Added pointwiseCombinationFloat to sci.res
This commit is contained in:
parent
1a2ce5bfa0
commit
d490af38f0
|
@ -3,6 +3,7 @@ type error =
|
|||
| InputsNeedPointSetConversion
|
||||
| NotYetImplemented
|
||||
| ImpossiblePath
|
||||
| DistributionVerticalShiftIsInvalid
|
||||
| Other(string)
|
||||
|
||||
type genericDist = [
|
||||
|
@ -11,209 +12,220 @@ type genericDist = [
|
|||
| #Symbolic(SymbolicDistTypes.symbolicDist)
|
||||
]
|
||||
|
||||
type outputType = [
|
||||
| #Dist(genericDist)
|
||||
| #Error(error)
|
||||
| #Float(float)
|
||||
]
|
||||
module OperationType = {
|
||||
type direction = [
|
||||
| #Algebraic
|
||||
| #Pointwise
|
||||
]
|
||||
|
||||
let fromResult = (r: result<outputType, error>): outputType =>
|
||||
switch r {
|
||||
| Ok(o) => o
|
||||
| Error(e) => #Error(e)
|
||||
type combination = [
|
||||
| #Add
|
||||
| #Multiply
|
||||
| #Subtract
|
||||
| #Divide
|
||||
| #Exponentiate
|
||||
| #Log
|
||||
]
|
||||
|
||||
let combinationToFn = (combination: combination) =>
|
||||
switch combination {
|
||||
| #Add => \"+."
|
||||
| #Multiply => \"*."
|
||||
| #Subtract => \"-."
|
||||
| #Exponentiate => \"**"
|
||||
| #Divide => \"/."
|
||||
| #Log => (a, b) => log(a) /. log(b)
|
||||
}
|
||||
|
||||
type toFloat = [
|
||||
| #Cdf(float)
|
||||
| #Inv(float)
|
||||
| #Mean
|
||||
| #Pdf(float)
|
||||
| #Sample
|
||||
]
|
||||
|
||||
type toDist = [
|
||||
| #normalize
|
||||
| #toPointSet
|
||||
| #toSampleSet(int)
|
||||
]
|
||||
|
||||
type toFloatArray = [
|
||||
| #Sample(int)
|
||||
]
|
||||
|
||||
type scale = [
|
||||
| #Multiply
|
||||
| #Exponentiate
|
||||
| #Log
|
||||
]
|
||||
|
||||
type t = [
|
||||
| #toFloat(toFloat)
|
||||
| #toDist(toDist)
|
||||
| #toDistCombination(direction, combination, [#Dist(genericDist) | #Float(float)])
|
||||
]
|
||||
}
|
||||
|
||||
type operation = OperationType.t
|
||||
|
||||
module T = {
|
||||
type t = genericDist
|
||||
type toPointSetFn = genericDist => result<PointSetTypes.pointSetDist, error>
|
||||
let sampleN = (n, t: t) => {
|
||||
switch t {
|
||||
| #PointSet(r) => Ok(PointSetDist.sampleNRendered(n, r))
|
||||
| #Symbolic(r) => Ok(SymbolicDist.T.sampleN(n, r))
|
||||
| #SampleSet(_) => Error(NotYetImplemented)
|
||||
}
|
||||
}
|
||||
|
||||
type direction = [
|
||||
| #Algebraic
|
||||
| #Pointwise
|
||||
]
|
||||
|
||||
type combination = [
|
||||
| #Add
|
||||
| #Multiply
|
||||
| #Subtract
|
||||
| #Divide
|
||||
| #Exponentiate
|
||||
]
|
||||
|
||||
let combinationToFn = (combination: combination) =>
|
||||
switch combination {
|
||||
| #Add => \"+."
|
||||
| #Multiply => \"*."
|
||||
| #Subtract => \"-."
|
||||
| #Exponentiate => \"**"
|
||||
| #Divide => \"/."
|
||||
}
|
||||
|
||||
type toFloat = [
|
||||
| #Cdf(float)
|
||||
| #Inv(float)
|
||||
| #Mean
|
||||
| #Pdf(float)
|
||||
| #Sample
|
||||
]
|
||||
|
||||
type toDist = [
|
||||
| #normalize
|
||||
| #toPointSet
|
||||
| #toSampleSet(int)
|
||||
]
|
||||
|
||||
type toFloatArray = [
|
||||
| #Sample(int)
|
||||
]
|
||||
|
||||
type operation = [
|
||||
| #toFloat(toFloat)
|
||||
| #toDist(toDist)
|
||||
| #toDistCombination(direction, combination, genericDist)
|
||||
]
|
||||
|
||||
type params = {
|
||||
sampleCount: int,
|
||||
xyPointLength: int,
|
||||
}
|
||||
|
||||
let genericParams = {
|
||||
sampleCount: 1000,
|
||||
xyPointLength: 1000,
|
||||
}
|
||||
|
||||
type wrapped = (genericDist, params)
|
||||
type wrappedOutput = (outputType, params)
|
||||
|
||||
let wrapWithParams = (g: genericDist, f: params): wrapped => (g, f)
|
||||
|
||||
let exampleDist: genericDist = #PointSet(
|
||||
Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [3.0], ys: [1.0]})),
|
||||
)
|
||||
|
||||
let defaultSamplingInputs: SamplingInputs.samplingInputs = {
|
||||
sampleCount: 10000,
|
||||
outputXYPoints: 10000,
|
||||
pointSetDistLength: 1000,
|
||||
kernelWidth: None,
|
||||
}
|
||||
|
||||
/* Given two random variables A and B, this returns the distribution
|
||||
of a new variable that is the result of the operation on A and B.
|
||||
For instance, normal(0, 1) + normal(1, 1) -> normal(1, 2).
|
||||
In general, this is implemented via convolution. */
|
||||
module AlgebraicCombination = {
|
||||
let tryAnalyticalSimplification = (operation, t1: genericDist, t2: genericDist) =>
|
||||
switch (operation, t1, t2) {
|
||||
| (operation, #Symbolic(d1), #Symbolic(d2)) =>
|
||||
switch SymbolicDist.T.tryAnalyticalSimplification(d1, d2, operation) {
|
||||
| #AnalyticalSolution(symbolicDist) => Ok(#Symbolic(symbolicDist))
|
||||
| #Error(er) => Error(er)
|
||||
| #NoSolution => Ok(#NoSolution)
|
||||
let toFloat = (toPointSet: toPointSetFn, fnName, t: genericDist) => {
|
||||
switch t {
|
||||
| #Symbolic(r) if Belt.Result.isOk(SymbolicDist.T.operate(fnName, r)) =>
|
||||
switch SymbolicDist.T.operate(fnName, r) {
|
||||
| Ok(float) => Ok(float)
|
||||
| Error(_) => Error(ImpossiblePath)
|
||||
}
|
||||
| _ => Ok(#NoSolution)
|
||||
}
|
||||
}
|
||||
|
||||
// let toSampleSet = (r)
|
||||
|
||||
let sampleN = (n, genericDist) => {
|
||||
switch genericDist {
|
||||
| #PointSet(r) => Ok(PointSetDist.sampleNRendered(n, r))
|
||||
| #Symbolic(r) => Ok(SymbolicDist.T.sampleN(n, r))
|
||||
| #SampleSet(_) => Error(NotYetImplemented)
|
||||
}
|
||||
}
|
||||
|
||||
let toFloat = (
|
||||
toPointSet: genericDist => result<PointSetTypes.pointSetDist, error>,
|
||||
fnName,
|
||||
value,
|
||||
) => {
|
||||
switch value {
|
||||
| #Symbolic(r) if Belt.Result.isOk(SymbolicDist.T.operate(fnName, r)) =>
|
||||
switch SymbolicDist.T.operate(fnName, r) {
|
||||
| Ok(float) => Ok(float)
|
||||
| Error(_) => Error(ImpossiblePath)
|
||||
}
|
||||
| #PointSet(r) => Ok(PointSetDist.operate(fnName, r))
|
||||
| _ =>
|
||||
switch toPointSet(value) {
|
||||
| Ok(r) => Ok(PointSetDist.operate(fnName, r))
|
||||
| Error(r) => Error(r)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let distToPointSet = (sampleCount, dist: genericDist) => {
|
||||
switch dist {
|
||||
| #PointSet(pointSet) => Ok(pointSet)
|
||||
| #Symbolic(r) => Ok(SymbolicDist.T.toPointSetDist(sampleCount, r))
|
||||
| #SampleSet(r) => {
|
||||
let response = SampleSet.toPointSetDist(
|
||||
~samples=r,
|
||||
~samplingInputs=defaultSamplingInputs,
|
||||
(),
|
||||
).pointSetDist
|
||||
switch response {
|
||||
| Some(r) => Ok(r)
|
||||
| None => Error(Other("Converting sampleSet to pointSet failed"))
|
||||
| _ =>
|
||||
switch toPointSet(t) {
|
||||
| Ok(r) => Ok(PointSetDist.operate(fnName, r))
|
||||
| Error(r) => Error(r)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let rec applyFnInternal = (wrapped: wrapped, fnName: operation): wrappedOutput => {
|
||||
let (value, {sampleCount, xyPointLength} as extra) = wrapped
|
||||
let reCall = (~value=value, ~extra=extra, ~fnName=fnName, ()) => {
|
||||
applyFnInternal((value, extra), fnName)
|
||||
//TODO: Refactor this bit.
|
||||
let defaultSamplingInputs: SamplingInputs.samplingInputs = {
|
||||
sampleCount: 10000,
|
||||
outputXYPoints: 10000,
|
||||
pointSetDistLength: 1000,
|
||||
kernelWidth: None,
|
||||
}
|
||||
let reCallUnwrapped = (~value=value, ~extra=extra, ~fnName=fnName, ()) => {
|
||||
let (value, _) = applyFnInternal((value, extra), fnName)
|
||||
value
|
||||
}
|
||||
let toPointSet = r => {
|
||||
switch reCallUnwrapped(~value=r, ~fnName=#toDist(#toPointSet), ()) {
|
||||
| #Dist(#PointSet(p)) => Ok(p)
|
||||
| #Error(r) => Error(r)
|
||||
| _ => Error(Other("Impossible error"))
|
||||
|
||||
let toPointSet = (xyPointLength, t: t) => {
|
||||
switch t {
|
||||
| #PointSet(pointSet) => Ok(pointSet)
|
||||
| #Symbolic(r) => Ok(SymbolicDist.T.toPointSetDist(xyPointLength, r))
|
||||
| #SampleSet(r) => {
|
||||
let response = SampleSet.toPointSetDist(
|
||||
~samples=r,
|
||||
~samplingInputs=defaultSamplingInputs,
|
||||
(),
|
||||
).pointSetDist
|
||||
switch response {
|
||||
| Some(r) => Ok(r)
|
||||
| None => Error(Other("Converting sampleSet to pointSet failed"))
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
let toPointSetAndReCall = v =>
|
||||
toPointSet(v) |> E.R.fmap(r => reCallUnwrapped(~value=#PointSet(r), ()))
|
||||
let newVal: outputType = switch (fnName, value) {
|
||||
// | (#toFloat(n), v) => toFloat(toPointSet, v, n)
|
||||
| (#toFloat(fnName), _) =>
|
||||
toFloat(toPointSet, fnName, value) |> E.R.fmap(r => #Float(r)) |> fromResult
|
||||
| (#toDist(#normalize), #PointSet(r)) => #Dist(#PointSet(PointSetDist.T.normalize(r)))
|
||||
| (#toDist(#normalize), #Symbolic(_)) => #Dist(value)
|
||||
| (#toDist(#normalize), #SampleSet(_)) => #Dist(value)
|
||||
| (#toDist(#toPointSet), _) =>
|
||||
value |> distToPointSet(sampleCount) |> E.R.fmap(r => #Dist(#PointSet(r))) |> fromResult
|
||||
| (#toDist(#toSampleSet(n)), _) =>
|
||||
value |> sampleN(n) |> E.R.fmap(r => #Dist(#SampleSet(r))) |> fromResult
|
||||
| (#toDistCombination(#Algebraic, operation, p2), p1) => {
|
||||
// TODO: This could be more complex, to get possible simplification and similar.
|
||||
let dist1 = sampleN(sampleCount, p1)
|
||||
let dist2 = sampleN(sampleCount, p2)
|
||||
let samples = E.R.merge(dist1, dist2) |> E.R.fmap(((d1, d2)) => {
|
||||
Belt.Array.zip(d1, d2) |> E.A.fmap(((a, b)) => Operation.Algebraic.toFn(operation, a, b))
|
||||
|
||||
let algebraicCombination = (operation, sampleCount, dist1: t, dist2: t) => {
|
||||
let dist1 = sampleN(sampleCount, dist1)
|
||||
let dist2 = sampleN(sampleCount, dist2)
|
||||
let samples = E.R.merge(dist1, dist2) |> E.R.fmap(((d1, d2)) => {
|
||||
Belt.Array.zip(d1, d2) |> E.A.fmap(((a, b)) => Operation.Algebraic.toFn(operation, a, b))
|
||||
})
|
||||
samples |> E.R.fmap(r => #SampleSet(r))
|
||||
}
|
||||
|
||||
let pointwiseCombination = (toPointSet: toPointSetFn, operation, t1: t, t2: t) => {
|
||||
E.R.merge(toPointSet(t1), toPointSet(t2))
|
||||
|> E.R.fmap(((t1, t2)) =>
|
||||
PointSetDist.combinePointwise(OperationType.combinationToFn(operation), t1, t2)
|
||||
)
|
||||
|> E.R.fmap(r => #PointSet(r))
|
||||
}
|
||||
|
||||
let pointwiseCombinationFloat = (
|
||||
toPointSet: toPointSetFn,
|
||||
operation: OperationType.combination,
|
||||
t: t,
|
||||
f: float,
|
||||
) => {
|
||||
switch operation {
|
||||
| #Add | #Subtract => Error(DistributionVerticalShiftIsInvalid)
|
||||
| (#Multiply | #Divide | #Exponentiate | #Log) as operation =>
|
||||
toPointSet(t) |> E.R.fmap(t => {
|
||||
let fn = (secondary, main) => Operation.Scale.toFn(operation, main, secondary)
|
||||
let integralSumCacheFn = Operation.Scale.toIntegralSumCacheFn(operation)
|
||||
let integralCacheFn = Operation.Scale.toIntegralCacheFn(operation)
|
||||
PointSetDist.T.mapY(
|
||||
~integralSumCacheFn=integralSumCacheFn(f),
|
||||
~integralCacheFn=integralCacheFn(f),
|
||||
~fn=fn(f),
|
||||
t,
|
||||
)
|
||||
})
|
||||
switch samples {
|
||||
| Ok(r) => #Dist(#SampleSet(r))
|
||||
| Error(e) => #Error(e)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
module OmniRunner = {
|
||||
type params = {
|
||||
sampleCount: int,
|
||||
xyPointLength: int,
|
||||
}
|
||||
|
||||
let genericParams = {
|
||||
sampleCount: 1000,
|
||||
xyPointLength: 1000,
|
||||
}
|
||||
type wrapped = (genericDist, params)
|
||||
|
||||
let wrapWithParams = (g: genericDist, f: params): wrapped => (g, f)
|
||||
type outputType = [
|
||||
| #Dist(genericDist)
|
||||
| #Error(error)
|
||||
| #Float(float)
|
||||
]
|
||||
|
||||
let fromResult = (r: result<outputType, error>): outputType =>
|
||||
switch r {
|
||||
| Ok(o) => o
|
||||
| Error(e) => #Error(e)
|
||||
}
|
||||
|
||||
let rec applyFnInternal = (wrapped: wrapped, fnName: operation): outputType => {
|
||||
let (value, {sampleCount, xyPointLength} as extra) = wrapped
|
||||
let reCall = (~value=value, ~extra=extra, ~fnName=fnName, ()) => {
|
||||
applyFnInternal((value, extra), fnName)
|
||||
}
|
||||
let toPointSet = r => {
|
||||
switch reCall(~value=r, ~fnName=#toDist(#toPointSet), ()) {
|
||||
| #Dist(#PointSet(p)) => Ok(p)
|
||||
| #Error(r) => Error(r)
|
||||
| _ => Error(Other("Impossible error"))
|
||||
}
|
||||
}
|
||||
| (#toDistCombination(#Pointwise, operation, p2), p1) =>
|
||||
switch (
|
||||
toPointSet(p1),
|
||||
toPointSet(p2)
|
||||
) {
|
||||
| (Ok(p1), Ok(p2)) =>
|
||||
// TODO: If the dist is symbolic, then it doesn't need to be converted into a pointSet
|
||||
#Dist(#PointSet(PointSetDist.combinePointwise(combinationToFn(operation), p1, p2)))
|
||||
| (_, _) => #Error(Other("No Match or not supported"))
|
||||
let toPointSetAndReCall = v => toPointSet(v) |> E.R.fmap(r => reCall(~value=#PointSet(r), ()))
|
||||
let newVal: outputType = switch (fnName, value) {
|
||||
// | (#toFloat(n), v) => toFloat(toPointSet, v, n)
|
||||
| (#toFloat(fnName), _) =>
|
||||
T.toFloat(toPointSet, fnName, value) |> E.R.fmap(r => #Float(r)) |> fromResult
|
||||
| (#toDist(#normalize), #PointSet(r)) => #Dist(#PointSet(PointSetDist.T.normalize(r)))
|
||||
| (#toDist(#normalize), #Symbolic(_)) => #Dist(value)
|
||||
| (#toDist(#normalize), #SampleSet(_)) => #Dist(value)
|
||||
| (#toDist(#toPointSet), _) =>
|
||||
value |> T.toPointSet(xyPointLength) |> E.R.fmap(r => #Dist(#PointSet(r))) |> fromResult
|
||||
| (#toDist(#toSampleSet(n)), _) =>
|
||||
value |> T.sampleN(n) |> E.R.fmap(r => #Dist(#SampleSet(r))) |> fromResult
|
||||
| (#toDistCombination(#Algebraic, _, #Float(_)), _) => #Error(NotYetImplemented)
|
||||
| (#toDistCombination(#Algebraic, operation, #Dist(p2)), p1) =>
|
||||
T.algebraicCombination(operation, sampleCount, p1, p2)
|
||||
|> E.R.fmap(r => #Dist(r))
|
||||
|> fromResult
|
||||
| (#toDistCombination(#Pointwise, operation, #Dist(p2)), p1) =>
|
||||
T.pointwiseCombination(toPointSet, operation, p1, p2) |> E.R.fmap(r => #Dist(r)) |> fromResult
|
||||
| (#toDistCombination(#Pointwise, operation, #Float(f)), _) =>
|
||||
T.pointwiseCombinationFloat(toPointSet, operation, value, f)
|
||||
|> E.R.fmap(r => #Dist(#PointSet(r)))
|
||||
|> fromResult
|
||||
}
|
||||
| _ => #Error(Other("No Match or not supported"))
|
||||
newVal
|
||||
}
|
||||
(newVal, {sampleCount: sampleCount, xyPointLength: xyPointLength})
|
||||
}
|
||||
|
||||
// let applyFn = (wrapped, fnName): wrapped => {
|
||||
|
@ -237,4 +249,8 @@ let rec applyFnInternal = (wrapped: wrapped, fnName: operation): wrappedOutput =
|
|||
// }
|
||||
// }
|
||||
|
||||
// let exampleDist: genericDist = #PointSet(
|
||||
// Discrete(Discrete.make(~integralSumCache=Some(1.0), {xs: [3.0], ys: [1.0]})),
|
||||
// )
|
||||
|
||||
// let foo = exampleDist->wrapWithParams(genericParams)->applyFn(#toDist(#normalize))
|
||||
|
|
|
@ -7,10 +7,11 @@ type algebraicOperation = [
|
|||
| #Subtract
|
||||
| #Divide
|
||||
| #Exponentiate
|
||||
| #Log
|
||||
]
|
||||
@genType
|
||||
type pointwiseOperation = [#Add | #Multiply | #Exponentiate]
|
||||
type scaleOperation = [#Multiply | #Exponentiate | #Log]
|
||||
type scaleOperation = [#Multiply | #Exponentiate | #Log | #Divide]
|
||||
type distToFloatOperation = [
|
||||
| #Pdf(float)
|
||||
| #Cdf(float)
|
||||
|
@ -28,6 +29,7 @@ module Algebraic = {
|
|||
| #Multiply => \"*."
|
||||
| #Exponentiate => \"**"
|
||||
| #Divide => \"/."
|
||||
| #Log => (a, b) => log(a) /. log(b)
|
||||
}
|
||||
|
||||
let applyFn = (t, f1, f2) =>
|
||||
|
@ -43,6 +45,7 @@ module Algebraic = {
|
|||
| #Multiply => "*"
|
||||
| #Exponentiate => "**"
|
||||
| #Divide => "/"
|
||||
| #Log => "log"
|
||||
}
|
||||
|
||||
let format = (a, b, c) => b ++ (" " ++ (toString(a) ++ (" " ++ c)))
|
||||
|
@ -79,6 +82,7 @@ module Scale = {
|
|||
let toFn = x =>
|
||||
switch x {
|
||||
| #Multiply => \"*."
|
||||
| #Divide => \"/."
|
||||
| #Exponentiate => \"**"
|
||||
| #Log => (a, b) => log(a) /. log(b)
|
||||
}
|
||||
|
@ -86,6 +90,7 @@ module Scale = {
|
|||
let format = (operation: t, value, scaleBy) =>
|
||||
switch operation {
|
||||
| #Multiply => j`verticalMultiply($value, $scaleBy) `
|
||||
| #Divide => j`verticalDivide($value, $scaleBy) `
|
||||
| #Exponentiate => j`verticalExponentiate($value, $scaleBy) `
|
||||
| #Log => j`verticalLog($value, $scaleBy) `
|
||||
}
|
||||
|
@ -93,6 +98,7 @@ module Scale = {
|
|||
let toIntegralSumCacheFn = x =>
|
||||
switch x {
|
||||
| #Multiply => (a, b) => Some(a *. b)
|
||||
| #Divide => (a, b) => Some(a /. b)
|
||||
| #Exponentiate => (_, _) => None
|
||||
| #Log => (_, _) => None
|
||||
}
|
||||
|
@ -100,6 +106,7 @@ module Scale = {
|
|||
let toIntegralCacheFn = x =>
|
||||
switch x {
|
||||
| #Multiply => (_, _) => None // TODO: this could probably just be multiplied out (using Continuous.scaleBy)
|
||||
| #Divide => (_, _) => None
|
||||
| #Exponentiate => (_, _) => None
|
||||
| #Log => (_, _) => None
|
||||
}
|
||||
|
|
Loading…
Reference in New Issue
Block a user