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allow standalone random

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This commit is contained in:
tqchen
2014-08-31 14:07:44 -07:00
parent ba4f00d55d
commit 168f78623f
5 changed files with 77 additions and 31 deletions
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49
src/utils/random.h
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@@ -16,30 +16,21 @@
/*! namespace of PRNG */
namespace xgboost {
namespace random {
#ifndef XGBOOST_CUSTOMIZE_PRNG_
/*! \brief seed the PRNG */
inline void Seed(uint32_t seed) {
inline void Seed(unsigned seed) {
srand(seed);
}
/*! \brief return a real number uniform in [0,1) */
inline double NextDouble(void) {
/*! \brief basic function, uniform */
inline double Uniform(void) {
return static_cast<double>(rand()) / (static_cast<double>(RAND_MAX)+1.0);
}
/*! \brief return a real numer uniform in (0,1) */
inline double NextDouble2(void) {
return (static_cast<double>(rand()) + 1.0) / (static_cast<double>(RAND_MAX)+2.0);
}
/*! \brief return a random number */
inline uint32_t NextUInt32(void) {
return (uint32_t)rand();
}
/*! \brief return a random number in n */
inline uint32_t NextUInt32(uint32_t n) {
return (uint32_t)floor(NextDouble() * n);
}
/*! \brief return x~N(0,1) */
inline double SampleNormal() {
inline double Normal(void) {
double x, y, s;
do {
x = 2 * NextDouble2() - 1.0;
@@ -49,22 +40,24 @@ inline double SampleNormal() {
return x * sqrt(-2.0 * log(s) / s);
}
#else
// include declarations, to be implemented
void Seed(unsigned seed);
double Uniform(void);
double Normal(void);
#endif
/*! \brief return iid x,y ~N(0,1) */
inline void SampleNormal2D(double &xx, double &yy) {
double x, y, s;
do {
x = 2 * NextDouble2() - 1.0;
y = 2 * NextDouble2() - 1.0;
s = x*x + y*y;
} while (s >= 1.0 || s == 0.0);
double t = sqrt(-2.0 * log(s) / s);
xx = x * t;
yy = y * t;
/*! \brief return a real number uniform in [0,1) */
inline double NextDouble(void) {
return Uniform();
}
/*! \brief return a random number in n */
inline uint32_t NextUInt32(uint32_t n) {
return (uint32_t)floor(NextDouble() * n);
}
/*! \brief return x~N(mu,sigma^2) */
inline double SampleNormal(double mu, double sigma) {
return SampleNormal() * sigma + mu;
return Normal() * sigma + mu;
}
/*! \brief return 1 with probability p, coin flip */
inline int SampleBinary(double p) {
@@ -90,7 +83,7 @@ struct Random{
inline void Seed(unsigned sd) {
this->rseed = sd;
#if defined(_MSC_VER)||defined(_WIN32)
srand(rseed);
::xgboost::utils::Seed(sd);
#endif
}
/*! \brief return a real number uniform in [0,1) */
@@ -99,7 +92,7 @@ struct Random{
// For cygwin and mingw, this can slows down parallelism, but rand_r is only used in objective-inl.hpp, won't affect speed in general
// todo, replace with another PRNG
#if defined(_MSC_VER)||defined(_WIN32)
return static_cast<double>(rand()) / (static_cast<double>(RAND_MAX) + 1.0);
return Uniform();
#else
return static_cast<double>(rand_r(&rseed)) / (static_cast<double>(RAND_MAX) + 1.0);
#endif