namespace MLAgents.InferenceBrain.Utils { /// /// Multinomial - Draws samples from a multinomial distribution given a (potentially unscaled) /// cumulative mass function (CMF). This means that the CMF need not "end" with probability /// mass of 1.0. For instance: [0.1, 0.2, 0.5] is a valid (unscaled). What is important is /// that it is a cumulative function, not a probability function. In other words, /// entry[i] = P(x \le i), NOT P(i - 1 \le x \lt i). /// (\le stands for less than or equal to while \lt is strictly less than). /// internal class Multinomial { readonly System.Random m_Random; /// /// Constructor. /// /// /// Seed for the random number generator used in the sampling process. /// public Multinomial(int seed) { m_Random = new System.Random(seed); } /// /// Samples from the Multinomial distribution defined by the provided cumulative /// mass function. /// /// /// Cumulative mass function, which may be unscaled. The entries in this array need /// to be monotonic (always increasing). If the CMF is scaled, then the last entry in /// the array will be 1.0. /// /// A sampled index from the CMF ranging from 0 to cmf.Length-1. public int Sample(float[] cmf) { var p = (float)m_Random.NextDouble() * cmf[cmf.Length - 1]; var cls = 0; while (cmf[cls] < p) { ++cls; } return cls; } } }