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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-1152) Suboptimal implementation of EnumeratedDistribution.sample()
Date Tue, 30 Sep 2014 19:17:34 GMT

     [ https://issues.apache.org/jira/browse/MATH-1152?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Thomas Neidhart resolved MATH-1152.
-----------------------------------
       Resolution: Fixed
    Fix Version/s: 3.4

Fixed in commit 97accb47de63ee5063eda23641c6017e29ab81d7.

Thanks for the report and patch!

> Suboptimal implementation of EnumeratedDistribution.sample()
> ------------------------------------------------------------
>
>                 Key: MATH-1152
>                 URL: https://issues.apache.org/jira/browse/MATH-1152
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: Andras Sereny
>             Fix For: 3.4
>
>
> org.apache.commons.math3.distribution.EnumeratedDistribution.sample() performs a *linear*
search to find the appropriate element in the probability space (called singletons here) given
a random double value. For large probability spaces, this is not effective. Instead, we should
cache the cumulative probabilities and do a *binary* search.
> Rough implementation:
> {code:title=EnumeratedDistribution.java|borderStyle=solid}
> void computeCumulative() {
>   cumulative = new double[size]; 
>   double sum = 0;
>   for (int i = 1; i < weights.length - 1; i++) {
>       cumulative[i] = cumulative[i-1] + weights[i-1];
>    }
>   cumulative[size - 1] = 1;
> }
> {code}
> and then 
> {code:title=EnumeratedDistribution.java|borderStyle=solid}
> int sampleIndex() {
>  double randomValue = random.nextDouble();
>  int result = Arrays.binarySearch(cumulative, randomValue);
>  if (result >= 0) return result;
>  int insertionPoint = -result-1;
>  return insertionPoint;
> }
> {code}



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