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Move DefaultSamplingUnivariateStrategy to sampling module #85
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,68 @@ | ||
| """ | ||
| Simple Inverse-Transform Sampling Strategy | ||
| ========================================== | ||
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| This module provides a basic univariate sampler based on inverse transform | ||
| sampling (also known as the quantile/PPF method). It is used as a fallback | ||
| when advanced sampling methods (e.g. UNU.RAN) are not available. | ||
| """ | ||
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| from __future__ import annotations | ||
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| __author__ = "Leonid Elkin, Mikhail Mikhailov" | ||
| __copyright__ = "Copyright (c) 2025 PySATL project" | ||
| __license__ = "SPDX-License-Identifier: MIT" | ||
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| from typing import TYPE_CHECKING, Any, cast | ||
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| import numpy as np | ||
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| from pysatl_core.distributions.strategies import SamplingStrategy | ||
| from pysatl_core.types import CharacteristicName, NumericArray | ||
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| if TYPE_CHECKING: | ||
| from pysatl_core.distributions.distribution import Distribution | ||
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| class DefaultSamplingUnivariateStrategy(SamplingStrategy): | ||
| """ | ||
| Default univariate sampler based on inverse transform sampling. | ||
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| This strategy generates samples by applying the PPF (inverse CDF) | ||
| to uniformly distributed random variables. | ||
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| Notes | ||
| ----- | ||
| - Requires the distribution to provide a PPF computation method. | ||
| - Assumes that the PPF follows NumPy semantics (vectorized evaluation). | ||
| - Graph-derived PPFs (scalar-only) are currently not supported. | ||
| - Returns a NumPy array containing the generated samples. | ||
| """ | ||
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| def sample(self, n: int, distr: Distribution, **options: Any) -> NumericArray: | ||
| """ | ||
| Generate samples from the distribution. | ||
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| Parameters | ||
| ---------- | ||
| n : int | ||
| Number of samples to generate. | ||
| distr : Distribution | ||
| Distribution to sample from. | ||
| **options : Any | ||
| Additional options forwarded to the PPF computation. | ||
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| Returns | ||
| ------- | ||
| NumericArray | ||
| NumPy array containing ``n`` generated samples. | ||
| The exact array shape depends on the distribution and sampling strategy. | ||
| """ | ||
| ppf = distr.query_method(CharacteristicName.PPF, **options) | ||
| rng = np.random.default_rng() | ||
| U = rng.random(n) | ||
| # TODO: Now it will be based on the fact that the characteristic | ||
| # has NumPy semantics (It is much more faster), that is, | ||
| # it will not work with the graph computed characteristics currently. | ||
| samples = ppf(U) | ||
| return cast(NumericArray, samples) |
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