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This commit is contained in:
Roman Galochkin 2020-03-03 15:58:53 +03:00
parent 5354d5be02
commit 6b256bb76e
3 changed files with 110 additions and 29 deletions
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66
src/components/editor/distribution.js
View File

@ -1,11 +1,14 @@
// This module defines an abstract BinnedDistribution class, which
// should be implemented for each distribution. You need to decide
// how to bin the distribution (use _adabin unless there's a nicer
// way for your distr) and how to choose the distribution's support.
const _math = require("mathjs");
const math = _math.create(_math.all);
const jStat = require("jstat");
/**
* This module defines an abstract BinnedDistribution class, which
* should be implemented for each distribution. You need to decide
* how to bin the distribution (use _adabin unless there's a nicer
* way for your distr) and how to choose the distribution's support.
*/
math.import({
normal: jStat.normal,
beta: jStat.beta,
@ -14,6 +17,9 @@ math.import({
});
class BaseDistributionBinned {
/**
* @param args
*/
constructor(args) {
this._set_props();
this.max_bin_size = 0.5;
@ -30,11 +36,18 @@ class BaseDistributionBinned {
[this.pdf_vals, this.divider_pts] = this.bin();
}
/**
* this is hacky but class properties aren't always supported
* @private
*/
_set_props() {
// this is hacky but class properties aren't always supported
throw new Error("NotImplementedError");
}
/**
* @returns {(number[]|[*])[]}
* @private
*/
_adabin() {
let point = this.start_point;
let vals = [this.pdf_func(point)];
@ -78,6 +91,10 @@ class BaseDistributionBinned {
throw new Error("NotImplementedError");
}
/**
* @param args
* @returns {(any|(function(*=): *))[]}
*/
get_params_and_pdf_func(args) {
let args_str = args.toString() + ")";
let substr = this.name + ".pdf(x, " + args_str;
@ -95,11 +112,17 @@ class BaseDistributionBinned {
}
class NormalDistributionBinned extends BaseDistributionBinned {
/**
* @private
*/
_set_props() {
this.name = "normal";
this.param_names = ["mean", "std"];
}
/**
* @returns {(number|*)[]}
*/
get_bounds() {
return [
this.params.mean - 4 * this.params.std,
@ -107,22 +130,34 @@ class NormalDistributionBinned extends BaseDistributionBinned {
];
}
/**
* @returns {[[*], [*]]}
*/
bin() {
return this._adabin(this.params.std);
}
}
class UniformDistributionBinned extends BaseDistributionBinned {
/**
* @private
*/
_set_props() {
this.name = "uniform";
this.param_names = ["start_point", "end_point"];
this.num_bins = 200;
}
/**
* @returns {*[]}
*/
get_bounds() {
return [this.params.start_point, this.params.end_point];
}
/**
* @returns {(*[])[]}
*/
bin() {
let divider_pts = evenly_spaced_grid(
this.params.start_point,
@ -138,6 +173,9 @@ class UniformDistributionBinned extends BaseDistributionBinned {
}
class LogNormalDistributionBinned extends BaseDistributionBinned {
/**
* @private
*/
_set_props() {
this.name = "lognormal";
this.param_names = ["normal_mean", "normal_std"];
@ -145,6 +183,12 @@ class LogNormalDistributionBinned extends BaseDistributionBinned {
this.n_largest_bound_sample = 10;
}
/**
* @param samples
* @param n
* @returns {any}
* @private
*/
_nth_largest(samples, n) {
var largest_buffer = Array(n).fill(-Infinity);
for (const sample of samples) {
@ -159,6 +203,9 @@ class LogNormalDistributionBinned extends BaseDistributionBinned {
return largest_buffer[n - 1];
}
/**
* @returns {(*|any)[]}
*/
get_bounds() {
let samples = Array(this.n_bounds_samples)
.fill(0)
@ -169,11 +216,20 @@ class LogNormalDistributionBinned extends BaseDistributionBinned {
];
}
/**
* @returns {[[*], [*]]}
*/
bin() {
return this._adabin();
}
}
/**
* @param start
* @param stop
* @param numel
* @returns {*[]}
*/
function evenly_spaced_grid(start, stop, numel) {
return Array(numel)
.fill(0)

53
src/components/editor/main.js
View File

@ -1,16 +1,19 @@
// The main algorithmic work is done by functions in this module.
// It also contains the main function, taking the user's string
// and returning pdf values and x's.
const _math = require("mathjs");
const bst = require("binary-search-tree");
const distrs = require("./distribution.js").distrs;
const parse = require("./parse.js");
const _math = require("mathjs");
const math = _math.create(_math.all);
const bst = require("binary-search-tree");
const NUM_MC_SAMPLES = 300;
const OUTPUT_GRID_NUMEL = 300;
/**
* The main algorithmic work is done by functions in this module.
* It also contains the main function, taking the user's string
* and returning pdf values and x's.
*/
/**
* @param start
* @param stop
@ -24,22 +27,23 @@ function evenly_spaced_grid(start, stop, numel) {
}
/**
* Takes an array of strings like "normal(0, 1)" and
* returns the corresponding distribution objects
* @param substrings
* @returns {*}
*/
function get_distributions(substrings) {
// Takes an array of strings like "normal(0, 1)" and
// returns the corresponding distribution objects
let names_and_args = substrings.map(parse.get_distr_name_and_args);
let pdfs = names_and_args.map(x => new distrs[x[0]](x[1]));
return pdfs;
}
// update the binary search tree with bin points of
// deterministic_pdf transformed by tansform func
// (transfrom func can be a stocahstic func with parameters
// sampled from mc_distrs)
/**
* update the binary search tree with bin points of
* deterministic_pdf transformed by tansform func
* (transfrom func can be a stocahstic func with parameters
* sampled from mc_distrs)
*
* @param transform_func
* @param deterministic_pdf
* @param mc_distrs
@ -116,10 +120,11 @@ function update_transformed_divider_points_bst(
return [start_pt, end_pt];
}
// Take the binary search tree with transformed bin points,
// and an array of pdf values associated with the bins,
// and return a pdf over an evenly spaced grid
/**
* Take the binary search tree with transformed bin points,
* and an array of pdf values associated with the bins,
* and return a pdf over an evenly spaced grid
*
* @param pdf_vals
* @param bst_pts_and_idxs
* @param output_grid
@ -177,13 +182,14 @@ function get_final_pdf(pdf_vals, bst_pts_and_idxs, output_grid) {
return final_pdf_vals;
}
// Entrypoint. Pass user input strings to this function,
// get the corresponding pdf values and input points back.
// If the pdf requires monte carlo (it contains a between-distr function)
// we first determing which distr to have deterministic
// and which to sample from. This is decided based on which
// choice gives the least variance.
/**
* Entrypoint. Pass user input strings to this function,
* get the corresponding pdf values and input points back.
* If the pdf requires monte carlo (it contains a between-distr function)
* we first determing which distr to have deterministic
* and which to sample from. This is decided based on which
* choice gives the least variance.
*
* @param user_input_string
* @returns {([]|*[])[]}
*/
@ -261,10 +267,11 @@ function pluck_from_array(array, idx) {
return [array[idx], array.slice(0, idx).concat(array.slice(idx + 1))];
}
// If distr_string requires MC, try all possible
// choices for the deterministic distribution,
// and pick the one with the least variance.
/**
* If distr_string requires MC, try all possible
* choices for the deterministic distribution,
* and pick the one with the least variance.
*
* @param distr_string
* @returns {(*|*[])[]|*[]}
*/

20
src/components/editor/parse.js
View File

@ -1,7 +1,8 @@
// Functions for parsing/processing user input strings are here
const _math = require("mathjs");
const math = _math.create(_math.all);
// Functions for parsing/processing user input strings are here
const DISTR_REGEXS = [
/beta\(/g,
/(log)?normal\(/g,
@ -10,6 +11,11 @@ const DISTR_REGEXS = [
/uniform\(/g
];
/**
*
* @param user_input_string
* @returns {{mm_args_string: string, outer_string: string}}
*/
function parse_initial_string(user_input_string) {
let outer_output_string = "";
let mm_args_string = "";
@ -42,6 +48,10 @@ function parse_initial_string(user_input_string) {
};
}
/**
* @param mm_args_string
* @returns {{distrs: [], weights: string}}
*/
function separate_mm_args(mm_args_string) {
if (mm_args_string.endsWith(",")) {
mm_args_string = mm_args_string.slice(0, -1);
@ -68,6 +78,10 @@ function separate_mm_args(mm_args_string) {
};
}
/**
* @param distr_string
* @returns {[]}
*/
function get_distr_substrings(distr_string) {
let substrings = [];
for (let regex of DISTR_REGEXS) {
@ -92,6 +106,10 @@ function get_distr_substrings(distr_string) {
return substrings;
}
/**
* @param substr
* @returns {(string|*)[]}
*/
function get_distr_name_and_args(substr) {
let distr_name = "";
let args_str = "";