I am given a uniform integer random number generator ~ U3(1,3) (inclusive). I would like to generate integers ~ U5(1,5) (inclusive) using U3. What is the best way to do this?
This simplest approach I can think of is to sample twice from U3 and then use rejection sampling. I.e., sampling twice from U3 gives us 9 possible combinations. We can assign the first 5 combinations to 1,2,3,4,5, and reject the last 4 combinations.
This approach expects to sample from U3 9/5 * 2 = 18/5 = 3.6 times.
Another approach could be to sample three times from U3. This gives us a sample space of 27 possible combinations. We can make use of 25 of these combinations and reject the last 2. This approach expects to use U3 27/25 * 3.24 times. But this approach would be a little more tedious to write out since we have a lot more combinations than the first, but the expected number of sampling from U3 is better than the first.
Are there other, perhaps better, approaches to doing this?
I have this marked as language agnostic, but I'm primarily looking into doing this in either Python or C++.
You do not need combinations. A slight tweak using base 3 arithmetic removes the need for a table. Rather than using the 1..3 result directly, subtract 1 to get it into the range 0..2 and treat it as a base 3 digit. For three samples you could do something like:
function sample3()
result <- 0
result <- result + 9 * (randU3() - 1) // High digit: 9
result <- result + 3 * (randU3() - 1) // Middle digit: 3
result <- result + 1 * (randU3() - 1) // Units digit: 1
return result
end function
That will give you a number in the range 0..26, or 1..27 if you add one. You can use that number directly in the rest of your program.
For the range [1, 3] to [1, 5], this is equivalent to rolling a 5-sided die with a 3-sided one.
However, this can't be done without "wasting" randomness (or running forever in the worst case), since all the prime factors of 5 (namely 5) don't divide 3. Thus, the best that can be done is to use rejection sampling to get arbitrarily close to no "waste" of randomness (such as by batching multiple rolls of the 3-sided die until 3^n is "close enough" to a power of 5). In other words, the approaches you give in your question are as good as they can get.
More generally, an algorithm to roll a k-sided die with a p-sided die will inevitably "waste" randomness (and run forever in the worst case) unless "every prime number dividing k also divides p", according to Lemma 3 in "Simulating a dice with a dice" by B. Kloeckner. For example:
Take the much more practical case that p is a power of 2 (and any block of random bits is the same as rolling a die with a power of 2 number of faces) and k is arbitrary. In this case, this "waste" and indefinite running time are inevitable unless k is also a power of 2.
This result applies to any case of rolling a n-sided die with a m-sided die, where n and m are prime numbers. For example, look at the answers to a question for the case n = 7 and m = 5.
See also this question: Frugal conversion of uniformly distributed random numbers from one range to another.
Peter O. is right, you cannot escape to loose some randomness. So the only choice is between how expensive calls to U(1,3) are, code clarity, simplicity etc.
Here is my variant, making bits from U(1,3) and combining them together with rejection
C/C++ (untested!)
int U13(); // your U(1,3)
int getBit() { // single random bit
return (U13()-1)&1;
}
int U15() {
int r;
for(;;) {
int q = getBit() + 2*getBit() + 4*getBit(); // uniform in [0...8)
if (q < 5) { // need range [0...5)
r = q + 1; // q accepted, make it in [1...5]
break;
}
}
return r;
}
I was wondering if there are any hashing functions to distribute input over n values. The distribution should of course be fairly uniform. But there is a twist. with small changes of n, few elements should get a new hash. Optimally it should split all k uniformly over n values and if n increases to n+1 only k/n-k/(n+1) values would have to move to uniformly distribute in the new hash. Obviously having a hash which simply creates uniform values and then mod it would work, but that would move a lot of hashes to fill the new node. The goal here is that as few values as possible falls into a new bucket.
Suppose 2^{n-1} < N <= 2^n. Then there is a standard trick for turning a hash function H that produces (at least) n bits into one that produces a number from 0 to N.
Compute H(v).
Keep just the first n bits.
If that's smaller than N, stop and output it. Otherwise, start from the top with H(v) instead of v.
Some properties of this technique:
You might worry that you have to repeat the loop many times in some cases. But actually the expected number of loops is at most 2.
If you bump up N and n doesn't have to change, very few things get a new hash: only those ones that had exactly N somewhere in their chain of hashes. (Of course, identifying which elements have this property is kind of hard -- in general it may require rehashing every element!)
If you bump up N and n does have to change, about half of the elements have to be rebucketed. But this happens more and more rarely the bigger N is -- it is an amortized O(1) cost on each bump.
Edit to add an additional comment about the "have to rehash everything" requirement: One might consider modifying step 3 above to "start from the top with the first n bits of H(v)" instead. This reduces the problem with identifying which elements need to be rehashed -- since they'll be in the bucket for the hash of N -- though I'm not confident the resulting hash will have quite as good collision avoidance properties. It certainly makes the process a bit more fragile -- one would want to prove something special about the choice of H (that the bottom few bits aren't "critical" to its collision avoidance properties somehow).
Here is a simple example implementation in Python, together with a short main that shows that most strings do not move when bumping normally, and about half of strings get moved when bumping across a 2^n boundary. Forgive me for any idiosyncracies of my code -- Python is a foreign language.
import math
def ilog2(m): return int(math.ceil(math.log(m,2)))
def hash_into(obj, N):
cur_hash = hash(obj)
mask = pow(2, ilog2(N)) - 1
while (cur_hash & mask) >= N:
# seems Python uses the identity for its hash on integers, which
# doesn't iterate well; let's use literally any other hash at all
cur_hash = hash(str(cur_hash))
return cur_hash & mask
def same_hash(obj, N, N2):
return hash_into(obj, N) == hash_into(obj, N2)
def bump_stat(objs, N):
return len([obj for obj in objs if same_hash(obj, N, N+1)])
alphabet = [chr(x) for x in range(ord('a'),ord('z')+1)]
ascending = alphabet + [c1 + c2 for c1 in alphabet for c2 in alphabet]
def main():
print len(ascending)
print bump_stat(ascending, 10)
print float(bump_stat(ascending, 16))/len(ascending)
# prints:
# 702
# 639
# 0.555555555556
Well, when you add a node, you will want it to fill up, so you will actually want k/(n+1) elements to move from their old nodes to the new one.
That is easily accomplished:
Just generate a hash value for each key as you normally would. Then, to assign key k to a node in [0,N):
Let H(k) be the hash of k.
int hash = H(k);
for (int n=N-1;n>0;--n) {
if ((mix(hash,n) % (i+1))==0) {
break;
}
}
//put it in node n
So, when you add node node 1, it steals half the items from node 0.
When you add node 2, it steals 1/3 of the items from the previous 2 nodes.
And so on...
EDIT: added the mix() function, to mix up the hash differently for every n -- otherwise you get non-uniformities when n is not prime.
I have a table with 4*10^8(roughly) records, and I want to get a 4*10^6(exactly) sample of it.
But my way to get the sample is somehow special:
I select 1 record from the 4*10^8 record randomly(every record has the same probability to be select).
repeat step 1 4*10^6 times(no matter if one record be selected multiple times).
I think up a method to solve this:
Generate a table A(num int), and there only one number in every record of table A which is random integer from 1 to n(n is the size of my original table, roughly 4*10^8 as mentioned above).
Load table A as resource file to every map, and if the ordinal number of the record which is on decision now is in table A, output this record, otherwise discard it.
I think my method is not so good because if I want to sample more record from the original table, the table A will became very large and can't be loaded as resource file.
So, could any one please give an elegant algorithm?
I'm not sure what "elegant" means, but perhaps you're interested in something analogous to reservoir sampling. Let k be the size of the sample and initialize a k-element array with nulls. The elements from which we are sampling arrive one by one. When the jth (counting from 1) element arrives, we iterate through the array and, for each cell, replace its contents by the current element independently with probability 1/j.
Naively, the running time is pretty bad -- to sample k elements from n with replacement costs O(k n). The number of writes into the array, however, is O(k log n) in expectation, because later elements in the stream rarely result in writes. Here's an efficient method based on the exponential distribution (warning: lightly tested Python ahead). The running time is O(n + k log n).
import math
import random
def sample_from(population, k):
for i, x in enumerate(population):
if i == 0:
sample = [x] * k
else:
t = float(k) * math.log(1.0 - 1.0 / float(i + 1))
while True:
t -= math.log(1.0 - random.random())
if t >= 0.0:
break
sample[random.randrange(k)] = x
return sample
I need to generate a list of numbers (about 120.) The numbers range from 1 to X (max 10), both included. The algorithm should use every number an equal amount of times, or at least try, if some numbers are used once less, that's OK.
This is the first time I have to make this kind of algorithm, I've created very simple once, but I'm stumped on how to do this. I tried googling first, though don't really know what to call this kind of algorithms, so I couldn't find anything.
Thanks a lot!
It sounds like what you want to do is first fill a list with the numbers you want and then shuffle that list. One way to do this would be to add each of your numbers to the list and then repeat that process until the list has as many items as you want. After that, randomly shuffle the list.
In pseudo-code, generating the initial list might look something like this:
list = []
while length(list) < N
for i in 1, 2, ..., X
if length(list) >= N
break
end if
list.append(i)
end for
end while
I leave the shuffling part as an exercise to the reader.
EDIT:
As pointed out in the comments the above will always put more smaller numbers than larger numbers. If this isn't what's desired, you could iterate over the possible numbers in a random order. For example:
list = []
numbers = shuffle( [1, 2, ..., X] )
while length(list) < N
for i in 1, 2, ..., X
if length(list) >= N
break
end if
list.append( numbers[i] )
end for
end while
I think this should remove that bias.
What you want is a uniformly distributed random number (wiki). It means that if you generate 10 numbers between 1 to 10 then there is a high probability that all the numbers 1 upto 10 are present in the list.
The Random() class in java gives a fairly uniform distribution. So just go for it. To test, just check this:
Random rand = new Random();
for(int i=0;i<10;i++)
int rNum = rand.nextInt(10);
And see in the result whether you get all the numbers between 1 to 10.
One more similar discussion that might help: Uniform distribution with Random class
I would like to randomly iterate through a range. Each value will be visited only once and all values will eventually be visited. For example:
class Array
def shuffle
ret = dup
j = length
i = 0
while j > 1
r = i + rand(j)
ret[i], ret[r] = ret[r], ret[i]
i += 1
j -= 1
end
ret
end
end
(0..9).to_a.shuffle.each{|x| f(x)}
where f(x) is some function that operates on each value. A Fisher-Yates shuffle is used to efficiently provide random ordering.
My problem is that shuffle needs to operate on an array, which is not cool because I am working with astronomically large numbers. Ruby will quickly consume a large amount of RAM trying to create a monstrous array. Imagine replacing (0..9) with (0..99**99). This is also why the following code will not work:
tried = {} # store previous attempts
bigint = 99**99
bigint.times {
x = rand(bigint)
redo if tried[x]
tried[x] = true
f(x) # some function
}
This code is very naive and quickly runs out of memory as tried obtains more entries.
What sort of algorithm can accomplish what I am trying to do?
[Edit1]: Why do I want to do this? I'm trying to exhaust the search space of a hash algorithm for a N-length input string looking for partial collisions. Each number I generate is equivalent to a unique input string, entropy and all. Basically, I'm "counting" using a custom alphabet.
[Edit2]: This means that f(x) in the above examples is a method that generates a hash and compares it to a constant, target hash for partial collisions. I do not need to store the value of x after I call f(x) so memory should remain constant over time.
[Edit3/4/5/6]: Further clarification/fixes.
[Solution]: The following code is based on #bta's solution. For the sake of conciseness, next_prime is not shown. It produces acceptable randomness and only visits each number once. See the actual post for more details.
N = size_of_range
Q = ( 2 * N / (1 + Math.sqrt(5)) ).to_i.next_prime
START = rand(N)
x = START
nil until f( x = (x + Q) % N ) == START # assuming f(x) returns x
I just remembered a similar problem from a class I took years ago; that is, iterating (relatively) randomly through a set (completely exhausting it) given extremely tight memory constraints. If I'm remembering this correctly, our solution algorithm was something like this:
Define the range to be from 0 to
some number N
Generate a random starting point x[0] inside N
Generate an iterator Q less than N
Generate successive points x[n] by adding Q to
the previous point and wrapping around if needed. That
is, x[n+1] = (x[n] + Q) % N
Repeat until you generate a new point equal to the starting point.
The trick is to find an iterator that will let you traverse the entire range without generating the same value twice. If I'm remembering correctly, any relatively prime N and Q will work (the closer the number to the bounds of the range the less 'random' the input). In that case, a prime number that is not a factor of N should work. You can also swap bytes/nibbles in the resulting number to change the pattern with which the generated points "jump around" in N.
This algorithm only requires the starting point (x[0]), the current point (x[n]), the iterator value (Q), and the range limit (N) to be stored.
Perhaps someone else remembers this algorithm and can verify if I'm remembering it correctly?
As #Turtle answered, you problem doesn't have a solution. #KandadaBoggu and #bta solution gives you random numbers is some ranges which are or are not random. You get clusters of numbers.
But I don't know why you care about double occurence of the same number. If (0..99**99) is your range, then if you could generate 10^10 random numbers per second (if you have a 3 GHz processor and about 4 cores on which you generate one random number per CPU cycle - which is imposible, and ruby will even slow it down a lot), then it would take about 10^180 years to exhaust all the numbers. You have also probability about 10^-180 that two identical numbers will be generated during a whole year. Our universe has probably about 10^9 years, so if your computer could start calculation when the time began, then you would have probability about 10^-170 that two identical numbers were generated. In the other words - practicaly it is imposible and you don't have to care about it.
Even if you would use Jaguar (top 1 from www.top500.org supercomputers) with only this one task, you still need 10^174 years to get all numbers.
If you don't belive me, try
tried = {} # store previous attempts
bigint = 99**99
bigint.times {
x = rand(bigint)
puts "Oh, no!" if tried[x]
tried[x] = true
}
I'll buy you a beer if you will even once see "Oh, no!" on your screen during your life time :)
I could be wrong, but I don't think this is doable without storing some state. At the very least, you're going to need some state.
Even if you only use one bit per value (has this value been tried yes or no) then you will need X/8 bytes of memory to store the result (where X is the largest number). Assuming that you have 2GB of free memory, this would leave you with more than 16 million numbers.
Break the range in to manageable batches as shown below:
def range_walker range, batch_size = 100
size = (range.end - range.begin) + 1
n = size/batch_size
n.times do |i|
x = i * batch_size + range.begin
y = x + batch_size
(x...y).sort_by{rand}.each{|z| p z}
end
d = (range.end - size%batch_size + 1)
(d..range.end).sort_by{rand}.each{|z| p z }
end
You can further randomize solution by randomly choosing the batch for processing.
PS: This is a good problem for map-reduce. Each batch can be worked by independent nodes.
Reference:
Map-reduce in Ruby
you can randomly iterate an array with shuffle method
a = [1,2,3,4,5,6,7,8,9]
a.shuffle!
=> [5, 2, 8, 7, 3, 1, 6, 4, 9]
You want what's called a "full cycle iterator"...
Here is psudocode for the simplest version which is perfect for most uses...
function fullCycleStep(sample_size, last_value, random_seed = 31337, prime_number = 32452843) {
if last_value = null then last_value = random_seed % sample_size
return (last_value + prime_number) % sample_size
}
If you call this like so:
sample = 10
For i = 1 to sample
last_value = fullCycleStep(sample, last_value)
print last_value
next
It would generate random numbers, looping through all 10, never repeating If you change random_seed, which can be anything, or prime_number, which must be greater than, and not be evenly divisible by sample_size, you will get a new random order, but you will still never get a duplicate.
Database systems and other large-scale systems do this by writing the intermediate results of recursive sorts to a temp database file. That way, they can sort massive numbers of records while only keeping limited numbers of records in memory at any one time. This tends to be complicated in practice.
How "random" does your order have to be? If you don't need a specific input distribution, you could try a recursive scheme like this to minimize memory usage:
def gen_random_indices
# Assume your input range is (0..(10**3))
(0..3).sort_by{rand}.each do |a|
(0..3).sort_by{rand}.each do |b|
(0..3).sort_by{rand}.each do |c|
yield "#{a}#{b}#{c}".to_i
end
end
end
end
gen_random_indices do |idx|
run_test_with_index(idx)
end
Essentially, you are constructing the index by randomly generating one digit at a time. In the worst-case scenario, this will require enough memory to store 10 * (number of digits). You will encounter every number in the range (0..(10**3)) exactly once, but the order is only pseudo-random. That is, if the first loop sets a=1, then you will encounter all three-digit numbers of the form 1xx before you see the hundreds digit change.
The other downside is the need to manually construct the function to a specified depth. In your (0..(99**99)) case, this would likely be a problem (although I suppose you could write a script to generate the code for you). I'm sure there's probably a way to re-write this in a state-ful, recursive manner, but I can't think of it off the top of my head (ideas, anyone?).
[Edit]: Taking into account #klew and #Turtle's answers, the best I can hope for is batches of random (or close to random) numbers.
This is a recursive implementation of something similar to KandadaBoggu's solution. Basically, the search space (as a range) is partitioned into an array containing N equal-sized ranges. Each range is fed back in a random order as a new search space. This continues until the size of the range hits a lower bound. At this point the range is small enough to be converted into an array, shuffled, and checked.
Even though it is recursive, I haven't blown the stack yet. Instead, it errors out when attempting to partition a search space larger than about 10^19 keys. I has to do with the numbers being too large to convert to a long. It can probably be fixed:
# partition a range into an array of N equal-sized ranges
def partition(range, n)
ranges = []
first = range.first
last = range.last
length = last - first + 1
step = length / n # integer division
((first + step - 1)..last).step(step) { |i|
ranges << (first..i)
first = i + 1
}
# append any extra onto the last element
ranges[-1] = (ranges[-1].first)..last if last > step * ranges.length
ranges
end
I hope the code comments help shed some light on my original question.
pastebin: full source
Note: PW_LEN under # options can be changed to a lower number in order to get quicker results.
For a prohibitively large space, like
space = -10..1000000000000000000000
You can add this method to Range.
class Range
M127 = 170_141_183_460_469_231_731_687_303_715_884_105_727
def each_random(seed = 0)
return to_enum(__method__) { size } unless block_given?
unless first.kind_of? Integer
raise TypeError, "can't randomly iterate from #{first.class}"
end
sample_size = self.end - first + 1
sample_size -= 1 if exclude_end?
j = coprime sample_size
v = seed % sample_size
each do
v = (v + j) % sample_size
yield first + v
end
end
protected
def gcd(a,b)
b == 0 ? a : gcd(b, a % b)
end
def coprime(a, z = M127)
gcd(a, z) == 1 ? z : coprime(a, z + 1)
end
end
You could then
space.each_random { |i| puts i }
729815750697818944176
459631501395637888351
189447252093456832526
919263002791275776712
649078753489094720887
378894504186913665062
108710254884732609237
838526005582551553423
568341756280370497598
298157506978189441773
27973257676008385948
757789008373827330134
487604759071646274309
217420509769465218484
947236260467284162670
677052011165103106845
406867761862922051020
136683512560740995195
866499263258559939381
596315013956378883556
326130764654197827731
55946515352016771906
785762266049835716092
515578016747654660267
...
With a good amount of randomness so long as your space is a few orders smaller than M127.
Credit to #nick-steele and #bta for the approach.
This isn't really a Ruby-specific answer but I hope it's permitted. Andrew Kensler gives a C++ "permute()" function that does exactly this in his "Correlated Multi-Jittered Sampling" report.
As I understand it, the exact function he provides really only works if your "array" is up to size 2^27, but the general idea could be used for arrays of any size.
I'll do my best to sort of explain it. The first part is you need a hash that is reversible "for any power-of-two sized domain". Consider x = i + 1. No matter what x is, even if your integer overflows, you can determine what i was. More specifically, you can always determine the bottom n-bits of i from the bottom n-bits of x. Addition is a reversible hash operation, as is multiplication by an odd number, as is doing a bitwise xor by a constant. If you know a specific power-of-two domain, you can scramble bits in that domain. E.g. x ^= (x & 0xFF) >> 5) is valid for the 16-bit domain. You can specify that domain with a mask, e.g. mask = 0xFF, and your hash function becomes x = hash(i, mask). Of course you can add a "seed" value into that hash function to get different randomizations. Kensler lays out more valid operations in the paper.
So you have a reversible function x = hash(i, mask, seed). The problem is that if you hash your index, you might end up with a value that is larger than your array size, i.e. your "domain". You can't just modulo this or you'll get collisions.
The reversible hash is the key to using a technique called "cycle walking", introduced in "Ciphers with Arbitrary Finite Domains". Because the hash is reversible (i.e. 1-to-1), you can just repeatedly apply the same hash until your hashed value is smaller than your array! Because you're applying the same hash, and the mapping is one-to-one, whatever value you end up on will map back to exactly one index, so you don't have collisions. So your function could look something like this for 32-bit integers (pseudocode):
fun permute(i, length, seed) {
i = hash(i, 0xFFFF, seed)
while(i >= length): i = hash(i, 0xFFFF, seed)
return i
}
It could take a lot of hashes to get to your domain, so Kensler does a simple trick: he keeps the hash within the domain of the next power of two, which makes it require very few iterations (~2 on average), by masking out the unnecessary bits. The final algorithm looks like this:
fun next_pow_2(length) {
# This implementation is for clarity.
# See Kensler's paper for one way to do it fast.
p = 1
while (p < length): p *= 2
return p
}
permute(i, length, seed) {
mask = next_pow_2(length)-1
i = hash(i, mask, seed) & mask
while(i >= length): i = hash(i, mask, seed) & mask
return i
}
And that's it! Obviously the important thing here is choosing a good hash function, which Kensler provides in the paper but I wanted to break down the explanation. If you want to have different random permutations each time, you can add a "seed" value to the permute function which then gets passed to the hash function.