81 lines
1.7 KiB
Go
81 lines
1.7 KiB
Go
package pool
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import "math/rand"
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// sampler implements weighted random number generation using Vose's Alias
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// Method (https://www.keithschwarz.com/darts-dice-coins/).
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type sampler struct {
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randomGenerator *rand.Rand
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probabilities []float64
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alias []int
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}
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// newSampler creates new sampler with a given set of probabilities using
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// given source of randomness. Created sampler will produce numbers from
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// 0 to len(probabilities).
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func newSampler(probabilities []float64, source rand.Source) *sampler {
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sampler := &sampler{}
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var (
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small workList
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large workList
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)
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n := len(probabilities)
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sampler.randomGenerator = rand.New(source)
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sampler.probabilities = make([]float64, n)
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sampler.alias = make([]int, n)
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// Compute scaled probabilities.
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p := make([]float64, n)
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for i := 0; i < n; i++ {
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p[i] = probabilities[i] * float64(n)
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}
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for i, pi := range p {
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if pi < 1 {
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small.add(i)
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} else {
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large.add(i)
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}
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}
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for len(small) > 0 && len(large) > 0 {
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l, g := small.remove(), large.remove()
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sampler.probabilities[l] = p[l]
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sampler.alias[l] = g
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p[g] = p[g] + p[l] - 1
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if p[g] < 1 {
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small.add(g)
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} else {
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large.add(g)
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}
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}
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for len(large) > 0 {
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g := large.remove()
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sampler.probabilities[g] = 1
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}
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for len(small) > 0 {
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l := small.remove()
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sampler.probabilities[l] = 1
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}
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return sampler
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}
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// Next returns the next (not so) random number from sampler.
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func (g *sampler) Next() int {
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n := len(g.alias)
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i := g.randomGenerator.Intn(n)
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if g.randomGenerator.Float64() < g.probabilities[i] {
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return i
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}
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return g.alias[i]
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}
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type workList []int
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func (wl *workList) add(e int) {
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*wl = append(*wl, e)
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}
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func (wl *workList) remove() int {
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l := len(*wl) - 1
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n := (*wl)[l]
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*wl = (*wl)[:l]
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return n
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}
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