / range) {
std::random_device r;
random_engine_ = std::make_shared<std::mt19937>(r());
dist_ = std::make_shared<std::uniform_int_distribution<>>(0, range);
}
int64 UniformSampler::Sample() const { return (*dist_)(*random_engine_); }
float UniformSampler::Probability(int64 value) const { return inv_range_; }
LogUniformSampler::LogUniformSampler(int64 range)
: Sampler(range), log_range_(log(range + 1)) {
std::random_device r;
random_engine_ = std::make_shared<std::mt19937>(r());
dist_ = std::make_shared<std::uniform_real_distribution<>>(0, 1);
}
int64 LogUniformSampler::Sample() const {
// Got Log Uniform distribution from uniform distribution by
// inverse_transform_sampling method
// More details:
// https://wanghaoshuang.github.io/2017/11/Log-uniform-distribution-sampler/
const int64 value =
static_cast<int64>(exp((*dist_)(*random_engine_) * log_range_)) - 1;
// Mathematically, value should be <= range_, but might not be due to some
// floating point roundoff, so we mod by range_.
return value % range_;
}
float LogUniformSampler::Probability(int64 value) const {
// Given f(x) = 1/[(x+1) * log_range_]
// The value's probability is integral of f(x) from value to (value + 1)
// More details:
// https://wanghaoshuang.github.io/2017/11/Log-uniform-distribution-sampler
return (log((value + 2.0) / (value + 1.0))) / log_range_;
}
} // namespace random
} // namespace paddle
/* Copyright (c) 2016 PaddlePaddle Authors. All Rights Reserve.
Licensed 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. */
#pragma once
#include <memory>
#include <random>
typedef long int64;
namespace paddle {
namespace operators {
namespace math {
// TODO: Support for GPU
/**
* Sample integers from [0, range).
*/
class Sampler {
public:
explicit Sampler(int64 range) : range_(range) { /* check range > 0*/
}
virtual ~Sampler();
// Sample a single value
virtual int64 Sample() const = 0;
// The probability that a single call to Sample() returns the given value.
virtual float Probability(int64 value) const = 0;
int64 range() { return range_; };
protected:
const int64 range_;
};
/**
* Sample integers from [0, range).
* And the distribution function is:
* P(x) = 1 / range
*/
class UniformSampler : public Sampler {
public:
explicit UniformSampler(int64 range);
~UniformSampler() override {}
int64 Sample() const override;
float Probability(int64 value) const override;
private:
const float inv_range_;
std::shared_ptr<std::mt19937_64> random_engine_;
std::shared_ptr<std::uniform_int_distribution<>> dist_;
};
/**
* Sample integers from [0, range).
* And the distribution function is:
* P(x) = (1/ln(range+1)) * ln(1 + 1/(x + 1))
*/
class LogUniformSampler : public Sampler {
public:
explicit LogUniformSampler(int64 range);
~LogUniformSampler() override {}
int64 Sample() const override;
float Probability(int64 value) const override;
private:
const float log_range_;
std::shared_ptr<std::mt19937_64> random_engine_;
std::shared_ptr<std::uniform_real_distribution<>> dist_;
};
} // math
} // namespace operators
} // namespace paddle
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