Merge pull request #866 from vks/update-weights

WeightedIndex: Make it possible to update a subset of weights

Author: dhardy

benches/weighted.rs

@@ -0,0 +1,36 @@
+// Copyright 2019 Developers of the Rand project.
+//
+// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
+// https://www.apache.org/licenses/LICENSE-2.0> or the MIT license
+// <LICENSE-MIT or https://opensource.org/licenses/MIT>, at your
+// option. This file may not be copied, modified, or distributed
+// except according to those terms.
+
+#![feature(test)]
+
+extern crate test;
+
+use test::Bencher;
+use rand::Rng;
+use rand::distributions::WeightedIndex;
+
+#[bench]
+fn weighted_index_creation(b: &mut Bencher) {
+    let mut rng = rand::thread_rng();
+    let weights = [1u32, 2, 4, 0, 5, 1, 7, 1, 2, 3, 4, 5, 6, 7];
+    b.iter(|| {
+        let distr = WeightedIndex::new(weights.to_vec()).unwrap();
+        rng.sample(distr)
+    })
+}
+
+#[bench]
+fn weighted_index_modification(b: &mut Bencher) {
+    let mut rng = rand::thread_rng();
+    let weights = [1u32, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7];
+    let mut distr = WeightedIndex::new(weights.to_vec()).unwrap();
+    b.iter(|| {
+        distr.update_weights(&[(2, &4), (5, &1)]).unwrap();
+        rng.sample(&distr)
+    })
+}

src/distributions/weighted/mod.rs

@@ -84,6 +84,7 @@ use core::fmt;
 #[derive(Debug, Clone)]
 pub struct WeightedIndex<X: SampleUniform + PartialOrd> {
     cumulative_weights: Vec<X>,
+    total_weight: X,
     weight_distribution: X::Sampler,
 }
 
@@ -125,9 +126,98 @@ impl<X: SampleUniform + PartialOrd> WeightedIndex<X> {
         if total_weight == zero {
             return Err(WeightedError::AllWeightsZero);
         }
-        let distr = X::Sampler::new(zero, total_weight);
+        let distr = X::Sampler::new(zero, total_weight.clone());
 
-        Ok(WeightedIndex { cumulative_weights: weights, weight_distribution: distr })
+        Ok(WeightedIndex { cumulative_weights: weights, total_weight, weight_distribution: distr })
+    }
+
+    /// Update a subset of weights, without changing the number of weights.
+    ///
+    /// `new_weights` must be sorted by the index.
+    ///
+    /// Using this method instead of `new` might be more efficient if only a small number of
+    /// weights is modified. No allocations are performed, unless the weight type `X` uses
+    /// allocation internally.
+    ///
+    /// In case of error, `self` is not modified.
+    pub fn update_weights(&mut self, new_weights: &[(usize, &X)]) -> Result<(), WeightedError>
+        where X: for<'a> ::core::ops::AddAssign<&'a X> +
+                 for<'a> ::core::ops::SubAssign<&'a X> +
+                 Clone +
+                 Default {
+        if new_weights.is_empty() {
+            return Ok(());
+        }
+
+        let zero = <X as Default>::default();
+
+        let mut total_weight = self.total_weight.clone();
+
+        // Check for errors first, so we don't modify `self` in case something
+        // goes wrong.
+        let mut prev_i = None;
+        for &(i, w) in new_weights {
+            if let Some(old_i) = prev_i {
+                if old_i >= i {
+                    return Err(WeightedError::InvalidWeight);
+                }
+            }
+            if *w < zero {
+                return Err(WeightedError::InvalidWeight);
+            }
+            if i >= self.cumulative_weights.len() + 1 {
+                return Err(WeightedError::TooMany);
+            }
+
+            let mut old_w = if i < self.cumulative_weights.len() {
+                self.cumulative_weights[i].clone()
+            } else {
+                self.total_weight.clone()
+            };
+            if i > 0 {
+                old_w -= &self.cumulative_weights[i - 1];
+            }
+
+            total_weight -= &old_w;
+            total_weight += w;
+            prev_i = Some(i);
+        }
+        if total_weight == zero {
+            return Err(WeightedError::AllWeightsZero);
+        }
+
+        // Update the weights. Because we checked all the preconditions in the
+        // previous loop, this should never panic.
+        let mut iter = new_weights.iter();
+
+        let mut prev_weight = zero.clone();
+        let mut next_new_weight = iter.next();
+        let &(first_new_index, _) = next_new_weight.unwrap();
+        let mut cumulative_weight = if first_new_index > 0 {
+            self.cumulative_weights[first_new_index - 1].clone()
+        } else {
+            zero.clone() 
+        };
+        for i in first_new_index..self.cumulative_weights.len() {
+            match next_new_weight {
+                Some(&(j, w)) if i == j => {
+                    cumulative_weight += w;
+                    next_new_weight = iter.next();
+                },
+                _ => {
+                    let mut tmp = self.cumulative_weights[i].clone();
+                    tmp -= &prev_weight;  // We know this is positive.
+                    cumulative_weight += &tmp;
+                }
+            }
+            prev_weight = cumulative_weight.clone();
+            core::mem::swap(&mut prev_weight, &mut self.cumulative_weights[i]);
+        }
+
+        self.total_weight = total_weight;
+        self.weight_distribution = X::Sampler::new(zero, self.total_weight.clone());
+
+        Ok(())
     }
 }
 
@@ -201,6 +291,31 @@ mod test {
         assert_eq!(WeightedIndex::new(&[-10, 20, 1, 30]).unwrap_err(), WeightedError::InvalidWeight);
         assert_eq!(WeightedIndex::new(&[-10]).unwrap_err(), WeightedError::InvalidWeight);
     }
+
+    #[test]
+    fn test_update_weights() {
+        let data = [
+            (&[10u32, 2, 3, 4][..],
+             &[(1, &100), (2, &4)][..],  // positive change
+             &[10, 100, 4, 4][..]),
+            (&[1u32, 2, 3, 0, 5, 6, 7, 1, 2, 3, 4, 5, 6, 7][..],
+             &[(2, &1), (5, &1), (13, &100)][..],  // negative change and last element
+             &[1u32, 2, 1, 0, 5, 1, 7, 1, 2, 3, 4, 5, 6, 100][..]),
+        ];
+
+        for (weights, update, expected_weights) in data.into_iter() {
+            let total_weight = weights.iter().sum::<u32>();
+            let mut distr = WeightedIndex::new(weights.to_vec()).unwrap();
+            assert_eq!(distr.total_weight, total_weight);
+
+            distr.update_weights(update).unwrap();
+            let expected_total_weight = expected_weights.iter().sum::<u32>();
+            let expected_distr = WeightedIndex::new(expected_weights.to_vec()).unwrap();
+            assert_eq!(distr.total_weight, expected_total_weight);
+            assert_eq!(distr.total_weight, expected_distr.total_weight);
+            assert_eq!(distr.cumulative_weights, expected_distr.cumulative_weights);
+        }
+    }
 }
 
 /// Error type returned from `WeightedIndex::new`.