quantified.uncertainty/squiggle
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This commit is contained in:
Quinn Dougherty 2022-04-13 20:58:16 -04:00
parent 99d1c345c5
commit b3c0adcd30
2 changed files with 16 additions and 8 deletions
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8
packages/squiggle-lang/__tests__/Distributions/Invariants/Means_test.res
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@ -13,7 +13,7 @@ open Expect
open TestHelpers
module Internals = {
let epsilon = 1e1
let epsilon = 5e1
let mean = GenericDist_Types.Constructors.UsingDists.mean
@ -21,12 +21,12 @@ module Internals = {
`${algebraicOp} has`->expect->toEqual("failed")
let distributions = list{
normalMake(0.0, 1e0),
normalMake(4e0, 1e0),
betaMake(2e0, 4e0),
exponentialMake(1.234e0),
uniformMake(7e0, 1e1),
// cauchyMake(1e0, 1e0),
lognormalMake(1e0, 1e0),
lognormalMake(2e0, 1e0),
triangularMake(1e0, 1e1, 5e1),
Ok(floatMake(1e1)),
}
@ -77,7 +77,7 @@ let algebraicPower = algebraicPower(~env)
let {testOperationMean, distributions, pairsOfDifferentDistributions, epsilon} = module(Internals)
describe("Means invariant", () => {
describe("Means are invariant", () => {
describe("for addition", () => {
let testAdditionMean = testOperationMean(algebraicAdd, "algebraicAdd", \"+.", ~epsilon)

16
packages/squiggle-lang/__tests__/TestHelpers.res
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@ -1,13 +1,21 @@
open Jest
open Expect
/*
This encodes the expression for percent error
The test says "the percent error of received against expected is bounded by epsilon"
However, the semantics are degraded by catching some numerical instability:
when expected is too small, the return of this function might blow up to infinity.
So we capture that by taking the max of abs(expected) against a 1.
A sanity check of this function would be welcome, in general it is a better way of approaching
squiggle-lang tests than toBeSoCloseTo.
*/
let expectErrorToBeBounded = (received, expected, ~epsilon) => {
let distance = Js.Math.abs_float(received -. expected)
let expectedAbs = Js.Math.abs_float(expected)
let normalizingDenom = Js.Math.max_float(
expectedAbs,
epsilon < 1.0 ? epsilon ** 2.0 : epsilon ** -2.0,
)
let normalizingDenom = Js.Math.max_float(expectedAbs, 1e0)
let error = distance /. normalizingDenom
error->expect->toBeLessThan(epsilon)
}