CODEWITHSUNDEEP
arraysjuliarandom
Remi.b
Remi.b

Reputation: 18219

How do I select a random item from a weighted array in Julia?

Consider two 1-dim arrays, one with items to select from and one containing the probabilities of drawing the item of the other list.

items = ["a", 2, 5, "h", "hello", 3]
weights = [0.1, 0.1, 0.2, 0.2, 0.1, 0.3]

In Julia, how can one randomly select an item in items using weights to weight the probability to drawing a given item?

Upvotes: 39

Views: 11381

Answers (2)

Miles
Miles

Reputation: 885

Here's a much simpler approach which only uses Julia's base library:

sample(items, weights) = items[findfirst(cumsum(weights) .> rand())]

Example:

>>> sample(["a", 2, 5, "h", "hello", 3], [0.1, 0.1, 0.2, 0.2, 0.1, 0.3])
"h"

This is less efficient than StatsBase.jl, but for small vectors it's fine.

Also, if weights is not a normalized vector, you can do:

sample(items, weights) = items[findfirst(cumsum(weights) .> rand() * sum(weights))]

Upvotes: 7

IainDunning
IainDunning

Reputation: 11654

Use the StatsBase.jl package, i.e.

Pkg.add("StatsBase")  # Only do this once, obviously
using StatsBase
items = ["a", 2, 5, "h", "hello", 3]
weights = [0.1, 0.1, 0.2, 0.2, 0.1, 0.3]
sample(items, Weights(weights))

Or if you want to sample many:

# With replacement
my_samps = sample(items, Weights(weights), 10)
# Without replacement
my_samps = sample(items, Weights(weights), 2, replace=false)

(In Julia < 1.0, Weights was called WeightVec).

You can learn more about Weights and why it exists in the docs. The sampling algorithms in StatsBase are very efficient and designed to use different approaches depending on the size of the input.

Upvotes: 42

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