|Ned Batchelder : Blog | Code | Text | Site|
Selecting randomly from an unknown sequence
» Home : Blog : August 2012
A was reminded today of a technique I'd read about somewhere before: how to choose randomly from a sequence of unknown length. The typical use is to choose a random line from a file.
The naive way to do it is to read the whole file, count the number of lines, choose a random number in that range, and that's your line. But that requires either holding the whole file in memory, or reading the file twice. When I first heard of this problem, I didn't see how it could be done any other way. Surely you need to know how many you're choosing from to select uniformly?
It turns out you don't need to know the length of the sequence in advance, you can choose as you go so that the end result is uniform. The cleverer way to do it is to choose a line with a decreasing probability as the sequence goes along, so that at any time, you have an element from the sequence with a uniform probability:
Note that due to Python's duck-typing, using this function on an open file will return a random line from the file.
To see why this function works, consider it inductively. For the initial case, we'll always pick the first element as "it", since a random int between 0 and 0 will be 0. So after one element, we've chosen uniformly from the one element we've seen.
For the inductive case, imagine we've read N-1 elements already, and "it" is a random element chosen uniformly from those N-1 elements. The chance that the Nth element should be chosen instead is 1/N, because at this point, the chance that any particular line should be "it" is 1/N. So we choose a random number, and if it's the 1/N outcome, we take the Nth line as "it." In the case that we don't take the new line, which is (N-1)/N, the old line is kept. It was chosen randomly from the N-1 lines that preceded this one, so each line has a final chance of ((N-1)/N)/(N-1), or 1/N, or being chosen. Therefore the new line and each of the old lines is equally likely, so the distribution is uniform.
Since the initial case meets our uniform-selection criterion, and we've shown that if N-1 satisfies it then N satisfies it, then by induction, our selection will be uniformly random for any N.
The original question had to do with picking 10 random lines, so how do we generalize to a larger selection than one? We keep a list of K elements we've chosen, and only if the next one meets the appropriately decreasing probability over time, do we add it to our collection, bumping an old value randomly:
def random_elements(seq, k):
Now the Nth element has a k/N chance of being in the result, so we modify our selection criteria, and if it's chosen, we choose an old value to replace.
I can't say I've ever needed these functions, but I like their elegance and their surprising possibility. There's something very pleasing about a simple algorithm that runs counter to intuition.
Note: Blckknight's answer has a slightly nicer implementation of the random_elements function.