Created
July 2, 2013 17:08
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Testing whether reservoir sampling works when you sample the RNG only once. reservoir1: Samples RNG once per stream element.
reservoir2: Samples the RNG once per stream.
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from random import random as rand | |
def reservoir1(stream): | |
i = 1 | |
choice = None | |
for value in stream: | |
if rand() * i < 1: | |
choice = value | |
i = i + 1 | |
return choice | |
def reservoir2(stream): | |
r = rand() | |
i = 1 | |
choice = None | |
for value in stream: | |
if r * i < 1: | |
choice = value | |
i = i + 1 | |
return choice | |
def test(stream, reservoir, n=1000): | |
histo = {} | |
for k in xrange(0, n): | |
choice = reservoir(stream) | |
histo[choice] = histo.get(choice, 0) + 1 | |
return histo | |
get_stream = lambda: xrange(0, 8) | |
print "reservoir1: ", test(get_stream(), reservoir1) | |
print "reservoir2: ", test(get_stream(), reservoir2) |
I'm sure it must be weird getting a comment on this repo 5 years after putting it up, but the reason reservoir2
is not uniform is because of a bug on line 14.
r
is being assigned as some fixed floating point number at the start with r = rand()
and then it never changes in the for-loop. Calling r at this point only returns the same number over and over. Deleting line 14 and changing line 18 to if rand() * i < 1:
fixes the issue
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Seems like reservoir2 does not give a uniform distribution,