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[yul-phaser] SimulationRNG: Add bernoulliTrial()

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This commit is contained in:
Kamil Śliwak 2020-02-06 00:48:16 +01:00
parent a8fa332a9c
commit f29d3655f7
3 changed files with 60 additions and 0 deletions
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51
test/yulPhaser/SimulationRNG.cpp
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@ -31,6 +31,57 @@ namespace solidity::phaser::test
BOOST_AUTO_TEST_SUITE(Phaser) BOOST_AUTO_TEST_SUITE(Phaser)
BOOST_AUTO_TEST_SUITE(RandomTest) BOOST_AUTO_TEST_SUITE(RandomTest)
BOOST_AUTO_TEST_CASE(bernoulliTrial_should_produce_samples_with_right_expected_value_and_variance)
{
SimulationRNG::reset(1);
constexpr size_t numSamples = 10000;
constexpr double successProbability = 0.4;
constexpr double relativeTolerance = 0.05;
// For bernoulli distribution with success probability p: EX = p, VarX = p(1 - p)
constexpr double expectedValue = successProbability;
constexpr double variance = successProbability * (1 - successProbability);
vector<uint32_t> samples;
for (uint32_t i = 0; i < numSamples; ++i)
samples.push_back(static_cast<uint32_t>(SimulationRNG::bernoulliTrial(successProbability)));
BOOST_TEST(abs(mean(samples) - expectedValue) < expectedValue * relativeTolerance);
BOOST_TEST(abs(meanSquaredError(samples, expectedValue) - variance) < variance * relativeTolerance);
}
BOOST_AUTO_TEST_CASE(bernoulliTrial_can_be_reset)
{
constexpr size_t numSamples = 10;
constexpr double successProbability = 0.4;
SimulationRNG::reset(1);
vector<uint32_t> samples1;
for (uint32_t i = 0; i < numSamples; ++i)
samples1.push_back(static_cast<uint32_t>(SimulationRNG::bernoulliTrial(successProbability)));
vector<uint32_t> samples2;
for (uint32_t i = 0; i < numSamples; ++i)
samples2.push_back(static_cast<uint32_t>(SimulationRNG::bernoulliTrial(successProbability)));
SimulationRNG::reset(1);
vector<uint32_t> samples3;
for (uint32_t i = 0; i < numSamples; ++i)
samples3.push_back(static_cast<uint32_t>(SimulationRNG::bernoulliTrial(successProbability)));
SimulationRNG::reset(2);
vector<uint32_t> samples4;
for (uint32_t i = 0; i < numSamples; ++i)
samples4.push_back(static_cast<uint32_t>(SimulationRNG::bernoulliTrial(successProbability)));
BOOST_TEST(samples1 != samples2);
BOOST_TEST(samples1 == samples3);
BOOST_TEST(samples1 != samples4);
BOOST_TEST(samples2 != samples3);
BOOST_TEST(samples2 != samples4);
BOOST_TEST(samples3 != samples4);
}
BOOST_AUTO_TEST_CASE(uniformInt_returns_different_values_when_called_multiple_times) BOOST_AUTO_TEST_CASE(uniformInt_returns_different_values_when_called_multiple_times)
{ {
SimulationRNG::reset(1); SimulationRNG::reset(1);

8
tools/yulPhaser/SimulationRNG.cpp
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@ -17,6 +17,7 @@
#include <tools/yulPhaser/SimulationRNG.h> #include <tools/yulPhaser/SimulationRNG.h>
#include <boost/random/bernoulli_distribution.hpp>
#include <boost/random/binomial_distribution.hpp> #include <boost/random/binomial_distribution.hpp>
#include <boost/random/uniform_int_distribution.hpp> #include <boost/random/uniform_int_distribution.hpp>
@ -27,6 +28,13 @@ using namespace solidity::phaser;
thread_local boost::random::mt19937 SimulationRNG::s_generator(SimulationRNG::generateSeed()); thread_local boost::random::mt19937 SimulationRNG::s_generator(SimulationRNG::generateSeed());
bool SimulationRNG::bernoulliTrial(double _successProbability)
{
boost::random::bernoulli_distribution<> distribution(_successProbability);
return static_cast<bool>(distribution(s_generator));
}
uint32_t SimulationRNG::uniformInt(uint32_t _min, uint32_t _max) uint32_t SimulationRNG::uniformInt(uint32_t _min, uint32_t _max)
{ {
boost::random::uniform_int_distribution<> distribution(_min, _max); boost::random::uniform_int_distribution<> distribution(_min, _max);

1
tools/yulPhaser/SimulationRNG.h
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@ -37,6 +37,7 @@ namespace solidity::phaser
class SimulationRNG class SimulationRNG
{ {
public: public:
static bool bernoulliTrial(double _successProbability);
static uint32_t uniformInt(uint32_t _min, uint32_t _max); static uint32_t uniformInt(uint32_t _min, uint32_t _max);
static uint32_t binomialInt(uint32_t _numTrials, double _successProbability); static uint32_t binomialInt(uint32_t _numTrials, double _successProbability);