76 lines
2.1 KiB
Python
76 lines
2.1 KiB
Python
import torch
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import numpy as np
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class AliasMethod(object):
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"""The alias method for sampling.
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From: https://hips.seas.harvard.edu/blog/2013/03/03/the-alias-method-efficient-sampling-with-many-discrete-outcomes/
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Args:
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probs (Tensor): Sampling probabilities.
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"""
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def __init__(self, probs):
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if probs.sum() > 1:
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probs.div_(probs.sum())
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K = len(probs)
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self.prob = torch.zeros(K)
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self.alias = torch.LongTensor([0] * K)
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# Sort the data into the outcomes with probabilities
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# that are larger and smaller than 1/K.
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smaller = []
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larger = []
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for kk, prob in enumerate(probs):
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self.prob[kk] = K * prob
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if self.prob[kk] < 1.0:
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smaller.append(kk)
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else:
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larger.append(kk)
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# Loop though and create little binary mixtures that
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# appropriately allocate the larger outcomes over the
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# overall uniform mixture.
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while len(smaller) > 0 and len(larger) > 0:
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small = smaller.pop()
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large = larger.pop()
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self.alias[small] = large
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self.prob[large] = (self.prob[large] - 1.0) + self.prob[small]
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if self.prob[large] < 1.0:
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smaller.append(large)
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else:
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larger.append(large)
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for last_one in smaller + larger:
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self.prob[last_one] = 1
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def cuda(self):
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self.prob = self.prob.cuda()
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self.alias = self.alias.cuda()
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def draw(self, N):
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"""Draw N samples from multinomial.
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Args:
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N (int): Number of samples.
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Returns:
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Tensor: Samples.
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"""
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K = self.alias.size(0)
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kk = torch.zeros(
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N, dtype=torch.long, device=self.prob.device).random_(0, K)
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prob = self.prob.index_select(0, kk)
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alias = self.alias.index_select(0, kk)
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# b is whether a random number is greater than q
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b = torch.bernoulli(prob)
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oq = kk.mul(b.long())
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oj = alias.mul((1 - b).long())
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return oq + oj
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