python加权求和_python – 随机矩阵的所有行的快速随机加权选择

这是一个非常快速的完全矢量化版本：

def vectorized(prob_matrix, items):

s = prob_matrix.cumsum(axis=0)

r = np.random.rand(prob_matrix.shape[1])

k = (s < r).sum(axis=0)

return items[k]

理论上,搜索排序是用于在累积求和概率中查找随机值的正确函数,但是当m相对较小时,k =(s

In [115]: %timeit original(prob_matrix, items)

1 loops, best of 3: 270 ms per loop

In [116]: %timeit improved(prob_matrix, items)

10 loops, best of 3: 24.9 ms per loop

In [117]: %timeit vectorized(prob_matrix, items)

1000 loops, best of 3: 1 ms per loop

定义函数的完整脚本是：

import numpy as np

def improved(prob_matrix, items):

# transpose here for better data locality later

cdf = np.cumsum(prob_matrix.T, axis=1)

# random numbers are expensive, so we'll get all of them at once

ridx = np.random.random(size=n)

# the one