quickly pulling marbles out of urns

I'm looking for a faster way to do the following problem:

I have an urn with many different colors of marbles in it.  I pull one
out and note the color.  I do not replace it.

For the programming of this, I actually know how many are yellow,
green, etc.  So the way the code works right now is:

import math
...

randindex = math.randint(1,number_of_marbles)
for color in colors:
   if randindex<=marble_count[color]: #we've found what color it will be
       break
   else:                                          #try next color
       randindex -= marble_count[color]
marble_count[color] -= 1
number_of_marbles -= 1
return color

Unfortunately, I have hundreds of thousands of colors, so it spends a
while on this loop.  And I have to keep choosing marbles many times at
different points of the code.

Is there a quicker way to do this?

Thanks,
Joel
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