我有一个文件,不同的值的一些概率,例如:

1 0.1
2 0.05
3 0.05
4 0.2
5 0.4
6 0.2

我想用这个分布生成随机数。是否存在处理此问题的现有模块?自己编写代码是相当简单的(构建累积密度函数,生成一个随机值[0,1]并选择相应的值),但这似乎应该是一个常见的问题,可能有人已经为它创建了一个函数/模块。

我需要这个,因为我想生成一个生日列表(它不遵循标准随机模块中的任何分布)。


当前回答

使用CDF生成列表的一个优点是可以使用二分搜索。当你需要O(n)个时间和空间进行预处理时,你可以得到O(k log n)个数字。由于普通的Python列表效率很低,你可以使用数组模块。

如果你坚持空间不变,你可以做到以下几点;O(n)时间,O(1)空间。

def random_distr(l):
    r = random.uniform(0, 1)
    s = 0
    for item, prob in l:
        s += prob
        if s >= r:
            return item
    return item  # Might occur because of floating point inaccuracies

其他回答

from __future__ import division
import random
from collections import Counter


def num_gen(num_probs):
    # calculate minimum probability to normalize
    min_prob = min(prob for num, prob in num_probs)
    lst = []
    for num, prob in num_probs:
        # keep appending num to lst, proportional to its probability in the distribution
        for _ in range(int(prob/min_prob)):
            lst.append(num)
    # all elems in lst occur proportional to their distribution probablities
    while True:
        # pick a random index from lst
        ind = random.randint(0, len(lst)-1)
        yield lst[ind]

验证:

gen = num_gen([(1, 0.1),
               (2, 0.05),
               (3, 0.05),
               (4, 0.2),
               (5, 0.4),
               (6, 0.2)])
lst = []
times = 10000
for _ in range(times):
    lst.append(next(gen))
# Verify the created distribution:
for item, count in Counter(lst).iteritems():
    print '%d has %f probability' % (item, count/times)

1 has 0.099737 probability
2 has 0.050022 probability
3 has 0.049996 probability 
4 has 0.200154 probability
5 has 0.399791 probability
6 has 0.200300 probability

你可能想看看NumPy随机抽样分布

(好吧,我知道你想要薄膜包装,但也许这些自制的解决方案对你来说不够简洁。: -)

pdf = [(1, 0.1), (2, 0.05), (3, 0.05), (4, 0.2), (5, 0.4), (6, 0.2)]
cdf = [(i, sum(p for j,p in pdf if j < i)) for i,_ in pdf]
R = max(i for r in [random.random()] for i,c in cdf if c <= r)

我伪确认,这是通过目测这个表达式的输出:

sorted(max(i for r in [random.random()] for i,c in cdf if c <= r)
       for _ in range(1000))

这些答案都不是特别明确或简单的。

这里有一个明确、简单、保证有效的方法。

accumulate_normalize_probability接受一个字典p,将符号映射到概率或频率。它输出可用的元组列表,从中进行选择。

def accumulate_normalize_values(p):
        pi = p.items() if isinstance(p,dict) else p
        accum_pi = []
        accum = 0
        for i in pi:
                accum_pi.append((i[0],i[1]+accum))
                accum += i[1]
        if accum == 0:
                raise Exception( "You are about to explode the universe. Continue ? Y/N " )
        normed_a = []
        for a in accum_pi:
                normed_a.append((a[0],a[1]*1.0/accum))
        return normed_a

收益率:

>>> accumulate_normalize_values( { 'a': 100, 'b' : 300, 'c' : 400, 'd' : 200  } )
[('a', 0.1), ('c', 0.5), ('b', 0.8), ('d', 1.0)]

为什么它有效

累积步骤将每个符号转换为它自身与前一个符号的概率或频率之间的间隔(或第一个符号的情况为0)。这些间隔可以通过简单地遍历列表,直到间隔0.0 -> 1.0(前面准备的)中的随机数小于或等于当前符号的间隔终点来进行选择(从而对所提供的分布进行抽样)。

规范化使我们不再需要确保所有内容的总和为某个值。归一化后,概率的“向量”总和为1.0。

从分布中选择和生成任意长样本的其余代码如下:

def select(symbol_intervals,random):
        print symbol_intervals,random
        i = 0
        while random > symbol_intervals[i][1]:
                i += 1
                if i >= len(symbol_intervals):
                        raise Exception( "What did you DO to that poor list?" )
        return symbol_intervals[i][0]


def gen_random(alphabet,length,probabilities=None):
        from random import random
        from itertools import repeat
        if probabilities is None:
                probabilities = dict(zip(alphabet,repeat(1.0)))
        elif len(probabilities) > 0 and isinstance(probabilities[0],(int,long,float)):
                probabilities = dict(zip(alphabet,probabilities)) #ordered
        usable_probabilities = accumulate_normalize_values(probabilities)
        gen = []
        while len(gen) < length:
                gen.append(select(usable_probabilities,random()))
        return gen

用法:

>>> gen_random (['a','b','c','d'],10,[100,300,400,200])
['d', 'b', 'b', 'a', 'c', 'c', 'b', 'c', 'c', 'c']   #<--- some of the time

根据物品的重量列出一个清单:

items = [1, 2, 3, 4, 5, 6]
probabilities= [0.1, 0.05, 0.05, 0.2, 0.4, 0.2]
# if the list of probs is normalized (sum(probs) == 1), omit this part
prob = sum(probabilities) # find sum of probs, to normalize them
c = (1.0)/prob # a multiplier to make a list of normalized probs
probabilities = map(lambda x: c*x, probabilities)
print probabilities

ml = max(probabilities, key=lambda x: len(str(x)) - str(x).find('.'))
ml = len(str(ml)) - str(ml).find('.') -1
amounts = [ int(x*(10**ml)) for x in probabilities]
itemsList = list()
for i in range(0, len(items)): # iterate through original items
  itemsList += items[i:i+1]*amounts[i]

# choose from itemsList randomly
print itemsList

优化可能是用最大公约数归一化,使目标列表更小。

另外,这可能会很有趣。