187 lines
5.1 KiB
Rust
187 lines
5.1 KiB
Rust
// Copyright 2018 Developers of the Rand project.
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// Copyright 2013 The Rust Project Developers.
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//
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// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
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// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
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// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
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// option. This file may not be copied, modified, or distributed
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// except according to those terms.
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//! The dirichlet distribution.
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#![cfg(feature = "alloc")]
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use num_traits::Float;
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use crate::{Distribution, Exp1, Gamma, Open01, StandardNormal};
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use rand::Rng;
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use core::fmt;
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use alloc::{boxed::Box, vec, vec::Vec};
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/// The Dirichlet distribution `Dirichlet(alpha)`.
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///
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/// The Dirichlet distribution is a family of continuous multivariate
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/// probability distributions parameterized by a vector alpha of positive reals.
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/// It is a multivariate generalization of the beta distribution.
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///
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/// # Example
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///
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/// ```
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/// use rand::prelude::*;
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/// use rand_distr::Dirichlet;
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///
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/// let dirichlet = Dirichlet::new(&[1.0, 2.0, 3.0]).unwrap();
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/// let samples = dirichlet.sample(&mut rand::thread_rng());
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/// println!("{:?} is from a Dirichlet([1.0, 2.0, 3.0]) distribution", samples);
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/// ```
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#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
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#[derive(Clone, Debug)]
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#[cfg_attr(feature = "serde1", derive(serde::Serialize, serde::Deserialize))]
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pub struct Dirichlet<F>
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where
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F: Float,
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StandardNormal: Distribution<F>,
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Exp1: Distribution<F>,
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Open01: Distribution<F>,
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{
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/// Concentration parameters (alpha)
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alpha: Box<[F]>,
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}
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/// Error type returned from `Dirchlet::new`.
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#[cfg_attr(doc_cfg, doc(cfg(feature = "alloc")))]
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#[derive(Clone, Copy, Debug, PartialEq, Eq)]
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pub enum Error {
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/// `alpha.len() < 2`.
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AlphaTooShort,
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/// `alpha <= 0.0` or `nan`.
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AlphaTooSmall,
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/// `size < 2`.
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SizeTooSmall,
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}
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impl fmt::Display for Error {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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f.write_str(match self {
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Error::AlphaTooShort | Error::SizeTooSmall => {
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"less than 2 dimensions in Dirichlet distribution"
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}
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Error::AlphaTooSmall => "alpha is not positive in Dirichlet distribution",
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})
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}
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}
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#[cfg(feature = "std")]
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#[cfg_attr(doc_cfg, doc(cfg(feature = "std")))]
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impl std::error::Error for Error {}
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impl<F> Dirichlet<F>
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where
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F: Float,
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StandardNormal: Distribution<F>,
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Exp1: Distribution<F>,
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Open01: Distribution<F>,
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{
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/// Construct a new `Dirichlet` with the given alpha parameter `alpha`.
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///
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/// Requires `alpha.len() >= 2`.
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#[inline]
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pub fn new(alpha: &[F]) -> Result<Dirichlet<F>, Error> {
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if alpha.len() < 2 {
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return Err(Error::AlphaTooShort);
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}
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for &ai in alpha.iter() {
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if !(ai > F::zero()) {
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return Err(Error::AlphaTooSmall);
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}
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}
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Ok(Dirichlet { alpha: alpha.to_vec().into_boxed_slice() })
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}
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/// Construct a new `Dirichlet` with the given shape parameter `alpha` and `size`.
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///
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/// Requires `size >= 2`.
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#[inline]
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pub fn new_with_size(alpha: F, size: usize) -> Result<Dirichlet<F>, Error> {
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if !(alpha > F::zero()) {
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return Err(Error::AlphaTooSmall);
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}
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if size < 2 {
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return Err(Error::SizeTooSmall);
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}
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Ok(Dirichlet {
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alpha: vec![alpha; size].into_boxed_slice(),
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})
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}
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}
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impl<F> Distribution<Vec<F>> for Dirichlet<F>
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where
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F: Float,
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StandardNormal: Distribution<F>,
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Exp1: Distribution<F>,
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Open01: Distribution<F>,
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{
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fn sample<R: Rng + ?Sized>(&self, rng: &mut R) -> Vec<F> {
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let n = self.alpha.len();
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let mut samples = vec![F::zero(); n];
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let mut sum = F::zero();
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for (s, &a) in samples.iter_mut().zip(self.alpha.iter()) {
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let g = Gamma::new(a, F::one()).unwrap();
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*s = g.sample(rng);
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sum = sum + (*s);
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}
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let invacc = F::one() / sum;
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for s in samples.iter_mut() {
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*s = (*s)*invacc;
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}
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samples
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}
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}
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#[cfg(test)]
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mod test {
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use super::*;
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#[test]
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fn test_dirichlet() {
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let d = Dirichlet::new(&[1.0, 2.0, 3.0]).unwrap();
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let mut rng = crate::test::rng(221);
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let samples = d.sample(&mut rng);
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let _: Vec<f64> = samples
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.into_iter()
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.map(|x| {
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assert!(x > 0.0);
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x
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})
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.collect();
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}
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#[test]
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fn test_dirichlet_with_param() {
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let alpha = 0.5f64;
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let size = 2;
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let d = Dirichlet::new_with_size(alpha, size).unwrap();
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let mut rng = crate::test::rng(221);
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let samples = d.sample(&mut rng);
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let _: Vec<f64> = samples
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.into_iter()
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.map(|x| {
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assert!(x > 0.0);
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x
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})
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.collect();
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}
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#[test]
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#[should_panic]
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fn test_dirichlet_invalid_length() {
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Dirichlet::new_with_size(0.5f64, 1).unwrap();
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}
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#[test]
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#[should_panic]
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fn test_dirichlet_invalid_alpha() {
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Dirichlet::new_with_size(0.0f64, 2).unwrap();
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}
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}
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