Commit 0f8253bd authored by Taylor R Campbell's avatar Taylor R Campbell Committed by George Kadianakis
Browse files

Use the distribution abstraction as an abstraction.

parent 531df959
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+10 −6
Original line number Diff line number Diff line
@@ -545,7 +545,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
          .a = dist.param1,
          .b = dist.param2,
        };
        return uniform_sample(&my_uniform.base);
        return dist_sample(&my_uniform.base);
      }
    case CIRCPAD_DIST_LOGISTIC:
      {
@@ -555,7 +555,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
          .mu = dist.param1,
          .sigma = dist.param2,
        };
        return logistic_sample(&my_logistic.base);
        return dist_sample(&my_logistic.base);
      }
    case CIRCPAD_DIST_LOG_LOGISTIC:
      {
@@ -565,12 +565,16 @@ circpad_distribution_sample(circpad_distribution_t dist)
          .alpha = dist.param1,
          .beta = dist.param2,
        };
        return log_logistic_sample(&my_log_logistic.base);
        return dist_sample(&my_log_logistic.base);
      }
    case CIRCPAD_DIST_GEOMETRIC:
      {
        /* param1 is 'p' (success probability) */
        return geometric_sample(dist.param1);
        const struct geometric my_geometric = {
          .base = DIST_BASE(&geometric_ops),
          .p = dist.param1,
        };
        return dist_sample(&my_geometric.base);
      }
    case CIRCPAD_DIST_WEIBULL:
      {
@@ -580,7 +584,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
          .k = dist.param1,
          .lambda = dist.param2,
        };
        return weibull_sample(&my_weibull.base);
        return dist_sample(&my_weibull.base);
      }
    case CIRCPAD_DIST_PARETO:
      {
@@ -591,7 +595,7 @@ circpad_distribution_sample(circpad_distribution_t dist)
          .sigma = dist.param1,
          .xi = dist.param2,
        };
        return genpareto_sample(&my_genpareto.base);
        return dist_sample(&my_genpareto.base);
      }
  }

+159 −70
Original line number Diff line number Diff line
@@ -1319,17 +1319,45 @@ sample_geometric(uint32_t s, double p0, double p)
 *  (sample/cdf/sf/icdf/isf) as part of its dist_ops structure.
 */

/** Functions for uniform distribution */
const struct dist_ops uniform_ops = {
  .name = "uniform",
  .sample = uniform_sample,
  .cdf = uniform_cdf,
  .sf = uniform_sf,
  .icdf = uniform_icdf,
  .isf = uniform_isf,
};
const char *
dist_name(const struct dist *dist)
{
  return dist->ops->name;
}

double
dist_sample(const struct dist *dist)
{
  return dist->ops->sample(dist);
}

double
dist_cdf(const struct dist *dist, double x)
{
  return dist->ops->cdf(dist, x);
}

double
dist_sf(const struct dist *dist, double x)
{
  return dist->ops->sf(dist, x);
}

double
dist_icdf(const struct dist *dist, double p)
{
  return dist->ops->icdf(dist, p);
}

double
dist_isf(const struct dist *dist, double p)
{
  return dist->ops->isf(dist, p);
}

/** Functions for uniform distribution */

static double
uniform_sample(const struct dist *dist)
{
  const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1339,7 +1367,7 @@ uniform_sample(const struct dist *dist)
  return sample_uniform_interval(p0, U->a, U->b);
}

double
static double
uniform_cdf(const struct dist *dist, double x)
{
  const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1353,7 +1381,7 @@ uniform_cdf(const struct dist *dist, double x)
    return 1;
}

double
static double
uniform_sf(const struct dist *dist, double x)
{
  const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1367,7 +1395,7 @@ uniform_sf(const struct dist *dist, double x)
    return 1;
}

double
static double
uniform_icdf(const struct dist *dist, double p)
{
  const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1377,7 +1405,7 @@ uniform_icdf(const struct dist *dist, double p)
  return (p < 0.5 ? (U->a + w*p) : (U->b - w*(1 - p)));
}

double
static double
uniform_isf(const struct dist *dist, double p)
{
  const struct uniform *U = const_container_of(dist, struct uniform,
@@ -1387,17 +1415,18 @@ uniform_isf(const struct dist *dist, double p)
  return (p < 0.5 ? (U->b - w*p) : (U->a + w*(1 - p)));
}

/** Functions for logistic distribution: */
const struct dist_ops logistic_ops = {
  .name = "logistic",
  .sample = logistic_sample,
  .cdf = logistic_cdf,
  .sf = logistic_sf,
  .icdf = logistic_icdf,
  .isf = logistic_isf,
const struct dist_ops uniform_ops = {
  .name = "uniform",
  .sample = uniform_sample,
  .cdf = uniform_cdf,
  .sf = uniform_sf,
  .icdf = uniform_icdf,
  .isf = uniform_isf,
};

double
/** Functions for logistic distribution: */

static double
logistic_sample(const struct dist *dist)
{
  const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1409,7 +1438,7 @@ logistic_sample(const struct dist *dist)
  return sample_logistic_locscale(s, t, p0, L->mu, L->sigma);
}

double
static double
logistic_cdf(const struct dist *dist, double x)
{
  const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1418,7 +1447,7 @@ logistic_cdf(const struct dist *dist, double x)
  return cdf_logistic(x, L->mu, L->sigma);
}

double
static double
logistic_sf(const struct dist *dist, double x)
{
  const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1427,7 +1456,7 @@ logistic_sf(const struct dist *dist, double x)
  return sf_logistic(x, L->mu, L->sigma);
}

double
static double
logistic_icdf(const struct dist *dist, double p)
{
  const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1436,7 +1465,7 @@ logistic_icdf(const struct dist *dist, double p)
  return icdf_logistic(p, L->mu, L->sigma);
}

double
static double
logistic_isf(const struct dist *dist, double p)
{
  const struct logistic *L = const_container_of(dist, struct logistic,
@@ -1445,17 +1474,18 @@ logistic_isf(const struct dist *dist, double p)
  return isf_logistic(p, L->mu, L->sigma);
}

/** Functions for log-logistic distribution: */
const struct dist_ops log_logistic_ops = {
  .name = "log logistic",
  .sample = log_logistic_sample,
  .cdf = log_logistic_cdf,
  .sf = log_logistic_sf,
  .icdf = log_logistic_icdf,
  .isf = log_logistic_isf,
const struct dist_ops logistic_ops = {
  .name = "logistic",
  .sample = logistic_sample,
  .cdf = logistic_cdf,
  .sf = logistic_sf,
  .icdf = logistic_icdf,
  .isf = logistic_isf,
};

double
/** Functions for log-logistic distribution: */

static double
log_logistic_sample(const struct dist *dist)
{
  const struct log_logistic *LL = const_container_of(dist, struct
@@ -1466,7 +1496,7 @@ log_logistic_sample(const struct dist *dist)
  return sample_log_logistic_scaleshape(s, p0, LL->alpha, LL->beta);
}

double
static double
log_logistic_cdf(const struct dist *dist, double x)
{
  const struct log_logistic *LL = const_container_of(dist,
@@ -1475,7 +1505,7 @@ log_logistic_cdf(const struct dist *dist, double x)
  return cdf_log_logistic(x, LL->alpha, LL->beta);
}

double
static double
log_logistic_sf(const struct dist *dist, double x)
{
  const struct log_logistic *LL = const_container_of(dist,
@@ -1484,7 +1514,7 @@ log_logistic_sf(const struct dist *dist, double x)
  return sf_log_logistic(x, LL->alpha, LL->beta);
}

double
static double
log_logistic_icdf(const struct dist *dist, double p)
{
  const struct log_logistic *LL = const_container_of(dist,
@@ -1493,7 +1523,7 @@ log_logistic_icdf(const struct dist *dist, double p)
  return icdf_log_logistic(p, LL->alpha, LL->beta);
}

double
static double
log_logistic_isf(const struct dist *dist, double p)
{
  const struct log_logistic *LL = const_container_of(dist,
@@ -1502,17 +1532,18 @@ log_logistic_isf(const struct dist *dist, double p)
  return isf_log_logistic(p, LL->alpha, LL->beta);
}

/** Functions for Weibull distribution */
const struct dist_ops weibull_ops = {
  .name = "Weibull",
  .sample = weibull_sample,
  .cdf = weibull_cdf,
  .sf = weibull_sf,
  .icdf = weibull_icdf,
  .isf = weibull_isf,
const struct dist_ops log_logistic_ops = {
  .name = "log logistic",
  .sample = log_logistic_sample,
  .cdf = log_logistic_cdf,
  .sf = log_logistic_sf,
  .icdf = log_logistic_icdf,
  .isf = log_logistic_isf,
};

double
/** Functions for Weibull distribution */

static double
weibull_sample(const struct dist *dist)
{
  const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1523,7 +1554,7 @@ weibull_sample(const struct dist *dist)
  return sample_weibull(s, p0, W->lambda, W->k);
}

double
static double
weibull_cdf(const struct dist *dist, double x)
{
  const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1532,7 +1563,7 @@ weibull_cdf(const struct dist *dist, double x)
  return cdf_weibull(x, W->lambda, W->k);
}

double
static double
weibull_sf(const struct dist *dist, double x)
{
  const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1541,7 +1572,7 @@ weibull_sf(const struct dist *dist, double x)
  return sf_weibull(x, W->lambda, W->k);
}

double
static double
weibull_icdf(const struct dist *dist, double p)
{
  const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1550,7 +1581,7 @@ weibull_icdf(const struct dist *dist, double p)
  return icdf_weibull(p, W->lambda, W->k);
}

double
static double
weibull_isf(const struct dist *dist, double p)
{
  const struct weibull *W = const_container_of(dist, struct weibull,
@@ -1559,17 +1590,18 @@ weibull_isf(const struct dist *dist, double p)
  return isf_weibull(p, W->lambda, W->k);
}

/** Functions for generalized Pareto distributions */
const struct dist_ops genpareto_ops = {
  .name = "generalized Pareto",
  .sample = genpareto_sample,
  .cdf = genpareto_cdf,
  .sf = genpareto_sf,
  .icdf = genpareto_icdf,
  .isf = genpareto_isf,
const struct dist_ops weibull_ops = {
  .name = "Weibull",
  .sample = weibull_sample,
  .cdf = weibull_cdf,
  .sf = weibull_sf,
  .icdf = weibull_icdf,
  .isf = weibull_isf,
};

double
/** Functions for generalized Pareto distributions */

static double
genpareto_sample(const struct dist *dist)
{
  const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1580,7 +1612,7 @@ genpareto_sample(const struct dist *dist)
  return sample_genpareto_locscale(s, p0, GP->mu, GP->sigma, GP->xi);
}

double
static double
genpareto_cdf(const struct dist *dist, double x)
{
  const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1589,7 +1621,7 @@ genpareto_cdf(const struct dist *dist, double x)
  return cdf_genpareto(x, GP->mu, GP->sigma, GP->xi);
}

double
static double
genpareto_sf(const struct dist *dist, double x)
{
  const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1598,7 +1630,7 @@ genpareto_sf(const struct dist *dist, double x)
  return sf_genpareto(x, GP->mu, GP->sigma, GP->xi);
}

double
static double
genpareto_icdf(const struct dist *dist, double p)
{
  const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1607,7 +1639,7 @@ genpareto_icdf(const struct dist *dist, double p)
  return icdf_genpareto(p, GP->mu, GP->sigma, GP->xi);
}

double
static double
genpareto_isf(const struct dist *dist, double p)
{
  const struct genpareto *GP = const_container_of(dist, struct genpareto,
@@ -1616,13 +1648,70 @@ genpareto_isf(const struct dist *dist, double p)
  return isf_genpareto(p, GP->mu, GP->sigma, GP->xi);
}

/* Deterministically sample from the geometric distribution with
 * per-trial success probability p. */
double
geometric_sample(double p)
const struct dist_ops genpareto_ops = {
  .name = "generalized Pareto",
  .sample = genpareto_sample,
  .cdf = genpareto_cdf,
  .sf = genpareto_sf,
  .icdf = genpareto_icdf,
  .isf = genpareto_isf,
};

/** Functions for geometric distribution on number of trials before success */

static double
geometric_sample(const struct dist *dist)
{
  const struct geometric *G = const_container_of(dist, struct geometric, base);
  uint32_t s = crypto_rand_u32();
  double p0 = random_uniform_01();
  return sample_geometric(s, p0, p);

  return sample_geometric(s, p0, G->p);
}

static double
geometric_cdf(const struct dist *dist, double x)
{
  const struct geometric *G = const_container_of(dist, struct geometric, base);

  if (x < 1)
    return 0;
  /* 1 - (1 - p)^floor(x) = 1 - e^{floor(x) log(1 - p)} */
  return -expm1(floor(x)*log1p(-G->p));
}

static double
geometric_sf(const struct dist *dist, double x)
{
  const struct geometric *G = const_container_of(dist, struct geometric, base);

  if (x < 1)
    return 0;
  /* (1 - p)^floor(x) = e^{ceil(x) log(1 - p)} */
  return exp(floor(x)*log1p(-G->p));
}

static double
geometric_icdf(const struct dist *dist, double p)
{
  const struct geometric *G = const_container_of(dist, struct geometric, base);

  return log1p(-p)/log1p(-G->p);
}

static double
geometric_isf(const struct dist *dist, double p)
{
  const struct geometric *G = const_container_of(dist, struct geometric, base);

  return log(p)/log1p(-G->p);
}

const struct dist_ops geometric_ops = {
  .name = "geometric (1-based)",
  .sample = geometric_sample,
  .cdf = geometric_cdf,
  .sf = geometric_sf,
  .icdf = geometric_icdf,
  .isf = geometric_isf,
};
+14 −32
Original line number Diff line number Diff line
@@ -21,6 +21,13 @@ struct dist {

#define DIST_BASE(OPS)  { .ops = (OPS) }

const char *dist_name(const struct dist *);
double dist_sample(const struct dist *);
double dist_cdf(const struct dist *, double x);
double dist_sf(const struct dist *, double x);
double dist_icdf(const struct dist *, double p);
double dist_isf(const struct dist *, double p);

struct dist_ops {
  const char *name;
  double (*sample)(const struct dist *);
@@ -30,9 +37,14 @@ struct dist_ops {
  double (*isf)(const struct dist *, double p);
};

/* Geometric distribution */
/* Geometric distribution on positive number of trials before first success */

double geometric_sample(double p);
struct geometric {
  struct dist base;
  double p; /* success probability */
};

extern const struct dist_ops geometric_ops;

/* Pareto distribution */

@@ -43,12 +55,6 @@ struct genpareto {
  double xi;
};

double genpareto_sample(const struct dist *dist);
double genpareto_cdf(const struct dist *dist, double x);
double genpareto_sf(const struct dist *dist, double x);
double genpareto_icdf(const struct dist *dist, double p);
double genpareto_isf(const struct dist *dist, double p);

extern const struct dist_ops genpareto_ops;

/* Weibull distribution */
@@ -59,12 +65,6 @@ struct weibull {
  double k;
};

double weibull_sample(const struct dist *dist);
double weibull_cdf(const struct dist *dist, double x);
double weibull_sf(const struct dist *dist, double x);
double weibull_icdf(const struct dist *dist, double p);
double weibull_isf(const struct dist *dist, double p);

extern const struct dist_ops weibull_ops;

/* Log-logistic distribution */
@@ -75,12 +75,6 @@ struct log_logistic {
  double beta;
};

double log_logistic_sample(const struct dist *dist);
double log_logistic_cdf(const struct dist *dist, double x);
double log_logistic_sf(const struct dist *dist, double x);
double log_logistic_icdf(const struct dist *dist, double p);
double log_logistic_isf(const struct dist *dist, double p);

extern const struct dist_ops log_logistic_ops;

/* Logistic distribution */
@@ -91,12 +85,6 @@ struct logistic {
  double sigma;
};

double logistic_sample(const struct dist *dist);
double logistic_cdf(const struct dist *dist, double x);
double logistic_sf(const struct dist *dist, double x);
double logistic_icdf(const struct dist *dist, double p);
double logistic_isf(const struct dist *dist, double p);

extern const struct dist_ops logistic_ops;

/* Uniform distribution */
@@ -107,12 +95,6 @@ struct uniform {
  double b;
};

double uniform_sample(const struct dist *dist);
double uniform_cdf(const struct dist *dist, double x);
double uniform_sf(const struct dist *dist, double x);
double uniform_icdf(const struct dist *dist, double p);
double uniform_isf(const struct dist *dist, double p);

extern const struct dist_ops uniform_ops;

/** Only by unittests */
+13 −9
Original line number Diff line number Diff line
@@ -942,6 +942,10 @@ psi_test(const size_t C[PSI_DF], const double logP[PSI_DF], size_t N)
static bool
test_stochastic_geometric_impl(double p)
{
  const struct geometric geometric = {
    .base = DIST_BASE(&geometric_ops),
    .p = p,
  };
  double logP[PSI_DF] = {0};
  unsigned ntry = NTRIALS, npass = 0;
  unsigned i;
@@ -958,7 +962,7 @@ test_stochastic_geometric_impl(double p)
    size_t C[PSI_DF] = {0};

    for (j = 0; j < NSAMPLES; j++) {
      double n_tmp = geometric_sample(p);
      double n_tmp = dist_sample(&geometric.base);

      /* Must be an integer.  (XXX -Wfloat-equal)  */
      tor_assert(ceil(n_tmp) <= n_tmp && ceil(n_tmp) >= n_tmp);
@@ -1006,10 +1010,10 @@ test_stochastic_geometric_impl(double p)
static void
bin_cdfs(const struct dist *dist, double lo, double hi, double *logP, size_t n)
{
#define CDF(x)  dist->ops->cdf(dist, x)
#define SF(x)   dist->ops->sf(dist, x)
#define CDF(x)  dist_cdf(dist, x)
#define SF(x)   dist_sf(dist, x)
  const double w = (hi - lo)/(n - 2);
  double halfway = dist->ops->icdf(dist, 0.5);
  double halfway = dist_icdf(dist, 0.5);
  double x_0, x_1;
  size_t i;
  size_t n2 = ceil_to_size_t((halfway - lo)/w);
@@ -1057,7 +1061,7 @@ bin_samples(const struct dist *dist, double lo, double hi, size_t *C, size_t n)
  size_t i;

  for (i = 0; i < NSAMPLES; i++) {
    double x = dist->ops->sample(dist);
    double x = dist_sample(dist);
    size_t bin;

    if (x < lo)
@@ -1084,8 +1088,8 @@ test_psi_dist_sample(const struct dist *dist)
{
  double logP[PSI_DF] = {0};
  unsigned ntry = NTRIALS, npass = 0;
  double lo = dist->ops->icdf(dist, 1/(double)(PSI_DF + 2));
  double hi = dist->ops->isf(dist, 1/(double)(PSI_DF + 2));
  double lo = dist_icdf(dist, 1/(double)(PSI_DF + 2));
  double hi = dist_isf(dist, 1/(double)(PSI_DF + 2));

  /* Create the null hypothesis in logP */
  bin_cdfs(dist, lo, hi, logP, PSI_DF);
@@ -1102,10 +1106,10 @@ test_psi_dist_sample(const struct dist *dist)

  /* Did we fail or succeed? */
  if (npass >= NPASSES_MIN) {
    /* printf("pass %s sampler\n", dist->ops->name);*/
    /* printf("pass %s sampler\n", dist_name(dist));*/
    return true;
  } else {
    printf("fail %s sampler\n", dist->ops->name);
    printf("fail %s sampler\n", dist_name(dist));
    return false;
  }
}