// For licensing see accompanying LICENSE.md file. // Copyright (C) 2022 Apple Inc. All Rights Reserved. import Foundation import CoreML /// A random source consistent with NumPy /// /// This implementation matches: /// [NumPy's older randomkit.c](https://github.com/numpy/numpy/blob/v1.0/numpy/random/mtrand/randomkit.c) /// @available(iOS 16.2, macOS 13.1, *) struct NumPyRandomSource: RandomNumberGenerator, RandomSource { struct State { var key = [UInt32](repeating: 0, count: 624) var pos: Int = 0 var nextGauss: Double? = nil } var state: State /// Initialize with a random seed /// /// - Parameters /// - seed: Seed for underlying Mersenne Twister 19937 generator /// - Returns random source init(seed: UInt32) { state = .init() var s = seed & 0xffffffff for i in 0 ..< state.key.count { state.key[i] = s s = UInt32((UInt64(1812433253) * UInt64(s ^ (s >> 30)) + UInt64(i) + 1) & 0xffffffff) } state.pos = state.key.count state.nextGauss = nil } /// Generate next UInt32 using fast 32bit Mersenne Twister mutating func nextUInt32() -> UInt32 { let n = 624 let m = 397 let matrixA: UInt64 = 0x9908b0df let upperMask: UInt32 = 0x80000000 let lowerMask: UInt32 = 0x7fffffff var y: UInt32 if state.pos == state.key.count { for i in 0 ..< (n - m) { y = (state.key[i] & upperMask) | (state.key[i + 1] & lowerMask) state.key[i] = state.key[i + m] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA) } for i in (n - m) ..< (n - 1) { y = (state.key[i] & upperMask) | (state.key[i + 1] & lowerMask) state.key[i] = state.key[i + (m - n)] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA) } y = (state.key[n - 1] & upperMask) | (state.key[0] & lowerMask) state.key[n - 1] = state.key[m - 1] ^ (y >> 1) ^ UInt32((UInt64(~(y & 1)) + 1) & matrixA) state.pos = 0 } y = state.key[state.pos] state.pos += 1 y ^= (y >> 11) y ^= (y << 7) & 0x9d2c5680 y ^= (y << 15) & 0xefc60000 y ^= (y >> 18) return y } mutating func next() -> UInt64 { let low = nextUInt32() let high = nextUInt32() return (UInt64(high) << 32) | UInt64(low) } /// Generate next random double value mutating func nextDouble() -> Double { let a = Double(nextUInt32() >> 5) let b = Double(nextUInt32() >> 6) return (a * 67108864.0 + b) / 9007199254740992.0 } /// Generate next random value from a standard normal mutating func nextGauss() -> Double { if let nextGauss = state.nextGauss { state.nextGauss = nil return nextGauss } var x1, x2, r2: Double repeat { x1 = 2.0 * nextDouble() - 1.0 x2 = 2.0 * nextDouble() - 1.0 r2 = x1 * x1 + x2 * x2 } while r2 >= 1.0 || r2 == 0.0 // Box-Muller transform let f = sqrt(-2.0 * log(r2) / r2) state.nextGauss = f * x1 return f * x2 } /// Generates a random value from a normal distribution with given mean and standard deviation. mutating func nextNormal(mean: Double = 0.0, stdev: Double = 1.0) -> Double { nextGauss() * stdev + mean } /// Generates an array of random values from a normal distribution with given mean and standard deviation. mutating func normalArray(count: Int, mean: Double = 0.0, stdev: Double = 1.0) -> [Double] { (0 ..< count).map { _ in nextNormal(mean: mean, stdev: stdev) } } /// Generate a shaped array with scalars from a normal distribution with given mean and standard deviation. mutating func normalShapedArray(_ shape: [Int], mean: Double = 0.0, stdev: Double = 1.0) -> MLShapedArray { let count = shape.reduce(1, *) return .init(scalars: normalArray(count: count, mean: mean, stdev: stdev), shape: shape) } }