test_direct.py 14 KB

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  1. import os
  2. from os.path import join
  3. import sys
  4. import numpy as np
  5. from numpy.testing import (assert_equal, assert_allclose, assert_array_equal,
  6. assert_raises)
  7. import pytest
  8. from numpy.random import (
  9. Generator, MT19937, PCG64, Philox, RandomState, SeedSequence, SFC64,
  10. default_rng
  11. )
  12. from numpy.random._common import interface
  13. try:
  14. import cffi # noqa: F401
  15. MISSING_CFFI = False
  16. except ImportError:
  17. MISSING_CFFI = True
  18. try:
  19. import ctypes # noqa: F401
  20. MISSING_CTYPES = False
  21. except ImportError:
  22. MISSING_CTYPES = False
  23. if sys.flags.optimize > 1:
  24. # no docstrings present to inspect when PYTHONOPTIMIZE/Py_OptimizeFlag > 1
  25. # cffi cannot succeed
  26. MISSING_CFFI = True
  27. pwd = os.path.dirname(os.path.abspath(__file__))
  28. def assert_state_equal(actual, target):
  29. for key in actual:
  30. if isinstance(actual[key], dict):
  31. assert_state_equal(actual[key], target[key])
  32. elif isinstance(actual[key], np.ndarray):
  33. assert_array_equal(actual[key], target[key])
  34. else:
  35. assert actual[key] == target[key]
  36. def uniform32_from_uint64(x):
  37. x = np.uint64(x)
  38. upper = np.array(x >> np.uint64(32), dtype=np.uint32)
  39. lower = np.uint64(0xffffffff)
  40. lower = np.array(x & lower, dtype=np.uint32)
  41. joined = np.column_stack([lower, upper]).ravel()
  42. out = (joined >> np.uint32(9)) * (1.0 / 2 ** 23)
  43. return out.astype(np.float32)
  44. def uniform32_from_uint53(x):
  45. x = np.uint64(x) >> np.uint64(16)
  46. x = np.uint32(x & np.uint64(0xffffffff))
  47. out = (x >> np.uint32(9)) * (1.0 / 2 ** 23)
  48. return out.astype(np.float32)
  49. def uniform32_from_uint32(x):
  50. return (x >> np.uint32(9)) * (1.0 / 2 ** 23)
  51. def uniform32_from_uint(x, bits):
  52. if bits == 64:
  53. return uniform32_from_uint64(x)
  54. elif bits == 53:
  55. return uniform32_from_uint53(x)
  56. elif bits == 32:
  57. return uniform32_from_uint32(x)
  58. else:
  59. raise NotImplementedError
  60. def uniform_from_uint(x, bits):
  61. if bits in (64, 63, 53):
  62. return uniform_from_uint64(x)
  63. elif bits == 32:
  64. return uniform_from_uint32(x)
  65. def uniform_from_uint64(x):
  66. return (x >> np.uint64(11)) * (1.0 / 9007199254740992.0)
  67. def uniform_from_uint32(x):
  68. out = np.empty(len(x) // 2)
  69. for i in range(0, len(x), 2):
  70. a = x[i] >> 5
  71. b = x[i + 1] >> 6
  72. out[i // 2] = (a * 67108864.0 + b) / 9007199254740992.0
  73. return out
  74. def uniform_from_dsfmt(x):
  75. return x.view(np.double) - 1.0
  76. def gauss_from_uint(x, n, bits):
  77. if bits in (64, 63):
  78. doubles = uniform_from_uint64(x)
  79. elif bits == 32:
  80. doubles = uniform_from_uint32(x)
  81. else: # bits == 'dsfmt'
  82. doubles = uniform_from_dsfmt(x)
  83. gauss = []
  84. loc = 0
  85. x1 = x2 = 0.0
  86. while len(gauss) < n:
  87. r2 = 2
  88. while r2 >= 1.0 or r2 == 0.0:
  89. x1 = 2.0 * doubles[loc] - 1.0
  90. x2 = 2.0 * doubles[loc + 1] - 1.0
  91. r2 = x1 * x1 + x2 * x2
  92. loc += 2
  93. f = np.sqrt(-2.0 * np.log(r2) / r2)
  94. gauss.append(f * x2)
  95. gauss.append(f * x1)
  96. return gauss[:n]
  97. def test_seedsequence():
  98. from numpy.random.bit_generator import (ISeedSequence,
  99. ISpawnableSeedSequence,
  100. SeedlessSeedSequence)
  101. s1 = SeedSequence(range(10), spawn_key=(1, 2), pool_size=6)
  102. s1.spawn(10)
  103. s2 = SeedSequence(**s1.state)
  104. assert_equal(s1.state, s2.state)
  105. assert_equal(s1.n_children_spawned, s2.n_children_spawned)
  106. # The interfaces cannot be instantiated themselves.
  107. assert_raises(TypeError, ISeedSequence)
  108. assert_raises(TypeError, ISpawnableSeedSequence)
  109. dummy = SeedlessSeedSequence()
  110. assert_raises(NotImplementedError, dummy.generate_state, 10)
  111. assert len(dummy.spawn(10)) == 10
  112. class Base:
  113. dtype = np.uint64
  114. data2 = data1 = {}
  115. @classmethod
  116. def setup_class(cls):
  117. cls.bit_generator = PCG64
  118. cls.bits = 64
  119. cls.dtype = np.uint64
  120. cls.seed_error_type = TypeError
  121. cls.invalid_init_types = []
  122. cls.invalid_init_values = []
  123. @classmethod
  124. def _read_csv(cls, filename):
  125. with open(filename) as csv:
  126. seed = csv.readline()
  127. seed = seed.split(',')
  128. seed = [int(s.strip(), 0) for s in seed[1:]]
  129. data = []
  130. for line in csv:
  131. data.append(int(line.split(',')[-1].strip(), 0))
  132. return {'seed': seed, 'data': np.array(data, dtype=cls.dtype)}
  133. def test_raw(self):
  134. bit_generator = self.bit_generator(*self.data1['seed'])
  135. uints = bit_generator.random_raw(1000)
  136. assert_equal(uints, self.data1['data'])
  137. bit_generator = self.bit_generator(*self.data1['seed'])
  138. uints = bit_generator.random_raw()
  139. assert_equal(uints, self.data1['data'][0])
  140. bit_generator = self.bit_generator(*self.data2['seed'])
  141. uints = bit_generator.random_raw(1000)
  142. assert_equal(uints, self.data2['data'])
  143. def test_random_raw(self):
  144. bit_generator = self.bit_generator(*self.data1['seed'])
  145. uints = bit_generator.random_raw(output=False)
  146. assert uints is None
  147. uints = bit_generator.random_raw(1000, output=False)
  148. assert uints is None
  149. def test_gauss_inv(self):
  150. n = 25
  151. rs = RandomState(self.bit_generator(*self.data1['seed']))
  152. gauss = rs.standard_normal(n)
  153. assert_allclose(gauss,
  154. gauss_from_uint(self.data1['data'], n, self.bits))
  155. rs = RandomState(self.bit_generator(*self.data2['seed']))
  156. gauss = rs.standard_normal(25)
  157. assert_allclose(gauss,
  158. gauss_from_uint(self.data2['data'], n, self.bits))
  159. def test_uniform_double(self):
  160. rs = Generator(self.bit_generator(*self.data1['seed']))
  161. vals = uniform_from_uint(self.data1['data'], self.bits)
  162. uniforms = rs.random(len(vals))
  163. assert_allclose(uniforms, vals)
  164. assert_equal(uniforms.dtype, np.float64)
  165. rs = Generator(self.bit_generator(*self.data2['seed']))
  166. vals = uniform_from_uint(self.data2['data'], self.bits)
  167. uniforms = rs.random(len(vals))
  168. assert_allclose(uniforms, vals)
  169. assert_equal(uniforms.dtype, np.float64)
  170. def test_uniform_float(self):
  171. rs = Generator(self.bit_generator(*self.data1['seed']))
  172. vals = uniform32_from_uint(self.data1['data'], self.bits)
  173. uniforms = rs.random(len(vals), dtype=np.float32)
  174. assert_allclose(uniforms, vals)
  175. assert_equal(uniforms.dtype, np.float32)
  176. rs = Generator(self.bit_generator(*self.data2['seed']))
  177. vals = uniform32_from_uint(self.data2['data'], self.bits)
  178. uniforms = rs.random(len(vals), dtype=np.float32)
  179. assert_allclose(uniforms, vals)
  180. assert_equal(uniforms.dtype, np.float32)
  181. def test_repr(self):
  182. rs = Generator(self.bit_generator(*self.data1['seed']))
  183. assert 'Generator' in repr(rs)
  184. assert f'{id(rs):#x}'.upper().replace('X', 'x') in repr(rs)
  185. def test_str(self):
  186. rs = Generator(self.bit_generator(*self.data1['seed']))
  187. assert 'Generator' in str(rs)
  188. assert str(self.bit_generator.__name__) in str(rs)
  189. assert f'{id(rs):#x}'.upper().replace('X', 'x') not in str(rs)
  190. def test_pickle(self):
  191. import pickle
  192. bit_generator = self.bit_generator(*self.data1['seed'])
  193. state = bit_generator.state
  194. bitgen_pkl = pickle.dumps(bit_generator)
  195. reloaded = pickle.loads(bitgen_pkl)
  196. reloaded_state = reloaded.state
  197. assert_array_equal(Generator(bit_generator).standard_normal(1000),
  198. Generator(reloaded).standard_normal(1000))
  199. assert bit_generator is not reloaded
  200. assert_state_equal(reloaded_state, state)
  201. ss = SeedSequence(100)
  202. aa = pickle.loads(pickle.dumps(ss))
  203. assert_equal(ss.state, aa.state)
  204. def test_invalid_state_type(self):
  205. bit_generator = self.bit_generator(*self.data1['seed'])
  206. with pytest.raises(TypeError):
  207. bit_generator.state = {'1'}
  208. def test_invalid_state_value(self):
  209. bit_generator = self.bit_generator(*self.data1['seed'])
  210. state = bit_generator.state
  211. state['bit_generator'] = 'otherBitGenerator'
  212. with pytest.raises(ValueError):
  213. bit_generator.state = state
  214. def test_invalid_init_type(self):
  215. bit_generator = self.bit_generator
  216. for st in self.invalid_init_types:
  217. with pytest.raises(TypeError):
  218. bit_generator(*st)
  219. def test_invalid_init_values(self):
  220. bit_generator = self.bit_generator
  221. for st in self.invalid_init_values:
  222. with pytest.raises((ValueError, OverflowError)):
  223. bit_generator(*st)
  224. def test_benchmark(self):
  225. bit_generator = self.bit_generator(*self.data1['seed'])
  226. bit_generator._benchmark(1)
  227. bit_generator._benchmark(1, 'double')
  228. with pytest.raises(ValueError):
  229. bit_generator._benchmark(1, 'int32')
  230. @pytest.mark.skipif(MISSING_CFFI, reason='cffi not available')
  231. def test_cffi(self):
  232. bit_generator = self.bit_generator(*self.data1['seed'])
  233. cffi_interface = bit_generator.cffi
  234. assert isinstance(cffi_interface, interface)
  235. other_cffi_interface = bit_generator.cffi
  236. assert other_cffi_interface is cffi_interface
  237. @pytest.mark.skipif(MISSING_CTYPES, reason='ctypes not available')
  238. def test_ctypes(self):
  239. bit_generator = self.bit_generator(*self.data1['seed'])
  240. ctypes_interface = bit_generator.ctypes
  241. assert isinstance(ctypes_interface, interface)
  242. other_ctypes_interface = bit_generator.ctypes
  243. assert other_ctypes_interface is ctypes_interface
  244. def test_getstate(self):
  245. bit_generator = self.bit_generator(*self.data1['seed'])
  246. state = bit_generator.state
  247. alt_state = bit_generator.__getstate__()
  248. assert_state_equal(state, alt_state)
  249. class TestPhilox(Base):
  250. @classmethod
  251. def setup_class(cls):
  252. cls.bit_generator = Philox
  253. cls.bits = 64
  254. cls.dtype = np.uint64
  255. cls.data1 = cls._read_csv(
  256. join(pwd, './data/philox-testset-1.csv'))
  257. cls.data2 = cls._read_csv(
  258. join(pwd, './data/philox-testset-2.csv'))
  259. cls.seed_error_type = TypeError
  260. cls.invalid_init_types = []
  261. cls.invalid_init_values = [(1, None, 1), (-1,), (None, None, 2 ** 257 + 1)]
  262. def test_set_key(self):
  263. bit_generator = self.bit_generator(*self.data1['seed'])
  264. state = bit_generator.state
  265. keyed = self.bit_generator(counter=state['state']['counter'],
  266. key=state['state']['key'])
  267. assert_state_equal(bit_generator.state, keyed.state)
  268. class TestPCG64(Base):
  269. @classmethod
  270. def setup_class(cls):
  271. cls.bit_generator = PCG64
  272. cls.bits = 64
  273. cls.dtype = np.uint64
  274. cls.data1 = cls._read_csv(join(pwd, './data/pcg64-testset-1.csv'))
  275. cls.data2 = cls._read_csv(join(pwd, './data/pcg64-testset-2.csv'))
  276. cls.seed_error_type = (ValueError, TypeError)
  277. cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
  278. cls.invalid_init_values = [(-1,)]
  279. def test_advance_symmetry(self):
  280. rs = Generator(self.bit_generator(*self.data1['seed']))
  281. state = rs.bit_generator.state
  282. step = -0x9e3779b97f4a7c150000000000000000
  283. rs.bit_generator.advance(step)
  284. val_neg = rs.integers(10)
  285. rs.bit_generator.state = state
  286. rs.bit_generator.advance(2**128 + step)
  287. val_pos = rs.integers(10)
  288. rs.bit_generator.state = state
  289. rs.bit_generator.advance(10 * 2**128 + step)
  290. val_big = rs.integers(10)
  291. assert val_neg == val_pos
  292. assert val_big == val_pos
  293. class TestMT19937(Base):
  294. @classmethod
  295. def setup_class(cls):
  296. cls.bit_generator = MT19937
  297. cls.bits = 32
  298. cls.dtype = np.uint32
  299. cls.data1 = cls._read_csv(join(pwd, './data/mt19937-testset-1.csv'))
  300. cls.data2 = cls._read_csv(join(pwd, './data/mt19937-testset-2.csv'))
  301. cls.seed_error_type = ValueError
  302. cls.invalid_init_types = []
  303. cls.invalid_init_values = [(-1,)]
  304. def test_seed_float_array(self):
  305. assert_raises(TypeError, self.bit_generator, np.array([np.pi]))
  306. assert_raises(TypeError, self.bit_generator, np.array([-np.pi]))
  307. assert_raises(TypeError, self.bit_generator, np.array([np.pi, -np.pi]))
  308. assert_raises(TypeError, self.bit_generator, np.array([0, np.pi]))
  309. assert_raises(TypeError, self.bit_generator, [np.pi])
  310. assert_raises(TypeError, self.bit_generator, [0, np.pi])
  311. def test_state_tuple(self):
  312. rs = Generator(self.bit_generator(*self.data1['seed']))
  313. bit_generator = rs.bit_generator
  314. state = bit_generator.state
  315. desired = rs.integers(2 ** 16)
  316. tup = (state['bit_generator'], state['state']['key'],
  317. state['state']['pos'])
  318. bit_generator.state = tup
  319. actual = rs.integers(2 ** 16)
  320. assert_equal(actual, desired)
  321. tup = tup + (0, 0.0)
  322. bit_generator.state = tup
  323. actual = rs.integers(2 ** 16)
  324. assert_equal(actual, desired)
  325. class TestSFC64(Base):
  326. @classmethod
  327. def setup_class(cls):
  328. cls.bit_generator = SFC64
  329. cls.bits = 64
  330. cls.dtype = np.uint64
  331. cls.data1 = cls._read_csv(
  332. join(pwd, './data/sfc64-testset-1.csv'))
  333. cls.data2 = cls._read_csv(
  334. join(pwd, './data/sfc64-testset-2.csv'))
  335. cls.seed_error_type = (ValueError, TypeError)
  336. cls.invalid_init_types = [(3.2,), ([None],), (1, None)]
  337. cls.invalid_init_values = [(-1,)]
  338. class TestDefaultRNG:
  339. def test_seed(self):
  340. for args in [(), (None,), (1234,), ([1234, 5678],)]:
  341. rg = default_rng(*args)
  342. assert isinstance(rg.bit_generator, PCG64)
  343. def test_passthrough(self):
  344. bg = Philox()
  345. rg = default_rng(bg)
  346. assert rg.bit_generator is bg
  347. rg2 = default_rng(rg)
  348. assert rg2 is rg
  349. assert rg2.bit_generator is bg