/// <summary>
/// Sample from the provided discrete probability distribution.
/// </summary>
/// <param name="dist">The discrete distribution to sample from.</param>
/// <param name="rng">Random number generator.</param>
public static int Sample(DiscreteDistribution dist, XorShiftRandom rng)
{
// Throw the ball and return an integer indicating the outcome.
double sample = rng.NextDouble();
double acc = 0.0;
for(int i=0; i<dist.Probabilities.Length; i++)
{
acc += dist.Probabilities[i];
if(sample < acc) {
return dist.Labels[i];
}
}
// We might get here through floating point arithmetic rounding issues.
// e.g. accumulator == throwValue.
// Find a nearby non-zero probability to select.
// Wrap around to start of array.
for(int i=0; i<dist.Probabilities.Length; i++)
{
if(0.0 != dist.Probabilities[i]) {
return dist.Labels[i];
}
}
// If we get here then we have an array of zero probabilities.
throw new InvalidOperationException("Invalid operation. No non-zero probabilities to select.");
}
public void NextDouble()
{
int sampleCount = 10000000;
XorShiftRandom rng = new XorShiftRandom();
double[] sampleArr = new double[sampleCount];
for(int i=0; i<sampleCount; i++){
sampleArr[i] = rng.NextDouble();
}
UniformDistributionTest(sampleArr, 0.0, 1.0);
}
/// <summary>
/// For activation functions that accept auxiliary arguments; generates random initial values for aux arguments for newly
/// added nodes (from an 'add neuron' mutation).
/// </summary>
public double[] GetRandomAuxArgs(XorShiftRandom rng, double connectionWeightRange)
{
double[] auxArgs = new double[2];
auxArgs[0] = (rng.NextDouble()-0.5) * 2.0;
auxArgs[1] = rng.NextDouble();
return auxArgs;
}
/// <summary>
/// Sample from a set of possible outcomes with equal probability, i.e. a uniform discrete distribution.
/// </summary>
/// <param name="numberOfOutcomes">The number of possible outcomes.</param>
/// <param name="rng">Random number generator.</param>
/// <returns>An integer between 0..numberOfOutcomes-1.</returns>
public static int SampleUniformDistribution(int numberOfOutcomes, XorShiftRandom rng)
{
return (int)(rng.NextDouble() * numberOfOutcomes);
}
/// <summary>
/// Sample from a binary distribution with the specified probability split between state false and true.
/// </summary>
/// <param name="probability">A probability between 0..1 that describes the probbaility of sampling boolean true.</param>
/// <param name="rng">Random number generator.</param>
public static bool SampleBinaryDistribution(double probability, XorShiftRandom rng)
{
return rng.NextDouble() < probability;
}
/// <summary>
/// Rounds up or down to a whole number by using the fractional part of the input value
/// as the probability that the value will be rounded up.
///
/// This is useful if we wish to round values and then sum them without generating a rounding bias.
/// For monetary rounding this problem is solved with rounding to e.g. the nearest even number which
/// then causes a bias towards even numbers.
///
/// This solution is more appropriate for certain types of scientific values.
/// </summary>
public static double ProbabilisticRound(double val, XorShiftRandom rng)
{
double integerPart = Math.Floor(val);
double fractionalPart = val - integerPart;
return rng.NextDouble() < fractionalPart ? integerPart + 1.0 : integerPart;
}