Merge pull request #533 from quantified-uncertainty/add-bernoulli

Add Bernoulli distribution
2022-05-16 10:30:19 -04:00 · 2022-05-16 10:30:19 -04:00 · 72b3643c6a
commit 72b3643c6a
parent 80fed66efe b4f67f49c4
7 changed files with 395 additions and 8 deletions
--- a/packages/squiggle-lang/tests/ReducerInterface/ReducerInterface_Distribution_test.res
+++ b/packages/squiggle-lang/tests/ReducerInterface/ReducerInterface_Distribution_test.res
@ -31,6 +31,8 @@ describe("eval on distribution functions", () => {
    testEval("mean(normal(5,2))", "Ok(5)")
    testEval("mean(lognormal(1,2))", "Ok(20.085536923187668)")
    testEval("mean(gamma(5,5))", "Ok(25)")
+    testEval("mean(bernoulli(0.2))", "Ok(0.2)")
+    testEval("mean(bernoulli(0.8))", "Ok(0.8)")
  })
  describe("toString", () => {
    testEval("toString(normal(5,2))", "Ok('Normal(5,2)')")
--- a/packages/squiggle-lang/package.json
+++ b/packages/squiggle-lang/package.json
@ -34,27 +34,28 @@
  ],
  "author": "Quantified Uncertainty Research Institute",
  "dependencies": {
-    "rescript": "^9.1.4",
+    "@stdlib/stats": "^0.0.13",
    "jstat": "^1.9.5",
+    "mathjs": "^10.5.2",
    "pdfast": "^0.2.0",
-    "mathjs": "^10.5.2"
+    "rescript": "^9.1.4"
  },
  "devDependencies": {
-    "bisect_ppx": "^2.7.1",
-    "lodash": "^4.17.21",
-    "rescript-fast-check": "^1.1.1",
    "@glennsl/rescript-jest": "^0.9.0",
    "@istanbuljs/nyc-config-typescript": "^1.0.2",
    "@types/jest": "^27.5.0",
    "babel-plugin-transform-es2015-modules-commonjs": "^6.26.2",
+    "bisect_ppx": "^2.7.1",
    "chalk": "^5.0.1",
    "codecov": "^3.8.3",
    "fast-check": "^2.25.0",
    "gentype": "^4.3.0",
    "jest": "^27.5.1",
+    "lodash": "^4.17.21",
    "moduleserve": "^0.9.1",
    "nyc": "^15.1.0",
    "reanalyze": "^2.19.0",
+    "rescript-fast-check": "^1.1.1",
    "ts-jest": "^27.1.4",
    "ts-loader": "^9.3.0",
    "ts-node": "^10.7.0",
--- a/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
+++ b/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDist.res
@ -216,6 +216,32 @@ module Uniform = {
  }
 }

+module Bernoulli = {
+  type t = bernoulli
+  let make = p =>
+    p >= 0.0 && p <= 1.0
+      ? Ok(#Bernoulli({p: p}))
+      : Error("Bernoulli parameter must be between 0 and 1")
+  let pmf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
+
+  //Bernoulli is a discrete distribution, so it doesn't really have a pdf().
+  //We fake this for now with the pmf function, but this should be fixed at some point.
+  let pdf = (x, t: t) => Stdlib.Bernoulli.pmf(x, t.p)
+  let cdf = (x, t: t) => Stdlib.Bernoulli.cdf(x, t.p)
+  let inv = (p, t: t) => Stdlib.Bernoulli.quantile(p, t.p)
+  let mean = (t: t) => Ok(Stdlib.Bernoulli.mean(t.p))
+  let min = (t: t) => t.p == 1.0 ? 1.0 : 0.0
+  let max = (t: t) => t.p == 0.0 ? 0.0 : 1.0
+  let sample = (t: t) => {
+    let s = Uniform.sample({low: 0.0, high: 1.0})
+    inv(s, t)
+  }
+  let toString = ({p}: t) => j`Bernoulli($p)`
+  let toPointSetDist = ({p}: t): PointSetTypes.pointSetDist => Discrete(
+    Discrete.make(~integralSumCache=Some(1.0), {xs: [0.0, 1.0], ys: [1.0 -. p, p]}),
+  )
+}
+
 module Gamma = {
  type t = gamma
  let make = (shape: float, scale: float) => {
@ -252,6 +278,9 @@ module Float = {
  let mean = (t: t) => Ok(t)
  let sample = (t: t) => t
  let toString = (t: t) => j`Delta($t)`
+  let toPointSetDist = (t: t): PointSetTypes.pointSetDist => Discrete(
+    Discrete.make(~integralSumCache=Some(1.0), {xs: [t], ys: [1.0]}),
+  )
 }

 module From90thPercentile = {
@ -278,6 +307,7 @@ module T = {
    | #Uniform(n) => Uniform.pdf(x, n)
    | #Beta(n) => Beta.pdf(x, n)
    | #Float(n) => Float.pdf(x, n)
+    | #Bernoulli(n) => Bernoulli.pdf(x, n)
    }

  let cdf = (x, dist) =>
@ -291,6 +321,7 @@ module T = {
    | #Uniform(n) => Uniform.cdf(x, n)
    | #Beta(n) => Beta.cdf(x, n)
    | #Float(n) => Float.cdf(x, n)
+    | #Bernoulli(n) => Bernoulli.cdf(x, n)
    }

  let inv = (x, dist) =>
@ -304,6 +335,7 @@ module T = {
    | #Uniform(n) => Uniform.inv(x, n)
    | #Beta(n) => Beta.inv(x, n)
    | #Float(n) => Float.inv(x, n)
+    | #Bernoulli(n) => Bernoulli.inv(x, n)
    }

  let sample: symbolicDist => float = x =>
@ -317,6 +349,7 @@ module T = {
    | #Uniform(n) => Uniform.sample(n)
    | #Beta(n) => Beta.sample(n)
    | #Float(n) => Float.sample(n)
+    | #Bernoulli(n) => Bernoulli.sample(n)
    }

  let doN = (n, fn) => {
@ -340,6 +373,7 @@ module T = {
    | #Uniform(n) => Uniform.toString(n)
    | #Beta(n) => Beta.toString(n)
    | #Float(n) => Float.toString(n)
+    | #Bernoulli(n) => Bernoulli.toString(n)
    }

  let min: symbolicDist => float = x =>
@ -351,6 +385,7 @@ module T = {
    | #Lognormal(n) => Lognormal.inv(minCdfValue, n)
    | #Gamma(n) => Gamma.inv(minCdfValue, n)
    | #Uniform({low}) => low
+    | #Bernoulli(n) => Bernoulli.min(n)
    | #Beta(n) => Beta.inv(minCdfValue, n)
    | #Float(n) => n
    }
@ -364,6 +399,7 @@ module T = {
    | #Gamma(n) => Gamma.inv(maxCdfValue, n)
    | #Lognormal(n) => Lognormal.inv(maxCdfValue, n)
    | #Beta(n) => Beta.inv(maxCdfValue, n)
+    | #Bernoulli(n) => Bernoulli.max(n)
    | #Uniform({high}) => high
    | #Float(n) => n
    }
@ -378,6 +414,7 @@ module T = {
    | #Beta(n) => Beta.mean(n)
    | #Uniform(n) => Uniform.mean(n)
    | #Gamma(n) => Gamma.mean(n)
+    | #Bernoulli(n) => Bernoulli.mean(n)
    | #Float(n) => Float.mean(n)
    }

@ -453,7 +490,8 @@ module T = {
    d: symbolicDist,
  ): PointSetTypes.pointSetDist =>
    switch d {
-    | #Float(v) => Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [v], ys: [1.0]}))
+    | #Float(v) => Float.toPointSetDist(v)
+    | #Bernoulli(v) => Bernoulli.toPointSetDist(v)
    | _ =>
      let xs = interpolateXs(~xSelection, d, sampleCount)
      let ys = xs |> E.A.fmap(x => pdf(x, d))
--- a/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDistTypes.res
+++ b/packages/squiggle-lang/src/rescript/Distributions/SymbolicDist/SymbolicDistTypes.res
@ -36,6 +36,8 @@ type gamma = {
  scale: float,
 }

+type bernoulli = {p: float}
+
@genType
 type symbolicDist = [
  | #Normal(normal)
@ -47,6 +49,7 @@ type symbolicDist = [
  | #Triangular(triangular)
  | #Gamma(gamma)
  | #Float(float)
+  | #Bernoulli(bernoulli)
 ]

 type analyticalSimplificationResult = [
--- a/packages/squiggle-lang/src/rescript/ReducerInterface/ReducerInterface_GenericDistribution.res
+++ b/packages/squiggle-lang/src/rescript/ReducerInterface/ReducerInterface_GenericDistribution.res
@ -168,6 +168,7 @@ module SymbolicConstructors = {
  let oneFloat = name =>
    switch name {
    | "exponential" => Ok(SymbolicDist.Exponential.make)
+    | "bernoulli" => Ok(SymbolicDist.Bernoulli.make)
    | _ => Error("Unreachable state")
    }

@ -204,7 +205,7 @@ let dispatchToGenericOutput = (
 ): option<DistributionOperation.outputType> => {
  let (fnName, args) = call
  switch (fnName, args) {
-  | ("exponential" as fnName, [EvNumber(f)]) =>
+  | (("exponential" | "bernoulli") as fnName, [EvNumber(f)]) =>
    SymbolicConstructors.oneFloat(fnName)
    ->E.R.bind(r => r(f))
    ->SymbolicConstructors.symbolicResultToOutput
--- a/packages/squiggle-lang/src/rescript/Utility/Stdlib.res
+++ b/packages/squiggle-lang/src/rescript/Utility/Stdlib.res
@ -0,0 +1,13 @@
+module Bernoulli = {
+  @module external cdf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/cdf"
+  let cdf = cdf
+
+  @module external pmf: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/pmf"
+  let pmf = pmf
+
+  @module external quantile: (float, float) => float = "@stdlib/stats/base/dists/bernoulli/quantile"
+  let quantile = quantile
+
+  @module external mean: float => float = "@stdlib/stats/base/dists/bernoulli/mean"
+  let mean = mean
+}
--- a/yarn.lock
+++ b/yarn.lock
@ -2502,6 +2502,335 @@
    eval "^0.1.8"
    webpack-sources "^1.4.3"

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+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/blas" "^0.0.x"
+    "@stdlib/complex" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/symbol" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
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+  dependencies:
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+    "@stdlib/cli" "^0.0.x"
+    "@stdlib/complex" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/fs" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/ndarray" "^0.0.x"
+    "@stdlib/number" "^0.0.x"
+    "@stdlib/os" "^0.0.x"
+    "@stdlib/process" "^0.0.x"
+    "@stdlib/regexp" "^0.0.x"
+    "@stdlib/streams" "^0.0.x"
+    "@stdlib/string" "^0.0.x"
+    "@stdlib/symbol" "^0.0.x"
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+  dependencies:
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+    "@stdlib/assert" "^0.0.x"
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+  dependencies:
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+  dependencies:
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+  dependencies:
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+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/blas" "^0.0.x"
+    "@stdlib/buffer" "^0.0.x"
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+    readable-stream "^2.1.4"
+
+"@stdlib/regexp@^0.0.x":
+  version "0.0.13"
+  resolved "https://registry.yarnpkg.com/@stdlib/regexp/-/regexp-0.0.13.tgz#80b98361dc7a441b47bc3fa964bb0c826759e971"
+  integrity sha512-3JT5ZIoq/1nXY+dY+QtkU8/m7oWDeekyItEEXMx9c/AOf0ph8fmvTUGMDNfUq0RetcznFe3b66kFz6Zt4XHviA==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/stats@^0.0.13", "@stdlib/stats@^0.0.x":
+  version "0.0.13"
+  resolved "https://registry.yarnpkg.com/@stdlib/stats/-/stats-0.0.13.tgz#87c973f385379d794707c7b5196a173dba8b07e1"
+  integrity sha512-hm+t32dKbx/L7+7WlQ1o4NDEzV0J4QSnwFBCsIMIAO8+VPxTZ4FxyNERl4oKlS3hZZe4AVKjoOVhBDtgEWrS4g==
+  dependencies:
+    "@stdlib/array" "^0.0.x"
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/blas" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/ndarray" "^0.0.x"
+    "@stdlib/random" "^0.0.x"
+    "@stdlib/string" "^0.0.x"
+    "@stdlib/symbol" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/streams@^0.0.x":
+  version "0.0.12"
+  resolved "https://registry.yarnpkg.com/@stdlib/streams/-/streams-0.0.12.tgz#07f5ceae5852590afad8e1cb7ce94174becc8739"
+  integrity sha512-YLUlXwjJNknHp92IkJUdvn5jEQjDckpawKhDLLCoxyh3h5V+w/8+61SH7TMTfKx5lBxKJ8vvtchZh90mIJOAjQ==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/buffer" "^0.0.x"
+    "@stdlib/cli" "^0.0.x"
+    "@stdlib/fs" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+    debug "^2.6.9"
+    readable-stream "^2.1.4"
+
+"@stdlib/strided@^0.0.x":
+  version "0.0.12"
+  resolved "https://registry.yarnpkg.com/@stdlib/strided/-/strided-0.0.12.tgz#86ac48e660cb7f64a45cf07e80cbbfe58be21ae1"
+  integrity sha512-1NINP+Y7IJht34iri/bYLY7TVxrip51f6Z3qWxGHUCH33kvk5H5QqV+RsmFEGbbyoGtdeHrT2O+xA+7R2e3SNg==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/ndarray" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/string@^0.0.x":
+  version "0.0.13"
+  resolved "https://registry.yarnpkg.com/@stdlib/string/-/string-0.0.13.tgz#37457ca49e8d1dff0e523c68f5673c655c79eb2d"
+  integrity sha512-nGMHi7Qk9LBW0+Y+e3pSePQEBqyWH7+7DjFR1APcbsYccJE0p4aCaQdhPhx9Tp7j3uRGBmqPFek8wpcvIuC+CQ==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/cli" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/fs" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/nlp" "^0.0.x"
+    "@stdlib/process" "^0.0.x"
+    "@stdlib/regexp" "^0.0.x"
+    "@stdlib/streams" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/symbol@^0.0.x":
+  version "0.0.12"
+  resolved "https://registry.yarnpkg.com/@stdlib/symbol/-/symbol-0.0.12.tgz#b9f396b0bf269c2985bb7fe99810a8e26d7288c3"
+  integrity sha512-2IDhpzWVGeLHgsvIsX12RXvf78r7xBkc4QLoRUv3k7Cp61BisR1Ym1p0Tq9PbxT8fknlvLToh9n5RpmESi2d4w==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/time@^0.0.x":
+  version "0.0.14"
+  resolved "https://registry.yarnpkg.com/@stdlib/time/-/time-0.0.14.tgz#ea6daa438b1d3b019b99f5091117ee4bcef55d60"
+  integrity sha512-1gMFCQTabMVIgww+k4g8HHHIhyy1tIlvwT8mC0BHW7Q7TzDAgobwL0bvor+lwvCb5LlDAvNQEpaRgVT99QWGeQ==
+  dependencies:
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/cli" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/fs" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/string" "^0.0.x"
+    "@stdlib/utils" "^0.0.x"
+
+"@stdlib/types@^0.0.x":
+  version "0.0.14"
+  resolved "https://registry.yarnpkg.com/@stdlib/types/-/types-0.0.14.tgz#02d3aab7a9bfaeb86e34ab749772ea22f7b2f7e0"
+  integrity sha512-AP3EI9/il/xkwUazcoY+SbjtxHRrheXgSbWZdEGD+rWpEgj6n2i63hp6hTOpAB5NipE0tJwinQlDGOuQ1lCaCw==
+
+"@stdlib/utils@^0.0.x":
+  version "0.0.12"
+  resolved "https://registry.yarnpkg.com/@stdlib/utils/-/utils-0.0.12.tgz#670de5a7b253f04f11a4cba38f790e82393bcb46"
+  integrity sha512-+JhFpl6l7RSq/xGnbWRQ5dAL90h9ONj8MViqlb7teBZFtePZLMwoRA1wssypFcJ8SFMRWQn7lPmpYVUkGwRSOg==
+  dependencies:
+    "@stdlib/array" "^0.0.x"
+    "@stdlib/assert" "^0.0.x"
+    "@stdlib/blas" "^0.0.x"
+    "@stdlib/buffer" "^0.0.x"
+    "@stdlib/cli" "^0.0.x"
+    "@stdlib/constants" "^0.0.x"
+    "@stdlib/fs" "^0.0.x"
+    "@stdlib/math" "^0.0.x"
+    "@stdlib/os" "^0.0.x"
+    "@stdlib/process" "^0.0.x"
+    "@stdlib/random" "^0.0.x"
+    "@stdlib/regexp" "^0.0.x"
+    "@stdlib/streams" "^0.0.x"
+    "@stdlib/string" "^0.0.x"
+    "@stdlib/symbol" "^0.0.x"
+    "@stdlib/time" "^0.0.x"
+    "@stdlib/types" "^0.0.x"
+    debug "^2.6.9"
+
 "@storybook/addon-actions@6.4.22", "@storybook/addon-actions@^6.4.22":
  version "6.4.22"
  resolved "https://registry.yarnpkg.com/@storybook/addon-actions/-/addon-actions-6.4.22.tgz#ec1b4332e76a8021dc0a1375dfd71a0760457588"
@ -14375,7 +14704,7 @@ read-pkg@^5.2.0:
    parse-json "^5.0.0"
    type-fest "^0.6.0"

-"readable-stream@1 || 2", readable-stream@^2.0.0, readable-stream@^2.0.1, readable-stream@^2.0.2, readable-stream@^2.1.5, readable-stream@^2.2.2, readable-stream@^2.3.3, readable-stream@^2.3.6, readable-stream@~2.3.6:
+"readable-stream@1 || 2", readable-stream@^2.0.0, readable-stream@^2.0.1, readable-stream@^2.0.2, readable-stream@^2.1.4, readable-stream@^2.1.5, readable-stream@^2.2.2, readable-stream@^2.3.3, readable-stream@^2.3.6, readable-stream@~2.3.6:
  version "2.3.7"
  resolved "https://registry.yarnpkg.com/readable-stream/-/readable-stream-2.3.7.tgz#1eca1cf711aef814c04f62252a36a62f6cb23b57"
  integrity sha512-Ebho8K4jIbHAxnuxi7o42OrZgF/ZTNcsZj6nRKyUmkhLFq8CHItp/fy6hQZuZmP/n3yZ9VBUbp4zz/mX8hmYPw==