give more expressive names to main functions

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This commit is contained in:
NunoSempere 2023-07-22 19:21:20 +02:00
parent 8cc63dce4b
commit 04070a934e
12 changed files with 38 additions and 43 deletions

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@ -77,7 +77,7 @@ Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library
## To do list ## To do list
- [ ] Rename functions to something more self-explanatory, e.g,. sample_unit_normal. - [ ] Rename functions to something more self-explanatory, e.g,. sample_sample_sample_unit_normal.
- [ ] Have some more complicated & realistic example - [ ] Have some more complicated & realistic example
- [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?) - [ ] Add summarization functions, like mean, std, 90% ci (or all c.i.?)
- [ ] Publish online - [ ] Publish online
@ -90,7 +90,7 @@ Behaviour on error can be toggled by the `EXIT_ON_ERROR` variable. This library
- [x] Add example for many samples - [x] Add example for many samples
- ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~ - ~~[ ] Add a custom preprocessor to allow simple nested functions that don't rely on local scope?~~
- [x] Use gcc extension to define functions nested inside main. - [x] Use gcc extension to define functions nested inside main.
- [x] Chain various mixture functions - [x] Chain various sample_mixture functions
- [x] Add beta distribution - [x] Add beta distribution
- See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method. - See <https://stats.stackexchange.com/questions/502146/how-does-numpy-generate-samples-from-a-beta-distribution> for a faster method.
- ~~[-] Use OpenMP for acceleration~~ - ~~[-] Use OpenMP for acceleration~~

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@ -16,12 +16,12 @@ float sample_1(uint32_t* seed)
float sample_few(uint32_t* seed) float sample_few(uint32_t* seed)
{ {
return random_to(1, 3, seed); return sample_to(1, 3, seed);
} }
float sample_many(uint32_t* seed) float sample_many(uint32_t* seed)
{ {
return random_to(2, 10, seed); return sample_to(2, 10, seed);
} }
int main(){ int main(){
@ -37,7 +37,7 @@ int main(){
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 }; float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many }; float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
float result_one = mixture(samplers, weights, n_dists, seed); float result_one = sample_mixture(samplers, weights, n_dists, seed);
printf("result_one: %f\n", result_one); printf("result_one: %f\n", result_one);
} }

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@ -16,12 +16,12 @@ float sample_1(uint32_t* seed)
float sample_few(uint32_t* seed) float sample_few(uint32_t* seed)
{ {
return random_to(1, 3, seed); return sample_to(1, 3, seed);
} }
float sample_many(uint32_t* seed) float sample_many(uint32_t* seed)
{ {
return random_to(2, 10, seed); return sample_to(2, 10, seed);
} }
int main(){ int main(){
@ -40,7 +40,7 @@ int main(){
int n_samples = 1000000; int n_samples = 1000000;
float* result_many = (float *) malloc(n_samples * sizeof(float)); float* result_many = (float *) malloc(n_samples * sizeof(float));
for(int i=0; i<n_samples; i++){ for(int i=0; i<n_samples; i++){
result_many[i] = mixture(samplers, weights, n_dists, seed); result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
} }
printf("result_many: ["); printf("result_many: [");

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@ -16,8 +16,8 @@ int main(){
float sample_0(uint32_t* seed){ return 0; } float sample_0(uint32_t* seed){ return 0; }
float sample_1(uint32_t* seed) { return 1; } float sample_1(uint32_t* seed) { return 1; }
float sample_few(uint32_t* seed){ return random_to(1, 3, seed); } float sample_few(uint32_t* seed){ return sample_to(1, 3, seed); }
float sample_many(uint32_t* seed){ return random_to(2, 10, seed); } float sample_many(uint32_t* seed){ return sample_to(2, 10, seed); }
float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many }; float (*samplers[])(uint32_t*) = { sample_0, sample_1, sample_few, sample_many };
float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 }; float weights[] = { 1 - p_c, p_c / 2, p_c / 4, p_c / 4 };
@ -25,7 +25,7 @@ int main(){
int n_samples = 1000000; int n_samples = 1000000;
float* result_many = (float *) malloc(n_samples * sizeof(float)); float* result_many = (float *) malloc(n_samples * sizeof(float));
for(int i=0; i<n_samples; i++){ for(int i=0; i<n_samples; i++){
result_many[i] = mixture(samplers, weights, n_dists, seed); result_many[i] = sample_mixture(samplers, weights, n_dists, seed);
} }
printf("result_many: ["); printf("result_many: [");

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@ -84,12 +84,12 @@ int main()
test_and_time_sampler_float("cdf_normal_0_1", cdf_normal_0_1, seed); test_and_time_sampler_float("cdf_normal_0_1", cdf_normal_0_1, seed);
// Get some normal samples using a previous approach // Get some normal samples using a previous approach
printf("\nGetting some samples from unit_normal\n"); printf("\nGetting some samples from sample_unit_normal\n");
clock_t begin_2 = clock(); clock_t begin_2 = clock();
for (int i = 0; i < NUM_SAMPLES; i++) { for (int i = 0; i < NUM_SAMPLES; i++) {
float normal_sample = unit_normal(seed); float normal_sample = sample_unit_normal(seed);
// printf("%f\n", normal_sample); // printf("%f\n", normal_sample);
} }

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@ -28,48 +28,44 @@ uint32_t xorshift32(uint32_t* seed)
} }
// Distribution & sampling functions // Distribution & sampling functions
float rand_0_to_1(uint32_t* seed) float sample_unit_uniform(uint32_t* seed)
{ {
// samples uniform from [0,1] interval.
return ((float)xorshift32(seed)) / ((float)UINT32_MAX); return ((float)xorshift32(seed)) / ((float)UINT32_MAX);
} }
float rand_float(float max, uint32_t* seed) float sample_unit_normal(uint32_t* seed)
{
return rand_0_to_1(seed) * max;
}
float unit_normal(uint32_t* seed)
{ {
// See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform> // See: <https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform>
float u1 = rand_0_to_1(seed); float u1 = sample_unit_uniform(seed);
float u2 = rand_0_to_1(seed); float u2 = sample_unit_uniform(seed);
float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2); float z = sqrtf(-2.0 * log(u1)) * sin(2 * PI * u2);
return z; return z;
} }
float random_uniform(float from, float to, uint32_t* seed) float sample_uniform(float from, float to, uint32_t* seed)
{ {
return rand_0_to_1(seed) * (to - from) + from; return sample_unit_uniform(seed) * (to - from) + from;
} }
float random_normal(float mean, float sigma, uint32_t* seed) float sample_normal(float mean, float sigma, uint32_t* seed)
{ {
return (mean + sigma * unit_normal(seed)); return (mean + sigma * sample_unit_normal(seed));
} }
float random_lognormal(float logmean, float logsigma, uint32_t* seed) float sample_lognormal(float logmean, float logsigma, uint32_t* seed)
{ {
return expf(random_normal(logmean, logsigma, seed)); return expf(sample_normal(logmean, logsigma, seed));
} }
float random_to(float low, float high, uint32_t* seed) float sample_to(float low, float high, uint32_t* seed)
{ {
const float NORMAL95CONFIDENCE = 1.6448536269514722; const float NORMAL95CONFIDENCE = 1.6448536269514722;
float loglow = logf(low); float loglow = logf(low);
float loghigh = logf(high); float loghigh = logf(high);
float logmean = (loglow + loghigh) / 2; float logmean = (loglow + loghigh) / 2;
float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE); float logsigma = (loghigh - loglow) / (2.0 * NORMAL95CONFIDENCE);
return random_lognormal(logmean, logsigma, seed); return sample_lognormal(logmean, logsigma, seed);
} }
// Array helpers // Array helpers
@ -91,7 +87,7 @@ void array_cumsum(float* array_to_sum, float* array_cumsummed, int length)
} }
// Mixture function // Mixture function
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed) float sample_mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed)
{ {
// You can see a simpler version of this function in the git history // You can see a simpler version of this function in the git history
// or in C-02-better-algorithm-one-thread/ // or in C-02-better-algorithm-one-thread/
@ -104,7 +100,7 @@ float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint3
float result; float result;
int result_set_flag = 0; int result_set_flag = 0;
float p = random_uniform(0, 1, seed); float p = sample_uniform(0, 1, seed);
for (int k = 0; k < n_dists; k++) { for (int k = 0; k < n_dists; k++) {
if (p < cumsummed_normalized_weights[k]) { if (p < cumsummed_normalized_weights[k]) {
result = samplers[k](seed); result = samplers[k](seed);
@ -289,13 +285,13 @@ struct box inverse_cdf_box(struct box cdf_box(float), float p)
// Sampler based on inverse cdf and randomness function // Sampler based on inverse cdf and randomness function
struct box sampler_cdf_box(struct box cdf(float), uint32_t* seed) struct box sampler_cdf_box(struct box cdf(float), uint32_t* seed)
{ {
float p = rand_0_to_1(seed); float p = sample_unit_uniform(seed);
struct box result = inverse_cdf_box(cdf, p); struct box result = inverse_cdf_box(cdf, p);
return result; return result;
} }
struct box sampler_cdf_float(float cdf(float), uint32_t* seed) struct box sampler_cdf_float(float cdf(float), uint32_t* seed)
{ {
float p = rand_0_to_1(seed); float p = sample_unit_uniform(seed);
struct box result = inverse_cdf_float(cdf, p); struct box result = inverse_cdf_float(cdf, p);
return result; return result;
} }
@ -303,7 +299,7 @@ struct box sampler_cdf_float(float cdf(float), uint32_t* seed)
/* Could also define other variations, e.g., /* Could also define other variations, e.g.,
float sampler_danger(struct box cdf(float), uint32_t* seed) float sampler_danger(struct box cdf(float), uint32_t* seed)
{ {
float p = rand_0_to_1(seed); float p = sample_unit_uniform(seed);
struct box result = inverse_cdf_box(cdf, p); struct box result = inverse_cdf_box(cdf, p);
if(result.empty){ if(result.empty){
exit(1); exit(1);

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@ -8,22 +8,21 @@
uint32_t xorshift32(uint32_t* seed); uint32_t xorshift32(uint32_t* seed);
// Basic distribution sampling functions // Basic distribution sampling functions
float rand_0_to_1(uint32_t* seed); float sample_unit_uniform(uint32_t* seed);
float rand_float(float max, uint32_t* seed); float sample_unit_normal(uint32_t* seed);
float unit_normal(uint32_t* seed);
// Composite distribution sampling functions // Composite distribution sampling functions
float random_uniform(float from, float to, uint32_t* seed); float sample_uniform(float from, float to, uint32_t* seed);
float random_normal(float mean, float sigma, uint32_t* seed); float sample_normal(float mean, float sigma, uint32_t* seed);
float random_lognormal(float logmean, float logsigma, uint32_t* seed); float sample_lognormal(float logmean, float logsigma, uint32_t* seed);
float random_to(float low, float high, uint32_t* seed); float sample_to(float low, float high, uint32_t* seed);
// Array helpers // Array helpers
float array_sum(float* array, int length); float array_sum(float* array, int length);
void array_cumsum(float* array_to_sum, float* array_cumsummed, int length); void array_cumsum(float* array_to_sum, float* array_cumsummed, int length);
// Mixture function // Mixture function
float mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed); float sample_mixture(float (*samplers[])(uint32_t*), float* weights, int n_dists, uint32_t* seed);
// Box // Box
struct box { struct box {