def construct_sample_ky_matrix(p_target):
Z = get_common_denominator(p_target)
k, l = get_binary_expansion_length(Z)
Zkl = get_Zkl(k, l)
Ms = get_common_numerators(Zkl, p_target)
P, kp, lp = make_ddg_matrix(Ms, k, l)
return P, kp, lp
def get_rejection_table(p_target):
Z = get_common_denominator(p_target)
numerators = get_common_numerators(Z, p_target)
T = [0] * Z
j = 0
for i, n in enumerate(numerators):
T[j:j + n] = [i + 1] * n
j += n
assert sum(1 for x in T if x > 0) == Z
return T
def write_samplers(args):
(samplers, dirname, idx, p_target, entropy) = args
structures = [
('ky.enc', construct_sample_ky_encoding, write_sample_ky_encoding),
('ky.mat', construct_sample_ky_matrix, write_sample_ky_matrix),
('ky.matc', construct_sample_ky_matrix_cached,
write_sample_ky_matrix_cached),
('ky.approx.enc', construct_sample_ky_approx_encoding,
write_sample_ky_encoding),
('ky.approx.mat', construct_sample_ky_approx_matrix,
write_sample_ky_matrix),
('ky.approx.matc', construct_sample_ky_approx_matrix_cached,
write_sample_ky_matrix_cached),
('rej.uniform', construct_sample_rejection_uniform,
write_sample_rejection_uniform),
('rej.table', construct_sample_rejection_hash_table,
write_sample_rejection_hash_table),
('rej.binary', construct_sample_rejection_binary_search,
write_sample_rejection_binary_search),
('rej.enc', construct_sample_rejection_encoding,
write_sample_ky_encoding),
('rej.mat', construct_sample_rejection_matrix, write_sample_ky_matrix),
('rej.matc', construct_sample_rejection_matrix_cached,
write_sample_ky_matrix_cached),
('interval', construct_sample_interval, write_sample_interval),
('alias.exact', construct_sample_alias, write_sample_alias),
]
for suffix, f_construct, f_write in structures:
if samplers and suffix not in samplers:
continue
fpath = os.path.join(dirname, 'd.%05d.%s' % (idx, suffix))
struc = f_construct(p_target)
f_write(*struc, fpath)
print(fpath)
fname_dist = 'd.%05d.dist' % (idx, )
fpath_dist = os.path.join(dirname, fname_dist)
with open(fpath_dist, 'w') as f:
n = len(p_target)
Z = get_common_denominator(p_target)
Ms = get_common_numerators(Z, p_target)
f.write('%d\n' % (Z, ))
f.write('%d %s\n' % (n, ' '.join(map(str, Ms))))
f.write('%1.5f\n' % (entropy, ))
print(fpath_dist)
# Make soft links to dist file for non ANCI C baselines.
for suffix in ['alias.boost', 'inversion.std', 'alias.gsl']:
if samplers and suffix not in samplers:
continue
fname_suffix = fname_dist.replace('.dist', '.%s' % (suffix, ))
fpath = os.path.join(dirname, fname_suffix)
subprocess.check_output(['ln', fpath_dist, fpath])
print(fpath)
def make_rejection_ddg_matrix(p_target):
n = len(p_target)
Z = get_common_denominator(p_target)
k = get_rejection_precision(p_target)
Ms = get_common_numerators(Z, p_target)
M_reject = (1 << k) - Z
h = [0] * k
H = [-1] * ((n + 1) * k)
for j in range(k):
d = 0
for i in range(n):
w = (Ms[i] >> ((k - 1) - j)) & 1
h[j] += (w > 0)
if w > 0:
H[d * k + j] = i
d += 1
w = (M_reject >> ((k - 1) - j)) & 1
h[j] += (w > 0)
if w > 0:
H[d * k + j] = n
return h, H
def construct_sample_rejection_binary_search(p_target):
cdf = get_rejection_cdf(p_target)
Z = get_common_denominator(p_target)
k = get_rejection_precision(p_target)
return cdf, Z, k
def construct_sample_rejection_hash_table(p_target):
Z = get_common_denominator(p_target)
k = get_rejection_precision(p_target)
T = get_rejection_table(p_target)
return T, Z, k
def construct_sample_rejection_uniform(p_target):
Z = get_common_denominator(p_target)
Ms = get_common_numerators(Z, p_target)
M = max(Ms)
n = len(p_target)
return Ms, M, n
def construct_sample_interval(p_target):
n = len(p_target)
cdf = get_rejection_cdf(p_target)
Z = get_common_denominator(p_target)
k = ceil(log2(n))
return cdf, Z, k
def get_rejection_cdf(p_target):
Z = get_common_denominator(p_target)
numerators = get_common_numerators(Z, p_target)
cdf = [0] + list(cumsum(numerators))
return cdf
def get_rejection_probabilities(p_target):
Z = get_common_denominator(p_target)
k = get_rejection_precision(p_target)
numerators = get_common_numerators(Z, p_target)
p_reject = 1 - get_rejection_p_success(p_target)
return [Fraction(n, 2**k) for n in numerators] + [p_reject]
def get_rejection_p_success(p_target):
Z = get_common_denominator(p_target)
k = get_rejection_precision(p_target)
return Fraction(Z, 2**k)
def get_rejection_precision(p_target):
Z = get_common_denominator(p_target)
return ceil(log2(Z))