egobox_doe/
random.rs

1use std::sync::{Arc, RwLock};
2
3use crate::SamplingMethod;
4use linfa::Float;
5use ndarray::{Array, Array2, ArrayBase, Data, Ix2};
6use ndarray_rand::{RandomExt, rand::Rng, rand::SeedableRng, rand_distr::Uniform};
7use rand_xoshiro::Xoshiro256Plus;
8
9#[cfg(feature = "serializable")]
10use serde::{Deserialize, Serialize};
11
12type RngRef<R> = Arc<RwLock<R>>;
13/// The Random design consists in drawing samples randomly.
14#[derive(Clone, Debug)]
15#[cfg_attr(feature = "serializable", derive(Serialize, Deserialize))]
16pub struct Random<F: Float, R: Rng> {
17    /// Sampling space definition as a (nx, 2) matrix
18    /// The ith row is the [lower_bound, upper_bound] of xi, the ith component of x
19    xlimits: Array2<F>,
20    /// Random generator used for reproducibility
21    rng: RngRef<R>,
22}
23
24impl<F: Float> Random<F, Xoshiro256Plus> {
25    /// Constructor given a design space given a (nx, 2) matrix \[\[lower bound, upper bound\], ...\]
26    ///
27    /// ```
28    /// use egobox_doe::Random;
29    /// use ndarray::arr2;
30    ///
31    /// let doe = Random::new(&arr2(&[[0.0, 1.0], [5.0, 10.0]]));
32    /// ```
33    pub fn new(xlimits: &ArrayBase<impl Data<Elem = F>, Ix2>) -> Self {
34        Self::new_with_rng(xlimits, Xoshiro256Plus::from_entropy())
35    }
36}
37
38impl<F: Float, R: Rng> Random<F, R> {
39    /// Constructor given a design space given a (nx, 2) matrix \[\[lower bound, upper bound\], ...\]
40    /// and a random generator for reproducibility
41    ///
42    /// **Panics** if xlimits number of columns is different from 2.
43    pub fn new_with_rng(xlimits: &ArrayBase<impl Data<Elem = F>, Ix2>, rng: R) -> Self {
44        if xlimits.ncols() != 2 {
45            panic!("xlimits must have 2 columns (lower, upper)");
46        }
47        Random {
48            xlimits: xlimits.to_owned(),
49            rng: Arc::new(RwLock::new(rng)),
50        }
51    }
52
53    /// Set random generator
54    pub fn with_rng<R2: Rng>(self, rng: R2) -> Random<F, R2> {
55        Random {
56            xlimits: self.xlimits,
57            rng: Arc::new(RwLock::new(rng)),
58        }
59    }
60}
61
62impl<F: Float, R: Rng> SamplingMethod<F> for Random<F, R> {
63    fn sampling_space(&self) -> &Array2<F> {
64        &self.xlimits
65    }
66
67    fn normalized_sample(&self, ns: usize) -> Array2<F> {
68        let mut rng = self.rng.write().unwrap();
69        let nx = self.xlimits.nrows();
70        Array::random_using((ns, nx), Uniform::new(0., 1.), &mut *rng).mapv(|v| F::cast(v))
71    }
72}
73
74#[cfg(test)]
75mod tests {
76    use super::*;
77    use approx::assert_abs_diff_eq;
78    use ndarray::{arr2, array};
79
80    #[test]
81    fn test_random() {
82        let xlimits = arr2(&[[5., 10.], [0., 1.]]);
83        let expected = array![
84            [5.4287779764773045, 0.31041139572710486],
85            [5.31284890781607, 0.306461322653673],
86            [5.0002147942961885, 0.3030653113049855],
87            [5.438048037018622, 0.2270337387265695],
88            [9.31397733563812, 0.5232539513550647],
89            [6.0549173955055435, 0.8198009346946455],
90            [8.303444344933911, 0.8588635290560207],
91            [5.721154177502889, 0.3516459308028457],
92            [5.457086177138239, 0.11691074717669259]
93        ];
94        let actual = Random::new(&xlimits)
95            .with_rng(Xoshiro256Plus::seed_from_u64(42))
96            .sample(9);
97        assert_abs_diff_eq!(expected, actual, epsilon = 1e-6);
98    }
99}
egobox_doe/random.rs

egobox_doe/
random.rs
