Hello.
Le ven. 3 mai 2019 à 16:57, Alex Herbert <alex.d.herb...@gmail.com> a écrit :
>
> Most of the samplers in the library have very small states that are easy
> to compute. Some have computations that are more expensive, such as the
> LargeMeanPoissonSampler or the DiscreteProbabilityCollectionSampler.
>
> However once the state is computed the only part of the state that
> changes is the RNG. I would like to suggest a way to copy samplers as
> something like:
>
> DiscreteSampler newInstance(UniformRandomProvider)
>
> The new instance would share all the private state of the first sampler
> except the RNG. This can be used for multi-threaded applications which
> require a new sampler per thread but sample from the same distribution.
>
> A particular case in point is the as yet not integrated
> MarsagliaTsangWangSmallMeanPoissonSampler (see RNG-91 [1]) which has a
> "large" state [2] that takes a "long" time [3] to compute but is
> effectively immutable. This could be shared across instances saving
> memory for parallel application.
>
> A copy instance would be almost zero set-up time and provide opportunity
> for caching of commonly used samplers.
The goal is sharing (immutable) state so it seems that the semantics is
not "copy".
Isn't it a "factory" that we are after? E.g. something like:
public final class CachedSamplingFactory {
private static PoissonSamplerCache poisson = new PoissonSamplerCache();
public PoissonSampler createPoissonSampler(UniformRandomProvider
rng, double mean) {
if (!poisson.isCached(mean)) {
poisson.createCache(mean); // Initialize (requires
synchronization) ...
}
return new PoissonSampler(poisson.getCache(mean), rng); //
Construct using pre-built state.
}
}
[It may be overkill, more work, and less performant...]
IIUC, you suggest to add "newInstance" in the "DiscreatSampler" interface (?).
I'm a bit wary that this would compound two different functionalities:
* data generator (method "sample"),
* generator generator (method "newInstance").
[But I currently don't have an example where this would be a problem.]
Regards,
Gilles
> Alex
>
> [1] https://issues.apache.org/jira/browse/RNG-91
>
> [2] kB, or possibly MB, of tabulated data
>
> [3] Set-up cost for a Poisson sampler is in the order of 30 to 165 times
> as long as a SmallMeanPoissonSampler for a mean of 2 and 32. Note
> however that construction still takes only 1.1 and 4.5 microseconds for
> the "long" time.
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