Added combinations to sci.res
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@ -2,6 +2,8 @@ type symboliDist = SymbolicDistTypes.symbolicDist
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type error =
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| NeedsPointSetConversion
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| InputsNeedPointSetConversion
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| NotYetImplemented
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| Other(string)
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type genericDist = [
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@ -12,6 +14,11 @@ type genericDist = [
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| #Float(float)
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]
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type direction = [
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| #Algebraic
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| #Pointwise
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]
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type combination = [
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| #Add
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| #Multiply
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@ -20,6 +27,15 @@ type combination = [
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| #Exponentiate
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]
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let combinationToFn = (combination: combination) =>
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switch combination {
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| #Add => \"+."
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| #Multiply => \"*."
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| #Subtract => \"-."
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| #Exponentiate => \"**"
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| #Divide => \"/."
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}
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type toFloat = [
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| #Cdf(float)
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| #Inv(float)
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@ -31,12 +47,17 @@ type toFloat = [
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type toDist = [
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| #normalize
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| #toPointSet
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| #toSampleSet(int)
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]
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type toFloatArray = [
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| #Sample(int)
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]
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type operation = [
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| #toFloat(toFloat)
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| #toDist(toDist)
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| #toDistCombination(combination, genericDist)
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| #toDistCombination(direction, combination, genericDist)
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]
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type params = {
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@ -64,8 +85,37 @@ let defaultSamplingInputs: SamplingInputs.samplingInputs = {
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kernelWidth: None,
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}
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let applyFnInternal = (wrapped: wrapped, fnName: operation): wrapped => {
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let (v, extra) = wrapped
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/* Given two random variables A and B, this returns the distribution
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of a new variable that is the result of the operation on A and B.
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For instance, normal(0, 1) + normal(1, 1) -> normal(1, 2).
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In general, this is implemented via convolution. */
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module AlgebraicCombination = {
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let tryAnalyticalSimplification = (operation, t1: genericDist, t2: genericDist) =>
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switch (operation, t1, t2) {
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| (operation, #Symbolic(d1), #Symbolic(d2)) =>
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switch SymbolicDist.T.tryAnalyticalSimplification(d1, d2, operation) {
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| #AnalyticalSolution(symbolicDist) => Ok(#Symbolic(symbolicDist))
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| #Error(er) => Error(er)
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| #NoSolution => Ok(#NoSolution)
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}
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| _ => Ok(#NoSolution)
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}
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}
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// let toSampleSet = (r)
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let sampleN = (n, genericDist) => {
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switch genericDist {
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| #XYShape(r) => Ok(PointSetDist.sampleNRendered(n, r))
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| #Symbolic(r) => Ok(SymbolicDist.T.sampleN(n, r))
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| #SampleSet(r) => Error(NotYetImplemented)
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| #Error(r) => Error(r)
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| _ => Error(NotYetImplemented)
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}
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}
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let rec applyFnInternal = (wrapped: wrapped, fnName: operation): wrapped => {
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let (v, {sampleCount, xyPointLength} as extra) = wrapped
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let newVal: genericDist = switch (fnName, v) {
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| (#toFloat(n), #XYShape(r)) => #Float(PointSetDist.operate(n, r))
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| (#toFloat(n), #Symbolic(r)) =>
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@ -78,7 +128,7 @@ let applyFnInternal = (wrapped: wrapped, fnName: operation): wrapped => {
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| (#toDist(#normalize), #Symbolic(_)) => v
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| (#toDist(#normalize), #SampleSet(_)) => v
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| (#toDist(#toPointSet), #XYShape(_)) => v
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| (#toDist(#toPointSet), #Symbolic(r)) => #XYShape(SymbolicDist.T.toPointSetDist(1000, r))
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| (#toDist(#toPointSet), #Symbolic(r)) => #XYShape(SymbolicDist.T.toPointSetDist(sampleCount, r))
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| (#toDist(#toPointSet), #SampleSet(r)) => {
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let response = SampleSet.toPointSetDist(
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~samples=r,
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@ -90,9 +140,35 @@ let applyFnInternal = (wrapped: wrapped, fnName: operation): wrapped => {
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| None => #Error(Other("Failed to convert sample into shape"))
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}
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}
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| (#toDist(#toSampleSet(n)), r) =>
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switch sampleN(n, r) {
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| Ok(r) => #SampleSet(r)
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| Error(r) => #Error(r)
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}
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| (#toDistCombination(#Algebraic, operation, p2), p1) => {
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// TODO: This could be more complex, to get possible simplification and similar.
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let dist1 = sampleN(sampleCount, p1)
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let dist2 = sampleN(sampleCount, p2)
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let samples = E.R.merge(dist1, dist2) |> E.R.fmap(((d1, d2)) => {
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Belt.Array.zip(d1, d2) |> E.A.fmap(((a, b)) => Operation.Algebraic.toFn(operation, a, b))
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})
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switch samples {
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| Ok(r) => #SampleSet(r)
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| Error(e) => #Error(e)
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}
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}
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| (#toDistCombination(#Pointwise, operation, p2), p1) =>
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switch (
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applyFnInternal((p1, extra), #toDist(#toPointSet)),
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applyFnInternal((p2, extra), #toDist(#toPointSet)),
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) {
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| ((#XYShape(p1), _), (#XYShape(p2), _)) =>
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#XYShape(PointSetDist.combinePointwise(combinationToFn(operation), p1, p2))
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| _ => #Error(Other("No Match or not supported"))
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}
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| _ => #Error(Other("No Match or not supported"))
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}
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(newVal, extra)
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(newVal, {sampleCount: sampleCount, xyPointLength: xyPointLength})
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}
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let applyFn = (wrapped, fnName): wrapped => {
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@ -102,6 +178,16 @@ let applyFn = (wrapped, fnName): wrapped => {
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let convertedToPointSet = applyFnInternal(wrapped, #toDist(#toPointSet))
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applyFnInternal(convertedToPointSet, fnName)
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}
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| #Error(InputsNeedPointSetConversion) => {
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let altDist = switch fnName {
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| #toDistCombination(p1, p2, dist) => {
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let (newDist, _) = applyFnInternal((dist, extra), #toDist(#toPointSet))
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applyFnInternal(wrapped, #toDistCombination(p1, p2, newDist))
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}
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| _ => (#Error(Other("Not needed")), extra)
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}
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altDist
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}
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| _ => result
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}
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}
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