35 lines
1.1 KiB
Plaintext
35 lines
1.1 KiB
Plaintext
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open Jest
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open Expect
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open TestHelpers
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describe("kl divergence", () => {
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let klDivergence = DistributionOperation.Constructors.klDivergence(~env)
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test("", () => {
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exception KlFailed
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let lowAnswer = 4.3526e0
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let highAnswer = 8.5382e0
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let lowPrediction = 4.3526e0
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let highPrediction = 1.2345e1
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let answer =
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uniformMakeR(lowAnswer, highAnswer)->E.R2.errMap(s => DistributionTypes.ArgumentError(s))
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let prediction =
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uniformMakeR(lowPrediction, highPrediction)->E.R2.errMap(s => DistributionTypes.ArgumentError(
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s,
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))
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// integral along the support of the answer of answer.pdf(x) times log of prediction.pdf(x) divided by answer.pdf(x) dx
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let analyticalKl =
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-1.0 /.
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(highAnswer -. lowAnswer) *.
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Js.Math.log((highAnswer -. lowAnswer) /. (highPrediction -. lowPrediction)) *.
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(highAnswer -. lowAnswer)
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let kl = E.R.liftJoin2(klDivergence, prediction, answer)
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switch kl {
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| Ok(kl') => kl'->expect->toBeCloseTo(analyticalKl)
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| Error(err) => {
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Js.Console.log(DistributionTypes.Error.toString(err))
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raise(KlFailed)
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}
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}
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})
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})
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