Merge pull request #355 from quantified-uncertainty/commutative-error

Fix subtraction not commuting under pointsets
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Ozzie Gooen 2022-04-25 17:03:30 -04:00 committed by GitHub
commit 1f27ef894c
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6 changed files with 40 additions and 7 deletions

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@ -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,

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@ -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))")

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@ -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],

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@ -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 {

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@ -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:

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@ -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