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rank pass toy

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This commit is contained in:
kalenhaha
2014-04-07 23:25:35 +08:00
parent 40c380e40a
commit a10f594644
32 changed files with 2237 additions and 2146 deletions
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87
utils/xgboost_random.h
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@@ -23,107 +23,108 @@ typedef unsigned int uint32_t;
namespace xgboost{
namespace random{
/*! \brief seed the PRNG */
inline void Seed( uint32_t seed ){
srand( seed );
inline void Seed(uint32_t seed){
srand(seed);
}
/*! \brief return a real number uniform in [0,1) */
inline double NextDouble(){
return static_cast<double>( rand() ) / (static_cast<double>( RAND_MAX )+1.0);
return static_cast<double>(rand()) / (static_cast<double>(RAND_MAX)+1.0);
}
/*! \brief return a real numer uniform in (0,1) */
inline double NextDouble2(){
return (static_cast<double>( rand() ) + 1.0 ) / (static_cast<double>(RAND_MAX) + 2.0);
return (static_cast<double>(rand()) + 1.0) / (static_cast<double>(RAND_MAX)+2.0);
}
};
namespace random{
/*! \brief return a random number */
inline uint32_t NextUInt32( void ){
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 ) ;
}
inline uint32_t NextUInt32(uint32_t n){
return (uint32_t)floor(NextDouble() * n);
}
/*! \brief return x~N(0,1) */
inline double SampleNormal(){
double x,y,s;
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 );
return x * sqrt( -2.0 * log(s) / s ) ;
} while (s >= 1.0 || s == 0.0);
return x * sqrt(-2.0 * log(s) / s);
}
/*! \brief return iid x,y ~N(0,1) */
inline void SampleNormal2D( double &xx, double &yy ){
double x,y,s;
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;
} while (s >= 1.0 || s == 0.0);
double t = sqrt(-2.0 * log(s) / s);
xx = x * t;
yy = y * t;
}
/*! \brief return x~N(mu,sigma^2) */
inline double SampleNormal( double mu, double sigma ){
inline double SampleNormal(double mu, double sigma){
return SampleNormal() * sigma + mu;
}
/*! \brief return 1 with probability p, coin flip */
inline int SampleBinary( double p ){
return NextDouble() < p;
inline int SampleBinary(double p){
return NextDouble() < p;
}
/*! \brief return distribution from Gamma( alpha, beta ) */
inline double SampleGamma( double alpha, double beta ) {
if ( alpha < 1.0 ) {
inline double SampleGamma(double alpha, double beta) {
if (alpha < 1.0) {
double u;
do {
u = NextDouble();
} while (u == 0.0);
return SampleGamma(alpha + 1.0, beta) * pow(u, 1.0 / alpha);
} else {
double d,c,x,v,u;
d = alpha - 1.0/3.0;
c = 1.0 / sqrt( 9.0 * d );
}
else {
double d, c, x, v, u;
d = alpha - 1.0 / 3.0;
c = 1.0 / sqrt(9.0 * d);
do {
do {
x = SampleNormal();
v = 1.0 + c*x;
} while ( v <= 0.0 );
} while (v <= 0.0);
v = v * v * v;
u = NextDouble();
} while ( (u >= (1.0 - 0.0331 * (x*x) * (x*x)))
&& (log(u) >= (0.5 * x * x + d * (1.0 - v + log(v)))) );
} while ((u >= (1.0 - 0.0331 * (x*x) * (x*x)))
&& (log(u) >= (0.5 * x * x + d * (1.0 - v + log(v)))));
return d * v / beta;
}
}
template<typename T>
inline void Exchange( T &a, T &b ){
inline void Exchange(T &a, T &b){
T c;
c = a;
a = b;
b = c;
}
template<typename T>
inline void Shuffle( T *data, size_t sz ){
if( sz == 0 ) return;
for( uint32_t i = (uint32_t)sz - 1; i > 0; i-- ){
Exchange( data[i], data[ NextUInt32( i+1 ) ] );
}
inline void Shuffle(T *data, size_t sz){
if (sz == 0) return;
for (uint32_t i = (uint32_t)sz - 1; i > 0; i--){
Exchange(data[i], data[NextUInt32(i + 1)]);
}
}
// random shuffle the data inside, require PRNG
template<typename T>
inline void Shuffle( std::vector<T> &data ){
Shuffle( &data[0], data.size() );
inline void Shuffle(std::vector<T> &data){
Shuffle(&data[0], data.size());
}
};
};