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A collection of algorithms in Java 8 for the problem of random sampling with a reservoir

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Random Sampling

A collection of algorithms in Java 8 for the problem of random sampling with a reservoir.

Reservoir sampling is a family of randomized algorithms for randomly choosing a sample of k items from a list S containing n items, where n is either a very large or unknown number. Typically n is large enough that the list doesn't fit into main memory. [1] In this context, the sample of k items will be referred to as sample and the list S as stream.

This package distinguishes these algorithms into two main categories: the ones that assign a weight in each item of the source stream and the ones that don't. These will be referred to as weighted and unweighted random sampling algorithms respectively. In unweighted algorithms, each item in the stream has probability k/n in appearing in the sample. In weighted algorithms this probability depends on the extra parameter weight. Each algorithm may interpret this parameter in a different way, for example in [2] two possible interpretations are mentioned.

Using

Random Sampling is published to jcenter. You can add a dependency from your project as follows:

Using Maven

<dependency>
  <groupId>gr.james</groupId>
  <artifactId>random-sampling</artifactId>
  <version>0.16</version>
</dependency>

Using Gradle

compile 'gr.james:random-sampling:0.16'

Examples

Select 10 numbers at random in the range [1,100]. Each number has a 10% probability of appearing in the sample.

RandomSampling<Integer> rs = new WatermanSampling<>(10, new Random());
rs.feed(IntStream.rangeClosed(1, 100).boxed().iterator());
Collection<Integer> sample = rs.sample();
System.out.println(sample);

Select 5 random tokens from an input stream.

RandomSampling<String> rs = new VitterXSampling<>(5, new Random());
rs.feed(new Scanner(System.in));
System.out.println(rs.sample());

Same example using Algorithm Z.

RandomSampling<String> rs = new VitterZSampling<>(5, new Random());
rs.feed(new Scanner(System.in));
System.out.println(rs.sample());

Select 2 terms from a vocabulary, based on their weight.

WeightedRandomSampling<String> rs = new EfraimidisSampling<>(2, new Random());
rs.feed("collection", 1);
rs.feed("algorithms", 2);
rs.feed("java", 2);
rs.feed("random", 3);
rs.feed("sampling", 4);
rs.feed("reservoir", 5);
System.out.println(rs.sample());

Unweighted random sampling using the Java 8 stream API.

RandomSamplingCollector<Integer> collector = WatermanSampling.collector(5, new Random());
Collection<Integer> sample = IntStream.range(0, 20).boxed().collect(collector);
System.out.println(sample);

Weighted random sampling using the Java 8 stream API.

WeightedRandomSamplingCollector<String> collector = ChaoSampling.weightedCollector(2, new Random());
Map<String, Double> map = new HashMap<>();
map.put("collection", 1.0);
map.put("algorithms", 2.0);
map.put("java", 2.0);
map.put("random", 3.0);
map.put("sampling", 4.0);
map.put("reservoir", 5.0);
Collection<String> sample = map.entrySet().stream().collect(collector);
System.out.println(sample);

Algorithms

Class Algorithm Space Weighted
WatermanSampling Algorithm R by Waterman O(k)
VitterXSampling Algorithm X by Vitter O(k)
VitterZSampling Algorithm Z by Vitter O(k)
LiLSampling Algorithm L by Li O(k)
EfraimidisSampling Algorithm A-Res by Efraimidis O(k)
ChaoSampling Algorithm by Chao O(k)
SequentialPoissonSampling Algorithm by Ohlsson O(k)
ParetoSampling Algorithm by Rosén O(k)

1 Algorithm R by Waterman

Signature: WatermanSampling implements RandomSampling

References

  • The Art of Computer Programming, Vol II, Random Sampling and Shuffling.

2 Algorithm X by Vitter

Signature: VitterXSampling implements RandomSampling

References

3 Algorithm Z by Vitter

Signature: VitterZSampling implements RandomSampling

References

4 Algorithm L by Li

Signature: LiLSampling implements RandomSampling

References

5 Algorithm A-Res by Efraimidis

Signature: EfraimidisSampling implements WeightedRandomSampling

References

6 Algorithm by Chao

Signature: ChaoSampling implements WeightedRandomSampling

References

7 Algorithm by Ohlsson

Signature: SequentialPoissonSampling implements WeightedRandomSampling

References

7 Algorithm by Rosén

Signature: ParetoSampling implements WeightedRandomSampling

References

References

[1] Wikipedia contributors. "Reservoir sampling." Wikipedia, The Free Encyclopedia. Wikipedia, The Free Encyclopedia, 17 Oct. 2017. Web. 21 Nov. 2017.

[2] Efraimidis, Pavlos S. "Weighted random sampling over data streams." Algorithms, Probability, Networks, and Games. Springer International Publishing, 2015. 183-195.

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