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12 changes: 5 additions & 7 deletions dataframe-operations/src/DataFrame/Operations/Permutation.hs
Original file line number Diff line number Diff line change
Expand Up @@ -191,14 +191,12 @@ shuffledIndices pureGen k
shuffleVec :: (RandomGen g) => g -> VU.Vector Int
shuffleVec g = runST $ do
vm <- VUM.generate k id
let (n, nGen) = randomR (1, k - 1) g
go vm n nGen
go vm (k - 1) g
VU.unsafeFreeze vm

go _v (-1) _ = pure ()
go _v 0 _ = pure ()
go v maxInd gen =
go _v i _ | i <= 0 = pure ()
go v i gen =
let
(n, nextGen) = randomR (1, maxInd) gen
(j, nextGen) = randomR (0, i) gen
in
VUM.swap v 0 n *> go (VUM.tail v) (maxInd - 1) nextGen
VUM.swap v i j *> go v (i - 1) nextGen
78 changes: 76 additions & 2 deletions tests/Operations/Shuffle.hs
Original file line number Diff line number Diff line change
Expand Up @@ -5,11 +5,13 @@ module Operations.Shuffle where

import qualified DataFrame as D

import Data.List (permutations)
import qualified Data.Map.Strict as M
import qualified Data.Set as Set
import qualified Data.Vector.Unboxed as VU
import DataFrame.Operations.Permutation (shuffle, shuffledIndices)
import System.Random (mkStdGen)
import Test.HUnit (Test (..), assertEqual)
import Test.HUnit (Test (..), assertBool, assertEqual)

testDataFrame :: D.DataFrame
testDataFrame =
Expand Down Expand Up @@ -91,9 +93,81 @@ shuffleDoesNotAddOrDropIndices =
, TestCase (assertEqual "There are no repeated indecis" computed actual)
]

-- A one-row frame has exactly one permutation.
shuffleSingleRow :: Test
shuffleSingleRow =
TestCase
( assertEqual
"shuffling one index yields that index"
(VU.fromList [0 :: Int])
(shuffledIndices (mkStdGen 7) 1)
)

{- | Chi-squared statistic of observed counts against a flat expectation:
sum over cells of (observed - expected)^2 / expected.
-}
chiSquared :: [Int] -> Double
chiSquared counts =
let expected = fromIntegral (sum counts) / fromIntegral (length counts)
in sum [(fromIntegral o - expected) ^ (2 :: Int) / expected | o <- counts]

{- | Every permutation of n items is equally likely under a uniform shuffle,
so the counts over all n! outcomes are chi-squared with n! - 1 degrees of
freedom. Testing the whole permutation, rather than one position at a time,
also catches a shuffle whose positions are individually uniform but
correlated. Seeds are fixed, so the sample -- and the verdict -- is
deterministic.

n = 5 gives 120 outcomes; 12000 draws puts 100 in each on average. The bound
is the 0.999 quantile of chi-squared with 119 degrees of freedom.
-}
shufflePermutationsAreUniform :: Test
shufflePermutationsAreUniform =
let n = 5
trials = 12000
observed =
M.fromListWith
(+)
[(VU.toList (shuffledIndices (mkStdGen s) n), 1 :: Int) | s <- [1 .. trials]]
counts = [M.findWithDefault 0 p observed | p <- permutations [0 .. n - 1]]
stat = chiSquared counts
in TestCase
( assertBool
("chi-squared over all permutations is " ++ show stat ++ ", above 172.4")
(stat < 172.4)
)

{- | The frequency test from Knuth 3.3.2: each item lands in each position with
probability 1/n, so the n x n position-by-item table is chi-squared with
(n - 1)^2 degrees of freedom. A larger n than the permutation test can afford,
to catch bias that only shows at scale, such as a shuffle that leaves a
suffix untouched or never leaves an item in place.

n = 10 and 5000 draws put 500 in each cell. The bound is the 0.999 quantile of
chi-squared with 81 degrees of freedom.
-}
shufflePositionsAreUniform :: Test
shufflePositionsAreUniform =
let n = 10
trials = 5000
samples = [VU.toList (shuffledIndices (mkStdGen s) n) | s <- [1 .. trials]]
cell p i = length [() | xs <- samples, xs !! p == i]
stat = chiSquared [cell p i | p <- [0 .. n - 1], i <- [0 .. n - 1]]
in TestCase
( assertBool
( "chi-squared over the position-by-item table is "
++ show stat
++ ", above 126.1"
)
(stat < 126.1)
)

tests :: [Test]
tests =
[ TestLabel "shuffleShuffles" shuffleShuffles
[ TestLabel "shuffleSingleRow" shuffleSingleRow
, TestLabel "shufflePermutationsAreUniform" shufflePermutationsAreUniform
, TestLabel "shufflePositionsAreUniform" shufflePositionsAreUniform
, TestLabel "shuffleShuffles" shuffleShuffles
, TestLabel "shufflePreservesData" shufflePreservesData
, TestLabel "shufflePreservesColumnNames" shufflePreservesColumnNames
, TestLabel "shuffleSameSeedIsSameShuffle" shuffleSameSeedIsSameShuffle
Expand Down
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