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72 lines
1.9 KiB
72 lines
1.9 KiB
9 years ago
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/* Copyright (c) 2016 Baidu, Inc. All Rights Reserve.
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Licensed under the Apache License, Version 2.0 (the "License");
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you may not use this file except in compliance with the License.
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You may obtain a copy of the License at
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http://www.apache.org/licenses/LICENSE-2.0
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Unless required by applicable law or agreed to in writing, software
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distributed under the License is distributed on an "AS IS" BASIS,
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WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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See the License for the specific language governing permissions and
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limitations under the License. */
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#pragma once
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#include <random>
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#include "paddle/utils/TypeDefs.h"
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namespace paddle {
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/**
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* @brief Given the probability of N objects, the sampler random select
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* one of the object.
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* @note: prob does not have to be unnormalized.
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*
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* The space requirement is O(N)=O(N * sizeof(Interval)).
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* The computational complexity of generate one sample is O(1).
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*/
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class MultinomialSampler {
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public:
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MultinomialSampler(const real* prob, int size);
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/**
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* @brief Generate a random sample.
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* @param g is a random number engine. See <random>.
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* @return Random integer.
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*/
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template <typename URNG>
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int gen(URNG& g) {
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return gen1([&g, this]() { return rand_(g); });
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}
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protected:
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/**
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* @brief Generation
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* @param[in] rand rand is a real random number distribution
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* for the range [0, size).
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* @return random int number or intervals_[random_int_number].otherId.
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*/
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template <typename Rand>
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int gen1(Rand rand) {
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double r = rand(); // NOLINT
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int i = (int)r;
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r -= i;
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return r < intervals_[i].thresh ? i : intervals_[i].otherId;
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}
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struct Interval {
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int otherId;
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real thresh;
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};
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/// The probability of each interval will be 1./size
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std::vector<Interval> intervals_;
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std::uniform_real_distribution<double> rand_;
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};
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} // namespace paddle
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