ml-agents/com.unity.ml-agents/Runtime/Sampler.cs

using System;
using System.Collections.Generic;
using Unity.MLAgents.Inference.Utils;

namespace Unity.MLAgents
{

    /// <summary>
    /// Takes a list of floats that encode a sampling distribution and returns the sampling function.
    /// </summary>
    internal sealed class SamplerFactory
    {
        /// <summary>
        /// Constructor.
        /// </summary>
        internal SamplerFactory()
        {
        }

        public Func<float> CreateUniformSampler(float min, float max, int seed)
        {
            Random distr = new Random(seed);
            return () => min + (float)distr.NextDouble() * (max - min);
        }

        public Func<float> CreateGaussianSampler(float mean, float stddev, int seed)
        {
            RandomNormal distr = new RandomNormal(seed, mean, stddev);
            return () => (float)distr.NextDouble();
        }

        public Func<float> CreateMultiRangeUniformSampler(IList<float> intervals, int seed)
        {
            //RNG
            Random distr = new Random(seed);
            // Will be used to normalize intervalFuncs
            float sumIntervalSizes = 0;
            //The number of intervals
            int numIntervals = (int)(intervals.Count/2);
            // List that will store interval lengths
            float[] intervalSizes = new float[numIntervals];
            // List that will store uniform distributions
            IList<Func<float>> intervalFuncs = new Func<float>[numIntervals];
            // Collect all intervals and store as uniform distrus
            // Collect all interval sizes
            for(int i = 0; i < numIntervals; i++)
            {
                var min = intervals[2 * i];
                var max = intervals[2 * i + 1];
                var intervalSize = max - min;
                sumIntervalSizes += intervalSize;
                intervalSizes[i] = intervalSize;
                intervalFuncs[i] = () => min + (float)distr.NextDouble() * intervalSize;
            }
            // Normalize interval lengths
            for(int i = 0; i < numIntervals; i++)
            {
                intervalSizes[i] = intervalSizes[i] / sumIntervalSizes;
            } 
            // Build cmf for intervals
            for(int i = 1; i < numIntervals; i++)
            {
                intervalSizes[i] += intervalSizes[i - 1];
            } 
            Multinomial intervalDistr = new Multinomial(seed);
            float MultiRange()
            {
                int sampledInterval = intervalDistr.Sample(intervalSizes);
                return intervalFuncs[sampledInterval].Invoke();
            }
            return MultiRange;
        }
    }
}