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* [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5
@ 2011-03-14 14:47 aaz at althenia dot net
2011-03-14 15:08 ` [Bug libstdc++/48114] " paolo.carlini at oracle dot com
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From: aaz at althenia dot net @ 2011-03-14 14:47 UTC (permalink / raw)
To: gcc-bugs
http://gcc.gnu.org/bugzilla/show_bug.cgi?id=48114
Summary: <random> binomial_distribution incorrect for p > .5
Product: gcc
Version: 4.6.0
Status: UNCONFIRMED
Severity: normal
Priority: P3
Component: libstdc++
AssignedTo: unassigned@gcc.gnu.org
ReportedBy: aaz@althenia.net
Created attachment 23651
--> http://gcc.gnu.org/bugzilla/attachment.cgi?id=23651
Probability table for binomial_distribution.
The attached program samples binomial_distribution(10, .75) and
calculates the correct probabilities of each outcome. The output shows
that the probabilities are reversed. With p > .5 the distribution should
be biased toward higher values.
sample correct
p_0 0.056 0.000
p_1 0.185 0.000
p_2 0.283 0.000
p_3 0.252 0.003
p_4 0.147 0.016
p_5 0.058 0.058
p_6 0.016 0.146
p_7 0.003 0.250
p_8 0.000 0.282
p_9 0.000 0.188
p_10 0.000 0.056
The problem is here, __param.p() is a double.
--- include/c++/bits/random.tcc
+++ include/c++/bits/random.tcc
@@ -1434,7 +1434,7 @@
{
result_type __ret;
const _IntType __t = __param.t();
- const _IntType __p = __param.p();
+ const double __p = __param.p();
const double __p12 = __p <= 0.5 ? __p : 1.0 - __p;
__detail::_Adaptor<_UniformRandomNumberGenerator, double>
__aurng(__urng);
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
@ 2011-03-14 15:08 ` paolo.carlini at oracle dot com
2011-03-14 15:17 ` paolo.carlini at oracle dot com
` (18 subsequent siblings)
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From: paolo.carlini at oracle dot com @ 2011-03-14 15:08 UTC (permalink / raw)
To: gcc-bugs
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Paolo Carlini <paolo.carlini at oracle dot com> changed:
What |Removed |Added
----------------------------------------------------------------------------
AssignedTo|unassigned at gcc dot |paolo.carlini at oracle dot
|gnu.org |com
--- Comment #1 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 15:08:08 UTC ---
Oops, luckily the fix seems easy. Thanks. Let me have a look.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
2011-03-14 15:08 ` [Bug libstdc++/48114] " paolo.carlini at oracle dot com
@ 2011-03-14 15:17 ` paolo.carlini at oracle dot com
2011-03-14 15:23 ` aaz at althenia dot net
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From: paolo.carlini at oracle dot com @ 2011-03-14 15:17 UTC (permalink / raw)
To: gcc-bugs
http://gcc.gnu.org/bugzilla/show_bug.cgi?id=48114
Paolo Carlini <paolo.carlini at oracle dot com> changed:
What |Removed |Added
----------------------------------------------------------------------------
Status|UNCONFIRMED |NEW
Last reconfirmed| |2011.03.14 15:17:49
Target Milestone|--- |4.5.3
Ever Confirmed|0 |1
--- Comment #2 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 15:17:49 UTC ---
Ok, I'm going to apply the simple fix to both 4.6 and 4.5. Then I'll finally
work on the testsuite for these distributions, long overdue.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
2011-03-14 15:08 ` [Bug libstdc++/48114] " paolo.carlini at oracle dot com
2011-03-14 15:17 ` paolo.carlini at oracle dot com
@ 2011-03-14 15:23 ` aaz at althenia dot net
2011-03-14 15:25 ` aaz at althenia dot net
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From: aaz at althenia dot net @ 2011-03-14 15:23 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #3 from Andrey Zholos <aaz at althenia dot net> 2011-03-14 15:23:25 UTC ---
I'll add this here since it's in the same place and the test will be
similar.
For geometric_distribution(.25) the first 10 probabilities are:
sample correct
p_0 0.000 0.250
p_1 0.750 0.188
p_2 0.187 0.141
p_3 0.046 0.105
p_4 0.012 0.079
p_5 0.003 0.059
p_6 0.001 0.044
p_7 0.000 0.033
p_8 0.000 0.025
p_9 0.000 0.019
The smallest value returned is 1, but should be 0 (and d.min() is
correctly 0); and p is used as 1-p.
Fix:
--- include/c++/bits/random.h
+++ include/c++/bits/random.h
@@ -3628,8 +3628,8 @@
void
_M_initialize()
- { _M_log_p = std::log(_M_p); }
+ { _M_log_1_p = std::log(1 - _M_p); }
double _M_p;
- double _M_log_p;
+ double _M_log_1_p;
};
--- include/c++/bits/random.tcc
+++ include/c++/bits/random.tcc
@@ -1027,3 +1027,3 @@
do
- __cand = std::ceil(std::log(__aurng()) / __param._M_log_p);
+ __cand = std::floor(std::log(__aurng()) / __param._M_log_1_p);
while (__cand >= __thr);
Also, there's a line in random.h
_GLIBCXX_DEBUG_ASSERT((_M_p >= 0.0)
&& (_M_p <= 1.0));
but the standard only requires 0 < p < 1.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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2011-03-14 15:23 ` aaz at althenia dot net
@ 2011-03-14 15:25 ` aaz at althenia dot net
2011-03-14 16:30 ` paolo.carlini at oracle dot com
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From: aaz at althenia dot net @ 2011-03-14 15:25 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #4 from Andrey Zholos <aaz at althenia dot net> 2011-03-14 15:25:14 UTC ---
Created attachment 23652
--> http://gcc.gnu.org/bugzilla/attachment.cgi?id=23652
Probability table for geometric_distribution.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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2011-03-14 15:25 ` aaz at althenia dot net
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2011-03-14 16:32 ` paolo.carlini at oracle dot com
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From: paolo.carlini at oracle dot com @ 2011-03-14 16:30 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #5 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 16:30:34 UTC ---
Thanks, the second issue is ultimately due to the fact that we have been
implementing, at variance with the Standard, a slightly different definition,
see the formula before the class.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (4 preceding siblings ...)
2011-03-14 16:30 ` paolo.carlini at oracle dot com
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From: paolo.carlini at oracle dot com @ 2011-03-14 16:32 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #6 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 16:31:46 UTC ---
I meant geometric, of course.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] <random> binomial_distribution incorrect for p > .5
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (5 preceding siblings ...)
2011-03-14 16:32 ` paolo.carlini at oracle dot com
@ 2011-03-14 16:36 ` paolo.carlini at oracle dot com
2011-03-14 17:34 ` [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition aaz at althenia dot net
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From: paolo.carlini at oracle dot com @ 2011-03-14 16:36 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #7 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 16:36:06 UTC ---
... and the reason is, the code has been too blindly adapted from the TR1
version.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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2011-03-14 16:36 ` paolo.carlini at oracle dot com
@ 2011-03-14 17:34 ` aaz at althenia dot net
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From: aaz at althenia dot net @ 2011-03-14 17:34 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #8 from Andrey Zholos <aaz at althenia dot net> 2011-03-14 17:34:01 UTC ---
Ah, yes, I only looked at the C++0x formulas.
By the way, testcases for these don't need to sample probabilities.
They can just check, say, the first 100 values drawn using a
deterministic generator.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (7 preceding siblings ...)
2011-03-14 17:34 ` [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition aaz at althenia dot net
@ 2011-03-14 17:43 ` paolo.carlini at oracle dot com
2011-03-14 17:58 ` paolo at gcc dot gnu.org
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From: paolo.carlini at oracle dot com @ 2011-03-14 17:43 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #9 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 17:43:33 UTC ---
Yes, but really I'd like to have something quite serious in terms of testing,
for 4.7.0 at this point. I even have some half-baked code around. By the way,
if you are interested in contributing more in this area or elsewhere, your help
is welcome but in case I would ask you to assign the copyright, it takes a bit
of time but then you are set forever. See: http://gcc.gnu.org/contribute.html
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (8 preceding siblings ...)
2011-03-14 17:43 ` paolo.carlini at oracle dot com
@ 2011-03-14 17:58 ` paolo at gcc dot gnu.org
2011-03-14 18:02 ` paolo.carlini at oracle dot com
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From: paolo at gcc dot gnu.org @ 2011-03-14 17:58 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #10 from paolo at gcc dot gnu.org <paolo at gcc dot gnu.org> 2011-03-14 17:57:53 UTC ---
Author: paolo
Date: Mon Mar 14 17:57:48 2011
New Revision: 170946
URL: http://gcc.gnu.org/viewcvs?root=gcc&view=rev&rev=170946
Log:
2011-03-14 Andrey Zholos <aaz@althenia.net>
PR libstdc++/48114
* include/bits/random.h (geometric_distribution): Correct formula
in comment, per C++0x.
(geometric_distribution<>::param_type::param_type(double)): Fix check.
(geometric_distribution<>::param_type::_M_initialize):
Store log(1 - p).
* include/bits/random.tcc (geometric_distribution<>::operator()):
Fix computation.
(binomial_distribution<>::operator()): Likewise.
Modified:
trunk/libstdc++-v3/ChangeLog
trunk/libstdc++-v3/include/bits/random.h
trunk/libstdc++-v3/include/bits/random.tcc
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (9 preceding siblings ...)
2011-03-14 17:58 ` paolo at gcc dot gnu.org
@ 2011-03-14 18:02 ` paolo.carlini at oracle dot com
2011-03-14 18:07 ` aaz at althenia dot net
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From: paolo.carlini at oracle dot com @ 2011-03-14 18:02 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #11 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 18:02:41 UTC ---
In 4_5-branch I'm going to fix only the first issue.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (10 preceding siblings ...)
2011-03-14 18:02 ` paolo.carlini at oracle dot com
@ 2011-03-14 18:07 ` aaz at althenia dot net
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From: aaz at althenia dot net @ 2011-03-14 18:07 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #12 from Andrey Zholos <aaz at althenia dot net> 2011-03-14 18:07:22 UTC ---
The double __p also fixes an infinite (maybe) loop in both
binomial_distribution(100, .75) and binomial_distribution(100, .25)
when _GLIBCXX_USE_C99_MATH_TR1 is defined.
I guess the proper way to test the algorithms is to generate a lot of
values and do a Pearson's chi-square test to check that the distribution
is correct. Then that can be used to make a faster testcase for just a
few values.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (11 preceding siblings ...)
2011-03-14 18:07 ` aaz at althenia dot net
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From: paolo.carlini at oracle dot com @ 2011-03-14 18:08 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #13 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 18:08:35 UTC ---
Good idea, yes, something like that.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (12 preceding siblings ...)
2011-03-14 18:08 ` paolo.carlini at oracle dot com
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2011-03-14 18:17 ` jakub at gcc dot gnu.org
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From: paolo at gcc dot gnu.org @ 2011-03-14 18:11 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #14 from paolo at gcc dot gnu.org <paolo at gcc dot gnu.org> 2011-03-14 18:10:47 UTC ---
Author: paolo
Date: Mon Mar 14 18:10:36 2011
New Revision: 170950
URL: http://gcc.gnu.org/viewcvs?root=gcc&view=rev&rev=170950
Log:
2011-03-14 Andrey Zholos <aaz@althenia.net>
PR libstdc++/48114
* include/bits/random.tcc (binomial_distribution<>::operator()):
Fix thinko in computation, __param.p() is a double.
Modified:
branches/gcc-4_5-branch/libstdc++-v3/ChangeLog
branches/gcc-4_5-branch/libstdc++-v3/include/bits/random.tcc
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (13 preceding siblings ...)
2011-03-14 18:11 ` paolo at gcc dot gnu.org
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From: jakub at gcc dot gnu.org @ 2011-03-14 18:17 UTC (permalink / raw)
To: gcc-bugs
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Jakub Jelinek <jakub at gcc dot gnu.org> changed:
What |Removed |Added
----------------------------------------------------------------------------
CC| |jakub at gcc dot gnu.org
--- Comment #15 from Jakub Jelinek <jakub at gcc dot gnu.org> 2011-03-14 18:16:36 UTC ---
(In reply to comment #11)
> In 4_5-branch I'm going to fix only the first issue.
Please don't forget about 4_6-branch too. I guess #c14 change would be fine
even before 4.6.0 release.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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From: paolo at gcc dot gnu.org @ 2011-03-14 18:18 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #16 from paolo at gcc dot gnu.org <paolo at gcc dot gnu.org> 2011-03-14 18:17:55 UTC ---
Author: paolo
Date: Mon Mar 14 18:17:51 2011
New Revision: 170951
URL: http://gcc.gnu.org/viewcvs?root=gcc&view=rev&rev=170951
Log:
2011-03-14 Andrey Zholos <aaz@althenia.net>
PR libstdc++/48114
* include/bits/random.h (geometric_distribution): Correct formula
in comment, per C++0x.
(geometric_distribution<>::param_type::param_type(double)): Fix check.
(geometric_distribution<>::param_type::_M_initialize):
Store log(1 - p).
* include/bits/random.tcc (geometric_distribution<>::operator()):
Fix computation.
(binomial_distribution<>::operator()): Likewise.
Modified:
branches/gcc-4_6-branch/libstdc++-v3/ChangeLog
branches/gcc-4_6-branch/libstdc++-v3/include/bits/random.h
branches/gcc-4_6-branch/libstdc++-v3/include/bits/random.tcc
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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From: paolo.carlini at oracle dot com @ 2011-03-14 18:20 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #17 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 18:20:33 UTC ---
Jakub thanks for reminding me, luckily I noticed your message to the mailing
list announcing the branching. Anyway, I went ahead and applied both fixes to
4_6 too, if you want me to go with #c14 only just let me know and I'll revert
the other bits.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (16 preceding siblings ...)
2011-03-14 18:20 ` paolo.carlini at oracle dot com
@ 2011-03-14 18:28 ` paolo.carlini at oracle dot com
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From: paolo.carlini at oracle dot com @ 2011-03-14 18:28 UTC (permalink / raw)
To: gcc-bugs
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Paolo Carlini <paolo.carlini at oracle dot com> changed:
What |Removed |Added
----------------------------------------------------------------------------
Status|NEW |RESOLVED
Resolution| |FIXED
--- Comment #18 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-14 18:28:02 UTC ---
Done.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
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2011-03-14 18:28 ` paolo.carlini at oracle dot com
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From: paolo.carlini at oracle dot com @ 2011-03-16 18:28 UTC (permalink / raw)
To: gcc-bugs
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--- Comment #19 from Paolo Carlini <paolo.carlini at oracle dot com> 2011-03-16 18:23:46 UTC ---
For the time being at least, for testing I think I'm going to adapt the code in
the GNU GSL, it's pretty simple (see randist/test.c) but at least we are 100%
safe from the licensing point of view.
^ permalink raw reply [flat|nested] 21+ messages in thread
* [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition
2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
` (18 preceding siblings ...)
2011-03-16 18:28 ` paolo.carlini at oracle dot com
@ 2011-03-16 22:47 ` aaz at althenia dot net
19 siblings, 0 replies; 21+ messages in thread
From: aaz at althenia dot net @ 2011-03-16 22:47 UTC (permalink / raw)
To: gcc-bugs
http://gcc.gnu.org/bugzilla/show_bug.cgi?id=48114
--- Comment #20 from Andrey Zholos <aaz at althenia dot net> 2011-03-16 22:43:45 UTC ---
Good idea. The testcases should be adapted to the code paths in the GCC
generators though: for instance, binomial with p > .5 isn't covered there.
And BINS should be increased: for instance in the binomial(.3, 5500)
testcase the most frequent outcomes are around 1650, but BINS only covers
outcomes up to 100.
^ permalink raw reply [flat|nested] 21+ messages in thread
end of thread, other threads:[~2011-03-16 22:43 UTC | newest]
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2011-03-14 14:47 [Bug libstdc++/48114] New: <random> binomial_distribution incorrect for p > .5 aaz at althenia dot net
2011-03-14 15:08 ` [Bug libstdc++/48114] " paolo.carlini at oracle dot com
2011-03-14 15:17 ` paolo.carlini at oracle dot com
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2011-03-14 17:34 ` [Bug libstdc++/48114] [C++0x] binomial_distribution incorrect for p > .5 and geometric_distribution wrongly implements the TR1 definition aaz at althenia dot net
2011-03-14 17:43 ` paolo.carlini at oracle dot com
2011-03-14 17:58 ` paolo at gcc dot gnu.org
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2011-03-14 18:08 ` paolo.carlini at oracle dot com
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