mroth / Weightedrand
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weightedrand ⚖️
Fast weighted random selection for Go.
Randomly selects an element from some kind of list, where the chances of each element to be selected are not equal, but rather defined by relative "weights" (or probabilities). This is called weighted random selection.
Usage
import (
/* ...snip... */
wr "github.com/mroth/weightedrand"
)
func main() {
rand.Seed(time.Now().UTC().UnixNano()) // always seed random!
chooser, _ := wr.NewChooser(
wr.Choice{Item: "🍒", Weight: 0},
wr.Choice{Item: "🍋", Weight: 1},
wr.Choice{Item: "🍊", Weight: 1},
wr.Choice{Item: "🍉", Weight: 3},
wr.Choice{Item: "🥑", Weight: 5},
)
/* The following will print 🍋 and 🍊 with 0.1 probability, 🍉 with 0.3
probability, and 🥑 with 0.5 probability. 🍒 will never be printed. (Note
the weights don't have to add up to 10, that was just done here to make the
example easier to read.) */
result := chooser.Pick().(string)
fmt.Println(result)
}
Performance
The existing Go library that has a comparable implementation of this is
github.com/jmcvetta/randutil, which optimizes for the single operation
case. In contrast, this library creates a presorted cache optimized for binary
search, allowing repeated selections from the same set to be significantly
faster, especially for large data sets.
Comparison of this library versus randutil.ChooseWeighted on my workstation.
For repeated samplings from large collections, weightedrand will be much
quicker:
| Num choices | randutil |
weightedrand |
weightedrand -cpu=8* |
|---|---|---|---|
| 10 | 201 ns/op | 38 ns/op | 2.9 ns/op |
| 100 | 267 ns/op | 51 ns/op | 4.1 ns/op |
| 1,000 | 1012 ns/op | 67 ns/op | 5.4 ns/op |
| 10,000 | 8683 ns/op | 83 ns/op | 6.9 ns/op |
| 100,000 | 123500 ns/op | 105 ns/op | 12.0 ns/op |
| 1,000,000 | 2399614 ns/op | 218 ns/op | 17.2 ns/op |
| 10,000,000 | 26804440 ns/op | 432 ns/op | 35.1 ns/op |
*: Since v0.3.0 weightedrand can efficiently utilize a single Chooser across
multiple CPU cores in parallel, making it even faster in overall throughput. See
PR#2 for details. Informal
benchmarks conducted on an Intel Xeon W-2140B CPU (8 core @ 3.2GHz,
hyperthreading enabled).
Don't be mislead by these numbers into thinking weightedrand is always the
right choice! If you are only picking from the same distribution once,
randutil will be faster. weightedrand optimizes for repeated calls at the
expense of some initialization time and memory storage.
Caveats
Note this library utilizes math/rand instead of crypto/rand, as it is
optimized for performance, and is not intended to be used for cryptographically
secure requirements.
Credits
To better understand the algorithm used in this library (as well as the one used in randutil) check out this great blog post: Weighted random generation in Python.