Related
I am developing a machine learning based algorithm on python. The main thing, that I need to calculate to solve this problem is probabilities. This way I have the following code:
class_ans = class_probability[current_class] * lambdas[current_class]
for word in appears_words:
if word in message:
class_ans *= words_probability[(word, current_class)]
else:
class_ans *= (1 - words_probability[(word, current_class)])
ans.append(class_ans)
ans[current_class] /= summ
It works, but in case the dataset is too big or lambdas value is too small, I ran out of my float precision.
I've tryed to research an other algorithm of calculating my answer's value, multimplying and dividing on some random consts different variables to make them not to overflow. Despite this, nothing helped.
This way, I would like to ask, is there any ways to increase my float precision in python?
Thanks!
You cannot. When using serious scientific computation where precision is key (and speed is not), consider the following two options:
Instead of using float, switch your datatype to decimal.Decimal and set your desired precision.
For a more battle-hardened thorough implementation, switch to gmpy2.mpfr as your data type.
However, if your entire computation (or at least the problematic part) involves the multiplication of factors, you can often bypass the need for the above by working in log-space as Konrad Rudolph suggests in the comments:
a * b * c * d * ... = exp(log(a) + log(b) + log(c) + log(d) + ...)
It's well known that comparing floats for equality is a little fiddly due to rounding and precision issues.
For example: Comparing Floating Point Numbers, 2012 Edition
What is the recommended way to deal with this in Python?
Is a standard library function for this somewhere?
Python 3.5 adds the math.isclose and cmath.isclose functions as described in PEP 485.
If you're using an earlier version of Python, the equivalent function is given in the documentation.
def isclose(a, b, rel_tol=1e-09, abs_tol=0.0):
return abs(a-b) <= max(rel_tol * max(abs(a), abs(b)), abs_tol)
rel_tol is a relative tolerance, it is multiplied by the greater of the magnitudes of the two arguments; as the values get larger, so does the allowed difference between them while still considering them equal.
abs_tol is an absolute tolerance that is applied as-is in all cases. If the difference is less than either of those tolerances, the values are considered equal.
Something as simple as the following may be good enough:
return abs(f1 - f2) <= allowed_error
I would agree that Gareth's answer is probably most appropriate as a lightweight function/solution.
But I thought it would be helpful to note that if you are using NumPy or are considering it, there is a packaged function for this.
numpy.isclose(a, b, rtol=1e-05, atol=1e-08, equal_nan=False)
A little disclaimer though: installing NumPy can be a non-trivial experience depending on your platform.
Use Python's decimal module, which provides the Decimal class.
From the comments:
It is worth noting that if you're
doing math-heavy work and you don't
absolutely need the precision from
decimal, this can really bog things
down. Floats are way, way faster to
deal with, but imprecise. Decimals are
extremely precise but slow.
The common wisdom that floating-point numbers cannot be compared for equality is inaccurate. Floating-point numbers are no different from integers: If you evaluate "a == b", you will get true if they are identical numbers and false otherwise (with the understanding that two NaNs are of course not identical numbers).
The actual problem is this: If I have done some calculations and am not sure the two numbers I have to compare are exactly correct, then what? This problem is the same for floating-point as it is for integers. If you evaluate the integer expression "7/3*3", it will not compare equal to "7*3/3".
So suppose we asked "How do I compare integers for equality?" in such a situation. There is no single answer; what you should do depends on the specific situation, notably what sort of errors you have and what you want to achieve.
Here are some possible choices.
If you want to get a "true" result if the mathematically exact numbers would be equal, then you might try to use the properties of the calculations you perform to prove that you get the same errors in the two numbers. If that is feasible, and you compare two numbers that result from expressions that would give equal numbers if computed exactly, then you will get "true" from the comparison. Another approach is that you might analyze the properties of the calculations and prove that the error never exceeds a certain amount, perhaps an absolute amount or an amount relative to one of the inputs or one of the outputs. In that case, you can ask whether the two calculated numbers differ by at most that amount, and return "true" if they are within the interval. If you cannot prove an error bound, you might guess and hope for the best. One way of guessing is to evaluate many random samples and see what sort of distribution you get in the results.
Of course, since we only set the requirement that you get "true" if the mathematically exact results are equal, we left open the possibility that you get "true" even if they are unequal. (In fact, we can satisfy the requirement by always returning "true". This makes the calculation simple but is generally undesirable, so I will discuss improving the situation below.)
If you want to get a "false" result if the mathematically exact numbers would be unequal, you need to prove that your evaluation of the numbers yields different numbers if the mathematically exact numbers would be unequal. This may be impossible for practical purposes in many common situations. So let us consider an alternative.
A useful requirement might be that we get a "false" result if the mathematically exact numbers differ by more than a certain amount. For example, perhaps we are going to calculate where a ball thrown in a computer game traveled, and we want to know whether it struck a bat. In this case, we certainly want to get "true" if the ball strikes the bat, and we want to get "false" if the ball is far from the bat, and we can accept an incorrect "true" answer if the ball in a mathematically exact simulation missed the bat but is within a millimeter of hitting the bat. In that case, we need to prove (or guess/estimate) that our calculation of the ball's position and the bat's position have a combined error of at most one millimeter (for all positions of interest). This would allow us to always return "false" if the ball and bat are more than a millimeter apart, to return "true" if they touch, and to return "true" if they are close enough to be acceptable.
So, how you decide what to return when comparing floating-point numbers depends very much on your specific situation.
As to how you go about proving error bounds for calculations, that can be a complicated subject. Any floating-point implementation using the IEEE 754 standard in round-to-nearest mode returns the floating-point number nearest to the exact result for any basic operation (notably multiplication, division, addition, subtraction, square root). (In case of tie, round so the low bit is even.) (Be particularly careful about square root and division; your language implementation might use methods that do not conform to IEEE 754 for those.) Because of this requirement, we know the error in a single result is at most 1/2 of the value of the least significant bit. (If it were more, the rounding would have gone to a different number that is within 1/2 the value.)
Going on from there gets substantially more complicated; the next step is performing an operation where one of the inputs already has some error. For simple expressions, these errors can be followed through the calculations to reach a bound on the final error. In practice, this is only done in a few situations, such as working on a high-quality mathematics library. And, of course, you need precise control over exactly which operations are performed. High-level languages often give the compiler a lot of slack, so you might not know in which order operations are performed.
There is much more that could be (and is) written about this topic, but I have to stop there. In summary, the answer is: There is no library routine for this comparison because there is no single solution that fits most needs that is worth putting into a library routine. (If comparing with a relative or absolute error interval suffices for you, you can do it simply without a library routine.)
math.isclose() has been added to Python 3.5 for that (source code). Here is a port of it to Python 2. It's difference from one-liner of Mark Ransom is that it can handle "inf" and "-inf" properly.
def isclose(a, b, rel_tol=1e-09, abs_tol=0.0):
'''
Python 2 implementation of Python 3.5 math.isclose()
https://github.com/python/cpython/blob/v3.5.10/Modules/mathmodule.c#L1993
'''
# sanity check on the inputs
if rel_tol < 0 or abs_tol < 0:
raise ValueError("tolerances must be non-negative")
# short circuit exact equality -- needed to catch two infinities of
# the same sign. And perhaps speeds things up a bit sometimes.
if a == b:
return True
# This catches the case of two infinities of opposite sign, or
# one infinity and one finite number. Two infinities of opposite
# sign would otherwise have an infinite relative tolerance.
# Two infinities of the same sign are caught by the equality check
# above.
if math.isinf(a) or math.isinf(b):
return False
# now do the regular computation
# this is essentially the "weak" test from the Boost library
diff = math.fabs(b - a)
result = (((diff <= math.fabs(rel_tol * b)) or
(diff <= math.fabs(rel_tol * a))) or
(diff <= abs_tol))
return result
I'm not aware of anything in the Python standard library (or elsewhere) that implements Dawson's AlmostEqual2sComplement function. If that's the sort of behaviour you want, you'll have to implement it yourself. (In which case, rather than using Dawson's clever bitwise hacks you'd probably do better to use more conventional tests of the form if abs(a-b) <= eps1*(abs(a)+abs(b)) + eps2 or similar. To get Dawson-like behaviour you might say something like if abs(a-b) <= eps*max(EPS,abs(a),abs(b)) for some small fixed EPS; this isn't exactly the same as Dawson, but it's similar in spirit.
If you want to use it in testing/TDD context, I'd say this is a standard way:
from nose.tools import assert_almost_equals
assert_almost_equals(x, y, places=7) # The default is 7
In terms of absolute error, you can just check
if abs(a - b) <= error:
print("Almost equal")
Some information of why float act weird in Python:
Python 3 Tutorial 03 - if-else, logical operators and top beginner mistakes
You can also use math.isclose for relative errors.
This is useful for the case where you want to make sure two numbers are the same 'up to precision', and there isn't any need to specify the tolerance:
Find minimum precision of the two numbers
Round both of them to minimum precision and compare
def isclose(a, b):
astr = str(a)
aprec = len(astr.split('.')[1]) if '.' in astr else 0
bstr = str(b)
bprec = len(bstr.split('.')[1]) if '.' in bstr else 0
prec = min(aprec, bprec)
return round(a, prec) == round(b, prec)
As written, it only works for numbers without the 'e' in their string representation (meaning 0.9999999999995e-4 < number <= 0.9999999999995e11)
Example:
>>> isclose(10.0, 10.049)
True
>>> isclose(10.0, 10.05)
False
For some of the cases where you can affect the source number representation, you can represent them as fractions instead of floats, using integer numerator and denominator. That way you can have exact comparisons.
See Fraction from fractions module for details.
I liked Sesquipedal's suggestion, but with modification (a special use case when both values are 0 returns False). In my case, I was on Python 2.7 and just used a simple function:
if f1 ==0 and f2 == 0:
return True
else:
return abs(f1-f2) < tol*max(abs(f1),abs(f2))
If you want to do it in a testing or TDD context using the pytest package, here's how:
import pytest
PRECISION = 1e-3
def assert_almost_equal():
obtained_value = 99.99
expected_value = 100.00
assert obtained_value == pytest.approx(expected_value, PRECISION)
I found the following comparison helpful:
str(f1) == str(f2)
To compare up to a given decimal without atol/rtol:
def almost_equal(a, b, decimal=6):
return '{0:.{1}f}'.format(a, decimal) == '{0:.{1}f}'.format(b, decimal)
print(almost_equal(0.0, 0.0001, decimal=5)) # False
print(almost_equal(0.0, 0.0001, decimal=4)) # True
This maybe is a bit ugly hack, but it works pretty well when you don't need more than the default float precision (about 11 decimals).
The round_to function uses the format method from the built-in str class to round up the float to a string that represents the float with the number of decimals needed, and then applies the eval built-in function to the rounded float string to get back to the float numeric type.
The is_close function just applies a simple conditional to the rounded up float.
def round_to(float_num, prec):
return eval("'{:." + str(int(prec)) + "f}'.format(" + str(float_num) + ")")
def is_close(float_a, float_b, prec):
if round_to(float_a, prec) == round_to(float_b, prec):
return True
return False
>>>a = 10.0
10.0
>>>b = 10.0001
10.0001
>>>print is_close(a, b, prec=3)
True
>>>print is_close(a, b, prec=4)
False
Update:
As suggested by #stepehjfox, a cleaner way to build a rount_to function avoiding "eval" is using nested formatting:
def round_to(float_num, prec):
return '{:.{precision}f}'.format(float_num, precision=prec)
Following the same idea, the code can be even simpler using the great new f-strings (Python 3.6+):
def round_to(float_num, prec):
return f'{float_num:.{prec}f}'
So, we could even wrap it up all in one simple and clean 'is_close' function:
def is_close(a, b, prec):
return f'{a:.{prec}f}' == f'{b:.{prec}f}'
If you want to compare floats, the options above are great, but in my case, I ended up using Enum's, since I only had few valid floats my use case was accepting.
from enum import Enum
class HolidayMultipliers(Enum):
EMPLOYED_LESS_THAN_YEAR = 2.0
EMPLOYED_MORE_THAN_YEAR = 2.5
Then running:
testable_value = 2.0
HolidayMultipliers(testable_value)
If the float is valid, it's fine, but otherwise it will just throw an ValueError.
Use == is a simple good way, if you don't care about tolerance precisely.
# Python 3.8.5
>>> 1.0000000000001 == 1
False
>>> 1.00000000000001 == 1
True
But watch out for 0:
>>> 0 == 0.00000000000000000000000000000000000000000001
False
The 0 is always the zero.
Use math.isclose if you want to control the tolerance.
The default a == b is equivalent to math.isclose(a, b, rel_tol=1e-16, abs_tol=0).
If you still want to use == with a self-defined tolerance:
>>> class MyFloat(float):
def __eq__(self, another):
return math.isclose(self, another, rel_tol=0, abs_tol=0.001)
>>> a == MyFloat(0)
>>> a
0.0
>>> a == 0.001
True
So far, I didn't find anywhere to config it globally for float. Besides, mock is also not working for float.__eq__.
It's well known that comparing floats for equality is a little fiddly due to rounding and precision issues.
For example: Comparing Floating Point Numbers, 2012 Edition
What is the recommended way to deal with this in Python?
Is a standard library function for this somewhere?
Python 3.5 adds the math.isclose and cmath.isclose functions as described in PEP 485.
If you're using an earlier version of Python, the equivalent function is given in the documentation.
def isclose(a, b, rel_tol=1e-09, abs_tol=0.0):
return abs(a-b) <= max(rel_tol * max(abs(a), abs(b)), abs_tol)
rel_tol is a relative tolerance, it is multiplied by the greater of the magnitudes of the two arguments; as the values get larger, so does the allowed difference between them while still considering them equal.
abs_tol is an absolute tolerance that is applied as-is in all cases. If the difference is less than either of those tolerances, the values are considered equal.
Something as simple as the following may be good enough:
return abs(f1 - f2) <= allowed_error
I would agree that Gareth's answer is probably most appropriate as a lightweight function/solution.
But I thought it would be helpful to note that if you are using NumPy or are considering it, there is a packaged function for this.
numpy.isclose(a, b, rtol=1e-05, atol=1e-08, equal_nan=False)
A little disclaimer though: installing NumPy can be a non-trivial experience depending on your platform.
Use Python's decimal module, which provides the Decimal class.
From the comments:
It is worth noting that if you're
doing math-heavy work and you don't
absolutely need the precision from
decimal, this can really bog things
down. Floats are way, way faster to
deal with, but imprecise. Decimals are
extremely precise but slow.
The common wisdom that floating-point numbers cannot be compared for equality is inaccurate. Floating-point numbers are no different from integers: If you evaluate "a == b", you will get true if they are identical numbers and false otherwise (with the understanding that two NaNs are of course not identical numbers).
The actual problem is this: If I have done some calculations and am not sure the two numbers I have to compare are exactly correct, then what? This problem is the same for floating-point as it is for integers. If you evaluate the integer expression "7/3*3", it will not compare equal to "7*3/3".
So suppose we asked "How do I compare integers for equality?" in such a situation. There is no single answer; what you should do depends on the specific situation, notably what sort of errors you have and what you want to achieve.
Here are some possible choices.
If you want to get a "true" result if the mathematically exact numbers would be equal, then you might try to use the properties of the calculations you perform to prove that you get the same errors in the two numbers. If that is feasible, and you compare two numbers that result from expressions that would give equal numbers if computed exactly, then you will get "true" from the comparison. Another approach is that you might analyze the properties of the calculations and prove that the error never exceeds a certain amount, perhaps an absolute amount or an amount relative to one of the inputs or one of the outputs. In that case, you can ask whether the two calculated numbers differ by at most that amount, and return "true" if they are within the interval. If you cannot prove an error bound, you might guess and hope for the best. One way of guessing is to evaluate many random samples and see what sort of distribution you get in the results.
Of course, since we only set the requirement that you get "true" if the mathematically exact results are equal, we left open the possibility that you get "true" even if they are unequal. (In fact, we can satisfy the requirement by always returning "true". This makes the calculation simple but is generally undesirable, so I will discuss improving the situation below.)
If you want to get a "false" result if the mathematically exact numbers would be unequal, you need to prove that your evaluation of the numbers yields different numbers if the mathematically exact numbers would be unequal. This may be impossible for practical purposes in many common situations. So let us consider an alternative.
A useful requirement might be that we get a "false" result if the mathematically exact numbers differ by more than a certain amount. For example, perhaps we are going to calculate where a ball thrown in a computer game traveled, and we want to know whether it struck a bat. In this case, we certainly want to get "true" if the ball strikes the bat, and we want to get "false" if the ball is far from the bat, and we can accept an incorrect "true" answer if the ball in a mathematically exact simulation missed the bat but is within a millimeter of hitting the bat. In that case, we need to prove (or guess/estimate) that our calculation of the ball's position and the bat's position have a combined error of at most one millimeter (for all positions of interest). This would allow us to always return "false" if the ball and bat are more than a millimeter apart, to return "true" if they touch, and to return "true" if they are close enough to be acceptable.
So, how you decide what to return when comparing floating-point numbers depends very much on your specific situation.
As to how you go about proving error bounds for calculations, that can be a complicated subject. Any floating-point implementation using the IEEE 754 standard in round-to-nearest mode returns the floating-point number nearest to the exact result for any basic operation (notably multiplication, division, addition, subtraction, square root). (In case of tie, round so the low bit is even.) (Be particularly careful about square root and division; your language implementation might use methods that do not conform to IEEE 754 for those.) Because of this requirement, we know the error in a single result is at most 1/2 of the value of the least significant bit. (If it were more, the rounding would have gone to a different number that is within 1/2 the value.)
Going on from there gets substantially more complicated; the next step is performing an operation where one of the inputs already has some error. For simple expressions, these errors can be followed through the calculations to reach a bound on the final error. In practice, this is only done in a few situations, such as working on a high-quality mathematics library. And, of course, you need precise control over exactly which operations are performed. High-level languages often give the compiler a lot of slack, so you might not know in which order operations are performed.
There is much more that could be (and is) written about this topic, but I have to stop there. In summary, the answer is: There is no library routine for this comparison because there is no single solution that fits most needs that is worth putting into a library routine. (If comparing with a relative or absolute error interval suffices for you, you can do it simply without a library routine.)
math.isclose() has been added to Python 3.5 for that (source code). Here is a port of it to Python 2. It's difference from one-liner of Mark Ransom is that it can handle "inf" and "-inf" properly.
def isclose(a, b, rel_tol=1e-09, abs_tol=0.0):
'''
Python 2 implementation of Python 3.5 math.isclose()
https://github.com/python/cpython/blob/v3.5.10/Modules/mathmodule.c#L1993
'''
# sanity check on the inputs
if rel_tol < 0 or abs_tol < 0:
raise ValueError("tolerances must be non-negative")
# short circuit exact equality -- needed to catch two infinities of
# the same sign. And perhaps speeds things up a bit sometimes.
if a == b:
return True
# This catches the case of two infinities of opposite sign, or
# one infinity and one finite number. Two infinities of opposite
# sign would otherwise have an infinite relative tolerance.
# Two infinities of the same sign are caught by the equality check
# above.
if math.isinf(a) or math.isinf(b):
return False
# now do the regular computation
# this is essentially the "weak" test from the Boost library
diff = math.fabs(b - a)
result = (((diff <= math.fabs(rel_tol * b)) or
(diff <= math.fabs(rel_tol * a))) or
(diff <= abs_tol))
return result
I'm not aware of anything in the Python standard library (or elsewhere) that implements Dawson's AlmostEqual2sComplement function. If that's the sort of behaviour you want, you'll have to implement it yourself. (In which case, rather than using Dawson's clever bitwise hacks you'd probably do better to use more conventional tests of the form if abs(a-b) <= eps1*(abs(a)+abs(b)) + eps2 or similar. To get Dawson-like behaviour you might say something like if abs(a-b) <= eps*max(EPS,abs(a),abs(b)) for some small fixed EPS; this isn't exactly the same as Dawson, but it's similar in spirit.
If you want to use it in testing/TDD context, I'd say this is a standard way:
from nose.tools import assert_almost_equals
assert_almost_equals(x, y, places=7) # The default is 7
In terms of absolute error, you can just check
if abs(a - b) <= error:
print("Almost equal")
Some information of why float act weird in Python:
Python 3 Tutorial 03 - if-else, logical operators and top beginner mistakes
You can also use math.isclose for relative errors.
This is useful for the case where you want to make sure two numbers are the same 'up to precision', and there isn't any need to specify the tolerance:
Find minimum precision of the two numbers
Round both of them to minimum precision and compare
def isclose(a, b):
astr = str(a)
aprec = len(astr.split('.')[1]) if '.' in astr else 0
bstr = str(b)
bprec = len(bstr.split('.')[1]) if '.' in bstr else 0
prec = min(aprec, bprec)
return round(a, prec) == round(b, prec)
As written, it only works for numbers without the 'e' in their string representation (meaning 0.9999999999995e-4 < number <= 0.9999999999995e11)
Example:
>>> isclose(10.0, 10.049)
True
>>> isclose(10.0, 10.05)
False
For some of the cases where you can affect the source number representation, you can represent them as fractions instead of floats, using integer numerator and denominator. That way you can have exact comparisons.
See Fraction from fractions module for details.
I liked Sesquipedal's suggestion, but with modification (a special use case when both values are 0 returns False). In my case, I was on Python 2.7 and just used a simple function:
if f1 ==0 and f2 == 0:
return True
else:
return abs(f1-f2) < tol*max(abs(f1),abs(f2))
If you want to do it in a testing or TDD context using the pytest package, here's how:
import pytest
PRECISION = 1e-3
def assert_almost_equal():
obtained_value = 99.99
expected_value = 100.00
assert obtained_value == pytest.approx(expected_value, PRECISION)
I found the following comparison helpful:
str(f1) == str(f2)
To compare up to a given decimal without atol/rtol:
def almost_equal(a, b, decimal=6):
return '{0:.{1}f}'.format(a, decimal) == '{0:.{1}f}'.format(b, decimal)
print(almost_equal(0.0, 0.0001, decimal=5)) # False
print(almost_equal(0.0, 0.0001, decimal=4)) # True
This maybe is a bit ugly hack, but it works pretty well when you don't need more than the default float precision (about 11 decimals).
The round_to function uses the format method from the built-in str class to round up the float to a string that represents the float with the number of decimals needed, and then applies the eval built-in function to the rounded float string to get back to the float numeric type.
The is_close function just applies a simple conditional to the rounded up float.
def round_to(float_num, prec):
return eval("'{:." + str(int(prec)) + "f}'.format(" + str(float_num) + ")")
def is_close(float_a, float_b, prec):
if round_to(float_a, prec) == round_to(float_b, prec):
return True
return False
>>>a = 10.0
10.0
>>>b = 10.0001
10.0001
>>>print is_close(a, b, prec=3)
True
>>>print is_close(a, b, prec=4)
False
Update:
As suggested by #stepehjfox, a cleaner way to build a rount_to function avoiding "eval" is using nested formatting:
def round_to(float_num, prec):
return '{:.{precision}f}'.format(float_num, precision=prec)
Following the same idea, the code can be even simpler using the great new f-strings (Python 3.6+):
def round_to(float_num, prec):
return f'{float_num:.{prec}f}'
So, we could even wrap it up all in one simple and clean 'is_close' function:
def is_close(a, b, prec):
return f'{a:.{prec}f}' == f'{b:.{prec}f}'
If you want to compare floats, the options above are great, but in my case, I ended up using Enum's, since I only had few valid floats my use case was accepting.
from enum import Enum
class HolidayMultipliers(Enum):
EMPLOYED_LESS_THAN_YEAR = 2.0
EMPLOYED_MORE_THAN_YEAR = 2.5
Then running:
testable_value = 2.0
HolidayMultipliers(testable_value)
If the float is valid, it's fine, but otherwise it will just throw an ValueError.
Use == is a simple good way, if you don't care about tolerance precisely.
# Python 3.8.5
>>> 1.0000000000001 == 1
False
>>> 1.00000000000001 == 1
True
But watch out for 0:
>>> 0 == 0.00000000000000000000000000000000000000000001
False
The 0 is always the zero.
Use math.isclose if you want to control the tolerance.
The default a == b is equivalent to math.isclose(a, b, rel_tol=1e-16, abs_tol=0).
If you still want to use == with a self-defined tolerance:
>>> class MyFloat(float):
def __eq__(self, another):
return math.isclose(self, another, rel_tol=0, abs_tol=0.001)
>>> a == MyFloat(0)
>>> a
0.0
>>> a == 0.001
True
So far, I didn't find anywhere to config it globally for float. Besides, mock is also not working for float.__eq__.
I have been asked to test a library provided by a 3rd party. The library is known to be accurate to n significant figures. Any less-significant errors can safely be ignored. I want to write a function to help me compare the results:
def nearlyequal( a, b, sigfig=5 ):
The purpose of this function is to determine if two floating-point numbers (a and b) are approximately equal. The function will return True if a==b (exact match) or if a and b have the same value when rounded to sigfig significant-figures when written in decimal.
Can anybody suggest a good implementation? I've written a mini unit-test. Unless you can see a bug in my tests then a good implementation should pass the following:
assert nearlyequal(1, 1, 5)
assert nearlyequal(1.0, 1.0, 5)
assert nearlyequal(1.0, 1.0, 5)
assert nearlyequal(-1e-9, 1e-9, 5)
assert nearlyequal(1e9, 1e9 + 1 , 5)
assert not nearlyequal( 1e4, 1e4 + 1, 5)
assert nearlyequal( 0.0, 1e-15, 5 )
assert not nearlyequal( 0.0, 1e-4, 6 )
Additional notes:
Values a and b might be of type int, float or numpy.float64. Values a and b will always be of the same type. It's vital that conversion does not introduce additional error into the function.
Lets keep this numerical, so functions that convert to strings or use non-mathematical tricks are not ideal. This program will be audited by somebody who is a mathematician who will want to be able to prove that the function does what it is supposed to do.
Speed... I've got to compare a lot of numbers so the faster the better.
I've got numpy, scipy and the standard-library. Anything else will be hard for me to get, especially for such a small part of the project.
As of Python 3.5, the standard way to do this (using the standard library) is with the math.isclose function.
It has the following signature:
isclose(a, b, rel_tol=1e-9, abs_tol=0.0)
An example of usage with absolute error tolerance:
from math import isclose
a = 1.0
b = 1.00000001
assert isclose(a, b, abs_tol=1e-8)
If you want it with precision of n significant digits, simply replace the last line with:
assert isclose(a, b, abs_tol=10**-n)
There is a function assert_approx_equal in numpy.testing (source here) which may be a good starting point.
def assert_approx_equal(actual,desired,significant=7,err_msg='',verbose=True):
"""
Raise an assertion if two items are not equal up to significant digits.
.. note:: It is recommended to use one of `assert_allclose`,
`assert_array_almost_equal_nulp` or `assert_array_max_ulp`
instead of this function for more consistent floating point
comparisons.
Given two numbers, check that they are approximately equal.
Approximately equal is defined as the number of significant digits
that agree.
Here's a take.
def nearly_equal(a,b,sig_fig=5):
return ( a==b or
int(a*10**sig_fig) == int(b*10**sig_fig)
)
I believe your question is not defined well enough, and the unit-tests you present prove it:
If by 'round to N sig-fig decimal places' you mean 'N decimal places to the right of the decimal point', then the test assert nearlyequal(1e9, 1e9 + 1 , 5) should fail, because even when you round 1000000000 and 1000000001 to 0.00001 accuracy, they are still different.
And if by 'round to N sig-fig decimal places' you mean 'The N most significant digits, regardless of the decimal point', then the test assert nearlyequal(-1e-9, 1e-9, 5) should fail, because 0.000000001 and -0.000000001 are totally different when viewed this way.
If you meant the first definition, then the first answer on this page (by Triptych) is good.
If you meant the second definition, please say it, I promise to think about it :-)
There are already plenty of great answers, but here's a think:
def closeness(a, b):
"""Returns measure of equality (for two floats), in unit
of decimal significant figures."""
if a == b:
return float("infinity")
difference = abs(a - b)
avg = (a + b)/2
return math.log10( avg / difference )
if closeness(1000, 1000.1) > 3:
print "Joy!"
This is a fairly common issue with floating point numbers. I solve it based on the discussion in Section 1.5 of Demmel[1]. (1) Calculate the roundoff error. (2) Check that the roundoff error is less than some epsilon. I haven't used python in some time and only have version 2.4.3, but I'll try to get this correct.
Step 1. Roundoff error
def roundoff_error(exact, approximate):
return abs(approximate/exact - 1.0)
Step 2. Floating point equality
def float_equal(float1, float2, epsilon=2.0e-9):
return (roundoff_error(float1, float2) < epsilon)
There are a couple obvious deficiencies with this code.
Division by zero error if the exact value is Zero.
Does not verify that the arguments are floating point values.
Revision 1.
def roundoff_error(exact, approximate):
if (exact == 0.0 or approximate == 0.0):
return abs(exact + approximate)
else:
return abs(approximate/exact - 1.0)
def float_equal(float1, float2, epsilon=2.0e-9):
if not isinstance(float1,float):
raise TypeError,"First argument is not a float."
elif not isinstance(float2,float):
raise TypeError,"Second argument is not a float."
else:
return (roundoff_error(float1, float2) < epsilon)
That's a little better. If either the exact or the approximate value is zero, than the error is equal to the value of the other. If something besides a floating point value is provided, a TypeError is raised.
At this point, the only difficult thing is setting the correct value for epsilon. I noticed in the documentation for version 2.6.1 that there is an epsilon attribute in sys.float_info, so I would use twice that value as the default epsilon. But the correct value depends on both your application and your algorithm.
[1] James W. Demmel, Applied Numerical Linear Algebra, SIAM, 1997.
"Significant figures" in decimal is a matter of adjusting the decimal point and truncating to an integer.
>>> int(3.1415926 * 10**3)
3141
>>> int(1234567 * 10**-3)
1234
>>>
Oren Shemesh got part of the problem with the problem as stated but there's more:
assert nearlyequal( 0.0, 1e-15, 5 )
also fails the second definition (and that's the definition I learned in school.)
No matter how many digits you are looking at, 0 will not equal a not-zero. This could prove to be a headache for such tests if you have a case whose correct answer is zero.
There is a interesting solution to this by B. Dawson (with C++ code)
at "Comparing Floating Point Numbers". His approach relies on strict IEEE representation of two numbers and the enforced lexicographical ordering when said numbers are represented as unsigned integers.
I have been asked to test a library provided by a 3rd party
If you are using the default Python unittest framework, you can use assertAlmostEqual
self.assertAlmostEqual(a, b, places=5)
There are lots of ways of comparing two numbers to see if they agree to N significant digits. Roughly speaking you just want to make sure that their difference is less than 10^-N times the largest of the two numbers being compared. That's easy enough.
But, what if one of the numbers is zero? The whole concept of relative-differences or significant-digits falls down when comparing against zero. To handle that case you need to have an absolute-difference as well, which should be specified differently from the relative-difference.
I discuss the problems of comparing floating-point numbers -- including a specific case of handling zero -- in this blog post:
http://randomascii.wordpress.com/2012/02/25/comparing-floating-point-numbers-2012-edition/
The following code causes the print statements to be executed:
import numpy as np
import math
foo = np.array([1/math.sqrt(2), 1/math.sqrt(2)], dtype=np.complex_)
total = complex(0, 0)
one = complex(1, 0)
for f in foo:
total = total + pow(np.abs(f), 2)
if(total != one):
print str(total) + " vs " + str(one)
print "NOT EQUAL"
However, my input of [1/math.sqrt(2), 1/math.sqrt(2)] results in the total being one:
(1+0j) vs (1+0j) NOT EQUAL
Is it something to do with mixing NumPy with Python's complex type?
When using floating point numbers it is important to keep in mind that working with these numbers is never accurate and thus computations are every time subject to rounding errors. This is caused by the design of floating point arithmetic and currently the most practicable way to do high arbitrary precision mathematics on computers with limited resources. You can't compute exactly using floats (means you have practically no alternative), as your numbers have to be cut off somewhere to fit in a reasonable amount of memory (in most cases at maximum 64 bits), this cut-off is done by rounding it (see below for an example).
To deal correctly with these shortcomings you should never compare to floats for equality, but for closeness. Numpy provides 2 functions for that: np.isclose for comparison of single values (or a item-wise comparison for arrays) and np.allclose for whole arrays. The latter is a np.all(np.isclose(a, b)), so you get a single value for an array.
>>> np.isclose(np.float32('1.000001'), np.float32('0.999999'))
True
But sometimes the rounding is very practicable and matches with our analytical expectation, see for example:
>>> np.float(1) == np.square(np.sqrt(1))
True
After squaring the value will be reduced in size to fit in the given memory, so in this case it's rounded to what we would expect.
These two functions have built-in absolute and relative tolerances (you can also give then as parameter) that are use to compare two values. By default they are rtol=1e-05 and atol=1e-08.
Also, don't mix different packages with their types. If you use Numpy, use Numpy-Types and Numpy-Functions. This will also reduce your rounding errors.
Btw: Rounding errors have even more impact when working with numbers which differ in their exponent widely.
I guess, the same considerations as for real numbers are applicable: never assume they can be equal, but rather close enough:
eps = 0.000001
if abs(a - b) < eps:
print "Equal"