Numpy random choice to produce a 2D-array with all unique values
One trick I have used often is generating a random array and using argsort
to get unique indices as the required unique numbers. Thus, we could do -
def random_choice_noreplace(m,n, axis=-1):
# m, n are the number of rows, cols of output
return np.random.rand(m,n).argsort(axis=axis)
Sample runs -
In [98]: random_choice_noreplace(3,7)
Out[98]:
array([[0, 4, 3, 2, 6, 5, 1],
[5, 1, 4, 6, 0, 2, 3],
[6, 1, 0, 4, 5, 3, 2]])
In [99]: random_choice_noreplace(5,7, axis=0) # unique nums along cols
Out[99]:
array([[0, 2, 4, 4, 1, 0, 2],
[1, 4, 3, 2, 4, 1, 3],
[3, 1, 1, 3, 2, 3, 0],
[2, 3, 0, 0, 0, 2, 4],
[4, 0, 2, 1, 3, 4, 1]])
Runtime test -
# Original approach
def loopy_app(m,n):
a = (np.random.choice(n,size=n,replace=False) for _ in range(m))
return np.vstack(a)
Timings -
In [108]: %timeit loopy_app(1000,100)
10 loops, best of 3: 20.6 ms per loop
In [109]: %timeit random_choice_noreplace(1000,100)
100 loops, best of 3: 3.66 ms per loop
Here is my solution to repeated sampling without replacement, modified based on Divakar's answer. In his comment section, he suggested slicing the result if no. of samples < length of array. However, this may not be the most efficient method if length of array is large but no. of samples is small, because argsort
can take a long time. I suggest using argpartition
instead.
def random_choice_noreplace2(l, n_sample, num_draw):
'''
l: 1-D array or list
n_sample: sample size for each draw
num_draw: number of draws
Intuition: Randomly generate numbers, get the index of the smallest n_sample number for each row.
'''
l = np.array(l)
return l[np.argpartition(np.random.rand(num_draw,len(l)), n_sample-1,axis=-1)[:,:n_sample]]
Timings -
def loopy_app(l, n_sample, num_draw):
l = np.array(l)
a = [np.random.choice(l,size=n_sample,replace=False) for _ in range(num_draw)]
return np.vstack(a)
def random_choice_noreplace(l, n_sample, num_draw):
# m, n are the number of rows, cols of output
l = np.array(l)
return l[np.random.rand(num_draw,len(l)).argsort(axis=-1)[:,:n_sample]]
In [2]: %timeit loopy_app(range(100),2,1000)
48.5 ms ± 2.91 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)
In [3]: %timeit random_choice_noreplace(range(100),2,1000)
7.8 ms ± 210 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [4]: %timeit random_choice_noreplace2(range(100),2,1000)
2.71 ms ± 57.3 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
Correctness -
In [5]: np.random.seed(42)
...: random_choice_noreplace(range(100),2,10)
Out[5]:
array([[72, 10],
[28, 71],
[ 8, 5],
[32, 71],
[ 7, 56],
[63, 15],
[40, 28],
[94, 64],
[21, 98],
[45, 36]])
In [6]: np.random.seed(42)
...: random_choice_noreplace2(range(100),2,10)
Out[6]:
array([[72, 10],
[28, 71],
[ 8, 5],
[32, 71],
[ 7, 56],
[63, 15],
[40, 28],
[94, 64],
[21, 98],
[45, 36]])
In addition to Divakar's nice answer, here is another alternative that is even faster by roughly 20% on my machine:
def random_choice_noreplace_2(m, n):
data = np.arange(m * n).reshape(n, m) % m
for row in data: np.random.shuffle(row)
return data
Timings:
In [3]: %timeit random_choice_noreplace(1000, 100)
3.85 ms ± 1.52 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
In [4]: %timeit random_choice_noreplace_2(1000, 100)
3.1 ms ± 10.1 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)