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I have a set of elements $S$ and a set of "constraints" $C$, where $\forall c \in C, c \subseteq S$. The sets in $C$ may overlap, e.g. $C$ could be $\{ \{0, 1, 2\}, \{1, 2, 5, 7\}, \{2, 5\}, \{9\}, ...\}$.

I want to choose a subset $T \subseteq S$ containing exactly $N$ elements, where each $t \in T$ is chosen uniformly from $S$ except we also have the condition that $T$ must be a superset of at least one $c \in C$.

I can do this with rejection sampling: draw $N$ elements from $S$, check if any $c \in C$ is a subset, repeat if not. However, I want to use this in a computer program and this is far too time consuming when these sets have hundreds of elements.

I'd like to know if there's a faster method which follows the same distribution. For example we could select some $c \in C$ and pad it uniformly up to size $N$, which guarantees that our condition is satisfied. Unfortunately I haven't managed to figure out the probabilities to use when selecting $c$, due to constraints possibly overlapping.

I'd appreciate if someone could either help with these probabilities, or suggest some other efficient method, suitable for a program to use, which gives the same distribution.

We can assume that we're not asking for too many elements (i.e. $N \leq |S|$) or too few (i.e. there is some $c \in C$ where $|c| \leq N$).

In fact, it seems that any $c \in C$ where $|c| \gt N$ won't make a difference to the rejection sampling, since they can never prevent a sample from being rejected. Hence, if it helps, we can assume that such constraints have been removed from $C$ before we begin.

Similarly, it seems (correct me if I'm wrong) that if some constraint $c \in C$ is a subset of some other constraint $d \in C$ then we don't need to consider $d$, since its effects on the rejection sampling are subsumed by that of $c$. Such redundant constraints can likewise be removed before we begin.

Some things I've considered:

  • If $C$ contains a singleton set $\{s\}$ for each $s \in S$, then nothing will get rejected and we can just sample uniformly.
  • If the smallest constraints in $C$ have size $N$, we can choose between them uniformly to get our sample.
  • Constraints with few elements should be more likely to appear in our sample than those with many elements.
  • The chance of some $c \in C$ being sampled uniformly (i.e. ignoring rejections) seems to be ${{|S| - |c|}\choose{N - |c|}}/{{|S|}\choose{N}}$ since that's the chance of choosing the remaining elements as our "padding".
  • Something like relative frequencies of constraints might be a better approach than computing with raw probabilities, since they might get lost in floating point rounding errors.

1 Answers 1

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I think I've found a suitable method for choosing a $c \in C$, which can then be padded uniformly up to the desired sample size.

We ignore the absolute probabilities, and instead focus on relative chances.

We know that the outcomes will always contain at least one $c \in C$, so we can ask the question: what's the chance that $c_i \in C$ appears in a sample, compared to the chance of $c_j \in C$? Since elements are chosen uniformly, it only depends on the number of elements in $c_i$ and $c_j$: the probability of $c_j$ appearing is $P(c_j) = \frac{|c_i|}{|c_j|}P(c_i)$.

For example, if $c_i = \{0, 1, 2, 3\}$ and $c_j = \{1, 4, 5\}$, then $|c_i| = 4$ and $|c_j| = 3$, so $P(\{1, 4, 5\}) = \frac{4}{3}P(\{0, 1, 2, 3\})$.

We turn this into an algorithm as follows:

  • Remove from $C$ all sets with more than $N$ elements.
  • Calculate the size $|c|$ of each $c \in C$.
  • Calculate the least common multiple ($lcm$) of these sizes, which is the smallest non-zero number that each size divides into. For example, the least common multiple of [2, 2, 3, 4] is 12. This will be our "unit" for expressing relative frequencies.
  • Sort the elements of $C$ somehow, e.g. lexicographically, to get a list $[c_1, c_2, c_3, ..., c_{|C|}]$.
  • For each $c_i$, calculate a "weight" $w_i = {lcm}/{|c_i|}$. These will be whole numbers, due to the definition of $lcm$.
  • For each $c_i$, define an interval $[\sum_{j \lt i} w_j, \sum_{j \leq i} w_j)$
  • Choose a random integer $r$ uniformly between 0 and $\sum_i w_i$.
  • Find which interval contains $r$, and choose the corresponding $c_i$ as our selected constraint.
  • Our sample is $c_i \cup s$, where $s$ is a sample of size $N - |c_i|$ chosen uniformly from $S - c_i$.

I'm pretty sure this will give the same results as rejection sampling, based on the reasoning given above. I've also compared their results in Python, using a chi-square goodness of fit test and they seem to match up.