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

Minor cleanup to danger files

Browse Source
This commit is contained in:
Ozzie Gooen 2022-09-05 20:16:41 -07:00
parent cae8f8cb65
commit c5928129d7
1 changed files with 31 additions and 36 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

67
packages/squiggle-lang/src/rescript/FunctionRegistry/Library/FR_Danger.res
View File

@ -53,12 +53,11 @@ module Internals = {
let pow = (base, exp) => Js.Math.pow_float(~base, ~exp)
let binomial = ((n, k, p)) => choose((n, k)) *. pow(p, k) *. pow(1.0 -. p, n -. k)
// Integral helper functions
let castArrayOfFloatsToInternalArrayOfInternals = xs =>
xs
->Belt.Array.map(FunctionRegistry_Helpers.Wrappers.evNumber)
->FunctionRegistry_Helpers.Wrappers.evArray
let castFloatToInternalNumber = x => ReducerInterface_InternalExpressionValue.IEvNumber(x)
let castArrayOfFloatsToInternalArrayOfInternals = xs => ReducerInterface_InternalExpressionValue.IEvArray(
Belt.Array.map(xs, x => castFloatToInternalNumber(x)),
)
/* Helper functions. May be useful in 3 months when coming back to this code.
@dead let applyFunctionAtPoint = (
aLambda,
@ -89,7 +88,7 @@ module Internals = {
) => {
let applyFunctionAtFloatToFloatOption = (point: float) => {
// Defined here so that it has access to environment, reducer
let pointAsInternalExpression = castFloatToInternalNumber(point)
let pointAsInternalExpression = FunctionRegistry_Helpers.Wrappers.evNumber(point)
let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
aLambda,
list{pointAsInternalExpression},
@ -148,25 +147,24 @@ module Internals = {
Js.Console.log2("okYs", okYs)
}
let result = switch E.A.length(ysOptions) == E.A.length(okYs) {
| true => {
let innerPointsSum = okYs->E.A.reduce(0.0, (a, b) => a +. b)
let resultWithOuterPoints = switch (
applyFunctionAtFloatToFloatOption(min),
applyFunctionAtFloatToFloatOption(max),
) {
| (Ok(yMin), Ok(yMax)) => {
let result =
(yMin +. yMax) *. weightForAnOuterPoint +. innerPointsSum *. weightForAnInnerPoint
let wrappedResult = result->ReducerInterface_InternalExpressionValue.IEvNumber->Ok
wrappedResult
}
| (Error(b), _) => Error(b)
| (_, Error(b)) => Error(b)
//This is pretty hacky. It should use a result type instead of checking that length matches.
let result = if E.A.length(ysOptions) == E.A.length(okYs) {
let innerPointsSum = okYs->E.A.reduce(0.0, (a, b) => a +. b)
let resultWithOuterPoints = switch (
applyFunctionAtFloatToFloatOption(min),
applyFunctionAtFloatToFloatOption(max),
) {
| (Ok(yMin), Ok(yMax)) => {
let result =
(yMin +. yMax) *. weightForAnOuterPoint +. innerPointsSum *. weightForAnInnerPoint
let wrappedResult = result->ReducerInterface_InternalExpressionValue.IEvNumber->Ok
wrappedResult
}
resultWithOuterPoints
| (Error(b), _) => Error(b)
| (_, Error(b)) => Error(b)
}
| false =>
resultWithOuterPoints
} else {
Error(
"Integration error 3 in Danger.integrate. It's possible that your function doesn't return a number, try definining auxiliaryFunction(x) = mean(yourFunction(x)) and integrate auxiliaryFunction instead",
)
@ -180,6 +178,8 @@ module Internals = {
optimalAllocations: array<float>,
currentMarginalReturns: result<array<float>, string>,
}
//Also can be done by Js.Math.max_int
let findBiggestElementIndex = xs =>
E.A.reducei(xs, 0, (acc, newElement, index) => {
switch newElement > xs[acc] {
@ -285,6 +285,7 @@ module Internals = {
}
optimalAllocationResult
}*/
//TODO: This is so complicated, it probably should be its own file. It might also make sense to have it work in Rescript directly, taking in a function rather than a reducer; then something else can wrap that function in the reducer/lambdas/environment.
let diminishingMarginalReturnsForManyFunctions = (
lambdas,
funds,
@ -297,16 +298,16 @@ module Internals = {
1. O(n): Iterate through value on next n dollars. At each step, only compute the new marginal return of the function which is spent
2. O(n*m): Iterate through all possible spending combinations. Fun is, it doesn't assume that the returns of marginal spending are diminishing.
*/
let applyFunctionAtFloatToFloatOption = (lambda, point: float) => {
let applyFunctionAtPoint = (lambda, point: float) => {
// Defined here so that it has access to environment, reducer
let pointAsInternalExpression = castFloatToInternalNumber(point)
let pointAsInternalExpression = FunctionRegistry_Helpers.Wrappers.evNumber(point)
let resultAsInternalExpression = Reducer_Expression_Lambda.doLambdaCall(
lambda,
list{pointAsInternalExpression},
environment,
reducer,
)
let result = switch resultAsInternalExpression {
switch resultAsInternalExpression {
| Ok(IEvNumber(x)) => Ok(x)
| Error(_) =>
Error(
@ -314,19 +315,16 @@ module Internals = {
)
| _ => Error("Error 2 in Danger.diminishingMarginalReturnsForManyFunctions")
}
result
}
let numDivisions = Js.Math.round(funds /. approximateIncrement)
let numDivisionsInt = Belt.Float.toInt(numDivisions)
let increment = funds /. numDivisions
let arrayOfIncrements = Belt.Array.makeBy(numDivisionsInt, _ => increment)
let numLambdas = E.A.length(lambdas)
let arrayOfIncrements = Belt.Array.make(Belt.Float.toInt(numDivisions), increment)
let initAccumulator: diminishingReturnsAccumulator = Ok({
optimalAllocations: Belt.Array.makeBy(numLambdas, _ => 0.0),
optimalAllocations: Belt.Array.make(E.A.length(lambdas), 0.0),
currentMarginalReturns: E.A.fmap(
lambda => applyFunctionAtFloatToFloatOption(lambda, 0.0),
lambda => applyFunctionAtPoint(lambda, 0.0),
lambdas,
)->E.A.R.firstErrorOrOpen,
})
@ -345,10 +343,7 @@ module Internals = {
let newOptimalAllocationsi = newOptimalAllocations[indexOfBiggestDMR] +. newIncrement
newOptimalAllocations[indexOfBiggestDMR] = newOptimalAllocationsi
let lambdai = lambdas[indexOfBiggestDMR]
let newMarginalResultsLambdai = applyFunctionAtFloatToFloatOption(
lambdai,
newOptimalAllocationsi,
)
let newMarginalResultsLambdai = applyFunctionAtPoint(lambdai, newOptimalAllocationsi)
let newCurrentMarginalReturns = switch newMarginalResultsLambdai {
| Ok(value) => {
let result = Belt.Array.copy(oldMarginalReturns)