feat: More progress

- Add C
- Time the different languages.
- Wrap Squiggle in a js runtime.
This commit is contained in:
NunoSempere 2022-12-01 15:04:37 +00:00
parent 6c997e4e2c
commit 57fc886bed
14 changed files with 706 additions and 5 deletions

3
C/hello-world/build.sh Executable file
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@ -0,0 +1,3 @@
#!/bin/bash
gcc -std=c99 -Wall -lm hello-world.c -o hello-world

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C/hello-world/hello-world Executable file

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7
C/hello-world/hello-world.c Executable file
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#include <stdlib.h>
#include <stdio.h>
int main(void){
printf("Hello world!\n");
return EXIT_SUCCESS;
}

15
C/samples/build-and-run.sh Executable file
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@ -0,0 +1,15 @@
#!/bin/bash
root="$1"
gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
# Link libraries, for good measure
LD_LIBRARY_PATH=/usr/local/lib
export LD_LIBRARY_PATH
# Increase stack size limit
ulimit -Ss 256000
# -Ss: the soft limit. If you set the hard limit, you then can't raise it
# 256000: around 250Mbs, if I'm reading it correctly.
# run
./samples

13
C/samples/build-gsl.sh Executable file
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@ -0,0 +1,13 @@
#!/bin/bash
root="$1"
gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
# Link libraries, for good measure
LD_LIBRARY_PATH=/usr/local/lib
export LD_LIBRARY_PATH
# Increase stack size limit
ulimit -Ss 256000
# -Ss: the soft limit. If you set the hard limit, you then can't raise it
# 256000: around 250Mbs, if I'm reading it correctly.

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141
C/samples/samples.c Executable file
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#include <stdlib.h>
#include <stdio.h>
#include <math.h>
#include <gsl/gsl_rng.h>
#include <gsl/gsl_randist.h>
#define N 10000000
/*
* For very high values of N, you will want to increase the maximum stack trace, otherwise you will suffer a segmentation fault
* In Ubuntu/bash you can do this with $ ulimit -Ss 256000 ## ~256Mbs
* And confirm it with $ ulimit -a
*/
/* Helpers */
void print(double *ys){
for(int i=0; i<N; i++){
printf("%f\n", ys[i]);
}
printf("\n");
}
void fill(double *ys, float f){
for(int i=0; i<N; i++){
ys[i] = f;
}
}
double sum(double *ps, int n){
double result = 0;
for(int i=0; i<n; i++){
result += ps[i];
}
return(result);
}
void cumsum(double *ps, double *rs, int n){
double counter = 0;
for(int i=0; i<n; i++){
counter += ps[i];
rs[i] = counter;
}
}
/* Distributions*/
void normal(gsl_rng * r, double *ys, double mean, double std){
for(int i=0; i<N; i++){
ys[i] = mean + gsl_ran_gaussian(r, std);
}
}
void lognormal(gsl_rng * r, double *ys, double zeta, double sigma){
for(int i=0; i<N; i++){
ys[i] = gsl_ran_lognormal(r, zeta, sigma);
}
}
void to(gsl_rng * r, double *ys, double low, double high){
double normal95confidencePoint = 1.6448536269514722;
double log_low = log(low);
double log_high = log(high);
double zeta = (log_low + log_high)/2;
double sigma = (log_high - log_low) / (2.0 * normal95confidencePoint);
lognormal(r, ys, zeta, sigma);
}
/* Mixture of distributions */
void mixture(gsl_rng * r, double *dists[], double *weights, int n, double *results){
/* Get cummulative, normalized weights */
double sum_weights = sum(weights, n);
double normalized_weights[n];
for(int i=0; i<n; i++){
normalized_weights[i] = weights[i]/sum_weights;
}
double cummulative_weights[n];
cumsum(normalized_weights, cummulative_weights, n);
/* Get N uniformly distributed vars */
for(int i=0; i<N; i++){
double p_1 = gsl_rng_uniform(r);
double p_2 = gsl_rng_uniform(r);
int index_found = 0;
int index_counter = 0;
while ((index_found == 0) && (index_counter < n) ){
if(p_1 < cummulative_weights[index_counter]){
index_found = 1;
}else{
index_counter++;
}
}
if(index_found == 0) {
printf("\nThis shouldn't have happened");
// gsl_rng_free (r);
// abort(); // this shouldn't have happened.
}else{
int sample_index = (int) floor(p_2 * N);
results[i] = dists[index_counter][sample_index];
}
}
}
/* Main */
int main(void){
/* Initialize GNU Statistical Library (GSL) stuff */
const gsl_rng_type * T;
gsl_rng * r;
// gsl_rng_env_setup();
T = gsl_rng_default;
r = gsl_rng_alloc (T);
/* Toy example */
/* Declare variables in play */
double p_a, p_b, p_c;
double dist_none[N], dist_one[N], dist_few[N], dist_many[N], dist_mixture[N];
/* Initialize variables */
p_a = 0.8;
p_b = 0.5;
p_c = p_a * p_b;
fill(dist_none, 0);
fill(dist_one, 1);
to(r, dist_few, 1, 3);
to(r, dist_many, 2, 10);
/* Generate mixture */
int n = 4;
double weights[] = { 1 - p_c, p_c/2, p_c/4, p_c/4};
double *dists[] = { dist_none, dist_one, dist_few, dist_many };
mixture(r, dists, weights, n, dist_mixture);
printf("%f\n", sum(dist_mixture, N)/N);
/* Clean up GSL */
gsl_rng_free (r);
/* Return success*/
return EXIT_SUCCESS;
}

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@ -1,5 +1,5 @@
# Three simple functions
DEFAULT_N = 10000
DEFAULT_N = 1000000
normal <- function (mean, std, n=DEFAULT_N){
return(rnorm(n, mean, std))
}
@ -24,7 +24,8 @@ mixture <- function(samples_list, weights_array, n=DEFAULT_N){ # note that this
results = vector(mode='numeric', length=n)
for(i in c(1:n)){
helper_which_list = which(cummulative_sums > helper_probs[i])
helper_loc = ifelse(is.na(helper_which_list[1]), 1, helper_which_list[1])
# helper_loc = ifelse(is.na(helper_which_list[1]), 1, helper_which_list[1])
helper_loc = helper_which_list[1]
target_samples = samples_list[[helper_loc]]
result = sample(target_samples, 1)
results[i] = result

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@ -4,7 +4,7 @@ import stdlib_normal from '@stdlib/random/base/normal/lib/main.js';
import stdlib_lognormal from '@stdlib/random/base/lognormal/lib/main.js';
// Functions
const DEFAULT_N = 10**5
const DEFAULT_N = 10**6
function generator(f) {
let g = (a, b, n = DEFAULT_N) => {
let result = new Array(n)
@ -38,7 +38,7 @@ const mixture = (dists_array, weights_array, n = DEFAULT_N) => {
const helper_probs = [...new Array(n)].map(_ => Math.random())
const results = helper_probs.map(p => {
let match_index = cummulative_sums.findIndex(x => x > p)
let target_loc = match_index == -1 ? 0 : match_index
let target_loc = match_index // == -1 ? 0 : match_index
let target_samples = dists_array[target_loc]
return target_samples[Math.floor(Math.random() * target_samples.length)];
})

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@ -1,7 +1,7 @@
# imports
import numpy as np
rng = np.random.default_rng(123)
DEFAULT_N = 100000
DEFAULT_N = 1000000
# three simple functions

6
squiggle/package.json Normal file
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{
"dependencies": {
"@quri/squiggle-lang": "^0.5.1"
},
"type": "module"
}

13
squiggle/samples.js Normal file
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import { run } from "@quri/squiggle-lang";
let squiggle_code = `
p_a = 0.8
p_b = 0.5
p_c = p_a * p_b
result = mx([0, 1, 1 to 3, 2 to 10], [(1 - p_c), p_c/2, p_c/4, p_c/4 ])
mean(result)
`
let output = run(squiggle_code)
console.log(output.result.value)

463
squiggle/yarn.lock Normal file
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39
time.txt Normal file
View File

@ -0,0 +1,39 @@
# C
0.888458
real 0m0,442s
user 0m0,378s
sys 0m0,064s
# Squiggle
real 0m0,488s
user 0m0,567s
sys 0m0,099s
# NodeJS
0.8849940532403973
real 0m0,732s
user 0m0,769s
sys 0m0,131s
## Python
0.8887373869178242
real 0m16,641s
user 0m16,693s
sys 0m0,517s
## R
[1] 0.885141
real 0m7,000s
user 0m6,944s
sys 0m0,052s