我需要写一个加权版的random。选择(列表中的每个元素有不同的被选择的概率)。这是我想到的:

def weightedChoice(choices):
    """Like random.choice, but each element can have a different chance of
    being selected.

    choices can be any iterable containing iterables with two items each.
    Technically, they can have more than two items, the rest will just be
    ignored.  The first item is the thing being chosen, the second item is
    its weight.  The weights can be any numeric values, what matters is the
    relative differences between them.
    """
    space = {}
    current = 0
    for choice, weight in choices:
        if weight > 0:
            space[current] = choice
            current += weight
    rand = random.uniform(0, current)
    for key in sorted(space.keys() + [current]):
        if rand < key:
            return choice
        choice = space[key]
    return None

这个函数对我来说太复杂了,而且很丑。我希望这里的每个人都能提供一些改进的建议或其他方法。对我来说,效率没有代码的整洁和可读性重要。


当前回答

这取决于你想对分布进行多少次抽样。

假设要对分布进行K次抽样。当n是分布中的项数时,每次使用np.random.choice()的时间复杂度为O(K(n + log(n)))。

在我的例子中,我需要对相同的分布进行多次采样,阶数为10^3其中n阶数为10^6。我使用了下面的代码,它预先计算了累积分布,并在O(log(n))中对其进行采样。总体时间复杂度为O(n+K*log(n))。

import numpy as np

n,k = 10**6,10**3

# Create dummy distribution
a = np.array([i+1 for i in range(n)])
p = np.array([1.0/n]*n)

cfd = p.cumsum()
for _ in range(k):
    x = np.random.uniform()
    idx = cfd.searchsorted(x, side='right')
    sampled_element = a[idx]

其他回答

我可能已经来不及提供任何有用的东西了,但这里有一个简单,简短,非常有效的片段:

def choose_index(probabilies):
    cmf = probabilies[0]
    choice = random.random()
    for k in xrange(len(probabilies)):
        if choice <= cmf:
            return k
        else:
            cmf += probabilies[k+1]

不需要排序你的概率或用你的cmf创建一个向量,它一旦找到它的选择就会终止。内存:O(1),时间:O(N),平均运行时间~ N/2。

如果你有权重,只需添加一行:

def choose_index(weights):
    probabilities = weights / sum(weights)
    cmf = probabilies[0]
    choice = random.random()
    for k in xrange(len(probabilies)):
        if choice <= cmf:
            return k
        else:
            cmf += probabilies[k+1]

步骤1:生成您感兴趣的CDF F

步骤2:生成u.r.v. u

步骤3:求z=F^{-1}(u)

这种建模在概率论或随机过程课程中有描述。这是适用的,因为您有简单的CDF。

如果你有一个加权字典而不是一个列表,你可以这样写

items = { "a": 10, "b": 5, "c": 1 } 
random.choice([k for k in items for dummy in range(items[k])])

注意(k, k范围的虚拟物品(物品[k])]产生这个列表(' a ', ' ', ' ', ' ', ' ', ' ', ' ', ' ', ' ', ' ', ' c ', ' b ', ' b ', ' b ', ' b ', ' b ']

另一种方法是,假设我们的权重与元素数组中的元素的下标相同。

import numpy as np
weights = [0.1, 0.3, 0.5] #weights for the item at index 0,1,2
# sum of weights should be <=1, you can also divide each weight by sum of all weights to standardise it to <=1 constraint.
trials = 1 #number of trials
num_item = 1 #number of items that can be picked in each trial
selected_item_arr = np.random.multinomial(num_item, weights, trials)
# gives number of times an item was selected at a particular index
# this assumes selection with replacement
# one possible output
# selected_item_arr
# array([[0, 0, 1]])
# say if trials = 5, the the possible output could be 
# selected_item_arr
# array([[1, 0, 0],
#   [0, 0, 1],
#   [0, 0, 1],
#   [0, 1, 0],
#   [0, 0, 1]])

现在我们假设,我们要在一次试验中抽取3个项目。你可以假设有三个球R、G、B大量存在,它们的权重由权重数组给定,可能的结果如下:

num_item = 3
trials = 1
selected_item_arr = np.random.multinomial(num_item, weights, trials)
# selected_item_arr can give output like :
# array([[1, 0, 2]])

您还可以将要选择的项目数量视为一组中二项/多项试验的数量。所以,上面的例子仍然可以作为工作

num_binomial_trial = 5
weights = [0.1,0.9] #say an unfair coin weights for H/T
num_experiment_set = 1
selected_item_arr = np.random.multinomial(num_binomial_trial, weights, num_experiment_set)
# possible output
# selected_item_arr
# array([[1, 4]])
# i.e H came 1 time and T came 4 times in 5 binomial trials. And one set contains 5 binomial trails.

如果您的加权选项列表是相对静态的,并且您希望频繁采样,则可以执行一个O(N)预处理步骤,然后使用相关答案中的函数在O(1)中进行选择。

# run only when `choices` changes.
preprocessed_data = prep(weight for _,weight in choices)

# O(1) selection
value = choices[sample(preprocessed_data)][0]