Implemented correct math underlying logScoreWithPointResolution
Value: [1e-2 to 7e-1] Realized that I need to switch argument order, put `prior` last maybe.
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78def2d3d2
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b4a1137019
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@ -149,7 +149,7 @@ let rec run = (~env, functionCallInfo: functionCallInfo): outputType => {
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->E.R2.fmap(r => Float(r))
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->E.R2.fmap(r => Float(r))
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->OutputLocal.fromResult
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->OutputLocal.fromResult
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| ToScore(LogScore(prediction, answer)) =>
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| ToScore(LogScore(prediction, answer)) =>
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GenericDist.Score.logScore(dist, prediction, answer, ~toPointSetFn)
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GenericDist.Score.logScoreWithPointResolution(Some(dist), prediction, answer, ~toPointSetFn)
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->E.R2.fmap(r => Float(r))
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->E.R2.fmap(r => Float(r))
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->OutputLocal.fromResult
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->OutputLocal.fromResult
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| ToBool(IsNormalized) => dist->GenericDist.isNormalized->Bool
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| ToBool(IsNormalized) => dist->GenericDist.isNormalized->Bool
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@ -267,7 +267,7 @@ module Constructors = {
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let isNormalized = (~env, dist) => C.isNormalized(dist)->run(~env)->toBoolR
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let isNormalized = (~env, dist) => C.isNormalized(dist)->run(~env)->toBoolR
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let klDivergence = (~env, dist1, dist2) => C.klDivergence(dist1, dist2)->run(~env)->toFloatR
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let klDivergence = (~env, dist1, dist2) => C.klDivergence(dist1, dist2)->run(~env)->toFloatR
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let logScore = (~env, prior, prediction, answer) =>
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let logScore = (~env, prior, prediction, answer) =>
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C.logScore(prior, prediction, answer)->run(~env)->toFloatR
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C.logScoreWithPointResolution(prior, prediction, answer)->run(~env)->toFloatR
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let toPointSet = (~env, dist) => C.toPointSet(dist)->run(~env)->toDistR
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let toPointSet = (~env, dist) => C.toPointSet(dist)->run(~env)->toDistR
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let toSampleSet = (~env, dist, n) => C.toSampleSet(dist, n)->run(~env)->toDistR
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let toSampleSet = (~env, dist, n) => C.toSampleSet(dist, n)->run(~env)->toDistR
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let fromSamples = (~env, xs) => C.fromSamples(xs)->run(~env)->toDistR
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let fromSamples = (~env, xs) => C.fromSamples(xs)->run(~env)->toDistR
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@ -162,7 +162,7 @@ module Constructors = {
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let truncate = (dist, left, right): t => FromDist(ToDist(Truncate(left, right)), dist)
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let truncate = (dist, left, right): t => FromDist(ToDist(Truncate(left, right)), dist)
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let inspect = (dist): t => FromDist(ToDist(Inspect), dist)
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let inspect = (dist): t => FromDist(ToDist(Inspect), dist)
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let klDivergence = (dist1, dist2): t => FromDist(ToScore(KLDivergence(dist2)), dist1)
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let klDivergence = (dist1, dist2): t => FromDist(ToScore(KLDivergence(dist2)), dist1)
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let logScore = (prior, prediction, answer): t => FromDist(
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let logScoreWithPointResolution = (prior, prediction, answer): t => FromDist(
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ToScore(LogScore(prediction, answer)),
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ToScore(LogScore(prediction, answer)),
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prior,
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prior,
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)
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)
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@ -67,11 +67,32 @@ module Score = {
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)
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)
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}
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}
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let logScore = (prior, prediction, answer, ~toPointSetFn: toPointSetFn): result<float, error> => {
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let logScoreWithPointResolution = (
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let pointSets = E.R.merge(toPointSetFn(prior), toPointSetFn(prediction))
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prior,
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pointSets |> E.R2.bind(((a, b)) =>
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prediction,
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PointSetDist.T.logScore(a, b, answer)->E.R2.errMap(x => DistributionTypes.OperationError(x))
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answer,
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~toPointSetFn: toPointSetFn,
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): result<float, error> => {
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switch prior {
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| Some(prior') =>
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E.R.merge(toPointSetFn(prior'), toPointSetFn(prediction))->E.R.bind(((a, b)) =>
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PointSetDist.T.logScoreWithPointResolution(
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a->Some,
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b,
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answer,
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)->E.R2.errMap(x => DistributionTypes.OperationError(x))
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)
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)
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| None =>
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prediction
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->toPointSetFn
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->E.R.bind(x =>
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PointSetDist.T.logScoreWithPointResolution(
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None,
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x,
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answer,
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)->E.R2.errMap(x => DistributionTypes.OperationError(x))
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)
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}
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}
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}
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}
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}
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@ -25,7 +25,12 @@ let toFloatOperation: (
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module Score: {
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module Score: {
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let klDivergence: (t, t, ~toPointSetFn: toPointSetFn) => result<float, error>
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let klDivergence: (t, t, ~toPointSetFn: toPointSetFn) => result<float, error>
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let logScore: (t, t, float, ~toPointSetFn: toPointSetFn) => result<float, error>
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let logScoreWithPointResolution: (
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option<t>,
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t,
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float,
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~toPointSetFn: toPointSetFn,
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) => result<float, error>
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}
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}
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@genType
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@genType
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@ -279,13 +279,10 @@ module T = Dist({
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)
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)
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newShape->E.R2.fmap(x => x->make->integralEndY)
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newShape->E.R2.fmap(x => x->make->integralEndY)
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}
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}
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let logScore = (prior: t, prediction: t, answer: float) => {
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let logScoreWithPointResolution = (prior: option<t>, prediction: t, answer: float) => {
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let newShape = XYShape.PointwiseCombination.combineAlongSupportOfSecondArgument(
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let priorPdf = prior->E.O2.fmap((shape, x) => XYShape.XtoY.linear(x, shape.xyShape))
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PointSetDist_Scoring.LogScore.integrand(~answer),
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let predictionPdf = x => XYShape.XtoY.linear(x, prediction.xyShape)
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prior.xyShape,
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PointSetDist_Scoring.LogScoreWithPointResolution.score(~priorPdf, ~predictionPdf, ~answer)
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prediction.xyShape,
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)
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newShape->E.R2.fmap(x => x->make->integralEndY)
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}
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}
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})
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})
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@ -229,7 +229,7 @@ module T = Dist({
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answer,
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answer,
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)->E.R2.fmap(integralEndY)
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)->E.R2.fmap(integralEndY)
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}
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}
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let logScore = (prior: t, prediction: t, answer: float) => {
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let logScoreWithPointResolution = (prior: option<t>, prediction: t, answer: float) => {
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Error(Operation.NotYetImplemented)
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Error(Operation.NotYetImplemented)
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}
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}
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})
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})
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@ -34,7 +34,7 @@ module type dist = {
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let mean: t => float
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let mean: t => float
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let variance: t => float
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let variance: t => float
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let klDivergence: (t, t) => result<float, Operation.Error.t>
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let klDivergence: (t, t) => result<float, Operation.Error.t>
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let logScore: (t, t, float) => result<float, Operation.Error.t>
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let logScoreWithPointResolution: (option<t>, t, float) => result<float, Operation.Error.t>
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}
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}
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module Dist = (T: dist) => {
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module Dist = (T: dist) => {
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@ -58,7 +58,7 @@ module Dist = (T: dist) => {
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let variance = T.variance
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let variance = T.variance
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let integralEndY = T.integralEndY
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let integralEndY = T.integralEndY
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let klDivergence = T.klDivergence
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let klDivergence = T.klDivergence
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let logScore = T.logScore
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let logScoreWithPointResolution = T.logScoreWithPointResolution
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let updateIntegralCache = T.updateIntegralCache
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let updateIntegralCache = T.updateIntegralCache
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@ -306,7 +306,7 @@ module T = Dist({
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let klContinuousPart = Continuous.T.klDivergence(prediction.continuous, answer.continuous)
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let klContinuousPart = Continuous.T.klDivergence(prediction.continuous, answer.continuous)
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E.R.merge(klDiscretePart, klContinuousPart)->E.R2.fmap(t => fst(t) +. snd(t))
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E.R.merge(klDiscretePart, klContinuousPart)->E.R2.fmap(t => fst(t) +. snd(t))
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}
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}
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let logScore = (prior: t, prediction: t, answer: float) => {
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let logScoreWithPointResolution = (prior: option<t>, prediction: t, answer: float) => {
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Error(Operation.NotYetImplemented)
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Error(Operation.NotYetImplemented)
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}
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}
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})
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})
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@ -203,9 +203,11 @@ module T = Dist({
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| (m1, m2) => Mixed.T.klDivergence(m1->toMixed, m2->toMixed)
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| (m1, m2) => Mixed.T.klDivergence(m1->toMixed, m2->toMixed)
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}
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}
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let logScore = (prior: t, prediction: t, answer: float) => {
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let logScoreWithPointResolution = (prior: option<t>, prediction: t, answer: float) => {
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switch (prior, prediction) {
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switch (prior, prediction) {
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| (Continuous(t1), Continuous(t2)) => Continuous.T.logScore(t1, t2, answer)
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| (Some(Continuous(t1)), Continuous(t2)) =>
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Continuous.T.logScoreWithPointResolution(t1->Some, t2, answer)
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| (None, Continuous(t2)) => Continuous.T.logScoreWithPointResolution(None, t2, answer)
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| _ => Error(Operation.NotYetImplemented)
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| _ => Error(Operation.NotYetImplemented)
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}
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}
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}
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}
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@ -18,16 +18,32 @@ module KLDivergence = {
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/*
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/*
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*/
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*/
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module LogScore = {
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module LogScoreWithPointResolution = {
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let logFn = Js.Math.log
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let logFn = Js.Math.log
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let integrand = (priorElement: float, predictionElement: float, ~answer: float) => {
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let score = (
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if answer == 0.0 {
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~priorPdf: option<float => float>,
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Ok(0.0)
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~predictionPdf: float => float,
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} else if predictionElement == 0.0 {
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~answer: float,
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Ok(infinity)
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): result<float, Operation.Error.t> => {
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let numer = answer->predictionPdf
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if numer < 0.0 {
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Operation.ComplexNumberError->Error
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} else if numer == 0.0 {
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infinity->Ok
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} else {
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} else {
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let quot = predictionElement /. priorElement
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-.(
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quot < 0.0 ? Error(Operation.ComplexNumberError) : Ok(-.answer *. logFn(quot /. answer))
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switch priorPdf {
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| None => numer->logFn
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| Some(f) => {
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let priorDensityOfAnswer = f(answer)
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if priorDensityOfAnswer == 0.0 {
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neg_infinity
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} else {
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(numer /. priorDensityOfAnswer)->logFn
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}
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}
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}
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)->Ok
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}
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}
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}
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}
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}
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}
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