random.hpp
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1 
11 #ifndef MLPACK_CORE_MATH_RANDOM_HPP
12 #define MLPACK_CORE_MATH_RANDOM_HPP
13 
14 #include <mlpack/prereqs.hpp>
15 #include <mlpack/mlpack_export.hpp>
16 #include <random>
17 
18 namespace mlpack {
19 namespace math {
20 
26 // Global random object.
27 extern MLPACK_EXPORT std::mt19937 randGen;
28 // Global uniform distribution.
29 extern MLPACK_EXPORT std::uniform_real_distribution<> randUniformDist;
30 // Global normal distribution.
31 extern MLPACK_EXPORT std::normal_distribution<> randNormalDist;
32 
40 inline void RandomSeed(const size_t seed)
41 {
42  #if (!defined(BINDING_TYPE) || BINDING_TYPE != BINDING_TYPE_TEST)
43  randGen.seed((uint32_t) seed);
44  #if (BINDING_TYPE == BINDING_TYPE_R)
45  // To suppress Found ‘srand’, possibly from ‘srand’ (C).
46  (void) seed;
47  #else
48  srand((unsigned int) seed);
49  #endif
50  arma::arma_rng::set_seed(seed);
51  #else
52  (void) seed;
53  #endif
54 }
55 
63 #if (BINDING_TYPE == BINDING_TYPE_TEST)
64 inline void FixedRandomSeed()
65 {
66  const static size_t seed = rand();
67  randGen.seed((uint32_t) seed);
68  srand((unsigned int) seed);
69  arma::arma_rng::set_seed(seed);
70 }
71 
72 inline void CustomRandomSeed(const size_t seed)
73 {
74  randGen.seed((uint32_t) seed);
75  srand((unsigned int) seed);
76  arma::arma_rng::set_seed(seed);
77 }
78 #endif
79 
83 inline double Random()
84 {
85  return randUniformDist(randGen);
86 }
87 
91 inline double Random(const double lo, const double hi)
92 {
93  return lo + (hi - lo) * randUniformDist(randGen);
94 }
95 
99 inline double RandBernoulli(const double input)
100 {
101  if (Random() < input)
102  return 1;
103  else
104  return 0;
105 }
106 
110 inline int RandInt(const int hiExclusive)
111 {
112  return (int) std::floor((double) hiExclusive * randUniformDist(randGen));
113 }
114 
118 inline int RandInt(const int lo, const int hiExclusive)
119 {
120  return lo + (int) std::floor((double) (hiExclusive - lo)
121  * randUniformDist(randGen));
122 }
123 
127 inline double RandNormal()
128 {
129  return randNormalDist(randGen);
130 }
131 
139 inline double RandNormal(const double mean, const double variance)
140 {
141  return variance * randNormalDist(randGen) + mean;
142 }
143 
153 inline void ObtainDistinctSamples(const size_t loInclusive,
154  const size_t hiExclusive,
155  const size_t maxNumSamples,
156  arma::uvec& distinctSamples)
157 {
158  const size_t samplesRangeSize = hiExclusive - loInclusive;
159 
160  if (samplesRangeSize > maxNumSamples)
161  {
162  arma::Col<size_t> samples;
163 
164  samples.zeros(samplesRangeSize);
165 
166  for (size_t i = 0; i < maxNumSamples; ++i)
167  samples [ (size_t) math::RandInt(samplesRangeSize) ]++;
168 
169  distinctSamples = arma::find(samples > 0);
170 
171  if (loInclusive > 0)
172  distinctSamples += loInclusive;
173  }
174  else
175  {
176  distinctSamples.set_size(samplesRangeSize);
177  for (size_t i = 0; i < samplesRangeSize; ++i)
178  distinctSamples[i] = loInclusive + i;
179  }
180 }
181 
182 } // namespace math
183 } // namespace mlpack
184 
185 #endif // MLPACK_CORE_MATH_MATH_LIB_HPP
void ObtainDistinctSamples(const size_t loInclusive, const size_t hiExclusive, const size_t maxNumSamples, arma::uvec &distinctSamples)
Obtains no more than maxNumSamples distinct samples.
Definition: random.hpp:153
double RandBernoulli(const double input)
Generates a 0/1 specified by the input.
Definition: random.hpp:99
Linear algebra utility functions, generally performed on matrices or vectors.
The core includes that mlpack expects; standard C++ includes and Armadillo.
void RandomSeed(const size_t seed)
Set the random seed used by the random functions (Random() and RandInt()).
Definition: random.hpp:40
MLPACK_EXPORT std::uniform_real_distribution randUniformDist
double RandNormal()
Generates a normally distributed random number with mean 0 and variance 1.
Definition: random.hpp:127
MLPACK_EXPORT std::normal_distribution randNormalDist
void FixedRandomSeed()
Set the random seed to a fixed number.
Definition: random.hpp:64
MLPACK_EXPORT std::mt19937 randGen
MLPACK_EXPORT is required for global variables; it exports the symbols correctly on Windows...
double Random()
Generates a uniform random number between 0 and 1.
Definition: random.hpp:83
int RandInt(const int hiExclusive)
Generates a uniform random integer.
Definition: random.hpp:110
void CustomRandomSeed(const size_t seed)
Definition: random.hpp:72