Sample from a 2d probability numpy array?


Say that I have an 2d array ar like this:

0.9, 0.1, 0.3
0.4, 0.5, 0.1
0.5, 0.8, 0.5

And I want to sample from [1, 0] according to this probability array.

rdchoice = lambda x: numpy.random.choice([1, 0], p=[x, 1-x])

I have tried two methods:

1) reshape it into a 1d array first and use numpy.random.choice and then reshape it back to 2d:

np.array(list(map(rdchoice, ar.reshape((-1,))))).reshape(ar.shape)

2) use the vectorize function.

func = numpy.vectorize(rdchoice)

But these two ways are all too slow, and I learned that the nature of the vectorize is a for-loop and in my experiments, I found that map is no faster than vectorize.

I thought this can be done faster. If the 2d array is large it would be unbearably slow.

Asked By: Lerner Zhang



You should be able to do this like so:

>>> p = np.array([[0.9, 0.1, 0.3], [0.4, 0.5, 0.1], [0.5, 0.8, 0.5]])
>>> (np.random.rand(*p.shape) < p).astype(int)
Answered By: user545424

Actually I can use the np.random.binomial:

import numpy as np
p = [[0.9, 0.1, 0.3],
     [0.4, 0.5, 0.1],
     [0.5, 0.8, 0.5]]

np.random.binomial(1, p)
Answered By: Lerner Zhang
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