小编典典

从可变权重随机生成组合

algorithm

非常重要的编辑: 所有 _A i_都是 唯一的

问题

我有一个列表 一个ñ 独特的 对象。每个对象 A i_具有可变的百分比 _P i

我想,以形成产生一个新的列表的算法 ķ 对象( ķ < ñ / 2,并且在大多数情况下 ķ 是显著小于 ñ / 2。
例如,N = 231,K = 21 )。列表 B 应该没有重复项,并且将填充具有以下限制的源自列表 A的 对象:

物体 A i_出现在 _B中 的概率为 P i

我尝试过的

(这些代码段仅出于测试目的而在PHP中)我首先列出了列表 A

$list = [
    "A" => 2.5, 
    "B" => 2.5, 
    "C" => 2.5, 
    "D" => 2.5, 
    "E" => 2.5, 
    "F" => 2.5, 
    "G" => 2.5, 
    "H" => 2.5, 
    "I" => 5,   
    "J" => 5,   
    "K" => 2.5, 
    "L" => 2.5, 
    "M" => 2.5, 
    "N" => 2.5, 
    "O" => 2.5, 
    "P" => 2.5, 
    "Q" => 2.5, 
    "R" => 2.5, 
    "S" => 2.5, 
    "T" => 2.5, 
    "U" => 5,   
    "V" => 5,   
    "W" => 5,   
    "X" => 5,   
    "Y" => 5,   
    "Z" => 20   
];

最初,我尝试了以下两个算法(这些仅在PHP中用于测试):

$result = [];

while (count($result) < 10) {
    $rnd = rand(0,10000000) / 100000;

    $sum = 0;
    foreach ($list as $key => $value) {
        $sum += $value;
        if ($rnd <= $sum) {
            if (in_array($key,$result)) {
                break;
            } else {
                $result[] = $key;
                break;
            }
        }
    }
}

$result = [];

while (count($result) < 10) {
    $sum = 0;
    foreach ($list as $key => $value) {
        $sum += $value;
    }

    $rnd = rand(0,$sum * 100000) / 100000;

    $sum = 0;
    foreach ($list as $key => $value) {
        $sum += $value;
        if ($rnd <= $sum) {
            $result[] = $key;
            unset($list[$key]);
            break;
        }
    }
}

两种算法之间的唯一区别是,一种算法在遇到重复项时会重试,而另一种则在选择对象列表 A 时将其删除。事实证明,这两种算法具有相同的概率输出。

我运行了第二个算法100,000次,并跟踪了每个字母被选择了多少次。以下数组确定了从100,000个测试中选出任何列表 B 中的字母的机会百分比。

[A] => 30.213
[B] => 29.865
[C] => 30.357
[D] => 30.198
[E] => 30.152
[F] => 30.472
[G] => 30.343
[H] => 30.011
[I] => 51.367
[J] => 51.683
[K] => 30.271
[L] => 30.197
[M] => 30.341
[N] => 30.15
[O] => 30.225
[P] => 30.135
[Q] => 30.406
[R] => 30.083
[S] => 30.251
[T] => 30.369
[U] => 51.671
[V] => 52.098
[W] => 51.772
[X] => 51.739
[Y] => 51.891
[Z] => 93.74

当回顾算法时,这很有意义。该算法错误地将原始百分比解释为针对任何给定位置(而不是任何列表 B )选择对象的机会百分比。因此,例如,实际上,在列表
B中 选择Z的机会是93%,但是在索引 B n上_选择Z的机会是20%。这不是我想要的。我希望从列表 _B中 选择Z的机会是20%。

这有可能吗?如何做呢?

编辑1

我尝试简单地让所有 P i = k的和,如果所有 _P i_都相等,则可以工作,但是修改它们的值后,它开始变得越来越错误。

初始概率

$list= [
    "A" => 8.4615,
    "B" => 68.4615,
    "C" => 13.4615,
    "D" => 63.4615,
    "E" => 18.4615,
    "F" => 58.4615,
    "G" => 23.4615,
    "H" => 53.4615,
    "I" => 28.4615,
    "J" => 48.4615,
    "K" => 33.4615,
    "L" => 43.4615,
    "M" => 38.4615,
    "N" => 38.4615,
    "O" => 38.4615,
    "P" => 38.4615,
    "Q" => 38.4615,
    "R" => 38.4615,
    "S" => 38.4615,
    "T" => 38.4615,
    "U" => 38.4615,
    "V" => 38.4615,
    "W" => 38.4615,
    "X" => 38.4615,
    "Y" =>38.4615,
    "Z" => 38.4615
];

10,000次运行后的结果

Array
(
    [A] => 10.324
    [B] => 59.298
    [C] => 15.902
    [D] => 56.299
    [E] => 21.16
    [F] => 53.621
    [G] => 25.907
    [H] => 50.163
    [I] => 30.932
    [J] => 47.114
    [K] => 35.344
    [L] => 43.175
    [M] => 39.141
    [N] => 39.127
    [O] => 39.346
    [P] => 39.364
    [Q] => 39.501
    [R] => 39.05
    [S] => 39.555
    [T] => 39.239
    [U] => 39.283
    [V] => 39.408
    [W] => 39.317
    [X] => 39.339
    [Y] => 39.569
    [Z] => 39.522
)

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2020-07-28

共1个答案

小编典典

我们必须拥有sum_i P_i = k,否则我们将无法成功。

如前所述,这个问题有些容易,但是您可能不喜欢这个答案,因为它“不够随机”。

Sample a uniform random permutation Perm on the integers [0, n)
Sample X uniformly at random from [0, 1)
For i in Perm
    If X < P_i, then append A_i to B and update X := X + (1 - P_i)
    Else, update X := X - P_i
End

您需要使用定点算术而不是浮点算术来逼近涉及实数的计算。

缺少的条件是该分布具有称为“最大熵”的技术属性。像阿米特(Amit)一样,我想不出一个好方法。这是一种笨拙的方式。

解决这个问题的第一个(也是错误的)本能是将每个事件独立地包含A_iB概率内,P_i然后重试,直到B正确的长度为止(不会有太多的重试,因为您可以向math.SE询问有关的原因)。问题在于,条件弄乱了概率。如果P_1 = 1/3P_2 = 2/3k = 1,则结果为

{}: probability 2/9
{A_1}: probability 1/9
{A_2}: probability 4/9
{A_1, A_2}: probability 2/9,

条件概率实际上1/5A_14/5A_2

相反,我们应该替换Q_i产生适当条件分布的新概率。我不知道封闭形式Q_i,所以我建议用像梯度下降这样的数值优化算法找到它们。初始化Q_i = P_i(为什么不呢?)。使用动态编程,对于当前设置,可以找到Q_i给定包含l元素的结果即A_i那些元素之一的概率。(我们只关心l = k条目,但是我们需要其他人来使递归起作用。)再多做一点,我们就可以得到整个梯度。抱歉,这太粗略了。

在Python 3中,使用似乎总是收敛的非线性求解方法(q_i同时将每个更新到其边际正确值并进行归一化):

#!/usr/bin/env python3
import collections
import operator
import random


def constrained_sample(qs):
    k = round(sum(qs))
    while True:
        sample = [i for i, q in enumerate(qs) if random.random() < q]
        if len(sample) == k:
            return sample


def size_distribution(qs):
    size_dist = [1]
    for q in qs:
        size_dist.append(0)
        for j in range(len(size_dist) - 1, 0, -1):
            size_dist[j] += size_dist[j - 1] * q
            size_dist[j - 1] *= 1 - q
    assert abs(sum(size_dist) - 1) <= 1e-10
    return size_dist


def size_distribution_without(size_dist, q):
    size_dist = size_dist[:]
    if q >= 0.5:
        for j in range(len(size_dist) - 1, 0, -1):
            size_dist[j] /= q
            size_dist[j - 1] -= size_dist[j] * (1 - q)
        del size_dist[0]
    else:
        for j in range(1, len(size_dist)):
            size_dist[j - 1] /= 1 - q
            size_dist[j] -= size_dist[j - 1] * q
        del size_dist[-1]
    assert abs(sum(size_dist) - 1) <= 1e-10
    return size_dist


def test_size_distribution(qs):
    d = size_distribution(qs)
    for i, q in enumerate(qs):
        d1a = size_distribution_without(d, q)
        d1b = size_distribution(qs[:i] + qs[i + 1 :])
        assert len(d1a) == len(d1b)
        assert max(map(abs, map(operator.sub, d1a, d1b))) <= 1e-10


def normalized(qs, k):
    sum_qs = sum(qs)
    qs = [q * k / sum_qs for q in qs]
    assert abs(sum(qs) / k - 1) <= 1e-10
    return qs


def approximate_qs(ps, reps=100):
    k = round(sum(ps))
    qs = ps[:]
    for j in range(reps):
        size_dist = size_distribution(qs)
        for i, p in enumerate(ps):
            d = size_distribution_without(size_dist, qs[i])
            d.append(0)
            qs[i] = p * d[k] / ((1 - p) * d[k - 1] + p * d[k])
        qs = normalized(qs, k)
    return qs


def test(ps, reps=100000):
    print(ps)
    qs = approximate_qs(ps)
    print(qs)
    counter = collections.Counter()
    for j in range(reps):
        counter.update(constrained_sample(qs))
    test_size_distribution(qs)
    print("p", "Actual", sep="\t")
    for i, p in enumerate(ps):
        print(p, counter[i] / reps, sep="\t")


if __name__ == "__main__":
    test([2 / 3, 1 / 2, 1 / 2, 1 / 3])
2020-07-28