001/*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements.  See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License.  You may obtain a copy of the License at
008 *
009 *      http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018package org.apache.commons.rng.sampling.distribution;
019
020import org.apache.commons.rng.UniformRandomProvider;
021
022/**
023 * Implementation of the <a href="https://en.wikipedia.org/wiki/Zipf's_law">Zipf distribution</a>.
024 *
025 * @since 1.0
026 */
027public class RejectionInversionZipfSampler
028    extends SamplerBase
029    implements DiscreteSampler {
030    /** Threshold below which Taylor series will be used. */
031    private static final double TAYLOR_THRESHOLD = 1e-8;
032    /** 1/2 */
033    private static final double F_1_2 = 0.5;
034    /** 1/3 */
035    private static final double F_1_3 = 1d / 3;
036    /** 1/4 */
037    private static final double F_1_4 = 0.25;
038    /** Number of elements. */
039    private final int numberOfElements;
040    /** Exponent parameter of the distribution. */
041    private final double exponent;
042    /** {@code hIntegral(1.5) - 1}. */
043    private final double hIntegralX1;
044    /** {@code hIntegral(numberOfElements + 0.5)}. */
045    private final double hIntegralNumberOfElements;
046    /** {@code 2 - hIntegralInverse(hIntegral(2.5) - h(2)}. */
047    private final double s;
048    /** Underlying source of randomness. */
049    private final UniformRandomProvider rng;
050
051    /**
052     * @param rng Generator of uniformly distributed random numbers.
053     * @param numberOfElements Number of elements.
054     * @param exponent Exponent.
055     * @throws IllegalArgumentException if {@code numberOfElements <= 0}
056     * or {@code exponent <= 0}.
057     */
058    public RejectionInversionZipfSampler(UniformRandomProvider rng,
059                                         int numberOfElements,
060                                         double exponent) {
061        super(null);
062        this.rng = rng;
063        if (numberOfElements <= 0) {
064            throw new IllegalArgumentException("number of elements is not strictly positive: " + numberOfElements);
065        }
066        if (exponent <= 0) {
067            throw new IllegalArgumentException("exponent is not strictly positive: " + exponent);
068        }
069
070        this.numberOfElements = numberOfElements;
071        this.exponent = exponent;
072        this.hIntegralX1 = hIntegral(1.5) - 1;
073        this.hIntegralNumberOfElements = hIntegral(numberOfElements + F_1_2);
074        this.s = 2 - hIntegralInverse(hIntegral(2.5) - h(2));
075    }
076
077    /**
078     * Rejection inversion sampling method for a discrete, bounded Zipf
079     * distribution that is based on the method described in
080     * <blockquote>
081     *   Wolfgang Hörmann and Gerhard Derflinger.
082     *   <i>"Rejection-inversion to generate variates from monotone discrete
083     *    distributions",</i><br>
084     *   <strong>ACM Transactions on Modeling and Computer Simulation</strong> (TOMACS) 6.3 (1996): 169-184.
085     * </blockquote>
086     */
087    @Override
088    public int sample() {
089        // The paper describes an algorithm for exponents larger than 1
090        // (Algorithm ZRI).
091        // The original method uses
092        //   H(x) = (v + x)^(1 - q) / (1 - q)
093        // as the integral of the hat function.
094        // This function is undefined for q = 1, which is the reason for
095        // the limitation of the exponent.
096        // If instead the integral function
097        //   H(x) = ((v + x)^(1 - q) - 1) / (1 - q)
098        // is used,
099        // for which a meaningful limit exists for q = 1, the method works
100        // for all positive exponents.
101        // The following implementation uses v = 0 and generates integral
102        // number in the range [1, numberOfElements].
103        // This is different to the original method where v is defined to
104        // be positive and numbers are taken from [0, i_max].
105        // This explains why the implementation looks slightly different.
106
107        while(true) {
108            final double u = hIntegralNumberOfElements + rng.nextDouble() * (hIntegralX1 - hIntegralNumberOfElements);
109            // u is uniformly distributed in (hIntegralX1, hIntegralNumberOfElements]
110
111            double x = hIntegralInverse(u);
112            int k = (int) (x + F_1_2);
113
114            // Limit k to the range [1, numberOfElements] if it would be outside
115            // due to numerical inaccuracies.
116            if (k < 1) {
117                k = 1;
118            } else if (k > numberOfElements) {
119                k = numberOfElements;
120            }
121
122            // Here, the distribution of k is given by:
123            //
124            //   P(k = 1) = C * (hIntegral(1.5) - hIntegralX1) = C
125            //   P(k = m) = C * (hIntegral(m + 1/2) - hIntegral(m - 1/2)) for m >= 2
126            //
127            //   where C = 1 / (hIntegralNumberOfElements - hIntegralX1)
128
129            if (k - x <= s || u >= hIntegral(k + F_1_2) - h(k)) {
130
131                // Case k = 1:
132                //
133                //   The right inequality is always true, because replacing k by 1 gives
134                //   u >= hIntegral(1.5) - h(1) = hIntegralX1 and u is taken from
135                //   (hIntegralX1, hIntegralNumberOfElements].
136                //
137                //   Therefore, the acceptance rate for k = 1 is P(accepted | k = 1) = 1
138                //   and the probability that 1 is returned as random value is
139                //   P(k = 1 and accepted) = P(accepted | k = 1) * P(k = 1) = C = C / 1^exponent
140                //
141                // Case k >= 2:
142                //
143                //   The left inequality (k - x <= s) is just a short cut
144                //   to avoid the more expensive evaluation of the right inequality
145                //   (u >= hIntegral(k + 0.5) - h(k)) in many cases.
146                //
147                //   If the left inequality is true, the right inequality is also true:
148                //     Theorem 2 in the paper is valid for all positive exponents, because
149                //     the requirements h'(x) = -exponent/x^(exponent + 1) < 0 and
150                //     (-1/hInverse'(x))'' = (1+1/exponent) * x^(1/exponent-1) >= 0
151                //     are both fulfilled.
152                //     Therefore, f(x) = x - hIntegralInverse(hIntegral(x + 0.5) - h(x))
153                //     is a non-decreasing function. If k - x <= s holds,
154                //     k - x <= s + f(k) - f(2) is obviously also true which is equivalent to
155                //     -x <= -hIntegralInverse(hIntegral(k + 0.5) - h(k)),
156                //     -hIntegralInverse(u) <= -hIntegralInverse(hIntegral(k + 0.5) - h(k)),
157                //     and finally u >= hIntegral(k + 0.5) - h(k).
158                //
159                //   Hence, the right inequality determines the acceptance rate:
160                //   P(accepted | k = m) = h(m) / (hIntegrated(m+1/2) - hIntegrated(m-1/2))
161                //   The probability that m is returned is given by
162                //   P(k = m and accepted) = P(accepted | k = m) * P(k = m) = C * h(m) = C / m^exponent.
163                //
164                // In both cases the probabilities are proportional to the probability mass function
165                // of the Zipf distribution.
166
167                return k;
168            }
169        }
170    }
171
172    /** {@inheritDoc} */
173    @Override
174    public String toString() {
175        return "Rejection inversion Zipf deviate [" + rng.toString() + "]";
176    }
177
178    /**
179     * {@code H(x)} is defined as
180     * <ul>
181     *  <li>{@code (x^(1 - exponent) - 1) / (1 - exponent)}, if {@code exponent != 1}</li>
182     *  <li>{@code log(x)}, if {@code exponent == 1}</li>
183     * </ul>
184     * H(x) is an integral function of h(x), the derivative of H(x) is h(x).
185     *
186     * @param x Free parameter.
187     * @return {@code H(x)}.
188     */
189    private double hIntegral(final double x) {
190        final double logX = Math.log(x);
191        return helper2((1 - exponent) * logX) * logX;
192    }
193
194    /**
195     * {@code h(x) = 1 / x^exponent}
196     *
197     * @param x Free parameter.
198     * @return {@code h(x)}.
199     */
200    private double h(final double x) {
201        return Math.exp(-exponent * Math.log(x));
202    }
203
204    /**
205     * The inverse function of {@code H(x)}.
206     *
207     * @param x Free parameter
208     * @return y for which {@code H(y) = x}.
209     */
210    private double hIntegralInverse(final double x) {
211        double t = x * (1 - exponent);
212        if (t < -1) {
213            // Limit value to the range [-1, +inf).
214            // t could be smaller than -1 in some rare cases due to numerical errors.
215            t = -1;
216        }
217        return Math.exp(helper1(t) * x);
218    }
219
220    /**
221     * Helper function that calculates {@code log(1 + x) / x}.
222     * <p>
223     * A Taylor series expansion is used, if x is close to 0.
224     * </p>
225     *
226     * @param x A value larger than or equal to -1.
227     * @return {@code log(1 + x) / x}.
228     */
229    private static double helper1(final double x) {
230        if (Math.abs(x) > TAYLOR_THRESHOLD) {
231            return Math.log1p(x) / x;
232        } else {
233            return 1 - x * (F_1_2 - x * (F_1_3 - F_1_4 * x));
234        }
235    }
236
237    /**
238     * Helper function to calculate {@code (exp(x) - 1) / x}.
239     * <p>
240     * A Taylor series expansion is used, if x is close to 0.
241     * </p>
242     *
243     * @param x Free parameter.
244     * @return {@code (exp(x) - 1) / x} if x is non-zero, or 1 if x = 0.
245     */
246    private static double helper2(final double x) {
247        if (Math.abs(x) > TAYLOR_THRESHOLD) {
248            return Math.expm1(x) / x;
249        } else {
250            return 1 + x * F_1_2 * (1 + x * F_1_3 * (1 + F_1_4 * x));
251        }
252    }
253}