reimplement splitContinuousAndDiscreteForMinWeight
This commit is contained in:
parent
8e396c44f9
commit
cb4e1199fc
|
@ -9,19 +9,19 @@ let prepareInputs = (ar, minWeight) =>
|
|||
describe("Continuous and discrete splits", () => {
|
||||
makeTest(
|
||||
"is empty, with no common elements",
|
||||
prepareInputs([1.432, 1.33455, 2.0], 2),
|
||||
prepareInputs([1.33455, 1.432, 2.0], 2),
|
||||
([1.33455, 1.432, 2.0], []),
|
||||
)
|
||||
|
||||
makeTest(
|
||||
"only stores 3.5 as discrete when minWeight is 3",
|
||||
prepareInputs([1.432, 1.33455, 2.0, 2.0, 3.5, 3.5, 3.5], 3),
|
||||
prepareInputs([1.33455, 1.432, 2.0, 2.0, 3.5, 3.5, 3.5], 3),
|
||||
([1.33455, 1.432, 2.0, 2.0], [(3.5, 3.0)]),
|
||||
)
|
||||
|
||||
makeTest(
|
||||
"doesn't store 3.5 as discrete when minWeight is 5",
|
||||
prepareInputs([1.432, 1.33455, 2.0, 2.0, 3.5, 3.5, 3.5], 5),
|
||||
prepareInputs([1.33455, 1.432, 2.0, 2.0, 3.5, 3.5, 3.5], 5),
|
||||
([1.33455, 1.432, 2.0, 2.0, 3.5, 3.5, 3.5], []),
|
||||
)
|
||||
|
||||
|
|
22
packages/squiggle-lang/scripts/bench-sampleset-to-pointset.mjs
Executable file
22
packages/squiggle-lang/scripts/bench-sampleset-to-pointset.mjs
Executable file
|
@ -0,0 +1,22 @@
|
|||
#!/usr/bin/env node
|
||||
import { SqProject } from "@quri/squiggle-lang";
|
||||
import { measure } from "./lib.mjs";
|
||||
|
||||
const maxP = 7;
|
||||
|
||||
for (let p = 0; p <= maxP; p++) {
|
||||
const size = Math.pow(10, p);
|
||||
const project = SqProject.create();
|
||||
project.setSource(
|
||||
"main",
|
||||
`
|
||||
List.upTo(1, ${size}) -> map({|x|
|
||||
normal(x,2) -> SampleSet.fromDist -> PointSet.fromDist
|
||||
})->List.last
|
||||
`
|
||||
);
|
||||
const time = measure(() => {
|
||||
project.run("main");
|
||||
});
|
||||
console.log(`1e${p}`, "\t", time);
|
||||
}
|
|
@ -33,19 +33,19 @@ module Internals = {
|
|||
|
||||
module KDE = {
|
||||
let normalSampling = (samples, outputXYPoints, kernelWidth) =>
|
||||
samples |> JS.samplesToContinuousPdf(_, outputXYPoints, kernelWidth) |> JS.jsToDist
|
||||
samples -> JS.samplesToContinuousPdf(outputXYPoints, kernelWidth) -> JS.jsToDist
|
||||
}
|
||||
|
||||
module T = {
|
||||
type t = array<float>
|
||||
|
||||
let xWidthToUnitWidth = (samples, outputXYPoints, xWidth) => {
|
||||
let xyPointRange = E.A.Sorted.range(samples) |> E.O.default(0.0)
|
||||
let xyPointRange = E.A.Sorted.range(samples) -> E.O2.default(0.0)
|
||||
let xyPointWidth = xyPointRange /. float_of_int(outputXYPoints)
|
||||
xWidth /. xyPointWidth
|
||||
}
|
||||
|
||||
let formatUnitWidth = w => Jstat.max([w, 1.0]) |> int_of_float
|
||||
let formatUnitWidth = w => Jstat.max([w, 1.0]) -> int_of_float
|
||||
|
||||
let suggestedUnitWidth = (samples, outputXYPoints) => {
|
||||
let suggestedXWidth = SampleSetDist_Bandwidth.nrd0(samples)
|
||||
|
@ -62,23 +62,24 @@ let toPointSetDist = (
|
|||
~samplingInputs: SamplingInputs.samplingInputs,
|
||||
(),
|
||||
): Internals.Types.outputs => {
|
||||
let samples = Js.Array2.copy(samples)
|
||||
Array.fast_sort(compare, samples)
|
||||
let samples = samples->Js.Array2.copy->Js.Array2.sortInPlaceWith(compare)
|
||||
|
||||
let minDiscreteToKeep = MagicNumbers.ToPointSet.minDiscreteToKeep(samples)
|
||||
let (continuousPart, discretePart) = E.A.Floats.Sorted.splitContinuousAndDiscreteForMinWeight(
|
||||
samples,
|
||||
~minDiscreteWeight=minDiscreteToKeep,
|
||||
)
|
||||
let length = samples |> E.A.length |> float_of_int
|
||||
|
||||
let length = samples->E.A.length->float_of_int
|
||||
let discrete: PointSetTypes.discreteShape =
|
||||
discretePart
|
||||
|> E.FloatFloatMap.fmap(r => r /. length)
|
||||
|> E.FloatFloatMap.toArray
|
||||
|> XYShape.T.fromZippedArray
|
||||
|> Discrete.make
|
||||
->E.FloatFloatMap.fmap(r => r /. length, _)
|
||||
->E.FloatFloatMap.toArray
|
||||
->XYShape.T.fromZippedArray
|
||||
->Discrete.make
|
||||
|
||||
let pdf =
|
||||
continuousPart |> E.A.length > 5
|
||||
continuousPart->E.A.length > 5
|
||||
? {
|
||||
let _suggestedXWidth = SampleSetDist_Bandwidth.nrd0(continuousPart)
|
||||
// todo: This does some recalculating from the last step.
|
||||
|
@ -86,7 +87,7 @@ let toPointSetDist = (
|
|||
continuousPart,
|
||||
samplingInputs.outputXYPoints,
|
||||
)
|
||||
let usedWidth = samplingInputs.kernelWidth |> E.O.default(_suggestedXWidth)
|
||||
let usedWidth = samplingInputs.kernelWidth -> E.O2.default(_suggestedXWidth)
|
||||
let usedUnitWidth = Internals.T.xWidthToUnitWidth(
|
||||
samples,
|
||||
samplingInputs.outputXYPoints,
|
||||
|
@ -101,18 +102,18 @@ let toPointSetDist = (
|
|||
bandwidthUnitImplemented: usedUnitWidth,
|
||||
}
|
||||
continuousPart
|
||||
|> Internals.T.kde(
|
||||
->Internals.T.kde(
|
||||
~samples=_,
|
||||
~outputXYPoints=samplingInputs.outputXYPoints,
|
||||
Internals.T.formatUnitWidth(usedUnitWidth),
|
||||
)
|
||||
|> Continuous.make
|
||||
|> (r => Some((r, samplingStats)))
|
||||
->Continuous.make
|
||||
->(r => Some((r, samplingStats)))
|
||||
}
|
||||
: None
|
||||
|
||||
let pointSetDist = MixedShapeBuilder.buildSimple(
|
||||
~continuous=pdf |> E.O.fmap(fst),
|
||||
~continuous=pdf->E.O2.fmap(fst),
|
||||
~discrete=Some(discrete),
|
||||
)
|
||||
|
||||
|
@ -125,7 +126,7 @@ let toPointSetDist = (
|
|||
let normalizedPointSet = pointSetDist->E.O2.fmap(PointSetDist.T.normalize)
|
||||
|
||||
let samplesParse: Internals.Types.outputs = {
|
||||
continuousParseParams: pdf |> E.O.fmap(snd),
|
||||
continuousParseParams: pdf -> E.O2.fmap(snd),
|
||||
pointSetDist: normalizedPointSet,
|
||||
}
|
||||
|
||||
|
|
|
@ -305,55 +305,49 @@ module Floats = {
|
|||
/*
|
||||
This function goes through a sorted array and divides it into two different clusters:
|
||||
continuous samples and discrete samples. The discrete samples are stored in a mutable map.
|
||||
Samples are thought to be discrete if they have any duplicates.
|
||||
*/
|
||||
let _splitContinuousAndDiscreteForDuplicates = (sortedArray: array<float>) => {
|
||||
let continuous: array<float> = []
|
||||
let discrete = FloatFloatMap.empty()
|
||||
Belt.Array.forEachWithIndex(sortedArray, (index, element) => {
|
||||
let maxIndex = (sortedArray |> Array.length) - 1
|
||||
let possiblySimilarElements = switch index {
|
||||
| 0 => [index + 1]
|
||||
| n if n == maxIndex => [index - 1]
|
||||
| _ => [index - 1, index + 1]
|
||||
} |> Belt.Array.map(_, r => sortedArray[r])
|
||||
let hasSimilarElement = Belt.Array.some(possiblySimilarElements, r => r == element)
|
||||
hasSimilarElement
|
||||
? FloatFloatMap.increment(element, discrete)
|
||||
: {
|
||||
let _ = Js.Array.push(element, continuous)
|
||||
}
|
||||
Samples are thought to be discrete if they have at least `minDiscreteWight` duplicates.
|
||||
|
||||
()
|
||||
})
|
||||
|
||||
(continuous, discrete)
|
||||
}
|
||||
|
||||
/*
|
||||
This function works very similarly to splitContinuousAndDiscreteForDuplicates. The one major difference
|
||||
is that you can specify a minDiscreteWeight. If the min discreet weight is 4, that would mean that
|
||||
at least four elements needed from a specific value for that to be kept as discrete. This is important
|
||||
because in some cases, we can expect that some common elements will be generated by regular operations.
|
||||
The final continous array will be sorted.
|
||||
If the min discreet weight is 4, that would mean that at least four elements needed from a specific
|
||||
value for that to be kept as discrete. This is important because in some cases, we can expect that
|
||||
some common elements will be generated by regular operations. The final continous array will be sorted.
|
||||
*/
|
||||
let splitContinuousAndDiscreteForMinWeight = (
|
||||
sortedArray: array<float>,
|
||||
~minDiscreteWeight: int,
|
||||
) => {
|
||||
let (continuous, discrete) = _splitContinuousAndDiscreteForDuplicates(sortedArray)
|
||||
let keepFn = v => Belt.Float.toInt(v) >= minDiscreteWeight
|
||||
let (discreteToKeep, discreteToIntegrate) = FloatFloatMap.partition(
|
||||
((_, v)) => keepFn(v),
|
||||
discrete,
|
||||
let continuous: array<float> = []
|
||||
let discrete = FloatFloatMap.empty()
|
||||
|
||||
let flush = (cnt: int, value: float): unit => {
|
||||
if cnt >= minDiscreteWeight {
|
||||
FloatFloatMap.add(value, cnt->Belt.Int.toFloat, discrete)
|
||||
} else {
|
||||
for _ in 1 to cnt {
|
||||
let _ = continuous->Js.Array2.push(value)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if sortedArray->Js.Array2.length != 0 {
|
||||
let (finalCnt, finalValue) = sortedArray->Belt.Array.reduce(
|
||||
// initial prev value doesn't matter; if it collides with the first element of the array, flush won't do anything
|
||||
(0, 0.),
|
||||
((cnt, prev), element) => {
|
||||
if element == prev {
|
||||
(cnt + 1, prev)
|
||||
} else {
|
||||
// new value, process previous ones
|
||||
flush(cnt, prev)
|
||||
(1, element)
|
||||
}
|
||||
}
|
||||
)
|
||||
let newContinousSamples =
|
||||
discreteToIntegrate->FloatFloatMap.toArray
|
||||
|> fmap(((k, v)) => Belt.Array.makeBy(Belt.Float.toInt(v), _ => k))
|
||||
|> Belt.Array.concatMany
|
||||
let newContinuous = concat(continuous, newContinousSamples)
|
||||
newContinuous |> Array.fast_sort(floatCompare)
|
||||
(newContinuous, discreteToKeep)
|
||||
|
||||
// flush final values
|
||||
flush(finalCnt, finalValue)
|
||||
}
|
||||
|
||||
(continuous, discrete)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
|
|
@ -16,6 +16,14 @@ let increment = (el, t: t) =>
|
|||
}
|
||||
)
|
||||
|
||||
let add = (el, amount: float, t: t) =>
|
||||
Belt.MutableMap.update(t, el, x =>
|
||||
switch x {
|
||||
| Some(n) => Some(n +. amount)
|
||||
| None => Some(amount)
|
||||
}
|
||||
)
|
||||
|
||||
let get = (el, t: t) => Belt.MutableMap.get(t, el)
|
||||
let fmap = (fn, t: t) => Belt.MutableMap.map(t, fn)
|
||||
let partition = (fn, t: t) => {
|
||||
|
|
Loading…
Reference in New Issue
Block a user