Cleaned up Scoring file: no dispatch yet

Value: [1e-4 to 6e-2]

packages/squiggle-lang/src/rescript/Distributions/PointSetDist/PointSetDist_Scoring.res

@@ -1,46 +1,118 @@
-module KLDivergence = {
+type t = PointSetDist.pointSetDist
-  let logFn = Js.Math.log // base e
+type continuousShape = PointSetTypes.continuousShape
-  let integrand = (predictionElement: float, answerElement: float): result<
+type discreteShape = PointSetTypes.discreteShape
+type mixedShape = PointSetTypes.mixedShape
+type scalar = float
+type abstractScoreArgs<'a, 'b> = {estimate: 'a, answer: 'b, prior: option<'a>}
+type scoreArgs =
+  | DistEstimateDistAnswer(abstractScoreArgs<t, t>)
+  | DistEstimateScalarAnswer(abstractScoreArgs<t, scalar>)
+  | ScalarEstimateDistAnswer(abstractScoreArgs<scalar, t>)
+  | ScalarEstimateScalarAnswer(abstractScoreArgs<scalar, scalar>)
+let logFn = Js.Math.log // base e
+let minusScaledLogOfQuot = (~esti, ~answ): result<float, Operation.Error.t> => {
+  let quot = esti /. answ
+  quot < 0.0 ? Error(Operation.ComplexNumberError) : Ok(-.answ *. logFn(quot))
+}
+
+module WithDistAnswer = {
+  // The Kullback-Leibler divergence
+  let integrand = (estimateElement: float, answerElement: float): result<
     float,
     Operation.Error.t,
   > =>
     // We decided that negative infinity, not an error at answerElement = 0.0, is a desirable value.
     if answerElement == 0.0 {
       Ok(0.0)
-    } else if predictionElement == 0.0 {
+    } else if estimateElement == 0.0 {
       Ok(infinity)
     } else {
-      let quot = predictionElement /. answerElement
+      minusScaledLogOfQuot(~esti=estimateElement, ~answ=answerElement)
-      quot < 0.0 ? Error(Operation.ComplexNumberError) : Ok(-.answerElement *. logFn(quot))
+    }
+
+  let sum = (~estimate: t, ~answer: t, ~integrateFn) =>
+    PointSetDist.combinePointwise(integrand, estimate, answer)->E.R2.fmap(integrateFn)
+
+  let sumWithPrior = (~estimate: t, ~answer: t, ~prior: t, ~integrateFn): result<
+    float,
+    Operation.Error.t,
+  > => {
+    let kl1 = sum(~estimate, ~answer, ~integrateFn)
+    let kl2 = sum(~estimate=prior, ~answer, ~integrateFn)
+    E.R.merge(kl1, kl2)->E.R2.fmap(((k1', k2')) => kl1' -. kl2')
   }
 }
 
-module LogScoreWithPointResolution = {
+module WithScalarAnswer = {
-  let logFn = Js.Math.log
+  let score' = (~estimatePdf: float => float, ~answer: float): result<float, Operation.Error.t> => {
-  let score = (
+    let density = answer->estimatePdf
-    ~priorPdf: option<float => float>,
+    if density < 0.0 {
-    ~predictionPdf: float => float,
-    ~answer: float,
-  ): result<float, Operation.Error.t> => {
-    let numerator = answer->predictionPdf
-    if numerator < 0.0 {
       Operation.PdfInvalidError->Error
-    } else if numerator == 0.0 {
+    } else if density == 0.0 {
       infinity->Ok
     } else {
-      -.(
+      density->logFn->(x => -.x)->Ok
-        switch priorPdf {
+    }
-        | None => numerator->logFn
+  }
-        | Some(f) => {
+  let scoreWithPrior' = (
-            let priorDensityOfAnswer = f(answer)
+    ~estimatePdf: float => float,
-            if priorDensityOfAnswer == 0.0 {
+    ~answer: float,
-              neg_infinity
+    ~priorPdf: float => float,
+  ): result<float, Operation.Error.t> => {
+    let numerator = answer->estimatePdf
+    let priorDensityOfAnswer = answer->priorPdf
+    if numerator < 0.0 || priorDensityOfAnswer < 0.0 {
+      Operation.PdfInvalidError->Error
+    } else if numerator == 0.0 || priorDensityOfAnswer == 0.0 {
+      infinity->Ok
     } else {
-              (numerator /. priorDensityOfAnswer)->logFn
+      minusScaledLogOfQuot(~esti=numerator, ~answ=priorDensityOfAnswer)
     }
   }
+  let score = (~estimate: t, ~answer: t): result<float, Operation.Error.t> => {
+    let estimatePdf = x => XYShape.XtoY.linear(x, estimate.xyShape)
+    score'(~estimatePdf, ~answer)
   }
-      )->Ok
+  let scoreWithPrior = (~estimate: t, ~answer: t, ~prior: t): result<float, Operation.Error.t> => {
-    }
+    let estimatePdf = x => XYShape.XtoY.linear(x, estimate.xyShape)
+    let priorPdf = x => XYShape.XtoY.linear(x, prior.xyShape)
+    scoreWithPrior'(~estimatePdf, ~answer, ~priorPdf)
   }
 }
+
+module TwoScalars = {
+  let score = (~estimate: float, ~answer: float) =>
+    if answer == 0.0 {
+      0.0->Ok
+    } else if estimate == 0.0 {
+      infinity->Ok
+    } else {
+      minusScaledLogOfQuot(~esti=estimate, ~answ=answer)
+    }
+
+  let scoreWithPrior = (~estimate: float, ~answer: float, ~prior: float) =>
+    if answer == 0.0 {
+      0.0->Ok
+    } else if estimate == 0.0 || prior == 0.0 {
+      infinity->Ok
+    } else {
+      minusScaledLogOfQuot(~esti=estimate /. prior, ~answ=answer)
+    }
+}
+
+let logScore = (args: scoreArgs, ~integrateFn): result<float, Operation.Error.t> =>
+  switch args {
+  | DistEstimateDistAnswer({estimate, answer, prior: None}) =>
+    WithDistAnswer.sum(~estimate, ~answer, ~integrateFn)
+  | DistEstimateDistAnswer({estimate, answer, prior: Some(prior)}) =>
+    WithDistAnswer.sumWithPrior(~estimate, ~answer, ~prior, ~integrateFn)
+  | DistEstimateScalarAnswer({estimate, answer, prior: None}) =>
+    WithScalarAnswer.score(~estimate, ~answer)
+  | DistEstimateScalarAnswer({estimate, answer, prior: Some(prior)}) =>
+    WithScalarAnswer.scoreWithPrior(~estimate, ~answer, ~prior)
+  | ScalarEstimateDistAnswer(_) => Operation.NotYetImplemented->Error
+  | ScalarEstimateScalarAnswer({estimate, answer, prior: None}) =>
+    TwoScalars.score(~estimate, ~answer)
+  | ScalarEstimateScalarAnswer({estimate, answer, prior: Some(prior)}) =>
+    TwoScalars.scoreWithPrior(~estimate, ~answer, ~prior)
+  }