quantified.uncertainty/squiggle
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Changed Samples to SamplesToShape

Browse Source
This commit is contained in:
Ozzie Gooen 2020-07-30 18:59:30 +01:00
parent 9b7f2f246d
commit 79d91bc69a
5 changed files with 169 additions and 159 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
__tests__/Samples__test.re
View File

@ -14,12 +14,12 @@ describe("Lodash", () => {
describe("Lodash", () => {
makeTest(
"split",
Samples.T.splitContinuousAndDiscrete([|1.432, 1.33455, 2.0|]),
SamplesToShape.Internals.T.splitContinuousAndDiscrete([|1.432, 1.33455, 2.0|]),
([|1.432, 1.33455, 2.0|], E.FloatFloatMap.empty()),
);
makeTest(
"split",
Samples.T.splitContinuousAndDiscrete([|
SamplesToShape.Internals.T.splitContinuousAndDiscrete([|
1.432,
1.33455,
2.0,
@ -39,12 +39,12 @@ describe("Lodash", () => {
};
let (_, discrete) =
Samples.T.splitContinuousAndDiscrete(makeDuplicatedArray(10));
SamplesToShape.Internals.T.splitContinuousAndDiscrete(makeDuplicatedArray(10));
let toArr = discrete |> E.FloatFloatMap.toArray;
makeTest("splitMedium", toArr |> Belt.Array.length, 10);
let (c, discrete) =
Samples.T.splitContinuousAndDiscrete(makeDuplicatedArray(500));
SamplesToShape.Internals.T.splitContinuousAndDiscrete(makeDuplicatedArray(500));
let toArr = discrete |> E.FloatFloatMap.toArray;
makeTest("splitMedium", toArr |> Belt.Array.length, 500);
})

2
src/distPlus/expressionTree/SamplingDistribution.re
View File

@ -60,7 +60,7 @@ let combineShapesUsingSampling =
let shape =
samples
|> E.O.fmap(
Samples.T.fromSamples(
SamplesToShape.fromSamples(
~samplingInputs=evaluationParams.samplingInputs,
),
)

0
src/distPlus/renderers/ProgramRunner.re Normal file
View File

154
src/distPlus/renderers/samplesRenderer/Samples.re
View File

@ -1,154 +0,0 @@
module Types = {
type samplingStats = {
sampleCount: int,
outputXYPoints: int,
bandwidthXSuggested: float,
bandwidthUnitSuggested: float,
bandwidthXImplemented: float,
bandwidthUnitImplemented: float,
};
type outputs = {
continuousParseParams: option(samplingStats),
shape: option(DistTypes.shape),
};
};
module JS = {
[@bs.deriving abstract]
type distJs = {
xs: array(float),
ys: array(float),
};
let jsToDist = (d: distJs): DistTypes.xyShape => {
xs: xsGet(d),
ys: ysGet(d),
};
[@bs.module "./KdeLibrary.js"]
external samplesToContinuousPdf: (array(float), int, int) => distJs =
"samplesToContinuousPdf";
};
module KDE = {
let normalSampling = (samples, outputXYPoints, kernelWidth) => {
samples
|> JS.samplesToContinuousPdf(_, outputXYPoints, kernelWidth)
|> JS.jsToDist;
};
};
module T = {
type t = array(float);
let splitContinuousAndDiscrete = (sortedArray: t) => {
let continuous = [||];
let discrete = E.FloatFloatMap.empty();
Belt.Array.forEachWithIndex(
sortedArray,
(index, element) => {
let maxIndex = (sortedArray |> Array.length) - 1;
let possiblySimilarElements =
(
switch (index) {
| 0 => [|index + 1|]
| n when n == maxIndex => [|index - 1|]
| _ => [|index - 1, index + 1|]
}
)
|> Belt.Array.map(_, r => sortedArray[r]);
let hasSimilarElement =
Belt.Array.some(possiblySimilarElements, r => r == element);
hasSimilarElement
? E.FloatFloatMap.increment(element, discrete)
: {
let _ = Js.Array.push(element, continuous);
();
};
();
},
);
(continuous, discrete);
};
let xWidthToUnitWidth = (samples, outputXYPoints, xWidth) => {
let xyPointRange = E.A.Sorted.range(samples) |> E.O.default(0.0);
let xyPointWidth = xyPointRange /. float_of_int(outputXYPoints);
xWidth /. xyPointWidth;
};
let formatUnitWidth = w => Jstat.max([|w, 1.0|]) |> int_of_float;
let suggestedUnitWidth = (samples, outputXYPoints) => {
let suggestedXWidth = Bandwidth.nrd0(samples);
xWidthToUnitWidth(samples, outputXYPoints, suggestedXWidth);
};
let kde = (~samples, ~outputXYPoints, width) => {
KDE.normalSampling(samples, outputXYPoints, width);
};
let toShape = (~samples: t, ~samplingInputs: ExpressionTypes.ExpressionTree.samplingInputs, ()) => {
Array.fast_sort(compare, samples);
let (continuousPart, discretePart) = E.A.Sorted.Floats.split(samples);
let length = samples |> E.A.length |> float_of_int;
let discrete: DistTypes.discreteShape =
discretePart
|> E.FloatFloatMap.fmap(r => r /. length)
|> E.FloatFloatMap.toArray
|> XYShape.T.fromZippedArray
|> Discrete.make;
let pdf =
continuousPart |> E.A.length > 5
? {
let _suggestedXWidth = Bandwidth.nrd0(continuousPart);
// todo: This does some recalculating from the last step.
let _suggestedUnitWidth =
suggestedUnitWidth(continuousPart, samplingInputs.outputXYPoints);
let usedWidth =
samplingInputs.kernelWidth |> E.O.default(_suggestedXWidth);
let usedUnitWidth =
xWidthToUnitWidth(
samples,
samplingInputs.outputXYPoints,
usedWidth,
);
let samplingStats: Types.samplingStats = {
sampleCount: samplingInputs.sampleCount,
outputXYPoints: samplingInputs.outputXYPoints,
bandwidthXSuggested: _suggestedXWidth,
bandwidthUnitSuggested: _suggestedUnitWidth,
bandwidthXImplemented: usedWidth,
bandwidthUnitImplemented: usedUnitWidth,
};
continuousPart
|> kde(
~samples=_,
~outputXYPoints=samplingInputs.outputXYPoints,
formatUnitWidth(usedUnitWidth),
)
|> Continuous.make
|> (r => Some((r, samplingStats)));
}
: None;
let shape =
MixedShapeBuilder.buildSimple(
~continuous=pdf |> E.O.fmap(fst),
~discrete=Some(discrete),
);
let samplesParse: Types.outputs = {
continuousParseParams: pdf |> E.O.fmap(snd),
shape,
};
samplesParse;
};
let fromSamples = (~samplingInputs, samples) => {
toShape(~samples, ~samplingInputs, ());
};
};

164
src/distPlus/renderers/samplesRenderer/SamplesToShape.re Normal file
View File

@ -0,0 +1,164 @@
module Internals = {
module Types = {
type samplingStats = {
sampleCount: int,
outputXYPoints: int,
bandwidthXSuggested: float,
bandwidthUnitSuggested: float,
bandwidthXImplemented: float,
bandwidthUnitImplemented: float,
};
type outputs = {
continuousParseParams: option(samplingStats),
shape: option(DistTypes.shape),
};
};
module JS = {
[@bs.deriving abstract]
type distJs = {
xs: array(float),
ys: array(float),
};
let jsToDist = (d: distJs): DistTypes.xyShape => {
xs: xsGet(d),
ys: ysGet(d),
};
[@bs.module "./KdeLibrary.js"]
external samplesToContinuousPdf: (array(float), int, int) => distJs =
"samplesToContinuousPdf";
};
module KDE = {
let normalSampling = (samples, outputXYPoints, kernelWidth) => {
samples
|> JS.samplesToContinuousPdf(_, outputXYPoints, kernelWidth)
|> JS.jsToDist;
};
};
module T = {
type t = array(float);
let splitContinuousAndDiscrete = (sortedArray: t) => {
let continuous = [||];
let discrete = E.FloatFloatMap.empty();
Belt.Array.forEachWithIndex(
sortedArray,
(index, element) => {
let maxIndex = (sortedArray |> Array.length) - 1;
let possiblySimilarElements =
(
switch (index) {
| 0 => [|index + 1|]
| n when n == maxIndex => [|index - 1|]
| _ => [|index - 1, index + 1|]
}
)
|> Belt.Array.map(_, r => sortedArray[r]);
let hasSimilarElement =
Belt.Array.some(possiblySimilarElements, r => r == element);
hasSimilarElement
? E.FloatFloatMap.increment(element, discrete)
: {
let _ = Js.Array.push(element, continuous);
();
};
();
},
);
(continuous, discrete);
};
let xWidthToUnitWidth = (samples, outputXYPoints, xWidth) => {
let xyPointRange = E.A.Sorted.range(samples) |> E.O.default(0.0);
let xyPointWidth = xyPointRange /. float_of_int(outputXYPoints);
xWidth /. xyPointWidth;
};
let formatUnitWidth = w => Jstat.max([|w, 1.0|]) |> int_of_float;
let suggestedUnitWidth = (samples, outputXYPoints) => {
let suggestedXWidth = Bandwidth.nrd0(samples);
xWidthToUnitWidth(samples, outputXYPoints, suggestedXWidth);
};
let kde = (~samples, ~outputXYPoints, width) => {
KDE.normalSampling(samples, outputXYPoints, width);
};
};
};
let toShape =
(
~samples: Internals.T.t,
~samplingInputs: ExpressionTypes.ExpressionTree.samplingInputs,
(),
) => {
Array.fast_sort(compare, samples);
let (continuousPart, discretePart) = E.A.Sorted.Floats.split(samples);
let length = samples |> E.A.length |> float_of_int;
let discrete: DistTypes.discreteShape =
discretePart
|> E.FloatFloatMap.fmap(r => r /. length)
|> E.FloatFloatMap.toArray
|> XYShape.T.fromZippedArray
|> Discrete.make;
let pdf =
continuousPart |> E.A.length > 5
? {
let _suggestedXWidth = Bandwidth.nrd0(continuousPart);
// todo: This does some recalculating from the last step.
let _suggestedUnitWidth =
Internals.T.suggestedUnitWidth(
continuousPart,
samplingInputs.outputXYPoints,
);
let usedWidth =
samplingInputs.kernelWidth |> E.O.default(_suggestedXWidth);
let usedUnitWidth =
Internals.T.xWidthToUnitWidth(
samples,
samplingInputs.outputXYPoints,
usedWidth,
);
let samplingStats: Internals.Types.samplingStats = {
sampleCount: samplingInputs.sampleCount,
outputXYPoints: samplingInputs.outputXYPoints,
bandwidthXSuggested: _suggestedXWidth,
bandwidthUnitSuggested: _suggestedUnitWidth,
bandwidthXImplemented: usedWidth,
bandwidthUnitImplemented: usedUnitWidth,
};
continuousPart
|> Internals.T.kde(
~samples=_,
~outputXYPoints=samplingInputs.outputXYPoints,
Internals.T.formatUnitWidth(usedUnitWidth),
)
|> Continuous.make
|> (r => Some((r, samplingStats)));
}
: None;
let shape =
MixedShapeBuilder.buildSimple(
~continuous=pdf |> E.O.fmap(fst),
~discrete=Some(discrete),
);
let samplesParse: Internals.Types.outputs = {
continuousParseParams: pdf |> E.O.fmap(snd),
shape,
};
samplesParse;
};
let fromSamples = (~samplingInputs, samples) => {
toShape(~samples, ~samplingInputs, ());
};