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34
README.md
34
README.md
|
@ -1,6 +1,6 @@
|
||||||
# A minimalist calculator for fermi estimation
|
# A minimalist calculator for fermi estimation
|
||||||
|
|
||||||
This project contains a minimalist command-line calculator for Fermi estimation. For now, it just multiplies lognormals.
|
This project is a minimalist, stack-based DSL for Fermi estimation. It can multiply and divide scalars, lognormals and beta distributions.
|
||||||
|
|
||||||
## Motivation
|
## Motivation
|
||||||
|
|
||||||
|
@ -102,6 +102,34 @@ Conceptually clearer to have all the multiplications first and then all the divi
|
||||||
- [x] Add show more info version
|
- [x] Add show more info version
|
||||||
- [x] Scalar multiplication and division
|
- [x] Scalar multiplication and division
|
||||||
- [ ] Program into a small device, like a calculator?
|
- [ ] Program into a small device, like a calculator?
|
||||||
- [ ] Think of some way of calling bc
|
- [-] Think of some way of calling bc
|
||||||
- [ ] Think how to integrate with squiggle.c to draw samples
|
- [x] Think how to integrate with squiggle.c to draw samples
|
||||||
|
- [x] Copy the time to botec go code
|
||||||
|
- [x] Define samplers
|
||||||
|
- [x] Call those samplers when operating on distributions that can't be operted on algebraically
|
||||||
- [ ] Think about how to draw a histogram from samples
|
- [ ] Think about how to draw a histogram from samples
|
||||||
|
- [x] Display output more nicely, with K/M/B/T
|
||||||
|
- [x] Consider the following: make this into a stack-based DSL, with:
|
||||||
|
- [x] Variables that can be saved to and then displayed
|
||||||
|
- [x] Other types of distributions, particularly beta distributions? => But then this requires moving to bags of samples. It could still be ~instantaneous though.
|
||||||
|
- [x] Figure out go syntax for
|
||||||
|
- Maps
|
||||||
|
- Joint types
|
||||||
|
- Enums
|
||||||
|
- [ ] Fix correlation problem, by spinning up a new randomness thing every time some serial computation is done.
|
||||||
|
|
||||||
|
Some possible syntax for a more expressive stack-based DSL
|
||||||
|
|
||||||
|
```
|
||||||
|
1B to 20B
|
||||||
|
* 1 to 100
|
||||||
|
/ beta 1 2 # or b 1 2
|
||||||
|
=: x # content of the stack at this point saved into x
|
||||||
|
|
||||||
|
1 to 10
|
||||||
|
10 to 100
|
||||||
|
=: y # content of the stack at this point saved into y
|
||||||
|
|
||||||
|
x # put x on the stack
|
||||||
|
- y # substract y from the content of the stack. Requires interpreting x and y as list of samples
|
||||||
|
```
|
||||||
|
|
521
f.go
521
f.go
|
@ -2,229 +2,386 @@ package main
|
||||||
|
|
||||||
import (
|
import (
|
||||||
"bufio"
|
"bufio"
|
||||||
|
"errors"
|
||||||
"fmt"
|
"fmt"
|
||||||
|
"git.nunosempere.com/NunoSempere/fermi/sample"
|
||||||
"math"
|
"math"
|
||||||
"os"
|
"os"
|
||||||
|
"sort"
|
||||||
"strconv"
|
"strconv"
|
||||||
"strings"
|
"strings"
|
||||||
)
|
)
|
||||||
|
|
||||||
const NORMAL90CONFIDENCE = 1.6448536269514727
|
const NORMAL90CONFIDENCE = 1.6448536269514727
|
||||||
|
const GENERAL_ERR_MSG = "Valid inputs: 2 || * 2 || / 2 || 2 20 || * 2 20 || / 2 20 || clean || =: var || op var || clean || help || debug || exit"
|
||||||
|
const N_SAMPLES = 1_000_000
|
||||||
|
|
||||||
func boundsToLogParams(low float64, high float64) (float64, float64) {
|
// Distribution interface
|
||||||
loglow := math.Log(low)
|
// https://go.dev/tour/methods/9
|
||||||
loghigh := math.Log(high)
|
|
||||||
logmean := (loghigh + loglow) / 2.0
|
|
||||||
logstd := (loghigh - loglow) / (2.0 * NORMAL90CONFIDENCE)
|
|
||||||
return logmean, logstd
|
|
||||||
|
|
||||||
|
type Dist interface {
|
||||||
|
Samples() []float64
|
||||||
|
}
|
||||||
|
type Scalar float64
|
||||||
|
type Lognormal struct {
|
||||||
|
low float64
|
||||||
|
high float64
|
||||||
|
}
|
||||||
|
type Beta struct {
|
||||||
|
a float64
|
||||||
|
b float64
|
||||||
|
}
|
||||||
|
type FilledSamples struct {
|
||||||
|
xs []float64
|
||||||
}
|
}
|
||||||
|
|
||||||
func multiplyLognormals(logmean1 float64, logstd1 float64, logmean2 float64, logstd2 float64) (float64, float64) {
|
func (p Scalar) Samples() []float64 {
|
||||||
return logmean1 + logmean2, math.Sqrt(logstd1*logstd1 + logstd2*logstd2)
|
xs := make([]float64, N_SAMPLES)
|
||||||
|
for i := 0; i < N_SAMPLES; i++ {
|
||||||
|
xs[i] = float64(p)
|
||||||
|
}
|
||||||
|
return xs
|
||||||
|
}
|
||||||
|
func (ln Lognormal) Samples() []float64 {
|
||||||
|
sampler := func(r sample.Src) float64 { return sample.Sample_to(ln.low, ln.high, r) }
|
||||||
|
// return sample.Sample_parallel(sampler, N_SAMPLES)
|
||||||
|
// Can't do parallel because then I'd have to await throughout the code
|
||||||
|
return sample.Sample_serially(sampler, N_SAMPLES)
|
||||||
|
}
|
||||||
|
func (beta Beta) Samples() []float64 {
|
||||||
|
sampler := func(r sample.Src) float64 { return sample.Sample_beta(beta.a, beta.b, r) }
|
||||||
|
// return sample.Sample_parallel(sampler, N_SAMPLES)
|
||||||
|
return sample.Sample_serially(sampler, N_SAMPLES)
|
||||||
|
}
|
||||||
|
func (fs FilledSamples) Samples() []float64 {
|
||||||
|
return fs.xs
|
||||||
}
|
}
|
||||||
|
|
||||||
func logParamsToBounds(logmean float64, logstd float64) (float64, float64) {
|
// Parse line into Distribution
|
||||||
h := logstd * NORMAL90CONFIDENCE
|
func parseLineErr(err_msg string) (string, Dist, error) {
|
||||||
loglow := logmean - h
|
fmt.Println(GENERAL_ERR_MSG)
|
||||||
loghigh := logmean + h
|
fmt.Println(err_msg)
|
||||||
return math.Exp(loglow), math.Exp(loghigh)
|
var errorDist Dist
|
||||||
|
return "", errorDist, errors.New(err_msg)
|
||||||
}
|
}
|
||||||
|
func parseLine(line string, vars map[string]Dist) (string, Dist, error) {
|
||||||
|
|
||||||
func combineBounds(old_low, old_high, new_low, new_high float64) (float64, float64) {
|
words := strings.Split(strings.TrimSpace(line), " ")
|
||||||
logmean_old, logstd_old := boundsToLogParams(old_low, old_high)
|
op := ""
|
||||||
logmean_new, logstd_new := boundsToLogParams(new_low, new_high)
|
var dist Dist
|
||||||
|
|
||||||
logmean_product, logstd_product := multiplyLognormals(logmean_old, logstd_old, logmean_new, logstd_new)
|
switch words[0] {
|
||||||
|
case "*", "/", "+", "-":
|
||||||
return logParamsToBounds(logmean_product, logstd_product)
|
op = words[0]
|
||||||
}
|
words = words[1:]
|
||||||
|
|
||||||
func prettyPrintDist(low float64, high float64) {
|
|
||||||
// fmt.Printf("=> %.1f %.1f\n", low, high)
|
|
||||||
fmt.Printf("=> ")
|
|
||||||
switch {
|
|
||||||
case math.Abs(low) >= 1_000_000_000_000:
|
|
||||||
fmt.Printf("%.1fT", low/1_000_000_000_000)
|
|
||||||
case math.Abs(low) >= 1_000_000_000:
|
|
||||||
fmt.Printf("%.1fB", low/1_000_000_000)
|
|
||||||
case math.Abs(low) >= 1_000_000:
|
|
||||||
fmt.Printf("%.1fM", low/1_000_000)
|
|
||||||
case math.Abs(low) >= 1_000:
|
|
||||||
fmt.Printf("%.1fK", low/1_000)
|
|
||||||
case math.Abs(low) >= 1_000:
|
|
||||||
fmt.Printf("%.1fK", low/1_000)
|
|
||||||
default:
|
default:
|
||||||
fmt.Printf("%.1f", low)
|
op = "*" // later, change the below to
|
||||||
}
|
}
|
||||||
fmt.Printf(" ")
|
|
||||||
switch {
|
|
||||||
case math.Abs(high) >= 1_000_000_000_000:
|
|
||||||
fmt.Printf("%.1fT", high/1_000_000_000_000)
|
|
||||||
case math.Abs(high) >= 1_000_000_000:
|
|
||||||
fmt.Printf("%.1fB", high/1_000_000_000)
|
|
||||||
case math.Abs(high) >= 1_000_000:
|
|
||||||
fmt.Printf("%.1fM", high/1_000_000)
|
|
||||||
case math.Abs(high) >= 1_000:
|
|
||||||
fmt.Printf("%.1fK", high/1_000)
|
|
||||||
case math.Abs(high) >= 1_000:
|
|
||||||
fmt.Printf("%.1fK", high/1_000)
|
|
||||||
default:
|
|
||||||
fmt.Printf("%.1f", high)
|
|
||||||
}
|
|
||||||
fmt.Printf("\n")
|
|
||||||
// fmt.Printf("=> %.1f %.1f\n", low, high)
|
|
||||||
}
|
|
||||||
|
|
||||||
func main() {
|
|
||||||
reader := bufio.NewReader(os.Stdin)
|
|
||||||
|
|
||||||
var old_low, old_high float64
|
|
||||||
var input string
|
|
||||||
var err1, err2 error
|
|
||||||
|
|
||||||
InitialForLoop:
|
|
||||||
for {
|
|
||||||
input, _ = reader.ReadString('\n')
|
|
||||||
input = strings.TrimSpace(input)
|
|
||||||
words := strings.Split(input, " ")
|
|
||||||
|
|
||||||
switch len(words) {
|
switch len(words) {
|
||||||
|
case 0:
|
||||||
|
return parseLineErr("Operator must have operand; can't operate on nothing")
|
||||||
case 1:
|
case 1:
|
||||||
single_float, err1 := strconv.ParseFloat(words[0], 64)
|
var_word, var_word_exists := vars[words[0]]
|
||||||
if err1 != nil {
|
single_float, err1 := strconv.ParseFloat(words[0], 64) // abstract this away to search for K/M/B/T/etc.
|
||||||
fmt.Println("Trying to initialize with a scalar, but scalar is not a float")
|
switch {
|
||||||
continue InitialForLoop
|
case var_word_exists:
|
||||||
|
dist = var_word
|
||||||
|
case err1 == nil:
|
||||||
|
dist = Scalar(single_float)
|
||||||
|
case err1 != nil && !var_word_exists:
|
||||||
|
return parseLineErr("Trying to operate on a scalar, but scalar is neither a float nor an assigned variable")
|
||||||
}
|
}
|
||||||
old_low = single_float
|
|
||||||
old_high = single_float
|
|
||||||
case 2:
|
case 2:
|
||||||
old_low, err1 = strconv.ParseFloat(words[0], 64)
|
new_low, err1 := strconv.ParseFloat(words[0], 64)
|
||||||
old_high, err2 = strconv.ParseFloat(words[1], 64)
|
new_high, err2 := strconv.ParseFloat(words[1], 64)
|
||||||
if err1 != nil || err2 != nil {
|
if err1 != nil || err2 != nil {
|
||||||
fmt.Println("Trying to initialize with a distribution, but distribution is not specified as two floats")
|
return parseLineErr("Trying to operate by a distribution, but distribution is not specified as two floats")
|
||||||
continue InitialForLoop
|
}
|
||||||
|
dist = Lognormal{low: new_low, high: new_high}
|
||||||
|
case 3:
|
||||||
|
if words[0] == "beta" || words[0] == "b" {
|
||||||
|
a, err1 := strconv.ParseFloat(words[1], 64)
|
||||||
|
b, err2 := strconv.ParseFloat(words[2], 64)
|
||||||
|
if err1 != nil || err2 != nil {
|
||||||
|
return parseLineErr("Trying to specify a beta distribution? Try beta 1 2")
|
||||||
|
}
|
||||||
|
dist = Beta{a: a, b: b}
|
||||||
|
} else {
|
||||||
|
return parseLineErr("Input not understood or not implemented yet")
|
||||||
}
|
}
|
||||||
default:
|
default:
|
||||||
fmt.Println("Please enter two floats separated by a space, like: 1 10")
|
return parseLineErr("Input not understood or not implemented yet")
|
||||||
continue InitialForLoop
|
|
||||||
}
|
}
|
||||||
if err1 != nil || err2 != nil {
|
return op, dist, nil
|
||||||
fmt.Println("Please enter two floats separated by a space, like: 1 10")
|
|
||||||
continue
|
|
||||||
}
|
|
||||||
break
|
|
||||||
}
|
|
||||||
prettyPrintDist(old_low, old_high)
|
|
||||||
|
|
||||||
error_msg_cont := "Valid inputs: 2 || * 2 || / 2 || 2 20 || * 2 20 || / 2 20 || i || e"
|
}
|
||||||
|
|
||||||
|
func multiplyLogDists(l1 Lognormal, l2 Lognormal) Lognormal {
|
||||||
|
logmean1 := (math.Log(l1.high) + math.Log(l1.low)) / 2.0
|
||||||
|
logstd1 := (math.Log(l1.high) - math.Log(l1.low)) / (2.0 * NORMAL90CONFIDENCE)
|
||||||
|
|
||||||
|
logmean2 := (math.Log(l2.high) + math.Log(l2.low)) / 2.0
|
||||||
|
logstd2 := (math.Log(l2.high) - math.Log(l2.low)) / (2.0 * NORMAL90CONFIDENCE)
|
||||||
|
|
||||||
|
logmean_product := logmean1 + logmean2
|
||||||
|
logstd_product := math.Sqrt(logstd1*logstd1 + logstd2*logstd2)
|
||||||
|
|
||||||
|
h := logstd_product * NORMAL90CONFIDENCE
|
||||||
|
loglow := logmean_product - h
|
||||||
|
loghigh := logmean_product + h
|
||||||
|
return Lognormal{low: math.Exp(loglow), high: math.Exp(loghigh)}
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
func multiplyBetaDists(beta1 Beta, beta2 Beta) Beta {
|
||||||
|
return Beta{a: beta1.a + beta2.a, b: beta1.b + beta2.b}
|
||||||
|
}
|
||||||
|
|
||||||
|
func operateAsSamples(dist1 Dist, dist2 Dist, op string) (Dist, error) {
|
||||||
|
|
||||||
|
xs := dist1.Samples()
|
||||||
|
ys := dist2.Samples()
|
||||||
|
// fmt.Printf("xs: %v\n", xs)
|
||||||
|
// fmt.Printf("ys: %v\n", ys)
|
||||||
|
zs := make([]float64, N_SAMPLES)
|
||||||
|
|
||||||
|
for i := 0; i < N_SAMPLES; i++ {
|
||||||
|
switch op {
|
||||||
|
case "*":
|
||||||
|
zs[i] = xs[i] * ys[i]
|
||||||
|
case "/":
|
||||||
|
if ys[0] != 0 {
|
||||||
|
zs[i] = xs[i] / ys[i]
|
||||||
|
} else {
|
||||||
|
fmt.Println("Error: When dividing as samples, division by zero")
|
||||||
|
return nil, errors.New("Division by zero")
|
||||||
|
}
|
||||||
|
case "+":
|
||||||
|
zs[i] = xs[i] + ys[i]
|
||||||
|
case "-":
|
||||||
|
zs[i] = xs[i] - ys[i]
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// fmt.Printf("%v\n", zs)
|
||||||
|
return FilledSamples{xs: zs}, nil
|
||||||
|
}
|
||||||
|
|
||||||
|
func multiplyDists(old_dist Dist, new_dist Dist) (Dist, error) {
|
||||||
|
|
||||||
|
switch o := old_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
{
|
||||||
|
switch n := new_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
return multiplyLogDists(o, n), nil
|
||||||
|
case Scalar:
|
||||||
|
return multiplyLogDists(o, Lognormal{low: float64(n), high: float64(n)}), nil
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "*")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
case Scalar:
|
||||||
|
{
|
||||||
|
if o == 1 {
|
||||||
|
return new_dist, nil
|
||||||
|
}
|
||||||
|
switch n := new_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
return multiplyLogDists(Lognormal{low: float64(o), high: float64(o)}, n), nil
|
||||||
|
case Scalar:
|
||||||
|
return Scalar(float64(o) * float64(n)), nil
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "*")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
case Beta:
|
||||||
|
switch n := new_dist.(type) {
|
||||||
|
case Beta:
|
||||||
|
return multiplyBetaDists(o, n), nil
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "*")
|
||||||
|
}
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "*")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func divideDists(old_dist Dist, new_dist Dist) (Dist, error) {
|
||||||
|
|
||||||
|
switch o := old_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
{
|
||||||
|
switch n := new_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
return multiplyLogDists(o, Lognormal{low: 1.0 / n.high, high: 1.0 / n.low}), nil
|
||||||
|
case Scalar:
|
||||||
|
return multiplyLogDists(o, Lognormal{low: 1.0 / float64(n), high: 1.0 / float64(n)}), nil
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "/")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
case Scalar:
|
||||||
|
{
|
||||||
|
switch n := new_dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
return multiplyLogDists(Lognormal{low: float64(o), high: float64(o)}, Lognormal{low: 1.0 / n.high, high: 1.0 / n.low}), nil
|
||||||
|
case Scalar:
|
||||||
|
return Scalar(float64(o) / float64(n)), nil
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "/")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
default:
|
||||||
|
return operateAsSamples(old_dist, new_dist, "/")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func joinDists(old_dist Dist, new_dist Dist, op string) (Dist, error) {
|
||||||
|
|
||||||
|
switch op {
|
||||||
|
case "*":
|
||||||
|
return multiplyDists(old_dist, new_dist)
|
||||||
|
case "/":
|
||||||
|
return divideDists(old_dist, new_dist)
|
||||||
|
case "+":
|
||||||
|
return operateAsSamples(old_dist, new_dist, "+")
|
||||||
|
case "-":
|
||||||
|
return operateAsSamples(old_dist, new_dist, "-")
|
||||||
|
default:
|
||||||
|
return old_dist, errors.New("Can't combine distributions in this way")
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/* Pretty print distributions */
|
||||||
|
func prettyPrintFloat(f float64) {
|
||||||
|
switch {
|
||||||
|
case math.Abs(f) >= 1_000_000_000_000:
|
||||||
|
fmt.Printf("%.1fT", f/1_000_000_000_000)
|
||||||
|
case math.Abs(f) >= 1_000_000_000:
|
||||||
|
fmt.Printf("%.1fB", f/1_000_000_000)
|
||||||
|
case math.Abs(f) >= 1_000_000:
|
||||||
|
fmt.Printf("%.1fM", f/1_000_000)
|
||||||
|
case math.Abs(f) >= 1_000:
|
||||||
|
fmt.Printf("%.1fK", f/1_000)
|
||||||
|
|
||||||
|
case math.Abs(f) <= 0.0001:
|
||||||
|
fmt.Printf("%.5f", f)
|
||||||
|
case math.Abs(f) <= 0.001:
|
||||||
|
fmt.Printf("%.4f", f)
|
||||||
|
case math.Abs(f) <= 0.01:
|
||||||
|
fmt.Printf("%.3f", f)
|
||||||
|
case math.Abs(f) <= 0.1:
|
||||||
|
fmt.Printf("%.2f", f)
|
||||||
|
default:
|
||||||
|
fmt.Printf("%.1f", f)
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
|
func prettyPrint2Floats(low float64, high float64) {
|
||||||
|
prettyPrintFloat(low)
|
||||||
|
fmt.Printf(" ")
|
||||||
|
prettyPrintFloat(high)
|
||||||
|
fmt.Printf("\n")
|
||||||
|
}
|
||||||
|
|
||||||
|
func prettyPrintDist(dist Dist) {
|
||||||
|
switch v := dist.(type) {
|
||||||
|
case Lognormal:
|
||||||
|
fmt.Printf("=> ")
|
||||||
|
prettyPrint2Floats(v.low, v.high)
|
||||||
|
case FilledSamples:
|
||||||
|
tmp_xs := make([]float64, N_SAMPLES)
|
||||||
|
copy(tmp_xs, v.xs)
|
||||||
|
sort.Slice(tmp_xs, func(i, j int) bool {
|
||||||
|
return tmp_xs[i] < tmp_xs[j]
|
||||||
|
})
|
||||||
|
low_int := N_SAMPLES / 20
|
||||||
|
low := tmp_xs[low_int]
|
||||||
|
high_int := N_SAMPLES * 19 / 20
|
||||||
|
high := tmp_xs[high_int]
|
||||||
|
prettyPrint2Floats(low, high)
|
||||||
|
case Beta:
|
||||||
|
fmt.Printf("=> beta ")
|
||||||
|
prettyPrint2Floats(v.a, v.b)
|
||||||
|
case Scalar:
|
||||||
|
fmt.Printf("=> scalar ")
|
||||||
|
w := float64(v)
|
||||||
|
prettyPrintFloat(w)
|
||||||
|
fmt.Println()
|
||||||
|
default:
|
||||||
|
fmt.Printf("%v", v)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/* Main event loop */
|
||||||
|
func main() {
|
||||||
|
|
||||||
|
reader := bufio.NewReader(os.Stdin)
|
||||||
|
var init_dist Dist
|
||||||
|
init_dist = Scalar(1) // Lognormal{low: 1, high: 1}
|
||||||
|
old_dist := init_dist
|
||||||
|
vars := make(map[string]Dist)
|
||||||
|
// Could eventually be a more complex struct with:
|
||||||
|
// { Dist, VariableMaps, ConfigParams } or smth
|
||||||
EventForLoop:
|
EventForLoop:
|
||||||
for {
|
for {
|
||||||
input, _ = reader.ReadString('\n')
|
input, _ := reader.ReadString('\n')
|
||||||
if strings.TrimSpace(input) == "" {
|
if strings.TrimSpace(input) == "" {
|
||||||
continue EventForLoop
|
continue EventForLoop
|
||||||
}
|
}
|
||||||
|
|
||||||
|
{
|
||||||
words := strings.Split(strings.TrimSpace(input), " ")
|
words := strings.Split(strings.TrimSpace(input), " ")
|
||||||
|
switch {
|
||||||
var new_low, new_high float64
|
case words[0] == "exit" || words[0] == "e":
|
||||||
|
|
||||||
switch words[0] {
|
|
||||||
case "*":
|
|
||||||
switch len(words) {
|
|
||||||
case 1:
|
|
||||||
fmt.Println("Can't multiply by nothing")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
case 2:
|
|
||||||
single_float, err1 := strconv.ParseFloat(words[1], 64)
|
|
||||||
if err1 != nil {
|
|
||||||
fmt.Println("Trying to multiply by a scalar, but scalar is not a float")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
}
|
|
||||||
new_low = single_float
|
|
||||||
new_high = single_float
|
|
||||||
case 3:
|
|
||||||
new_low, err1 = strconv.ParseFloat(words[1], 64)
|
|
||||||
new_high, err2 = strconv.ParseFloat(words[2], 64)
|
|
||||||
if err1 != nil || err2 != nil {
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
fmt.Println("Trying to multiply by a distribution, but distribution is not specified as two floats")
|
|
||||||
continue EventForLoop
|
|
||||||
}
|
|
||||||
default:
|
|
||||||
fmt.Println("Trying to multiply by something, but this something is neither a scalar nor a distribution")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
}
|
|
||||||
case "/":
|
|
||||||
switch len(words) {
|
|
||||||
case 1:
|
|
||||||
fmt.Println("Can't divide by nothing")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
case 2:
|
|
||||||
single_float, err1 := strconv.ParseFloat(words[1], 64)
|
|
||||||
if err1 != nil {
|
|
||||||
fmt.Println("Trying to divide by a scalar, but scalar is not a float")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
}
|
|
||||||
new_low = 1.0 / single_float
|
|
||||||
new_high = 1.0 / single_float
|
|
||||||
case 3:
|
|
||||||
new_low, err1 = strconv.ParseFloat(words[1], 64)
|
|
||||||
new_high, err2 = strconv.ParseFloat(words[2], 64)
|
|
||||||
if err1 != nil || err2 != nil {
|
|
||||||
fmt.Println("Trying to divide by a distribution, but distribution is not specified as two floats")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
|
||||||
}
|
|
||||||
tmp := new_low
|
|
||||||
new_low = 1.0 / new_high
|
|
||||||
new_high = 1.0 / tmp
|
|
||||||
default:
|
|
||||||
fmt.Println("Trying to divide by something, but this something is neither a scalar nor a distribution")
|
|
||||||
}
|
|
||||||
default:
|
|
||||||
switch len(words) {
|
|
||||||
case 0:
|
|
||||||
continue EventForLoop
|
|
||||||
case 1:
|
|
||||||
switch words[0] {
|
|
||||||
case "i":
|
|
||||||
fmt.Printf("=> %.1f %.1f\n", old_low, old_high)
|
|
||||||
logmean_old, logstd_old := boundsToLogParams(old_low, old_high)
|
|
||||||
fmt.Printf("=> Lognormal, with logmean: %.1f, logstd: %.1f\n", logmean_old, logstd_old)
|
|
||||||
continue EventForLoop
|
|
||||||
case "e":
|
|
||||||
break EventForLoop
|
break EventForLoop
|
||||||
default:
|
case words[0] == "help" || words[0] == "h":
|
||||||
single_float, err1 := strconv.ParseFloat(words[0], 64)
|
fmt.Println(GENERAL_ERR_MSG)
|
||||||
if err1 != nil {
|
|
||||||
fmt.Println("Unrecognized command")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
continue EventForLoop
|
||||||
}
|
case words[0] == "debug" || words[0] == "d":
|
||||||
new_low = single_float
|
fmt.Printf("Old dist: %v\n", old_dist)
|
||||||
new_high = single_float
|
fmt.Printf("Vars: %v\n", vars)
|
||||||
}
|
|
||||||
case 2:
|
|
||||||
new_low, err1 = strconv.ParseFloat(words[0], 64)
|
|
||||||
new_high, err2 = strconv.ParseFloat(words[1], 64)
|
|
||||||
if err1 != nil || err2 != nil {
|
|
||||||
fmt.Println("Trying to multiply by a distribution, but distribution is not specified as two floats")
|
|
||||||
fmt.Println(error_msg_cont)
|
|
||||||
continue EventForLoop
|
continue EventForLoop
|
||||||
}
|
case words[0] == "=:" && len(words) == 2:
|
||||||
default:
|
vars[words[1]] = old_dist
|
||||||
fmt.Println("No operation takes more than 3 words")
|
fmt.Printf("%s ", words[1])
|
||||||
fmt.Println(error_msg_cont)
|
prettyPrintDist(old_dist)
|
||||||
continue EventForLoop
|
continue EventForLoop
|
||||||
|
case words[0] == "." || words[0] == "clean" || words[0] == "c":
|
||||||
|
old_dist = init_dist
|
||||||
|
fmt.Println()
|
||||||
|
continue EventForLoop
|
||||||
|
case words[0] == "=." && len(words) == 2:
|
||||||
|
vars[words[1]] = old_dist
|
||||||
|
fmt.Printf("%s ", words[1])
|
||||||
|
prettyPrintDist(old_dist)
|
||||||
|
old_dist = init_dist
|
||||||
|
fmt.Println()
|
||||||
|
continue EventForLoop
|
||||||
|
// Other possible cases:
|
||||||
|
// Save to file
|
||||||
|
// Sample n samples
|
||||||
|
// Save stack to a variable?
|
||||||
|
// clean stack
|
||||||
|
// Define a function? No, too much of a nerdsnipea
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
old_low, old_high = combineBounds(old_low, old_high, new_low, new_high)
|
op, new_dist, err := parseLine(input, vars)
|
||||||
prettyPrintDist(old_low, old_high)
|
if err != nil {
|
||||||
|
continue EventForLoop
|
||||||
|
}
|
||||||
|
|
||||||
|
joint_dist, err := joinDists(old_dist, new_dist, op)
|
||||||
|
if err != nil {
|
||||||
|
fmt.Printf("%v\n", err)
|
||||||
|
fmt.Printf("Dist on stack: ")
|
||||||
|
prettyPrintDist(old_dist)
|
||||||
|
continue EventForLoop
|
||||||
|
}
|
||||||
|
old_dist = joint_dist
|
||||||
|
prettyPrintDist(old_dist)
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
3
go.mod
Normal file
3
go.mod
Normal file
|
@ -0,0 +1,3 @@
|
||||||
|
module git.nunosempere.com/NunoSempere/fermi
|
||||||
|
|
||||||
|
go 1.22.1
|
207
sample/sample.go
Normal file
207
sample/sample.go
Normal file
|
@ -0,0 +1,207 @@
|
||||||
|
package sample
|
||||||
|
|
||||||
|
import "math"
|
||||||
|
import "sync"
|
||||||
|
import rand "math/rand/v2"
|
||||||
|
|
||||||
|
// https://pkg.go.dev/math/rand/v2
|
||||||
|
|
||||||
|
type Src = *rand.Rand
|
||||||
|
type func64 = func(Src) float64
|
||||||
|
|
||||||
|
var global_r = rand.New(rand.NewPCG(uint64(1), uint64(2)))
|
||||||
|
|
||||||
|
func Sample_unit_uniform(r Src) float64 {
|
||||||
|
return r.Float64()
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_unit_normal(r Src) float64 {
|
||||||
|
return r.NormFloat64()
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_uniform(start float64, end float64, r Src) float64 {
|
||||||
|
return Sample_unit_uniform(r)*(end-start) + start
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_normal(mean float64, sigma float64, r Src) float64 {
|
||||||
|
return mean + Sample_unit_normal(r)*sigma
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_lognormal(logmean float64, logstd float64, r Src) float64 {
|
||||||
|
return (math.Exp(Sample_normal(logmean, logstd, r)))
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_normal_from_90_ci(low float64, high float64, r Src) float64 {
|
||||||
|
var normal90 float64 = 1.6448536269514727
|
||||||
|
var mean float64 = (high + low) / 2.0
|
||||||
|
var std float64 = (high - low) / (2.0 * normal90)
|
||||||
|
return Sample_normal(mean, std, r)
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_to(low float64, high float64, r Src) float64 {
|
||||||
|
// Given a (positive) 90% confidence interval,
|
||||||
|
// returns a sample from a lognorma with a matching 90% c.i.
|
||||||
|
// Key idea: If we want a lognormal with 90% confidence interval [a, b]
|
||||||
|
// we need but get a normal with 90% confidence interval [log(a), log(b)].
|
||||||
|
// Then see code for Sample_normal_from_90_ci
|
||||||
|
var loglow float64 = math.Log(low)
|
||||||
|
var loghigh float64 = math.Log(high)
|
||||||
|
return math.Exp(Sample_normal_from_90_ci(loglow, loghigh, r))
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_gamma(alpha float64, r Src) float64 {
|
||||||
|
|
||||||
|
// a simple method for generating gamma variables, marsaglia and wan tsang, 2001
|
||||||
|
// https://dl.acm.org/doi/pdf/10.1145/358407.358414
|
||||||
|
// see also the references/ folder
|
||||||
|
// note that the wikipedia page for the gamma distribution includes a scaling parameter
|
||||||
|
// k or beta
|
||||||
|
// https://en.wikipedia.org/wiki/gamma_distribution
|
||||||
|
// such that gamma_k(alpha, k) = k * gamma(alpha)
|
||||||
|
// or gamma_beta(alpha, beta) = gamma(alpha) / beta
|
||||||
|
// so far i have not needed to use this, and thus the second parameter is by default 1.
|
||||||
|
|
||||||
|
if alpha >= 1 {
|
||||||
|
var d, c, x, v, u float64
|
||||||
|
d = alpha - 1.0/3.0
|
||||||
|
c = 1.0 / math.Sqrt(9.0*d)
|
||||||
|
|
||||||
|
for {
|
||||||
|
|
||||||
|
InnerLoop:
|
||||||
|
for {
|
||||||
|
x = Sample_unit_normal(r)
|
||||||
|
v = 1.0 + c*x
|
||||||
|
if v > 0.0 {
|
||||||
|
break InnerLoop
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
v = v * v * v
|
||||||
|
u = Sample_unit_uniform(r)
|
||||||
|
|
||||||
|
if u < 1.0-0.0331*(x*x*x*x) { // Condition 1
|
||||||
|
// the 0.0331 doesn't inspire much confidence
|
||||||
|
// however, this isn't the whole story
|
||||||
|
// by knowing that Condition 1 implies condition 2
|
||||||
|
// we realize that this is just a way of making the algorithm faster
|
||||||
|
// i.e., of not using the logarithms
|
||||||
|
return d * v
|
||||||
|
}
|
||||||
|
if math.Log(u) < 0.5*(x*x)+d*(1.0-v+math.Log(v)) { // Condition 2
|
||||||
|
return d * v
|
||||||
|
}
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
} else {
|
||||||
|
return Sample_gamma(1.0+alpha, r) * math.Pow(Sample_unit_uniform(r), 1.0/alpha)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_beta(a float64, b float64, r Src) float64 {
|
||||||
|
gamma_a := Sample_gamma(a, r)
|
||||||
|
gamma_b := Sample_gamma(b, r)
|
||||||
|
return gamma_a / (gamma_a + gamma_b)
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_mixture(fs []func64, weights []float64, r Src) float64 {
|
||||||
|
|
||||||
|
// fmt.Println("weights initially: ", weights)
|
||||||
|
var sum_weights float64 = 0
|
||||||
|
for _, weight := range weights {
|
||||||
|
sum_weights += weight
|
||||||
|
}
|
||||||
|
|
||||||
|
var total float64 = 0
|
||||||
|
var cumsummed_normalized_weights = append([]float64(nil), weights...)
|
||||||
|
for i, weight := range weights {
|
||||||
|
total += weight / sum_weights
|
||||||
|
cumsummed_normalized_weights[i] = total
|
||||||
|
}
|
||||||
|
|
||||||
|
var result float64
|
||||||
|
var flag int = 0
|
||||||
|
var p float64 = r.Float64()
|
||||||
|
|
||||||
|
for i, cnw := range cumsummed_normalized_weights {
|
||||||
|
if p < cnw {
|
||||||
|
result = fs[i](r)
|
||||||
|
flag = 1
|
||||||
|
break
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if flag == 0 {
|
||||||
|
result = fs[len(fs)-1](r)
|
||||||
|
}
|
||||||
|
return result
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_serially(f func64, n_samples int) []float64 {
|
||||||
|
xs := make([]float64, n_samples)
|
||||||
|
// var global_r = rand.New(rand.NewPCG(uint64(1), uint64(2)))
|
||||||
|
for i := 0; i < n_samples; i++ {
|
||||||
|
xs[i] = f(global_r)
|
||||||
|
}
|
||||||
|
return xs
|
||||||
|
}
|
||||||
|
|
||||||
|
func Sample_parallel(f func64, n_samples int) []float64 {
|
||||||
|
var num_threads = 16
|
||||||
|
var xs = make([]float64, n_samples)
|
||||||
|
var wg sync.WaitGroup
|
||||||
|
var h = n_samples / num_threads
|
||||||
|
wg.Add(num_threads)
|
||||||
|
for i := range num_threads {
|
||||||
|
var xs_i = xs[i*h : (i+1)*h]
|
||||||
|
go func(f func64) {
|
||||||
|
defer wg.Done()
|
||||||
|
var r = rand.New(rand.NewPCG(uint64(i), uint64(i+1)))
|
||||||
|
for i := range xs_i {
|
||||||
|
xs_i[i] = f(r)
|
||||||
|
}
|
||||||
|
}(f)
|
||||||
|
}
|
||||||
|
|
||||||
|
wg.Wait()
|
||||||
|
return xs
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
/*
|
||||||
|
func main() {
|
||||||
|
|
||||||
|
var p_a float64 = 0.8
|
||||||
|
var p_b float64 = 0.5
|
||||||
|
var p_c float64 = p_a * p_b
|
||||||
|
ws := [4](float64){1 - p_c, p_c / 2, p_c / 4, p_c / 4}
|
||||||
|
|
||||||
|
Sample_0 := func(r Src) float64 { return 0 }
|
||||||
|
Sample_1 := func(r Src) float64 { return 1 }
|
||||||
|
Sample_few := func(r Src) float64 { return Sample_to(1, 3, r) }
|
||||||
|
Sample_many := func(r Src) float64 { return Sample_to(2, 10, r) }
|
||||||
|
fs := [4](func64){Sample_0, Sample_1, Sample_few, Sample_many}
|
||||||
|
|
||||||
|
model := func(r Src) float64 { return Sample_mixture(fs[0:], ws[0:], r) }
|
||||||
|
n_samples := 1_000_000
|
||||||
|
xs := Sample_parallel(model, n_samples)
|
||||||
|
var avg float64 = 0
|
||||||
|
for _, x := range xs {
|
||||||
|
avg += x
|
||||||
|
}
|
||||||
|
avg = avg / float64(n_samples)
|
||||||
|
fmt.Printf("Average: %v\n", avg)
|
||||||
|
/*
|
||||||
|
// Without concurrency:
|
||||||
|
n_samples := 1_000_000
|
||||||
|
var r = rand.New(rand.NewPCG(uint64(1), uint64(2)))
|
||||||
|
var avg float64 = 0
|
||||||
|
for i := 0; i < n_samples; i++ {
|
||||||
|
avg += Sample_mixture(fs[0:], ws[0:], r)
|
||||||
|
}
|
||||||
|
avg = avg / float64(n_samples)
|
||||||
|
fmt.Printf("Average: %v\n", avg)
|
||||||
|
}
|
||||||
|
*/
|
Loading…
Reference in New Issue
Block a user