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How to Design a Proportional Randomized Sampler?
This question evaluates proficiency in randomized algorithms and probabilistic sampling, with emphasis on numerical precision, large-weight handling, and memory-versus-accuracy trade-offs. Commonly asked in Coding & Algorithms interviews for data-science roles, it assesses practical application ability grounded in conceptual understanding of numerical stability and relevant data-structure choices.
Scenario
Randomized promotion engine must pick an item proportional to its score, but scores have no upper bound.
Question
Design a sampler pick() that returns an item with probability proportional to its (possibly very large) weight. Discuss memory and precision trade-offs when weights exceed 32-bit limits.
Hints
Prefix-sum array + binary search or alias table; rescale or use long/double for huge weights.
Weighted Pick by Rank Using Binary Search
You are given an array weights of n non-negative integers representing item weights, and an integer r such that 0 <= r < sum(weights). Implement weighted_pick(weights, r) that returns the smallest index i for which r < weights[0] + weights[1] + ... + weights[i]. This deterministically maps a uniform integer draw r in [0, sum(weights) - 1] to the item chosen proportionally to its weight. At least one weight must be positive. Use integer arithmetic to handle weights larger than 32-bit.
Constraints
- 1 <= n <= 2e5
- weights[i] are integers with 0 <= weights[i]
- At least one weights[i] > 0
- 0 <= r < sum(weights)
- sum(weights) <= 1e20 (weights may exceed 32-bit limits)
- Use integer arithmetic; avoid floating point precision loss
Examples
Example 1
Input: weights = [2,5,3], r = 6
Output: 1
Explanation: Prefix sums are [2,7,10]. Since 2 <= r=6 < 7, return index 1.
Example 2
Input: weights = [0,0,5], r = 3
Output: 2
Explanation: Only index 2 has positive weight; all r in [0,4] map to index 2.
Hints
- Build a prefix-sum array of weights and binary search for the first prefix strictly greater than r.
- Use 64-bit or arbitrary-precision integers; avoid floating point to prevent precision loss with huge weights.
- Zero-weight items are never selected; using bisect-right over prefix sums naturally skips them.
- For many repeated picks, precompute the prefix once or consider the alias method for O(1) sampling.
Approach
Compute the cumulative sums prefix[i] = sum(weights[0..i]). Given r in [0, total-1], the desired index i is the smallest index with prefix[i] > r. Using binary search (bisect_right) over the monotonic prefix array yields O(log n) lookup. This approach handles arbitrarily large weights without precision loss by staying in integer arithmetic. Zero-weight entries create repeated prefix values; bisect_right skips them automatically. For repeated queries, precompute the prefix once; alternatively, the alias method offers O(1) sampling at the cost of O(n) preprocessing and O(n) extra memory.
- Time complexity: O(n + log n) per call (O(n) to build prefix, O(log n) to search)
- Space complexity: O(n) extra space for prefix sums