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Fix weighted sampling without replacement #239

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merged 3 commits into from
May 4, 2017
Merged

Fix weighted sampling without replacement #239

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60cbcc9
Fix #238
bkamins Feb 15, 2017
5ed66f3
weighted sampling without replacement: added tests and small fixes
bkamins Feb 16, 2017
77ec83a
removed redundant import in tests
bkamins May 3, 2017
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37 changes: 30 additions & 7 deletions src/sampling.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -515,16 +515,28 @@ function efraimidis_ares_wsample_norep!(a::AbstractArray, wv::WeightVec, x::Abst

# initialize priority queue
pq = Vector{Pair{Float64,Int}}(k)
@inbounds for i in 1:k
pq[i] = (wv.values[i]/randexp() => i)
i = 0
s = 0
@inbounds for s in 1:n
w = wv.values[s]
w < 0 && error("Negative weight found in weight vector at index $s")
if w > 0
i += 1
pq[i] = (w/randexp() => s)
end
i >= k && break
end
i < k && throw(DimensionMismatch("wv must have at least $k strictly positive entries (got $i)"))
heapify!(pq)

# set threshold
@inbounds threshold = pq[1].first

@inbounds for i in k+1:n
key = wv.values[i]/randexp()
@inbounds for i in s+1:n
w = wv.values[i]
w < 0 && error("Negative weight found in weight vector at index $i")
w > 0 || continue
key = w/randexp()

# if key is larger than the threshold
if key > threshold
Expand Down Expand Up @@ -561,17 +573,28 @@ function efraimidis_aexpj_wsample_norep!(a::AbstractArray, wv::WeightVec, x::Abs

# initialize priority queue
pq = Vector{Pair{Float64,Int}}(k)
@inbounds for i in 1:k
pq[i] = (wv.values[i]/randexp() => i)
i = 0
s = 0
@inbounds for s in 1:n
w = wv.values[s]
w < 0 && error("Negative weight found in weight vector at index $s")
if w > 0
i += 1
pq[i] = (w/randexp() => s)
end
i >= k && break
end
i < k && throw(DimensionMismatch("wv must have at least $k strictly positive entries (got $i)"))
heapify!(pq)

# set threshold
@inbounds threshold = pq[1].first
X = threshold*randexp()

@inbounds for i in k+1:n
@inbounds for i in s+1:n
w = wv.values[i]
w < 0 && error("Negative weight found in weight vector at index $i")
w > 0 || continue
X -= w
X <= 0 || continue

Expand Down
26 changes: 26 additions & 0 deletions test/sampling.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -149,3 +149,29 @@ check_sample_norep(a, (3, 12), 0; ordered=false)

a = sample(3:12, 5; replace=false, ordered=true)
check_sample_norep(a, (3, 12), 0; ordered=true)

# test of weighted sampling without replacement
import StatsBase: sample
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This isn't needed.

a = [1:10;]
wv = WeightVec([zeros(6); 1:4])
x = vcat([sample(a, wv, 1, replace=false) for j in 1:100000]...)
@test minimum(x) == 7
@test maximum(x) == 10
@test maximum(abs(proportions(x) - (1:4)/10)) < 0.01

x = vcat([sample(a, wv, 2, replace=false) for j in 1:50000]...)
exact2 = [0.117261905, 0.220634921, 0.304166667, 0.357936508]
@test minimum(x) == 7
@test maximum(x) == 10
@test maximum(abs(proportions(x) - exact2)) < 0.01

x = vcat([sample(a, wv, 4, replace=false) for j in 1:10000]...)
@test minimum(x) == 7
@test maximum(x) == 10
@test maximum(abs(proportions(x) - 0.25)) == 0

@test_throws DimensionMismatch sample(a, wv, 5, replace=false)

wv = WeightVec([zeros(5); 1:4; -1])
@test_throws ErrorException sample(a, wv, 1, replace=false)