Added Truncate to sci.res
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				|  | @ -1,3 +1,5 @@ | |||
| //TODO: multimodal, add interface, split up a little bit, test somehow, track performance, refactor sampleSet, refactor ASTEvaluator.res. | ||||
| 
 | ||||
| type error = | ||||
|   | NeedsPointSetConversion | ||||
|   | InputsNeedPointSetConversion | ||||
|  | @ -18,7 +20,7 @@ module OperationType = { | |||
|     | #Pointwise | ||||
|   ] | ||||
| 
 | ||||
|   type combination = [ | ||||
|   type arithmeticOperation = [ | ||||
|     | #Add | ||||
|     | #Multiply | ||||
|     | #Subtract | ||||
|  | @ -27,8 +29,8 @@ module OperationType = { | |||
|     | #Log | ||||
|   ] | ||||
| 
 | ||||
|   let combinationToFn = (combination: combination) => | ||||
|     switch combination { | ||||
|   let arithmeticToFn = (arithmetic: arithmeticOperation) => | ||||
|     switch arithmetic { | ||||
|     | #Add => \"+." | ||||
|     | #Multiply => \"*." | ||||
|     | #Subtract => \"-." | ||||
|  | @ -49,6 +51,7 @@ module OperationType = { | |||
|     | #normalize | ||||
|     | #toPointSet | ||||
|     | #toSampleSet(int) | ||||
|     | #truncate(option<float>, option<float>) | ||||
|   ] | ||||
| 
 | ||||
|   type toFloatArray = [ | ||||
|  | @ -58,7 +61,7 @@ module OperationType = { | |||
|   type t = [ | ||||
|     | #toFloat(toFloat) | ||||
|     | #toDist(toDist) | ||||
|     | #toDistCombination(direction, combination, [#Dist(genericDist) | #Float(float)]) | ||||
|     | #toDistCombination(direction, arithmeticOperation, [#Dist(genericDist) | #Float(float)]) | ||||
|   ] | ||||
| } | ||||
| 
 | ||||
|  | @ -76,6 +79,14 @@ module T = { | |||
|     } | ||||
|   } | ||||
| 
 | ||||
|   let normalize = (t: t) => { | ||||
|     switch t { | ||||
|     | #PointSet(r) => #PointSet(PointSetDist.T.normalize(r)) | ||||
|     | #Symbolic(_) => t | ||||
|     | #SampleSet(_) => t | ||||
|     } | ||||
|   } | ||||
| 
 | ||||
|   let toFloat = (toPointSet: toPointSetFn, fnName, t: genericDist): result<float, error> => { | ||||
|     switch t { | ||||
|     | #Symbolic(r) if Belt.Result.isOk(SymbolicDist.T.operate(fnName, r)) => | ||||
|  | @ -117,10 +128,46 @@ module T = { | |||
|     } | ||||
|   } | ||||
| 
 | ||||
|   module Truncate = { | ||||
|     let trySymbolicSimplification = (leftCutoff, rightCutoff, t): option<t> => | ||||
|       switch (leftCutoff, rightCutoff, t) { | ||||
|       | (None, None, _) => None | ||||
|       | (lc, rc, #Symbolic(#Uniform(u))) if lc < rc => | ||||
|         Some(#Symbolic(#Uniform(SymbolicDist.Uniform.truncate(lc, rc, u)))) | ||||
|       | _ => None | ||||
|       } | ||||
| 
 | ||||
|     let run = ( | ||||
|       toPointSet: toPointSetFn, | ||||
|       leftCutoff: option<float>, | ||||
|       rightCutoff: option<float>, | ||||
|       t: t, | ||||
|     ): result<t, error> => { | ||||
|       let doesNotNeedCutoff = E.O.isNone(leftCutoff) && E.O.isNone(rightCutoff) | ||||
|       if doesNotNeedCutoff { | ||||
|         Ok(t) | ||||
|       } else { | ||||
|         switch trySymbolicSimplification(leftCutoff, rightCutoff, t) { | ||||
|         | Some(r) => Ok(r) | ||||
|         | None => | ||||
|           toPointSet(t) |> E.R.fmap(t => | ||||
|             #PointSet(PointSetDist.T.truncate(leftCutoff, rightCutoff, t)) | ||||
|           ) | ||||
|         } | ||||
|       } | ||||
|     } | ||||
|   } | ||||
| 
 | ||||
|   /* Given two random variables A and B, this returns the distribution | ||||
|    of a new variable that is the result of the operation on A and B. | ||||
|    For instance, normal(0, 1) + normal(1, 1) -> normal(1, 2). | ||||
|    In general, this is implemented via convolution. */ | ||||
|   module AlgebraicCombination = { | ||||
|     let tryAnalyticalSimplification = (operation: OperationType.combination, t1: t, t2: t): option< | ||||
|       result<SymbolicDistTypes.symbolicDist, string>, | ||||
|     > => | ||||
|     let tryAnalyticalSimplification = ( | ||||
|       operation: OperationType.arithmeticOperation, | ||||
|       t1: t, | ||||
|       t2: t, | ||||
|     ): option<result<SymbolicDistTypes.symbolicDist, string>> => | ||||
|       switch (operation, t1, t2) { | ||||
|       | (operation, #Symbolic(d1), #Symbolic(d2)) => | ||||
|         switch SymbolicDist.T.tryAnalyticalSimplification(d1, d2, operation) { | ||||
|  | @ -133,7 +180,7 @@ module T = { | |||
| 
 | ||||
|     let runConvolution = ( | ||||
|       toPointSet: toPointSetFn, | ||||
|       operation: OperationType.combination, | ||||
|       operation: OperationType.arithmeticOperation, | ||||
|       t1: t, | ||||
|       t2: t, | ||||
|     ) => | ||||
|  | @ -143,7 +190,7 @@ module T = { | |||
| 
 | ||||
|     let runMonteCarlo = ( | ||||
|       toSampleSet: toSampleSetFn, | ||||
|       operation: OperationType.combination, | ||||
|       operation: OperationType.arithmeticOperation, | ||||
|       t1: t, | ||||
|       t2: t, | ||||
|     ) => { | ||||
|  | @ -163,7 +210,7 @@ module T = { | |||
|       | _ => 1000 | ||||
|       } | ||||
| 
 | ||||
|     let chooseConvolutionOrMonteCarlo = (t1: t, t2: t) => | ||||
|     let chooseConvolutionOrMonteCarlo = (t2: t, t1: t) => | ||||
|       expectedConvolutionCost(t1) * expectedConvolutionCost(t2) > 10000 | ||||
|         ? #CalculateWithMonteCarlo | ||||
|         : #CalculateWithConvolution | ||||
|  | @ -189,22 +236,23 @@ module T = { | |||
|     } | ||||
|   } | ||||
| 
 | ||||
|   let pointwiseCombination = (toPointSet: toPointSetFn, operation, t1: t, t2: t): result< | ||||
|   //TODO: Add faster pointwiseCombine fn | ||||
|   let pointwiseCombination = (toPointSet: toPointSetFn, operation, t2: t, t1: t): result< | ||||
|     t, | ||||
|     error, | ||||
|   > => { | ||||
|     E.R.merge(toPointSet(t1), toPointSet(t2)) | ||||
|     |> E.R.fmap(((t1, t2)) => | ||||
|       PointSetDist.combinePointwise(OperationType.combinationToFn(operation), t1, t2) | ||||
|       PointSetDist.combinePointwise(OperationType.arithmeticToFn(operation), t1, t2) | ||||
|     ) | ||||
|     |> E.R.fmap(r => #PointSet(r)) | ||||
|   } | ||||
| 
 | ||||
|   let pointwiseCombinationFloat = ( | ||||
|     toPointSet: toPointSetFn, | ||||
|     operation: OperationType.combination, | ||||
|     t: t, | ||||
|     operation: OperationType.arithmeticOperation, | ||||
|     f: float, | ||||
|     t: t, | ||||
|   ): result<t, error> => { | ||||
|     switch operation { | ||||
|     | #Add | #Subtract => Error(DistributionVerticalShiftIsInvalid) | ||||
|  | @ -259,36 +307,41 @@ module OmniRunner = { | |||
|       switch reCall(~value=r, ~fnName=#toDist(#toPointSet), ()) { | ||||
|       | #Dist(#PointSet(p)) => Ok(p) | ||||
|       | #Error(r) => Error(r) | ||||
|       | _ => Error(Other("Impossible error")) | ||||
|       | _ => Error(ImpossiblePath) | ||||
|       } | ||||
|     } | ||||
|     let toSampleSet = r => { | ||||
|       switch reCall(~value=r, ~fnName=#toDist(#toSampleSet(sampleCount)), ()) { | ||||
|       | #Dist(#SampleSet(p)) => Ok(p) | ||||
|       | #Error(r) => Error(r) | ||||
|       | _ => Error(Other("Impossible error")) | ||||
|       | _ => Error(ImpossiblePath) | ||||
|       } | ||||
|     } | ||||
|     switch (fnName, value) { | ||||
|     switch fnName { | ||||
|     // | (#toFloat(n), v) => toFloat(toPointSet, v, n) | ||||
|     | (#toFloat(fnName), _) => | ||||
|     | #toFloat(fnName) => | ||||
|       T.toFloat(toPointSet, fnName, value) |> E.R.fmap(r => #Float(r)) |> fromResult | ||||
|     | (#toDist(#normalize), #PointSet(r)) => #Dist(#PointSet(PointSetDist.T.normalize(r))) | ||||
|     | (#toDist(#normalize), #Symbolic(_)) => #Dist(value) | ||||
|     | (#toDist(#normalize), #SampleSet(_)) => #Dist(value) | ||||
|     | (#toDist(#toPointSet), _) => | ||||
|     | #toDist(#normalize) => value |> T.normalize |> (r => #Dist(r)) | ||||
|     | #toDist(#truncate(left, right)) => | ||||
|       value |> T.Truncate.run(toPointSet, left, right) |> E.R.fmap(r => #Dist(r)) |> fromResult | ||||
|     | #toDist(#toPointSet) => | ||||
|       value |> T.toPointSet(xyPointLength) |> E.R.fmap(r => #Dist(#PointSet(r))) |> fromResult | ||||
|     | (#toDist(#toSampleSet(n)), _) => | ||||
|     | #toDist(#toSampleSet(n)) => | ||||
|       value |> T.sampleN(n) |> E.R.fmap(r => #Dist(#SampleSet(r))) |> fromResult | ||||
|     | (#toDistCombination(#Algebraic, _, #Float(_)), _) => #Error(NotYetImplemented) | ||||
|     | (#toDistCombination(#Algebraic, operation, #Dist(p2)), p1) => | ||||
|       T.AlgebraicCombination.run(toPointSet, toSampleSet, operation, p1, p2) | ||||
|     | #toDistCombination(#Algebraic, _, #Float(_)) => #Error(NotYetImplemented) | ||||
|     | #toDistCombination(#Algebraic, operation, #Dist(value2)) => | ||||
|       value | ||||
|       |> T.AlgebraicCombination.run(toPointSet, toSampleSet, operation, value2) | ||||
|       |> E.R.fmap(r => #Dist(r)) | ||||
|       |> fromResult | ||||
|     | (#toDistCombination(#Pointwise, operation, #Dist(p2)), p1) => | ||||
|       T.pointwiseCombination(toPointSet, operation, p1, p2) |> E.R.fmap(r => #Dist(r)) |> fromResult | ||||
|     | (#toDistCombination(#Pointwise, operation, #Float(f)), _) => | ||||
|       T.pointwiseCombinationFloat(toPointSet, operation, value, f) | ||||
|     | #toDistCombination(#Pointwise, operation, #Dist(value2)) => | ||||
|       value | ||||
|       |> T.pointwiseCombination(toPointSet, operation, value2) | ||||
|       |> E.R.fmap(r => #Dist(r)) | ||||
|       |> fromResult | ||||
|     | #toDistCombination(#Pointwise, operation, #Float(f)) => | ||||
|       value | ||||
|       |> T.pointwiseCombinationFloat(toPointSet, operation, f) | ||||
|       |> E.R.fmap(r => #Dist(r)) | ||||
|       |> fromResult | ||||
|     } | ||||
|  |  | |||
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