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factored mixture construction into function

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Value: [1e-6 to 1e-4]
This commit is contained in:
Quinn Dougherty 2022-05-12 11:14:59 -04:00
parent f5e3701a79
commit 12c0959f38
1 changed files with 14 additions and 12 deletions
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26
packages/squiggle-lang/__tests__/Distributions/KlDivergence_test.res
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@ -3,7 +3,7 @@ open Expect
open TestHelpers
open GenericDist_Fixtures
// integral of from low to high of 1 / (high - low) log(normal(mean, stdev)(x) / (1 / (high - low))) dx
// integral from low to high of 1 / (high - low) log(normal(mean, stdev)(x) / (1 / (high - low))) dx
let klNormalUniform = (mean, stdev, low, high): float =>
-.Js.Math.log((high -. low) /. Js.Math.sqrt(2.0 *. MagicNumbers.Math.pi *. stdev ** 2.0)) +.
1.0 /.
@ -118,18 +118,20 @@ describe("klDivergence: discrete -> discrete -> float", () => {
describe("klDivergence: mixed -> mixed -> float", () => {
let klDivergence = DistributionOperation.Constructors.klDivergence(~env)
let mixture = a => DistributionTypes.DistributionOperation.Mixture(a)
let a' = [(point1, 1.0), (uniformDist, 1.0)]->mixture->run
let b' = [(point1, 1.0), (floatDist, 1.0), (normalDist10, 1.0)]->mixture->run
let c' = [(point1, 1.0), (point2, 1.0), (point3, 1.0), (uniformDist, 1.0)]->mixture->run
let d' =
[(point1, 1.0), (point2, 1.0), (point3, 1.0), (floatDist, 1.0), (uniformDist2, 1.0)]
->mixture
->run
let (a, b, c, d) = switch (a', b', c', d') {
| (Dist(a''), Dist(b''), Dist(c''), Dist(d'')) => (a'', b'', c'', d'')
| _ => raise(MixtureFailed)
let mixture' = a => DistributionTypes.DistributionOperation.Mixture(a)
let mixture = a => {
let dist' = a->mixture'->run
switch dist' {
| Dist(dist) => dist
| _ => raise(MixtureFailed)
}
}
let a = [(point1, 1.0), (uniformDist, 1.0)]->mixture
let b = [(point1, 1.0), (floatDist, 1.0), (normalDist10, 1.0)]->mixture
let c = [(point1, 1.0), (point2, 1.0), (point3, 1.0), (uniformDist, 1.0)]->mixture
let d =
[(point1, 1.0), (point2, 1.0), (point3, 1.0), (floatDist, 1.0), (uniformDist2, 1.0)]->mixture
test("finite klDivergence produces correct answer", () => {
let prediction = b
let answer = a