fixed tests after pair; error'd out mixed case
This commit is contained in:
parent
95adc67701
commit
d80ea676c5
|
@ -19,7 +19,6 @@ exception MixtureFailed
|
|||
let float1 = 1.0
|
||||
let float2 = 2.0
|
||||
let float3 = 3.0
|
||||
let {mkDelta} = module(TestHelpers)
|
||||
let point1 = mkDelta(float1)
|
||||
let point2 = mkDelta(float2)
|
||||
let point3 = mkDelta(float3)
|
||||
let point1 = TestHelpers.mkDelta(float1)
|
||||
let point2 = TestHelpers.mkDelta(float2)
|
||||
let point3 = TestHelpers.mkDelta(float3)
|
||||
|
|
|
@ -0,0 +1,90 @@
|
|||
open Jest
|
||||
open Expect
|
||||
open GenericDist_Fixtures
|
||||
exception ScoreFailed
|
||||
|
||||
describe("TwoScalars: scalar -> scalar -> score", () => {
|
||||
test("score: infinity", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 2.0 // 100% of probability mass to 2.0
|
||||
let score = PointSetDist_Scoring.TwoScalars.score(~estimate=scalar1, ~answer=scalar2)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(infinity)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("score: 0.0", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.5
|
||||
let scalar2 = 1.5 // 100% of probability mass to 1.5
|
||||
let score = PointSetDist_Scoring.TwoScalars.score(~estimate=scalar1, ~answer=scalar2)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("scoreWithPrior: minus infinity", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.5
|
||||
let scalar2 = 1.5 // 100% of probability mass to 1.5
|
||||
let scalar3 = 1.0 // 100% of probability mass to 1.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(-.infinity)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("scoreWithPrior: 0.0", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.5
|
||||
let scalar2 = 1.5 // 100% of probability mass to 1.5
|
||||
let scalar3 = 1.5 // 100% of probability mass to 1.5
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("scoreWithPrior: really dumb forecasters", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.5 // 100% of probability mass to 1.5
|
||||
let scalar3 = 1.0 // 100% of probability mass to 1.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(infinity -. infinity) // "Error: Really dumb forecasters"
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("scoreWithPrior: 0.0", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.0 // 100% of probability mass to 1.0
|
||||
let scalar3 = 1.0 // 100% of probability mass to 1.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
})
|
|
@ -1,23 +1,20 @@
|
|||
// Bring up a discrete distribution
|
||||
open Jest
|
||||
open Expect
|
||||
open TestHelpers
|
||||
open GenericDist_Fixtures
|
||||
exception ScoreFailed
|
||||
|
||||
// WithDistAnswer -> in the KL divergence test file.
|
||||
|
||||
// WithScalarAnswer
|
||||
describe("WithScalarAnswer: discrete -> discrete -> float", () => {
|
||||
describe("WithScalarAnswer: discrete -> scalar -> score", () => {
|
||||
let mixture = a => DistributionTypes.DistributionOperation.Mixture(a)
|
||||
let pointA = mkDelta(3.0)
|
||||
let pointB = mkDelta(2.0)
|
||||
let pointC = mkDelta(1.0)
|
||||
let pointD = mkDelta(0.0)
|
||||
|
||||
test("WithScalarAnswer.score: agrees with analytical answer when finite", () => {
|
||||
test("score: agrees with analytical answer when finite", () => {
|
||||
let prediction' = [(pointA, 0.25), (pointB, 0.25), (pointC, 0.25), (pointD, 0.25)]->mixture->run
|
||||
let prediction = switch prediction' {
|
||||
| Dist(PointSet(a'')) => a''
|
||||
| Dist(PointSet(p)) => p
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
|
||||
|
@ -25,35 +22,35 @@ describe("WithScalarAnswer: discrete -> discrete -> float", () => {
|
|||
let result = PointSetDist_Scoring.WithScalarAnswer.score(~estimate=prediction, ~answer)
|
||||
switch result {
|
||||
| Ok(x) => x->expect->toEqual(-.Js.Math.log(0.25 /. 1.0))
|
||||
| _ => raise(MixtureFailed)
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("WithScalarAnswer.score: agrees with analytical answer when finite", () => {
|
||||
test("score: agrees with analytical answer when finite", () => {
|
||||
let prediction' = [(pointA, 0.75), (pointB, 0.25)]->mixture->run
|
||||
let prediction = switch prediction' {
|
||||
| Dist(PointSet(a'')) => a''
|
||||
| Dist(PointSet(p)) => p
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
let answer = 3.0 // So this is: assigning 100% probability to 2.0
|
||||
let result = PointSetDist_Scoring.WithScalarAnswer.score(~estimate=prediction, ~answer)
|
||||
switch result {
|
||||
| Ok(x) => x->expect->toEqual(-.Js.Math.log(0.75 /. 1.0))
|
||||
| _ => raise(MixtureFailed)
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("WithScalarAnswer.scoreWithPrior: ", () => {
|
||||
test("scoreWithPrior: agrees with analytical answer when finite", () => {
|
||||
let prior' = [(pointA, 0.5), (pointB, 0.5)]->mixture->run
|
||||
let prediction' = [(pointA, 0.75), (pointB, 0.25)]->mixture->run
|
||||
|
||||
let prediction = switch prediction' {
|
||||
| Dist(PointSet(a'')) => a''
|
||||
| Dist(PointSet(p)) => p
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
|
||||
let prior = switch prior' {
|
||||
| Dist(PointSet(a'')) => a''
|
||||
| Dist(PointSet(p)) => p
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
|
||||
|
@ -65,101 +62,7 @@ describe("WithScalarAnswer: discrete -> discrete -> float", () => {
|
|||
)
|
||||
switch result {
|
||||
| Ok(x) => x->expect->toEqual(-.Js.Math.log(0.75 /. 1.0) -. -.Js.Math.log(0.5 /. 1.0))
|
||||
| _ => raise(MixtureFailed)
|
||||
| _ => raise(ScoreFailed)
|
||||
}
|
||||
})
|
||||
})
|
||||
|
||||
describe("TwoScalars: float -> float -> float", () => {
|
||||
test("TwoScalars.score: ", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 2.0 // 100% of probability mass to 2.0
|
||||
let score = PointSetDist_Scoring.TwoScalars.score(~estimate=scalar1, ~answer=scalar2)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(infinity)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("TwoScalars.score: ", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.5 // 100% of probability mass to 2.0
|
||||
let score = PointSetDist_Scoring.TwoScalars.score(~estimate=scalar1, ~answer=scalar2)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("TwoScalars.scoreWithPrior: ", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.5 // 100% of probability mass to 2.0
|
||||
let scalar3 = 1.0 // 100% of probability mass to 2.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(-.infinity)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("TwoScalars.scoreWithPrior: ", () => {
|
||||
let scalar1 = 1.5 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.5 // 100% of probability mass to 2.0
|
||||
let scalar3 = 1.5 // 100% of probability mass to 2.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("TwoScalars.scoreWithPrior: ", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.5 // 100% of probability mass to 2.0
|
||||
let scalar3 = 1.0 // 100% of probability mass to 2.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual("Error: Really dumb forecasters") // unclear what this case should give; could be smth else, or undefined
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
|
||||
test("TwoScalars.scoreWithPrior: ", () => {
|
||||
let scalar1 = 1.0 // 100% of probability mass 1.0
|
||||
let scalar2 = 1.0 // 100% of probability mass to 2.0
|
||||
let scalar3 = 1.0 // 100% of probability mass to 2.0
|
||||
|
||||
let score = PointSetDist_Scoring.TwoScalars.scoreWithPrior(
|
||||
~estimate=scalar1,
|
||||
~answer=scalar2,
|
||||
~prior=scalar3,
|
||||
)
|
||||
switch score {
|
||||
| Ok(x) => x->expect->toEqual(0.0)
|
||||
| _ => raise(MixtureFailed)
|
||||
}
|
||||
})
|
||||
})
|
||||
/*
|
||||
describe("WithScalarAnswer: discrete -> discrete -> float", () => {
|
||||
})
|
||||
|
||||
// TwoScalars
|
||||
describe("WithScalarAnswer: discrete -> discrete -> float", () => {
|
||||
})
|
||||
*/
|
||||
|
|
|
@ -93,33 +93,32 @@ module WithDistAnswer = {
|
|||
module WithScalarAnswer = {
|
||||
let sum = (mp: PointSetTypes.MixedPoint.t): float => mp.continuous +. mp.discrete
|
||||
let score = (~estimate: pointSetDist, ~answer: scalar): result<score, Operation.Error.t> => {
|
||||
let _score = (~estimatePdf: float => float, ~answer: float): result<
|
||||
let _score = (~estimatePdf: float => option<float>, ~answer: float): result<
|
||||
score,
|
||||
Operation.Error.t,
|
||||
> => {
|
||||
let density = answer->estimatePdf
|
||||
if density < 0.0 {
|
||||
Operation.PdfInvalidError->Error
|
||||
} else if density == 0.0 {
|
||||
infinity->Ok
|
||||
} else {
|
||||
density->logFn->(x => -.x)->Ok
|
||||
switch density {
|
||||
| None => Operation.PdfInvalidError->Error
|
||||
| Some(density') =>
|
||||
if density' < 0.0 {
|
||||
Operation.PdfInvalidError->Error
|
||||
} else if density' == 0.0 {
|
||||
infinity->Ok
|
||||
} else {
|
||||
density'->logFn->(x => -.x)->Ok
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
let estimatePdf = x =>
|
||||
switch estimate {
|
||||
| Continuous(esti) => Continuous.T.xToY(x, esti)->sum
|
||||
| Discrete(esti) => Discrete.T.xToY(x, esti)->sum
|
||||
| Mixed(esti) => Mixed.T.xToY(x, esti)->sum
|
||||
| Continuous(esti) => Continuous.T.xToY(x, esti)->sum->Some
|
||||
| Discrete(esti) => Discrete.T.xToY(x, esti)->sum->Some
|
||||
| Mixed(_) => None
|
||||
}
|
||||
_score(~estimatePdf, ~answer)
|
||||
}
|
||||
/*
|
||||
let score1 = (~estimate: pointSetDist, ~answer: scalar): result<score, Operation.Error.t> => {
|
||||
let probabilityAssignedToAnswer = Ok(1.0)
|
||||
}
|
||||
*/
|
||||
|
||||
let scoreWithPrior = (~estimate: pointSetDist, ~answer: scalar, ~prior: pointSetDist): result<
|
||||
score,
|
||||
|
@ -128,47 +127,13 @@ module WithScalarAnswer = {
|
|||
E.R.merge(score(~estimate, ~answer), score(~estimate=prior, ~answer))->E.R2.fmap(((s1, s2)) =>
|
||||
s1 -. s2
|
||||
)
|
||||
/*
|
||||
let _scoreWithPrior = (
|
||||
~estimatePdf: float => float,
|
||||
~answer: scalar,
|
||||
~priorPdf: float => float,
|
||||
): result<score, 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 {
|
||||
//
|
||||
}
|
||||
}
|
||||
|
||||
let estimatePdf = x =>
|
||||
switch estimate {
|
||||
| Continuous(esti) => Continuous.T.xToY(x, esti)->sum
|
||||
| Discrete(esti) => Discrete.T.xToY(x, esti)->sum
|
||||
| Mixed(esti) => Mixed.T.xToY(x, esti)->sum
|
||||
}
|
||||
let priorPdf = x =>
|
||||
switch prior {
|
||||
| Continuous(prio) => Continuous.T.xToY(x, prio)->sum
|
||||
| Discrete(prio) => Discrete.T.xToY(x, prio)->sum
|
||||
| Mixed(prio) => Mixed.T.xToY(x, prio)->sum
|
||||
}
|
||||
_scoreWithPrior(~estimatePdf, ~answer, ~priorPdf)
|
||||
*/
|
||||
}
|
||||
}
|
||||
|
||||
// For mixed discrete answer
|
||||
// (prediction, answer) => sum(answer.map(a => a.probability * WithScalarAnswer.score(prediction, a.value)))
|
||||
|
||||
module TwoScalars = {
|
||||
// You will almost never want to use this.
|
||||
let score = (~estimate: scalar, ~answer: scalar) => {
|
||||
if estimate == answer {
|
||||
if Js.Math.abs_float(estimate -. answer) < MagicNumbers.Epsilon.ten {
|
||||
0.0->Ok
|
||||
} else {
|
||||
infinity->Ok // - log(0)
|
||||
|
@ -178,28 +143,8 @@ module TwoScalars = {
|
|||
let scoreWithPrior = (~estimate: scalar, ~answer: scalar, ~prior: scalar) => {
|
||||
E.R.merge(score(~estimate, ~answer), score(~estimate=prior, ~answer))->E.R2.fmap(((s1, s2)) =>
|
||||
s1 -. s2
|
||||
)
|
||||
// unclear what this should give if both are wrong: infinity-infinity. Maybe some warning??
|
||||
) // This will presently NaN if both are wrong: infinity-infinity.
|
||||
}
|
||||
/*
|
||||
let score = (~estimate: scalar, ~answer: scalar) =>
|
||||
if answer == 0.0 {
|
||||
0.0->Ok
|
||||
} else if estimate == 0.0 {
|
||||
infinity->Ok
|
||||
} else {
|
||||
minusScaledLogOfQuotient(~esti=estimate, ~answ=answer)
|
||||
}
|
||||
|
||||
let scoreWithPrior = (~estimate: scalar, ~answer: scalar, ~prior: scalar) =>
|
||||
if answer == 0.0 {
|
||||
0.0->Ok
|
||||
} else if estimate == 0.0 || prior == 0.0 {
|
||||
infinity->Ok
|
||||
} else {
|
||||
minusScaledLogOfQuotient(~esti=estimate /. prior, ~answ=answer)
|
||||
}
|
||||
*/
|
||||
}
|
||||
|
||||
let twoGenericDistsToTwoPointSetDists = (~toPointSetFn, estimate, answer): result<
|
||||
|
|
Loading…
Reference in New Issue
Block a user