Merge pull request #355 from quantified-uncertainty/commutative-error
Fix subtraction not commuting under pointsets
This commit is contained in:
commit
1f27ef894c
|
@ -9,6 +9,7 @@ describe("Combining Continuous and Discrete Distributions", () => {
|
|||
#Multiply,
|
||||
{xs: [0., 1.], ys: [1., 1.]},
|
||||
{xs: [-1.], ys: [1.]},
|
||||
~discretePosition=Second,
|
||||
),
|
||||
), // Multiply distribution by -1
|
||||
true,
|
||||
|
|
|
@ -54,6 +54,7 @@ describe("eval on distribution functions", () => {
|
|||
describe("subtract", () => {
|
||||
testEval("10 - normal(5, 1)", "Ok(Normal(5,1))")
|
||||
testEval("normal(5, 1) - 10", "Ok(Normal(-5,1))")
|
||||
testEval("mean(1 - toPointSet(normal(5, 2)))", "Ok(-4.002309896304692)")
|
||||
})
|
||||
describe("multiply", () => {
|
||||
testEval("normal(10, 2) * 2", "Ok(Normal(20,4))")
|
||||
|
|
|
@ -187,16 +187,20 @@ let toDiscretePointMassesFromDiscrete = (s: PointSetTypes.xyShape): pointMassesW
|
|||
{n: n, masses: masses, means: means, variances: variances}
|
||||
}
|
||||
|
||||
type argumentPosition = First | Second
|
||||
|
||||
let combineShapesContinuousDiscrete = (
|
||||
op: Operation.convolutionOperation,
|
||||
continuousShape: PointSetTypes.xyShape,
|
||||
discreteShape: PointSetTypes.xyShape,
|
||||
~discretePosition: argumentPosition,
|
||||
): PointSetTypes.xyShape => {
|
||||
let t1n = continuousShape |> XYShape.T.length
|
||||
let t2n = discreteShape |> XYShape.T.length
|
||||
|
||||
// each x pair is added/subtracted
|
||||
let fn = Operation.Convolution.toFn(op)
|
||||
let opFunc = Operation.Convolution.toFn(op)
|
||||
let fn = discretePosition == First ? (a, b) => opFunc(b, a) : opFunc
|
||||
|
||||
let outXYShapes: array<array<(float, float)>> = Belt.Array.makeUninitializedUnsafe(t2n)
|
||||
|
||||
|
@ -207,9 +211,13 @@ let combineShapesContinuousDiscrete = (
|
|||
// creates a new continuous shape for each one of the discrete points, and collects them in outXYShapes.
|
||||
let dxyShape: array<(float, float)> = Belt.Array.makeUninitializedUnsafe(t1n)
|
||||
for i in 0 to t1n - 1 {
|
||||
// When this operation is flipped (like 1 - normal(5, 2)) then the
|
||||
// x axis coordinates would all come out the wrong order. So we need
|
||||
// to fill them out in the opposite direction
|
||||
let index = discretePosition == First ? t1n - 1 - i : i
|
||||
Belt.Array.set(
|
||||
dxyShape,
|
||||
i,
|
||||
index,
|
||||
(
|
||||
fn(continuousShape.xs[i], discreteShape.xs[j]),
|
||||
continuousShape.ys[i] *. discreteShape.ys[j],
|
||||
|
|
|
@ -278,6 +278,7 @@ let combineAlgebraicallyWithDiscrete = (
|
|||
op: Operation.convolutionOperation,
|
||||
t1: t,
|
||||
t2: PointSetTypes.discreteShape,
|
||||
~discretePosition: AlgebraicShapeCombination.argumentPosition,
|
||||
) => {
|
||||
let t1s = t1 |> getShape
|
||||
let t2s = t2.xyShape // TODO would like to use Discrete.getShape here, but current file structure doesn't allow for that
|
||||
|
@ -294,6 +295,7 @@ let combineAlgebraicallyWithDiscrete = (
|
|||
op,
|
||||
continuousAsLinear |> getShape,
|
||||
t2s,
|
||||
~discretePosition,
|
||||
)
|
||||
|
||||
let combinedIntegralSum = switch op {
|
||||
|
|
|
@ -277,8 +277,18 @@ let combineAlgebraically = (op: Operation.convolutionOperation, t1: t, t2: t): t
|
|||
// continuous (*) continuous => continuous, but also
|
||||
// discrete (*) continuous => continuous (and vice versa). We have to take care of all combos and then combine them:
|
||||
let ccConvResult = Continuous.combineAlgebraically(op, t1.continuous, t2.continuous)
|
||||
let dcConvResult = Continuous.combineAlgebraicallyWithDiscrete(op, t2.continuous, t1.discrete)
|
||||
let cdConvResult = Continuous.combineAlgebraicallyWithDiscrete(op, t1.continuous, t2.discrete)
|
||||
let dcConvResult = Continuous.combineAlgebraicallyWithDiscrete(
|
||||
op,
|
||||
t2.continuous,
|
||||
t1.discrete,
|
||||
~discretePosition=First,
|
||||
)
|
||||
let cdConvResult = Continuous.combineAlgebraicallyWithDiscrete(
|
||||
op,
|
||||
t1.continuous,
|
||||
t2.discrete,
|
||||
~discretePosition=Second,
|
||||
)
|
||||
let continuousConvResult = Continuous.sum([ccConvResult, dcConvResult, cdConvResult])
|
||||
|
||||
// ... finally, discrete (*) discrete => discrete, obviously:
|
||||
|
|
|
@ -46,9 +46,20 @@ let combineAlgebraically = (op: Operation.convolutionOperation, t1: t, t2: t): t
|
|||
switch (t1, t2) {
|
||||
| (Continuous(m1), Continuous(m2)) =>
|
||||
Continuous.combineAlgebraically(op, m1, m2) |> Continuous.T.toPointSetDist
|
||||
| (Continuous(m1), Discrete(m2))
|
||||
| (Discrete(m2), Continuous(m1)) =>
|
||||
Continuous.combineAlgebraicallyWithDiscrete(op, m1, m2) |> Continuous.T.toPointSetDist
|
||||
| (Discrete(m1), Continuous(m2)) =>
|
||||
Continuous.combineAlgebraicallyWithDiscrete(
|
||||
op,
|
||||
m2,
|
||||
m1,
|
||||
~discretePosition=First,
|
||||
) |> Continuous.T.toPointSetDist
|
||||
| (Continuous(m1), Discrete(m2)) =>
|
||||
Continuous.combineAlgebraicallyWithDiscrete(
|
||||
op,
|
||||
m1,
|
||||
m2,
|
||||
~discretePosition=Second,
|
||||
) |> Continuous.T.toPointSetDist
|
||||
| (Discrete(m1), Discrete(m2)) =>
|
||||
Discrete.combineAlgebraically(op, m1, m2) |> Discrete.T.toPointSetDist
|
||||
| (m1, m2) => Mixed.combineAlgebraically(op, toMixed(m1), toMixed(m2)) |> Mixed.T.toPointSetDist
|
||||
|
|
Loading…
Reference in New Issue
Block a user