go: savepoint before deleting a few comments
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go/squiggle
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go/squiggle
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@ -5,32 +5,32 @@ import "math"
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import "sync"
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import "sync"
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import rand "math/rand/v2"
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import rand "math/rand/v2"
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type source = *rand.Rand
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type src = *rand.Rand
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type func64 = func(source) float64
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type func64 = func(src) float64
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// https://pkg.go.dev/math/rand/v2
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// https://pkg.go.dev/math/rand/v2
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func sample_unit_uniform(r source) float64 {
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func sample_unit_uniform(r src) float64 {
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return r.Float64()
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return r.Float64()
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}
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}
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func sample_unit_normal(r source) float64 {
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func sample_unit_normal(r src) float64 {
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return r.NormFloat64()
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return r.NormFloat64()
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}
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}
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func sample_uniform(start float64, end float64, r source) float64 {
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func sample_uniform(start float64, end float64, r src) float64 {
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return sample_unit_uniform(r)*(end-start) + start
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return sample_unit_uniform(r)*(end-start) + start
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}
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}
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func sample_normal(mean float64, sigma float64, r source) float64 {
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func sample_normal(mean float64, sigma float64, r src) float64 {
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return mean + sample_unit_normal(r)*sigma
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return mean + sample_unit_normal(r)*sigma
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}
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}
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func sample_lognormal(logmean float64, logstd float64, r source) float64 {
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func sample_lognormal(logmean float64, logstd float64, r src) float64 {
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return (math.Exp(sample_normal(logmean, logstd, r)))
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return (math.Exp(sample_normal(logmean, logstd, r)))
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}
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}
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func sample_normal_from_90_ci(low float64, high float64, r source) float64 {
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func sample_normal_from_90_ci(low float64, high float64, r src) float64 {
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var normal90 float64 = 1.6448536269514727
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var normal90 float64 = 1.6448536269514727
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var mean float64 = (high + low) / 2.0
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var mean float64 = (high + low) / 2.0
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var std float64 = (high - low) / (2.0 * normal90)
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var std float64 = (high - low) / (2.0 * normal90)
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@ -38,7 +38,7 @@ func sample_normal_from_90_ci(low float64, high float64, r source) float64 {
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}
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}
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func sample_to(low float64, high float64, r source) float64 {
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func sample_to(low float64, high float64, r src) float64 {
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// Given a (positive) 90% confidence interval,
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// Given a (positive) 90% confidence interval,
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// returns a sample from a lognorma with a matching 90% c.i.
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// returns a sample from a lognorma with a matching 90% c.i.
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// Key idea: If we want a lognormal with 90% confidence interval [a, b]
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// Key idea: If we want a lognormal with 90% confidence interval [a, b]
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@ -49,7 +49,7 @@ func sample_to(low float64, high float64, r source) float64 {
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return math.Exp(sample_normal_from_90_ci(loglow, loghigh, r))
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return math.Exp(sample_normal_from_90_ci(loglow, loghigh, r))
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}
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}
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func sample_mixture(fs []func64, weights []float64, r source) float64 {
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func sample_mixture(fs []func64, weights []float64, r src) float64 {
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// fmt.Println("weights initially: ", weights)
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// fmt.Println("weights initially: ", weights)
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var sum_weights float64 = 0
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var sum_weights float64 = 0
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@ -84,25 +84,27 @@ func sample_mixture(fs []func64, weights []float64, r source) float64 {
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}
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}
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func slice_fill(xs []float64, fs func64, r source) {
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func slice_fill(xs []float64, fs func64, r src) {
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for i := range xs {
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for i := range xs {
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xs[i] = fs(r)
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xs[i] = fs(r)
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}
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}
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}
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}
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func sample_parallel(f func64, n_samples int) []float64 {
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func sample_parallel(f func64, n_samples int) []float64 {
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var num_threads = 16
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var xs = make([]float64, n_samples)
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var xs = make([]float64, n_samples)
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var wg sync.WaitGroup
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var wg sync.WaitGroup
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var h = n_samples / 16
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var h = n_samples / num_threads
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wg.Add(16)
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wg.Add(num_threads)
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for i := range 16 {
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for i := range num_threads {
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var xs_i = xs[i*h : (i+1)*h]
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var xs_i = xs[i*h : (i+1)*h]
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go func() {
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go func(f func64) {
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defer wg.Done()
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defer wg.Done()
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var r = rand.New(rand.NewPCG(uint64(i), uint64(i+1)))
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var r = rand.New(rand.NewPCG(uint64(i), uint64(i+1)))
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slice_fill(xs_i, f, r)
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for i := range xs_i {
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}()
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xs_i[i] = f(r)
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}
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}(f)
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}
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}
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wg.Wait()
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wg.Wait()
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@ -117,31 +119,29 @@ func main() {
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var p_c float64 = p_a * p_b
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var p_c float64 = p_a * p_b
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ws := [4](float64){1 - p_c, p_c / 2, p_c / 4, p_c / 4}
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ws := [4](float64){1 - p_c, p_c / 2, p_c / 4, p_c / 4}
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sample_0 := func(r source) float64 { return 0 }
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sample_0 := func(r src) float64 { return 0 }
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sample_1 := func(r source) float64 { return 1 }
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sample_1 := func(r src) float64 { return 1 }
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sample_few := func(r source) float64 { return sample_to(1, 3, r) }
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sample_few := func(r src) float64 { return sample_to(1, 3, r) }
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sample_many := func(r source) float64 { return sample_to(2, 10, r) }
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sample_many := func(r src) float64 { return sample_to(2, 10, r) }
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fs := [4](func64){sample_0, sample_1, sample_few, sample_many}
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fs := [4](func64){sample_0, sample_1, sample_few, sample_many}
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model := func(r source) float64 { return sample_mixture(fs[0:], ws[0:], r) }
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model := func(r src) float64 { return sample_mixture(fs[0:], ws[0:], r) }
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var n_samples int = 1_000_000
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n_samples := 1_000_000
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xs := sample_parallel(model, n_samples)
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xs := sample_parallel(model, n_samples)
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var avg float64 = 0
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var avg float64 = 0
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for _, x := range xs {
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for _, x := range xs {
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avg += x
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avg += x
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}
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}
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avg = avg / float64(n_samples)
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avg = avg / float64(n_samples)
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fmt.Printf("Average: %v\n", avg)
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fmt.Printf("Average: %v\n", avg)
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/*
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/*
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n_samples := 1_000_000
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var r = rand.New(rand.NewPCG(uint64(1), uint64(2)))
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var avg float64 = 0
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var avg float64 = 0
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for i := 0; i < n_samples; i++ {
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for i := 0; i < n_samples; i++ {
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avg += sample_mixture(fs[0:], ws[0:])
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avg += sample_mixture(fs[0:], ws[0:], r)
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}
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}
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avg = avg / float64(n_samples)
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avg = avg / float64(n_samples)
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fmt.Printf("Average: %v\n", avg)
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fmt.Printf("Average: %v\n", avg)
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*/
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*/
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}
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}
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