Adding a test for sampling from a CDF.

Core/src/test/java/org/tribuo/util/UtilTest.java

@@ -1,5 +1,5 @@
 /*
- * Copyright (c) 2015-2020, Oracle and/or its affiliates. All rights reserved.
+ * Copyright (c) 2015, 2022, Oracle and/or its affiliates. All rights reserved.
  *
  * Licensed under the Apache License, Version 2.0 (the "License");
  * you may not use this file except in compliance with the License.
@@ -17,15 +17,22 @@
 package org.tribuo.util;
 
 
+import com.oracle.labs.mlrg.olcut.util.MutableLong;
 import com.oracle.labs.mlrg.olcut.util.Pair;
 import org.junit.jupiter.api.Test;
 
 import java.util.ArrayList;
 import java.util.Arrays;
 import java.util.Collections;
+import java.util.HashMap;
 import java.util.List;
+import java.util.Map;
+import java.util.SplittableRandom;
 
+import static org.junit.jupiter.api.Assertions.assertArrayEquals;
 import static org.junit.jupiter.api.Assertions.assertEquals;
+import static org.junit.jupiter.api.Assertions.assertNotNull;
+import static org.junit.jupiter.api.Assertions.assertNull;
 import static org.junit.jupiter.api.Assertions.assertThrows;
 import static org.junit.jupiter.api.Assertions.fail;
 
@@ -80,4 +87,43 @@ public void testAUC() {
         assertEquals(0.5,output,DELTA);
     }
 
+    @Test
+    public void testSampleFromCDF() {
+        double[] pmf = new double[]{0.1,0.2,0.0,0.3,0.0,0.0,0.4,0.0};
+        double[] cdf = Util.generateCDF(pmf);
+
+        double[] expectedCDF = new double[]{0.1,0.3,0.3,0.6,0.6,0.6,1.0,1.0};
+
+        assertArrayEquals(expectedCDF,cdf,1e-10);
+
+        SplittableRandom rng = new SplittableRandom(1235L);
+
+        Map<Integer, MutableLong> counter = new HashMap<>();
+
+        final int numSamples = 10000;
+        for (int i = 0; i < numSamples; i++) {
+            int curSample = Util.sampleFromCDF(cdf,rng);
+            MutableLong l = counter.computeIfAbsent(curSample, k -> new MutableLong());
+            l.increment();
+        }
+
+        assertNotNull(counter.get(0));
+        assertNotNull(counter.get(1));
+        assertNull(counter.get(2));
+        assertNotNull(counter.get(3));
+        assertNull(counter.get(4));
+        assertNull(counter.get(5));
+        assertNotNull(counter.get(6));
+        assertNull(counter.get(7));
+
+        double total = 0;
+        for (Map.Entry<Integer, MutableLong> e : counter.entrySet()) {
+            total += e.getValue().longValue();
+        }
+        assertEquals(numSamples,total);
+        assertEquals(counter.get(0).longValue()/total,0.1,1e-1);
+        assertEquals(counter.get(1).longValue()/total,0.2,1e-1);
+        assertEquals(counter.get(3).longValue()/total,0.3,1e-1);
+        assertEquals(counter.get(6).longValue()/total,0.4,1e-1);
+    }
 }