I have a big array of items and another array of weights of the same size. I would like to sample without replacement from the first array based on the weights from the second array. Is there a way to do this using gonum
?

加权采样,无需使用gonum进行替换
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- dpndp64206 2018-06-14 22:54关注
Weighted
and its relative method.Take()
look exactly like what you want.From the doc:
func NewWeighted(w []float64, src *rand.Rand) Weighted
NewWeighted
returns aWeighted
for the weightsw
. Ifsrc
isnil
,rand.Rand
is used as the random source. Note that sampling from weights with a high variance or overall low absolute value sum may result in problems with numerical stability.func (s Weighted) Take() (idx int, ok bool)
Take
returns an index from the Weighted with probability proportional to the weight of the item. The weight of the item is then set to zero.Take
returnsfalse
if there are no items remaining.Therefore
Take
is indeed what you need for sampling without replacement.You can use
NewWeighted
to create aWeighted
with the given weights, then useTake
to extract one index with probability based on the previously set weights, and then select the item at the extracted index from your array of samples.
Working example:
package main import ( "fmt" "time" "golang.org/x/exp/rand" "gonum.org/v1/gonum/stat/sampleuv" ) func main() { samples := []string{"hello", "world", "what's", "going", "on?"} weights := []float64{1.0, 0.55, 1.23, 1, 0.002} w := sampleuv.NewWeighted( weights, rand.New(rand.NewSource(uint64(time.Now().UnixNano()))) ) i, _ := w.Take() fmt.Println(samples[i]) }
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