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https://issues.apache.org/jira/browse/RNG-50?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16563557#comment-16563557
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Alex D Herbert edited comment on RNG-50 at 7/31/18 5:22 PM:
------------------------------------------------------------
I've updated the post to actually use tables.
I'll build some benchmarks using JMH (thanks for the tip) and update the speed
results.
{quote}Would you care making a patch or PR{quote}
Sure. You would like two distinct new samplers and not nested classes within
the {{PoissonSampler}}? That does give the option to create them directly so is
more flexible.
Q? Do you want to keep the current {{PoissonSampler}} or change it to:
{code:java}
public class PoissonSampler
implements DiscreteSampler {
/** Value for switching sampling algorithm. */
static final double PIVOT = 40;
/** The internal Poisson sampler. */
private final DiscreteSampler poissonSampler;
/**
* @param rng Generator of uniformly distributed random numbers.
* @param mean Mean.
* @throws IllegalArgumentException if {@code mean <= 0}.
*/
public WrapperPoissonSampler(UniformRandomProvider rng, double mean) {
// Delegate all work to specialised samplers.
// These should check the input arguments.
poissonSampler = mean < PIVOT
? new SmallMeanPoissonSampler(rng, mean)
: new LargeMeanPoissonSampler(rng, mean);
}
/** {@inheritDoc} */
public int sample() {
return poissonSampler.sample();
}
/** {@inheritDoc} */
@Override
public String toString() {
return "Poisson deviate [" + super.toString() + "]";
}
}
{code}
was (Author: alexherbert):
I've updated the post to actually use tables.
I'll build some benchmarks using JMH (thanks for the tip) and update the speed
results.
{quote}Would you care making a patch or PR{quote}
Sure. You would like two distinct new samplers and not nested classes within
the {{PoissonSample}}? That does give the option to create them directly so is
more flexible.
> PoissonSampler single use speed improvements
> --------------------------------------------
>
> Key: RNG-50
> URL: https://issues.apache.org/jira/browse/RNG-50
> Project: Commons RNG
> Issue Type: Improvement
> Affects Versions: 1.0
> Reporter: Alex D Herbert
> Priority: Minor
> Attachments: PoissonSamplerTest.java
>
>
> The Sampler architecture of {{org.apache.commons.rng.sampling.distribution}}
> is nicely written for fast sampling of small dataset sizes. The constructors
> for the samplers do not check the input parameters are valid for the
> respective distributions (in contrast to the old
> {{org.apache.commons.math3.random.distribution}} classes). I assume this is a
> design choice for speed. Thus most of the samplers can be used within a loop
> to sample just one value with very little overhead.
> The {{PoissonSampler}} precomputes log factorial numbers upon construction if
> the mean is above 40. This is done using the {{InternalUtils.FactorialLog}}
> class. As of version 1.0 this internal class is currently only used in the
> {{PoissonSampler}}.
> The cache size is limited to 2*PIVOT (where PIVOT=40). But it creates and
> precomputes the cache every time a PoissonSampler is constructed if the mean
> is above the PIVOT value.
> Why not create this once in a static block for the PoissonSampler?
> {code:java}
> /** {@code log(n!)}. */
> private static final FactorialLog factorialLog;
>
> static
> {
> factorialLog = FactorialLog.create().withCache((int) (2 *
> PoissonSampler.PIVOT));
> }
> {code}
> This will make the construction cost of a new {{PoissonSampler}} negligible.
> If the table is computed dynamically as a static construction method then the
> overhead will be in the first use. Thus the following call will be much
> faster:
> {code:java}
> UniformRandomProvider rng = ...;
> int value = new PoissonSampler(rng, 50).sample();
> {code}
> I have tested this modification (see attached file) and the results are:
> {noformat}
> Mean 40 Single construction ( 7330792) vs Loop construction
> (24334724) (3.319522.2x faster)
> Mean 40 Single construction ( 7330792) vs Loop construction with static
> FactorialLog ( 7990656) (1.090013.2x faster)
> Mean 50 Single construction ( 6390303) vs Loop construction
> (19389026) (3.034132.2x faster)
> Mean 50 Single construction ( 6390303) vs Loop construction with static
> FactorialLog ( 6146556) (0.961857.2x faster)
> Mean 60 Single construction ( 6041165) vs Loop construction
> (21337678) (3.532047.2x faster)
> Mean 60 Single construction ( 6041165) vs Loop construction with static
> FactorialLog ( 5329129) (0.882136.2x faster)
> Mean 70 Single construction ( 6064003) vs Loop construction
> (23963516) (3.951765.2x faster)
> Mean 70 Single construction ( 6064003) vs Loop construction with static
> FactorialLog ( 5306081) (0.875013.2x faster)
> Mean 80 Single construction ( 6064772) vs Loop construction
> (26381365) (4.349935.2x faster)
> Mean 80 Single construction ( 6064772) vs Loop construction with static
> FactorialLog ( 6341274) (1.045591.2x faster)
> {noformat}
> Thus the speed improvements would be approximately 3-4 fold for single use
> Poisson sampling.
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