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Implementation of Vose's Alias algorithm for weighted sampling from discrete set of values (picking random item with a bias)
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/* | |
This is free and unencumbered software released into the public domain. | |
Anyone is free to copy, modify, publish, use, compile, sell, or | |
distribute this software, either in source code form or as a compiled | |
binary, for any purpose, commercial or non-commercial, and by any | |
means. | |
In jurisdictions that recognize copyright laws, the author or authors | |
of this software dedicate any and all copyright interest in the | |
software to the public domain. We make this dedication for the benefit | |
of the public at large and to the detriment of our heirs and | |
successors. We intend this dedication to be an overt act of | |
relinquishment in perpetuity of all present and future rights to this | |
software under copyright law. | |
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, | |
EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF | |
MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. | |
IN NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY CLAIM, DAMAGES OR | |
OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, | |
ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR | |
OTHER DEALINGS IN THE SOFTWARE. | |
For more information, please refer to <https://unlicense.org> | |
*/ | |
package com.darkyen.worldSim.util | |
import kotlin.random.Random | |
/** | |
* Sampling of weighted discrete values. | |
* Implements Vose's Alias algorithm described by Keith Schwarz at [https://www.keithschwarz.com/darts-dice-coins/]. | |
*/ | |
class WeightedSampler<T>(vararg items:Weighted<T>) { | |
private val items:Array<Any?> = Array(items.size) { items[it].value } | |
private val probability = FloatArray(items.size) { 1f } | |
private val alias = IntArray(items.size) | |
init { | |
assert(items.isNotEmpty()) | |
val normalizationFactor = items.size / items.fold(0f) { acc, w -> acc + w.weight } | |
val workingProbabilities = FloatArray(items.size) { items[it].weight * normalizationFactor } | |
val small = IntArray(items.size) | |
val large = IntArray(items.size) | |
var smallI = 0 | |
var largeI = 0 | |
for (i in items.indices) { | |
if (workingProbabilities[i] < 1f) { | |
small[smallI++] = i | |
} else { | |
large[largeI++] = i | |
} | |
} | |
val probability = probability | |
val alias = alias | |
while (smallI > 0 && largeI > 0) { | |
val l = small[--smallI] | |
val g = large[--largeI] | |
probability[l] = workingProbabilities[l] | |
alias[l] = g | |
val pg = workingProbabilities[g] + workingProbabilities[l] - 1f | |
workingProbabilities[g] = pg | |
if (pg < 1f) { | |
small[smallI++] = g | |
} else { | |
large[largeI++] = g | |
} | |
} | |
} | |
fun sample(random:Random):T { | |
val probability = probability | |
val column = random.nextInt(probability.size) | |
val index = if (random.nextFloat() < probability[column]) column else alias[column] | |
@Suppress("UNCHECKED_CAST") | |
return items[index] as T | |
} | |
fun sample(random:java.util.Random):T { | |
val probability = probability | |
val column = random.nextInt(probability.size) | |
val index = if (random.nextFloat() < probability[column]) column else alias[column] | |
@Suppress("UNCHECKED_CAST") | |
return items[index] as T | |
} | |
fun sample():T { | |
return sample(Random) | |
} | |
} | |
class Weighted<T>(val value:T, val weight:Float) |
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