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479 lines
16 KiB
479 lines
16 KiB
3 years ago
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import os
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from os.path import join
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import sys
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import numpy as np
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from numpy.testing import (assert_equal, assert_allclose, assert_array_equal,
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assert_raises)
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import pytest
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from numpy.random import (
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Generator, MT19937, PCG64, PCG64DXSM, Philox, RandomState, SeedSequence,
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SFC64, default_rng
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)
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from numpy.random._common import interface
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try:
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import cffi # noqa: F401
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MISSING_CFFI = False
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except ImportError:
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MISSING_CFFI = True
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try:
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import ctypes # noqa: F401
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MISSING_CTYPES = False
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except ImportError:
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MISSING_CTYPES = False
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if sys.flags.optimize > 1:
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# no docstrings present to inspect when PYTHONOPTIMIZE/Py_OptimizeFlag > 1
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# cffi cannot succeed
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MISSING_CFFI = True
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pwd = os.path.dirname(os.path.abspath(__file__))
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def assert_state_equal(actual, target):
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for key in actual:
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if isinstance(actual[key], dict):
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assert_state_equal(actual[key], target[key])
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elif isinstance(actual[key], np.ndarray):
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assert_array_equal(actual[key], target[key])
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else:
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assert actual[key] == target[key]
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def uint32_to_float32(u):
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return ((u >> np.uint32(8)) * (1.0 / 2**24)).astype(np.float32)
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def uniform32_from_uint64(x):
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x = np.uint64(x)
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upper = np.array(x >> np.uint64(32), dtype=np.uint32)
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lower = np.uint64(0xffffffff)
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lower = np.array(x & lower, dtype=np.uint32)
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joined = np.column_stack([lower, upper]).ravel()
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return uint32_to_float32(joined)
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def uniform32_from_uint53(x):
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x = np.uint64(x) >> np.uint64(16)
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x = np.uint32(x & np.uint64(0xffffffff))
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return uint32_to_float32(x)
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def uniform32_from_uint32(x):
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return uint32_to_float32(x)
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def uniform32_from_uint(x, bits):
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if bits == 64:
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return uniform32_from_uint64(x)
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elif bits == 53:
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return uniform32_from_uint53(x)
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elif bits == 32:
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return uniform32_from_uint32(x)
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else:
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raise NotImplementedError
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def uniform_from_uint(x, bits):
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if bits in (64, 63, 53):
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return uniform_from_uint64(x)
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elif bits == 32:
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return uniform_from_uint32(x)
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def uniform_from_uint64(x):
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return (x >> np.uint64(11)) * (1.0 / 9007199254740992.0)
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def uniform_from_uint32(x):
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out = np.empty(len(x) // 2)
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for i in range(0, len(x), 2):
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a = x[i] >> 5
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b = x[i + 1] >> 6
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out[i // 2] = (a * 67108864.0 + b) / 9007199254740992.0
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return out
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def uniform_from_dsfmt(x):
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return x.view(np.double) - 1.0
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def gauss_from_uint(x, n, bits):
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if bits in (64, 63):
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doubles = uniform_from_uint64(x)
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elif bits == 32:
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doubles = uniform_from_uint32(x)
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else: # bits == 'dsfmt'
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doubles = uniform_from_dsfmt(x)
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gauss = []
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loc = 0
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x1 = x2 = 0.0
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while len(gauss) < n:
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r2 = 2
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while r2 >= 1.0 or r2 == 0.0:
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x1 = 2.0 * doubles[loc] - 1.0
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x2 = 2.0 * doubles[loc + 1] - 1.0
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r2 = x1 * x1 + x2 * x2
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loc += 2
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f = np.sqrt(-2.0 * np.log(r2) / r2)
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gauss.append(f * x2)
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gauss.append(f * x1)
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return gauss[:n]
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def test_seedsequence():
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from numpy.random.bit_generator import (ISeedSequence,
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ISpawnableSeedSequence,
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SeedlessSeedSequence)
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s1 = SeedSequence(range(10), spawn_key=(1, 2), pool_size=6)
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s1.spawn(10)
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s2 = SeedSequence(**s1.state)
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assert_equal(s1.state, s2.state)
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assert_equal(s1.n_children_spawned, s2.n_children_spawned)
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# The interfaces cannot be instantiated themselves.
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assert_raises(TypeError, ISeedSequence)
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assert_raises(TypeError, ISpawnableSeedSequence)
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dummy = SeedlessSeedSequence()
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assert_raises(NotImplementedError, dummy.generate_state, 10)
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assert len(dummy.spawn(10)) == 10
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class Base:
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dtype = np.uint64
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data2 = data1 = {}
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@classmethod
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def setup_class(cls):
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cls.bit_generator = PCG64
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cls.bits = 64
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cls.dtype = np.uint64
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cls.seed_error_type = TypeError
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cls.invalid_init_types = []
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cls.invalid_init_values = []
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@classmethod
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def _read_csv(cls, filename):
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with open(filename) as csv:
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seed = csv.readline()
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seed = seed.split(',')
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seed = [int(s.strip(), 0) for s in seed[1:]]
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data = []
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for line in csv:
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data.append(int(line.split(',')[-1].strip(), 0))
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return {'seed': seed, 'data': np.array(data, dtype=cls.dtype)}
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def test_raw(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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uints = bit_generator.random_raw(1000)
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assert_equal(uints, self.data1['data'])
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bit_generator = self.bit_generator(*self.data1['seed'])
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uints = bit_generator.random_raw()
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assert_equal(uints, self.data1['data'][0])
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bit_generator = self.bit_generator(*self.data2['seed'])
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uints = bit_generator.random_raw(1000)
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assert_equal(uints, self.data2['data'])
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def test_random_raw(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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uints = bit_generator.random_raw(output=False)
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assert uints is None
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uints = bit_generator.random_raw(1000, output=False)
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assert uints is None
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def test_gauss_inv(self):
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n = 25
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rs = RandomState(self.bit_generator(*self.data1['seed']))
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gauss = rs.standard_normal(n)
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assert_allclose(gauss,
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gauss_from_uint(self.data1['data'], n, self.bits))
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rs = RandomState(self.bit_generator(*self.data2['seed']))
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gauss = rs.standard_normal(25)
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assert_allclose(gauss,
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gauss_from_uint(self.data2['data'], n, self.bits))
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def test_uniform_double(self):
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rs = Generator(self.bit_generator(*self.data1['seed']))
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vals = uniform_from_uint(self.data1['data'], self.bits)
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uniforms = rs.random(len(vals))
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assert_allclose(uniforms, vals)
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assert_equal(uniforms.dtype, np.float64)
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rs = Generator(self.bit_generator(*self.data2['seed']))
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vals = uniform_from_uint(self.data2['data'], self.bits)
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uniforms = rs.random(len(vals))
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assert_allclose(uniforms, vals)
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assert_equal(uniforms.dtype, np.float64)
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def test_uniform_float(self):
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rs = Generator(self.bit_generator(*self.data1['seed']))
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vals = uniform32_from_uint(self.data1['data'], self.bits)
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uniforms = rs.random(len(vals), dtype=np.float32)
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assert_allclose(uniforms, vals)
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assert_equal(uniforms.dtype, np.float32)
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rs = Generator(self.bit_generator(*self.data2['seed']))
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vals = uniform32_from_uint(self.data2['data'], self.bits)
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uniforms = rs.random(len(vals), dtype=np.float32)
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assert_allclose(uniforms, vals)
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assert_equal(uniforms.dtype, np.float32)
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def test_repr(self):
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rs = Generator(self.bit_generator(*self.data1['seed']))
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assert 'Generator' in repr(rs)
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assert f'{id(rs):#x}'.upper().replace('X', 'x') in repr(rs)
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def test_str(self):
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rs = Generator(self.bit_generator(*self.data1['seed']))
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assert 'Generator' in str(rs)
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assert str(self.bit_generator.__name__) in str(rs)
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assert f'{id(rs):#x}'.upper().replace('X', 'x') not in str(rs)
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def test_pickle(self):
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import pickle
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bit_generator = self.bit_generator(*self.data1['seed'])
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state = bit_generator.state
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bitgen_pkl = pickle.dumps(bit_generator)
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reloaded = pickle.loads(bitgen_pkl)
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reloaded_state = reloaded.state
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assert_array_equal(Generator(bit_generator).standard_normal(1000),
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Generator(reloaded).standard_normal(1000))
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assert bit_generator is not reloaded
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assert_state_equal(reloaded_state, state)
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ss = SeedSequence(100)
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aa = pickle.loads(pickle.dumps(ss))
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assert_equal(ss.state, aa.state)
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def test_invalid_state_type(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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with pytest.raises(TypeError):
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bit_generator.state = {'1'}
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def test_invalid_state_value(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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state = bit_generator.state
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state['bit_generator'] = 'otherBitGenerator'
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with pytest.raises(ValueError):
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bit_generator.state = state
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def test_invalid_init_type(self):
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bit_generator = self.bit_generator
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for st in self.invalid_init_types:
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with pytest.raises(TypeError):
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bit_generator(*st)
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def test_invalid_init_values(self):
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bit_generator = self.bit_generator
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for st in self.invalid_init_values:
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with pytest.raises((ValueError, OverflowError)):
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bit_generator(*st)
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def test_benchmark(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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bit_generator._benchmark(1)
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bit_generator._benchmark(1, 'double')
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with pytest.raises(ValueError):
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bit_generator._benchmark(1, 'int32')
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@pytest.mark.skipif(MISSING_CFFI, reason='cffi not available')
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def test_cffi(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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cffi_interface = bit_generator.cffi
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assert isinstance(cffi_interface, interface)
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other_cffi_interface = bit_generator.cffi
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assert other_cffi_interface is cffi_interface
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@pytest.mark.skipif(MISSING_CTYPES, reason='ctypes not available')
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def test_ctypes(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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ctypes_interface = bit_generator.ctypes
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assert isinstance(ctypes_interface, interface)
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other_ctypes_interface = bit_generator.ctypes
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assert other_ctypes_interface is ctypes_interface
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def test_getstate(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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state = bit_generator.state
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alt_state = bit_generator.__getstate__()
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assert_state_equal(state, alt_state)
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class TestPhilox(Base):
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@classmethod
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def setup_class(cls):
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cls.bit_generator = Philox
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cls.bits = 64
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cls.dtype = np.uint64
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cls.data1 = cls._read_csv(
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join(pwd, './data/philox-testset-1.csv'))
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cls.data2 = cls._read_csv(
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join(pwd, './data/philox-testset-2.csv'))
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cls.seed_error_type = TypeError
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cls.invalid_init_types = []
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cls.invalid_init_values = [(1, None, 1), (-1,), (None, None, 2 ** 257 + 1)]
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def test_set_key(self):
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bit_generator = self.bit_generator(*self.data1['seed'])
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state = bit_generator.state
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keyed = self.bit_generator(counter=state['state']['counter'],
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key=state['state']['key'])
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assert_state_equal(bit_generator.state, keyed.state)
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class TestPCG64(Base):
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@classmethod
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def setup_class(cls):
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cls.bit_generator = PCG64
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cls.bits = 64
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cls.dtype = np.uint64
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cls.data1 = cls._read_csv(join(pwd, './data/pcg64-testset-1.csv'))
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cls.data2 = cls._read_csv(join(pwd, './data/pcg64-testset-2.csv'))
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cls.seed_error_type = (ValueError, TypeError)
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cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
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cls.invalid_init_values = [(-1,)]
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def test_advance_symmetry(self):
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rs = Generator(self.bit_generator(*self.data1['seed']))
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state = rs.bit_generator.state
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step = -0x9e3779b97f4a7c150000000000000000
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rs.bit_generator.advance(step)
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val_neg = rs.integers(10)
|
||
|
|
rs.bit_generator.state = state
|
||
|
|
rs.bit_generator.advance(2**128 + step)
|
||
|
|
val_pos = rs.integers(10)
|
||
|
|
rs.bit_generator.state = state
|
||
|
|
rs.bit_generator.advance(10 * 2**128 + step)
|
||
|
|
val_big = rs.integers(10)
|
||
|
|
assert val_neg == val_pos
|
||
|
|
assert val_big == val_pos
|
||
|
|
|
||
|
|
def test_advange_large(self):
|
||
|
|
rs = Generator(self.bit_generator(38219308213743))
|
||
|
|
pcg = rs.bit_generator
|
||
|
|
state = pcg.state["state"]
|
||
|
|
initial_state = 287608843259529770491897792873167516365
|
||
|
|
assert state["state"] == initial_state
|
||
|
|
pcg.advance(sum(2**i for i in (96, 64, 32, 16, 8, 4, 2, 1)))
|
||
|
|
state = pcg.state["state"]
|
||
|
|
advanced_state = 135275564607035429730177404003164635391
|
||
|
|
assert state["state"] == advanced_state
|
||
|
|
|
||
|
|
|
||
|
|
class TestPCG64DXSM(Base):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = PCG64DXSM
|
||
|
|
cls.bits = 64
|
||
|
|
cls.dtype = np.uint64
|
||
|
|
cls.data1 = cls._read_csv(join(pwd, './data/pcg64dxsm-testset-1.csv'))
|
||
|
|
cls.data2 = cls._read_csv(join(pwd, './data/pcg64dxsm-testset-2.csv'))
|
||
|
|
cls.seed_error_type = (ValueError, TypeError)
|
||
|
|
cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
|
||
|
|
cls.invalid_init_values = [(-1,)]
|
||
|
|
|
||
|
|
def test_advance_symmetry(self):
|
||
|
|
rs = Generator(self.bit_generator(*self.data1['seed']))
|
||
|
|
state = rs.bit_generator.state
|
||
|
|
step = -0x9e3779b97f4a7c150000000000000000
|
||
|
|
rs.bit_generator.advance(step)
|
||
|
|
val_neg = rs.integers(10)
|
||
|
|
rs.bit_generator.state = state
|
||
|
|
rs.bit_generator.advance(2**128 + step)
|
||
|
|
val_pos = rs.integers(10)
|
||
|
|
rs.bit_generator.state = state
|
||
|
|
rs.bit_generator.advance(10 * 2**128 + step)
|
||
|
|
val_big = rs.integers(10)
|
||
|
|
assert val_neg == val_pos
|
||
|
|
assert val_big == val_pos
|
||
|
|
|
||
|
|
def test_advange_large(self):
|
||
|
|
rs = Generator(self.bit_generator(38219308213743))
|
||
|
|
pcg = rs.bit_generator
|
||
|
|
state = pcg.state
|
||
|
|
initial_state = 287608843259529770491897792873167516365
|
||
|
|
assert state["state"]["state"] == initial_state
|
||
|
|
pcg.advance(sum(2**i for i in (96, 64, 32, 16, 8, 4, 2, 1)))
|
||
|
|
state = pcg.state["state"]
|
||
|
|
advanced_state = 277778083536782149546677086420637664879
|
||
|
|
assert state["state"] == advanced_state
|
||
|
|
|
||
|
|
|
||
|
|
class TestMT19937(Base):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = MT19937
|
||
|
|
cls.bits = 32
|
||
|
|
cls.dtype = np.uint32
|
||
|
|
cls.data1 = cls._read_csv(join(pwd, './data/mt19937-testset-1.csv'))
|
||
|
|
cls.data2 = cls._read_csv(join(pwd, './data/mt19937-testset-2.csv'))
|
||
|
|
cls.seed_error_type = ValueError
|
||
|
|
cls.invalid_init_types = []
|
||
|
|
cls.invalid_init_values = [(-1,)]
|
||
|
|
|
||
|
|
def test_seed_float_array(self):
|
||
|
|
assert_raises(TypeError, self.bit_generator, np.array([np.pi]))
|
||
|
|
assert_raises(TypeError, self.bit_generator, np.array([-np.pi]))
|
||
|
|
assert_raises(TypeError, self.bit_generator, np.array([np.pi, -np.pi]))
|
||
|
|
assert_raises(TypeError, self.bit_generator, np.array([0, np.pi]))
|
||
|
|
assert_raises(TypeError, self.bit_generator, [np.pi])
|
||
|
|
assert_raises(TypeError, self.bit_generator, [0, np.pi])
|
||
|
|
|
||
|
|
def test_state_tuple(self):
|
||
|
|
rs = Generator(self.bit_generator(*self.data1['seed']))
|
||
|
|
bit_generator = rs.bit_generator
|
||
|
|
state = bit_generator.state
|
||
|
|
desired = rs.integers(2 ** 16)
|
||
|
|
tup = (state['bit_generator'], state['state']['key'],
|
||
|
|
state['state']['pos'])
|
||
|
|
bit_generator.state = tup
|
||
|
|
actual = rs.integers(2 ** 16)
|
||
|
|
assert_equal(actual, desired)
|
||
|
|
tup = tup + (0, 0.0)
|
||
|
|
bit_generator.state = tup
|
||
|
|
actual = rs.integers(2 ** 16)
|
||
|
|
assert_equal(actual, desired)
|
||
|
|
|
||
|
|
|
||
|
|
class TestSFC64(Base):
|
||
|
|
@classmethod
|
||
|
|
def setup_class(cls):
|
||
|
|
cls.bit_generator = SFC64
|
||
|
|
cls.bits = 64
|
||
|
|
cls.dtype = np.uint64
|
||
|
|
cls.data1 = cls._read_csv(
|
||
|
|
join(pwd, './data/sfc64-testset-1.csv'))
|
||
|
|
cls.data2 = cls._read_csv(
|
||
|
|
join(pwd, './data/sfc64-testset-2.csv'))
|
||
|
|
cls.seed_error_type = (ValueError, TypeError)
|
||
|
|
cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
|
||
|
|
cls.invalid_init_values = [(-1,)]
|
||
|
|
|
||
|
|
|
||
|
|
class TestDefaultRNG:
|
||
|
|
def test_seed(self):
|
||
|
|
for args in [(), (None,), (1234,), ([1234, 5678],)]:
|
||
|
|
rg = default_rng(*args)
|
||
|
|
assert isinstance(rg.bit_generator, PCG64)
|
||
|
|
|
||
|
|
def test_passthrough(self):
|
||
|
|
bg = Philox()
|
||
|
|
rg = default_rng(bg)
|
||
|
|
assert rg.bit_generator is bg
|
||
|
|
rg2 = default_rng(rg)
|
||
|
|
assert rg2 is rg
|
||
|
|
assert rg2.bit_generator is bg
|