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Move integralCache into shapes; clean up interpolator functions for PointwiseCombinations

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This commit is contained in:
Sebastian Kosch 2020-07-16 18:14:42 -07:00
parent 49e379c8aa
commit dca5b21f3a
21 changed files with 513 additions and 375 deletions
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5
src/components/DistBuilder.re
View File

@ -147,7 +147,10 @@ module DemoDist = {
);
let response = DistPlusRenderer.run(inputs);
switch (RenderTypes.DistPlusRenderer.Outputs.distplus(response)) {
| Some(distPlus) => <DistPlusPlot distPlus />
| Some(distPlus) => {
let normalizedDistPlus = DistPlus.T.normalize(distPlus);
<DistPlusPlot distPlus={normalizedDistPlus} />;
}
| _ =>
"Correct Guesstimator string input to show a distribution."
|> R.ste

2
src/components/DistBuilder2.re
View File

@ -44,7 +44,7 @@ module DemoDist = {
DistPlus.make(
~shape=
Continuous(
Continuous.make(`Linear, {xs, ys}, None),
Continuous.make(`Linear, {xs, ys}, None, None),
),
~domain=Complete,
~unit=UnspecifiedDistribution,

8
src/components/Drawer.re
View File

@ -177,7 +177,8 @@ module Convert = {
let continuousShape: Types.continuousShape = {
xyShape,
interpolation: `Linear,
knownIntegralSum: None,
integralSumCache: None,
integralCache: None,
};
let integral = XYShape.Analysis.integrateContinuousShape(continuousShape);
@ -189,7 +190,8 @@ module Convert = {
ys,
},
interpolation: `Linear,
knownIntegralSum: Some(1.0),
integralSumCache: Some(1.0),
integralCache: None,
};
continuousShape;
};
@ -673,7 +675,7 @@ module State = {
pdf,
);
let cdf = Continuous.T.integral(~cache=None, _pdf);
let cdf = Continuous.T.integral(_pdf);
let xs = [||];
let ys = [||];
for (i in 1 to 999) {

64
src/components/charts/DistPlusPlot.re
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@ -51,13 +51,13 @@ let table = (distPlus, x) => {
</td>
<td className="px-4 py-2 border ">
{distPlus
|> DistPlus.T.Integral.xToY(~cache=None, x)
|> DistPlus.T.Integral.xToY(x)
|> E.Float.with2DigitsPrecision
|> ReasonReact.string}
</td>
<td className="px-4 py-2 border ">
{distPlus
|> DistPlus.T.Integral.sum(~cache=None)
|> DistPlus.T.Integral.sum
|> E.Float.with2DigitsPrecision
|> ReasonReact.string}
</td>
@ -70,15 +70,9 @@ let table = (distPlus, x) => {
<td className="px-4 py-2">
{"Continuous Total" |> ReasonReact.string}
</td>
<td className="px-4 py-2">
{"Scaled Continuous Total" |> ReasonReact.string}
</td>
<td className="px-4 py-2">
{"Discrete Total" |> ReasonReact.string}
</td>
<td className="px-4 py-2">
{"Scaled Discrete Total" |> ReasonReact.string}
</td>
</tr>
</thead>
<tbody>
@ -87,17 +81,7 @@ let table = (distPlus, x) => {
{distPlus
|> DistPlus.T.toContinuous
|> E.O.fmap(
Continuous.T.Integral.sum(~cache=None),
)
|> E.O.fmap(E.Float.with2DigitsPrecision)
|> E.O.default("")
|> ReasonReact.string}
</td>
<td className="px-4 py-2 border ">
{distPlus
|> DistPlus.T.normalizedToContinuous
|> E.O.fmap(
Continuous.T.Integral.sum(~cache=None),
Continuous.T.Integral.sum
)
|> E.O.fmap(E.Float.with2DigitsPrecision)
|> E.O.default("")
@ -106,15 +90,7 @@ let table = (distPlus, x) => {
<td className="px-4 py-2 border ">
{distPlus
|> DistPlus.T.toDiscrete
|> E.O.fmap(Discrete.T.Integral.sum(~cache=None))
|> E.O.fmap(E.Float.with2DigitsPrecision)
|> E.O.default("")
|> ReasonReact.string}
</td>
<td className="px-4 py-2 border ">
{distPlus
|> DistPlus.T.normalizedToDiscrete
|> E.O.fmap(Discrete.T.Integral.sum(~cache=None))
|> E.O.fmap(Discrete.T.Integral.sum)
|> E.O.fmap(E.Float.with2DigitsPrecision)
|> E.O.default("")
|> ReasonReact.string}
@ -143,42 +119,42 @@ let percentiles = distPlus => {
<tr>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.01)
|> DistPlus.T.Integral.yToX(0.01)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.05)
|> DistPlus.T.Integral.yToX(0.05)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.25)
|> DistPlus.T.Integral.yToX(0.25)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.5)
|> DistPlus.T.Integral.yToX(0.5)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.75)
|> DistPlus.T.Integral.yToX(0.75)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.95)
|> DistPlus.T.Integral.yToX(0.95)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.99)
|> DistPlus.T.Integral.yToX(0.99)
|> showFloat}
</td>
<td className="px-4 py-2 border">
{distPlus
|> DistPlus.T.Integral.yToX(~cache=None, 0.99999)
|> DistPlus.T.Integral.yToX(0.99999)
|> showFloat}
</td>
</tr>
@ -225,10 +201,11 @@ module DistPlusChart = {
[@react.component]
let make = (~distPlus: DistTypes.distPlus, ~config: chartConfig, ~onHover) => {
open DistPlus;
let discrete = distPlus |> T.normalizedToDiscrete |> E.O.fmap(Discrete.getShape);
let discrete = distPlus |> T.toDiscrete |> E.O.fmap(Discrete.getShape);
let continuous =
distPlus
|> T.normalizedToContinuous
|> T.toContinuous
|> E.O.fmap(Continuous.getShape);
let range = T.xTotalRange(distPlus);
@ -236,7 +213,7 @@ module DistPlusChart = {
// let minX =
// switch (
// distPlus
// |> DistPlus.T.Integral.yToX(~cache=None, 0.0001),
// |> DistPlus.T.Integral.yToX(0.0001),
// range,
// ) {
// | (min, Some(range)) => Some(min -. range *. 0.001)
@ -244,11 +221,11 @@ module DistPlusChart = {
// };
let minX = {
distPlus |> DistPlus.T.Integral.yToX(~cache=None, 0.00001);
distPlus |> DistPlus.T.Integral.yToX(0.00001);
};
let maxX = {
distPlus |> DistPlus.T.Integral.yToX(~cache=None, 0.99999);
distPlus |> DistPlus.T.Integral.yToX(0.99999);
};
let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
@ -283,11 +260,11 @@ module IntegralChart = {
|> Continuous.toLinear
|> E.O.fmap(Continuous.getShape);
let minX = {
distPlus |> DistPlus.T.Integral.yToX(~cache=None, 0.00001);
distPlus |> DistPlus.T.Integral.yToX(0.00001);
};
let maxX = {
distPlus |> DistPlus.T.Integral.yToX(~cache=None, 0.99999);
distPlus |> DistPlus.T.Integral.yToX(0.99999);
};
let timeScale = distPlus.unit |> DistTypes.DistributionUnit.toJson;
<DistributionPlot
@ -334,6 +311,7 @@ let make = (~distPlus: DistTypes.distPlus) => {
let (x, setX) = React.useState(() => 0.);
let (state, dispatch) =
React.useReducer(DistPlusPlotReducer.reducer, DistPlusPlotReducer.init);
<div>
{state.distributions
|> E.L.fmapi((index, config) =>

9
src/distPlus/distribution/AlgebraicShapeCombination.re
View File

@ -247,7 +247,7 @@ let toDiscretePointMassesFromDiscrete = (s: DistTypes.xyShape): pointMassesWithM
let combineShapesContinuousDiscrete =
(op: ExpressionTypes.algebraicOperation, s1: DistTypes.xyShape, s2: DistTypes.xyShape)
: DistTypes.xyShape => {
: array(DistTypes.xyShape) => {
let t1n = s1 |> XYShape.T.length;
let t2n = s2 |> XYShape.T.length;
@ -303,10 +303,5 @@ let combineShapesContinuousDiscrete =
};
outXYShapes
|> E.A.fmap(XYShape.T.fromZippedArray)
|> E.A.fold_left(
XYShape.PointwiseCombination.combine((+.),
XYShape.XtoY.linearBetweenPointsExtrapolateZero,
XYShape.XtoY.linearBetweenPointsExtrapolateZero),
XYShape.T.empty);
|> E.A.fmap(XYShape.T.fromZippedArray);
};

170
src/distPlus/distribution/Continuous.re
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@ -3,30 +3,45 @@ open Distributions;
type t = DistTypes.continuousShape;
let getShape = (t: t) => t.xyShape;
let interpolation = (t: t) => t.interpolation;
let make = (interpolation, xyShape, knownIntegralSum): t => {
let make = (interpolation, xyShape, integralSumCache, integralCache): t => {
xyShape,
interpolation,
knownIntegralSum,
integralSumCache,
integralCache,
};
let shapeMap = (fn, {xyShape, interpolation, knownIntegralSum}: t): t => {
let shapeMap = (fn, {xyShape, interpolation, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
interpolation,
knownIntegralSum,
integralSumCache,
integralCache,
};
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY;
let oShapeMap =
(fn, {xyShape, interpolation, knownIntegralSum}: t)
(fn, {xyShape, interpolation, integralSumCache, integralCache}: t)
: option(DistTypes.continuousShape) =>
fn(xyShape) |> E.O.fmap(make(interpolation, _, knownIntegralSum));
fn(xyShape) |> E.O.fmap(make(interpolation, _, integralSumCache, integralCache));
let emptyIntegral: DistTypes.continuousShape = {
xyShape: {xs: [|neg_infinity|], ys: [|0.0|]},
interpolation: `Linear,
integralSumCache: Some(0.0),
integralCache: None,
};
let empty: DistTypes.continuousShape = {
xyShape: XYShape.T.empty,
interpolation: `Linear,
knownIntegralSum: Some(0.0),
integralSumCache: Some(0.0),
integralCache: Some(emptyIntegral),
};
let stepwiseToLinear = (t: t): t =>
make(`Linear, XYShape.Range.stepwiseToLinear(t.xyShape), t.integralSumCache, t.integralCache);
let combinePointwise =
(
~knownIntegralSumsFn,
~integralSumCachesFn=(_, _) => None,
~integralCachesFn: (t, t) => option(t) =(_, _) => None,
~extrapolation=`UseZero,
fn: (float, float) => float,
t1: DistTypes.continuousShape,
t2: DistTypes.continuousShape,
@ -36,61 +51,89 @@ let combinePointwise =
// can just sum them up. Otherwise, all bets are off.
let combinedIntegralSum =
Common.combineIntegralSums(
knownIntegralSumsFn,
t1.knownIntegralSum,
t2.knownIntegralSum,
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
// If combining stepwise and linear, we must convert the stepwise to linear first,
// i.e. add a point at the bottom of each step
let (t1, t2) = switch (t1.interpolation, t2.interpolation) {
| (`Linear, `Linear) => (t1, t2);
| (`Stepwise, `Stepwise) => (t1, t2);
| (`Linear, `Stepwise) => (t1, stepwiseToLinear(t2));
| (`Stepwise, `Linear) => (stepwiseToLinear(t1), t2);
};
let interpolator = XYShape.XtoY.continuousInterpolator(t1.interpolation, extrapolation);
make(
`Linear,
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.linearBetweenPointsExtrapolateZero,
XYShape.XtoY.linearBetweenPointsExtrapolateZero,
interpolator,
interpolator,
t1.xyShape,
t2.xyShape,
),
combinedIntegralSum,
None,
);
};
let toLinear = (t: t): option(t) => {
switch (t) {
| {interpolation: `Stepwise, xyShape, knownIntegralSum} =>
| {interpolation: `Stepwise, xyShape, integralSumCache, integralCache} =>
xyShape
|> XYShape.Range.stepsToContinuous
|> E.O.fmap(make(`Linear, _, knownIntegralSum))
|> E.O.fmap(make(`Linear, _, integralSumCache, integralCache))
| {interpolation: `Linear} => Some(t)
};
};
let shapeFn = (fn, t: t) => t |> getShape |> fn;
let updateKnownIntegralSum = (knownIntegralSum, t: t): t => {
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
knownIntegralSum,
integralSumCache,
};
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache,
};
let reduce =
(
~knownIntegralSumsFn: (float, float) => option(float)=(_, _) => None,
~integralSumCachesFn: (float, float) => option(float)=(_, _) => None,
~integralCachesFn: (t, t) => option(t)=(_, _) => None,
fn,
continuousShapes,
) =>
continuousShapes
|> E.A.fold_left(combinePointwise(~knownIntegralSumsFn, fn), empty);
|> E.A.fold_left(combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn), empty);
let mapY = (~knownIntegralSumFn=_ => None, fn, t: t) => {
let u = E.O.bind(_, knownIntegralSumFn);
let mapY = (~integralSumCacheFn=_ => None,
~integralCacheFn=_ => None,
fn, t: t) => {
let yMapFn = shapeMap(XYShape.T.mapY(fn));
t |> yMapFn |> updateKnownIntegralSum(u(t.knownIntegralSum));
t
|> yMapFn
|> updateIntegralSumCache(E.O.bind(t.integralSumCache, integralSumCacheFn))
|> updateIntegralCache(E.O.bind(t.integralCache, integralCacheFn));
};
let scaleBy = (~scale=1.0, t: t): t => {
let rec scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, v => Some(scale *. v));
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(scaleBy(~scale, v)));
t
|> mapY((r: float) => r *. scale)
|> updateKnownIntegralSum(
E.O.bind(t.knownIntegralSum, v => Some(scale *. v)),
);
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache)
};
module T =
@ -135,46 +178,48 @@ module T =
let truncatedShape =
XYShape.T.fromZippedArray(truncatedZippedPairsWithNewPoints);
make(`Linear, truncatedShape, None);
make(`Linear, truncatedShape, None, None);
};
// TODO: This should work with stepwise plots.
let integral = (~cache, t) =>
if (t |> getShape |> XYShape.T.length > 0) {
switch (cache) {
let integral = (t) => {
if (t |> getShape |> XYShape.T.isEmpty) {
make(`Linear, {xs: [|neg_infinity|], ys: [|0.0|]}, None, None);
} else {
switch (t.integralCache) {
| Some(cache) => cache
| None =>
t
|> getShape
|> XYShape.Range.integrateWithTriangles
|> E.O.toExt("This should not have happened")
|> make(`Linear, _, None)
|> make(`Linear, _, None, None)
};
} else {
make(`Linear, {xs: [|neg_infinity|], ys: [|0.0|]}, None);
};
};
let downsample = (~cache=None, length, t): t =>
let downsample = (length, t): t =>
t
|> shapeMap(
XYShape.XsConversion.proportionByProbabilityMass(
length,
integral(~cache, t).xyShape,
integral(t).xyShape,
),
);
let integralEndY = (~cache, t: t) =>
t.knownIntegralSum |> E.O.default(t |> integral(~cache) |> lastY);
let integralXtoY = (~cache, f, t: t) =>
t |> integral(~cache) |> shapeFn(XYShape.XtoY.linear(f));
let integralYtoX = (~cache, f, t: t) =>
t |> integral(~cache) |> shapeFn(XYShape.YtoX.linear(f));
let integralEndY = (t: t) =>
t.integralSumCache |> E.O.default(t |> integral |> lastY);
let integralXtoY = (f, t: t) =>
t |> integral |> shapeFn(XYShape.XtoY.linear(f));
let integralYtoX = (f, t: t) =>
t |> integral |> shapeFn(XYShape.YtoX.linear(f));
let toContinuous = t => Some(t);
let toDiscrete = _ => None;
let normalize = (t: t): t => {
t
|> scaleBy(~scale=1. /. integralEndY(~cache=None, t))
|> updateKnownIntegralSum(Some(1.0));
|> updateIntegralCache(Some(integral(t)))
|> scaleBy(~scale=1. /. integralEndY(t))
|> updateIntegralSumCache(Some(1.0));
};
let normalizedToContinuous = t => Some(t |> normalize);
@ -203,7 +248,6 @@ module T =
each discrete data point, and then adds them all together. */
let combineAlgebraicallyWithDiscrete =
(
~downsample=false,
op: ExpressionTypes.algebraicOperation,
t1: t,
t2: DistTypes.discreteShape,
@ -211,27 +255,35 @@ let combineAlgebraicallyWithDiscrete =
let t1s = t1 |> getShape;
let t2s = t2.xyShape; // would like to use Discrete.getShape here, but current file structure doesn't allow for that
let t1n = t1s |> XYShape.T.length;
let t2n = t2s |> XYShape.T.length;
if (XYShape.T.isEmpty(t1s) || XYShape.T.isEmpty(t2s)) {
empty;
} else {
let shapeArray = AlgebraicShapeCombination.combineShapesContinuousDiscrete(op, t1s, t2s);
if (t1n > 0 && t2n > 0) {
let combinedShape = AlgebraicShapeCombination.combineShapesContinuousDiscrete(op, t1s, t2s);
let t1Interpolator = XYShape.XtoY.continuousInterpolator(t1.interpolation, `UseZero);
let t2Interpolator = XYShape.XtoY.discreteInterpolator;
let combinedShape =
shapeArray
|> E.A.fold_left(
XYShape.PointwiseCombination.combine((+.),
t1Interpolator,
t2Interpolator),
XYShape.T.empty);
let combinedIntegralSum =
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.knownIntegralSum,
t2.knownIntegralSum,
t1.integralSumCache,
t2.integralSumCache,
);
make(`Linear, combinedShape, combinedIntegralSum);
} else {
empty;
}
// TODO: It could make sense to automatically transform the integrals here (shift or scale)
make(t1.interpolation, combinedShape, combinedIntegralSum, None)
};
};
let combineAlgebraically =
(~downsample=false, op: ExpressionTypes.algebraicOperation, t1: t, t2: t) => {
let combineAlgebraically = (op: ExpressionTypes.algebraicOperation, t1: t, t2: t) => {
let s1 = t1 |> getShape;
let s2 = t2 |> getShape;
let t1n = s1 |> XYShape.T.length;
@ -244,10 +296,10 @@ let combineAlgebraically =
let combinedIntegralSum =
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.knownIntegralSum,
t2.knownIntegralSum,
t1.integralSumCache,
t2.integralSumCache,
);
// return a new Continuous distribution
make(`Linear, combinedShape, combinedIntegralSum);
make(`Linear, combinedShape, combinedIntegralSum, None);
};
};

119
src/distPlus/distribution/Discrete.re
View File

@ -2,23 +2,25 @@ open Distributions;
type t = DistTypes.discreteShape;
let make = (xyShape, knownIntegralSum): t => {xyShape, knownIntegralSum};
let shapeMap = (fn, {xyShape, knownIntegralSum}: t): t => {
let make = (xyShape, integralSumCache, integralCache): t => {xyShape, integralSumCache, integralCache};
let shapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): t => {
xyShape: fn(xyShape),
knownIntegralSum,
integralSumCache,
integralCache
};
let getShape = (t: t) => t.xyShape;
let oShapeMap = (fn, {xyShape, knownIntegralSum}: t): option(t) =>
fn(xyShape) |> E.O.fmap(make(_, knownIntegralSum));
let oShapeMap = (fn, {xyShape, integralSumCache, integralCache}: t): option(t) =>
fn(xyShape) |> E.O.fmap(make(_, integralSumCache, integralCache));
let empty: t = {xyShape: XYShape.T.empty, knownIntegralSum: Some(0.0)};
let empty: t = {xyShape: XYShape.T.empty, integralSumCache: Some(0.0), integralCache: None};
let shapeFn = (fn, t: t) => t |> getShape |> fn;
let lastY = (t: t) => t |> getShape |> XYShape.T.lastY;
let combinePointwise =
(
~knownIntegralSumsFn,
~integralSumCachesFn = (_, _) => None,
~integralCachesFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape) = (_, _) => None,
fn,
t1: DistTypes.discreteShape,
t2: DistTypes.discreteShape,
@ -26,38 +28,49 @@ let combinePointwise =
: DistTypes.discreteShape => {
let combinedIntegralSum =
Common.combineIntegralSums(
knownIntegralSumsFn,
t1.knownIntegralSum,
t2.knownIntegralSum,
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
// TODO: does it ever make sense to pointwise combine the integrals here?
// It could be done for pointwise additions, but is that ever needed?
make(
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.assumeZeroBetweenPoints,
XYShape.XtoY.assumeZeroBetweenPoints,
XYShape.XtoY.discreteInterpolator,
XYShape.XtoY.discreteInterpolator,
t1.xyShape,
t2.xyShape,
),
combinedIntegralSum,
None,
);
};
let reduce =
(~knownIntegralSumsFn=(_, _) => None, fn, discreteShapes)
: DistTypes.discreteShape =>
(~integralSumCachesFn=(_, _) => None,
~integralCachesFn=(_, _) => None,
fn, discreteShapes)
: DistTypes.discreteShape =>
discreteShapes
|> E.A.fold_left(combinePointwise(~knownIntegralSumsFn, fn), empty);
|> E.A.fold_left(combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn), empty);
let updateKnownIntegralSum = (knownIntegralSum, t: t): t => {
let updateIntegralSumCache = (integralSumCache, t: t): t => {
...t,
knownIntegralSum,
integralSumCache,
};
let updateIntegralCache = (integralCache, t: t): t => {
...t,
integralCache,
};
/* This multiples all of the data points together and creates a new discrete distribution from the results.
Data points at the same xs get added together. It may be a good idea to downsample t1 and t2 before and/or the result after. */
let combineAlgebraically =
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t) => {
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t): t => {
let t1s = t1 |> getShape;
let t2s = t2 |> getShape;
let t1n = t1s |> XYShape.T.length;
@ -66,8 +79,8 @@ let combineAlgebraically =
let combinedIntegralSum =
Common.combineIntegralSums(
(s1, s2) => Some(s1 *. s2),
t1.knownIntegralSum,
t2.knownIntegralSum,
t1.integralSumCache,
t2.integralSumCache,
);
let fn = Operation.Algebraic.toFn(op);
@ -87,31 +100,45 @@ let combineAlgebraically =
let combinedShape = XYShape.T.fromZippedArray(rxys);
make(combinedShape, combinedIntegralSum);
make(combinedShape, combinedIntegralSum, None);
};
let mapY = (~knownIntegralSumFn=previousKnownIntegralSum => None, fn, t: t) => {
let u = E.O.bind(_, knownIntegralSumFn);
let mapY = (~integralSumCacheFn=_ => None,
~integralCacheFn=_ => None,
fn, t: t) => {
let yMapFn = shapeMap(XYShape.T.mapY(fn));
t |> yMapFn |> updateKnownIntegralSum(u(t.knownIntegralSum));
t
|> yMapFn
|> updateIntegralSumCache(E.O.bind(t.integralSumCache, integralSumCacheFn))
|> updateIntegralCache(E.O.bind(t.integralCache, integralCacheFn));
};
let scaleBy = (~scale=1.0, t: t): t => {
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, v => Some(scale *. v));
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(Continuous.scaleBy(~scale, v)));
t
|> mapY((r: float) => r *. scale)
|> updateKnownIntegralSum(
E.O.bind(t.knownIntegralSum, v => Some(scale *. v)),
);
|> updateIntegralSumCache(scaledIntegralSumCache)
|> updateIntegralCache(scaledIntegralCache)
};
module T =
Dist({
type t = DistTypes.discreteShape;
type integral = DistTypes.continuousShape;
let integral = (~cache, t) =>
if (t |> getShape |> XYShape.T.length > 0) {
switch (cache) {
let integral = (t) =>
if (t |> getShape |> XYShape.T.isEmpty) {
Continuous.make(
`Stepwise,
{xs: [|neg_infinity|], ys: [|0.0|]},
None,
None,
);
} else {
switch (t.integralCache) {
| Some(c) => c
| None => {
let ts = getShape(t);
@ -123,20 +150,14 @@ module T =
|> XYShape.T.concat(prependedZeroPoint)
|> XYShape.T.accumulateYs((+.));
Continuous.make(`Stepwise, integralShape, None);
Continuous.make(`Stepwise, integralShape, None, None);
}
};
} else {
Continuous.make(
`Stepwise,
{xs: [|neg_infinity|], ys: [|0.0|]},
None,
);
};
let integralEndY = (~cache, t: t) =>
t.knownIntegralSum
|> E.O.default(t |> integral(~cache) |> Continuous.lastY);
let integralEndY = (t: t) =>
t.integralSumCache
|> E.O.default(t |> integral |> Continuous.lastY);
let minX = shapeFn(XYShape.T.minX);
let maxX = shapeFn(XYShape.T.maxX);
let toDiscreteProbabilityMassFraction = _ => 1.0;
@ -147,14 +168,14 @@ module T =
let normalize = (t: t): t => {
t
|> scaleBy(~scale=1. /. integralEndY(~cache=None, t))
|> updateKnownIntegralSum(Some(1.0));
|> scaleBy(~scale=1. /. integralEndY(t))
|> updateIntegralSumCache(Some(1.0));
};
let normalizedToContinuous = _ => None;
let normalizedToDiscrete = t => Some(t); // TODO: this should be normalized!
let downsample = (~cache=None, i, t: t): t => {
let downsample = (i, t: t): t => {
// It's not clear how to downsample a set of discrete points in a meaningful way.
// The best we can do is to clip off the smallest values.
let currentLength = t |> getShape |> XYShape.T.length;
@ -170,7 +191,7 @@ module T =
|> XYShape.Zipped.sortByX
|> XYShape.T.fromZippedArray;
make(clippedShape, None); // if someone needs the sum, they'll have to recompute it
make(clippedShape, None, None); // if someone needs the sum, they'll have to recompute it
} else {
t;
};
@ -188,7 +209,7 @@ module T =
)
|> XYShape.T.fromZippedArray;
make(truncatedShape, None);
make(truncatedShape, None, None);
};
let xToY = (f, t) =>
@ -198,11 +219,11 @@ module T =
|> E.O.default(0.0)
|> DistTypes.MixedPoint.makeDiscrete;
let integralXtoY = (~cache, f, t) =>
t |> integral(~cache) |> Continuous.getShape |> XYShape.XtoY.linear(f);
let integralXtoY = (f, t) =>
t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f);
let integralYtoX = (~cache, f, t) =>
t |> integral(~cache) |> Continuous.getShape |> XYShape.YtoX.linear(f);
let integralYtoX = (f, t) =>
t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f);
let mean = (t: t): float => {
let s = getShape(t);

26
src/distPlus/distribution/DistPlus.re
View File

@ -2,8 +2,7 @@ open DistTypes;
type t = DistTypes.distPlus;
let shapeIntegral = shape =>
Shape.T.Integral.get(~cache=None, shape);
let shapeIntegral = shape => Shape.T.Integral.get(shape);
let make =
(
~shape,
@ -34,6 +33,7 @@ let update =
};
let updateShape = (shape, t) => {
Js.log("Updating the shape, recalculating the integral");
let integralCache = shapeIntegral(shape);
update(~shape, ~integralCache, t);
};
@ -59,7 +59,6 @@ module T =
let normalize = (t: t): t => {
let normalizedShape = t |> toShape |> Shape.T.normalize;
t |> updateShape(normalizedShape);
// TODO: also adjust for domainIncludedProbabilityMass here.
};
let truncate = (leftCutoff, rightCutoff, t: t): t => {
@ -71,6 +70,7 @@ module T =
t |> updateShape(truncatedShape);
};
// TODO: is this still needed?
let normalizedToContinuous = (t: t) => {
t
|> toShape
@ -82,6 +82,7 @@ module T =
);
};
// TODO: is this still needed?
let normalizedToDiscrete = (t: t) => {
t
|> toShape
@ -105,34 +106,33 @@ module T =
shapeFn(Shape.T.toDiscreteProbabilityMassFraction);
// This bit is kind of awkward, could probably use rethinking.
let integral = (~cache, t: t) =>
let integral = (t: t) =>
updateShape(Continuous(t.integralCache), t);
let downsample = (~cache=None, i, t): t =>
let downsample = (i, t): t =>
updateShape(t |> toShape |> Shape.T.downsample(i), t);
// todo: adjust for limit, maybe?
let mapY =
(
~knownIntegralSumFn=previousIntegralSum => None,
~integralSumCacheFn=previousIntegralSum => None,
~integralCacheFn=previousIntegralCache => None,
fn,
{shape, _} as t: t,
)
: t =>
Shape.T.mapY(~knownIntegralSumFn, fn, shape)
Shape.T.mapY(~integralSumCacheFn, fn, shape)
|> updateShape(_, t);
// get the total of everything
let integralEndY = (~cache as _, t: t) => {
let integralEndY = (t: t) => {
Shape.T.Integral.sum(
~cache=Some(t.integralCache),
toShape(t),
);
};
// TODO: Fix this below, obviously. Adjust for limits
let integralXtoY = (~cache as _, f, t: t) => {
let integralXtoY = (f, t: t) => {
Shape.T.Integral.xToY(
~cache=Some(t.integralCache),
f,
toShape(t),
)
@ -140,8 +140,8 @@ module T =
};
// TODO: This part is broken when there is a limit, if this is supposed to be taken into account.
let integralYtoX = (~cache as _, f, t: t) => {
Shape.T.Integral.yToX(~cache=None, f, toShape(t));
let integralYtoX = (f, t: t) => {
Shape.T.Integral.yToX(f, toShape(t));
};
let mean = (t: t) => {

2
src/distPlus/distribution/DistPlusTime.re
View File

@ -23,6 +23,6 @@
include DistPlus.T.Integral;
let xToY = (f: TimeTypes.timeInVector, t: t) => {
timeInVectorToX(f, t)
|> E.O.fmap(x => DistPlus.T.Integral.xToY(~cache=None, x, t));
|> E.O.fmap(x => DistPlus.T.Integral.xToY(x, t));
};
};

22
src/distPlus/distribution/DistTypes.re
View File

@ -14,20 +14,36 @@ type xyShape = {
ys: array(float),
};
type interpolation = [
| `Stepwise
| `Linear
];
type extrapolation = [
| `UseZero
| `UseOutermostPoints
];
type interpolator = (xyShape, int, float) => float;
type continuousShape = {
xyShape,
interpolation: [ | `Stepwise | `Linear],
knownIntegralSum: option(float),
interpolation: interpolation,
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type discreteShape = {
xyShape,
knownIntegralSum: option(float),
/* interpolation is always `Discrete */
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type mixedShape = {
continuous: continuousShape,
discrete: discreteShape,
integralSumCache: option(float),
integralCache: option(continuousShape),
};
type shapeMonad('a, 'b, 'c) =

31
src/distPlus/distribution/Distributions.re
View File

@ -4,7 +4,7 @@ module type dist = {
let minX: t => float;
let maxX: t => float;
let mapY:
(~knownIntegralSumFn: float => option(float)=?, float => float, t) => t;
(~integralSumCacheFn: float => option(float)=?, ~integralCacheFn: DistTypes.continuousShape => option(DistTypes.continuousShape)=?, float => float, t) => t;
let xToY: (float, t) => DistTypes.mixedPoint;
let toShape: t => DistTypes.shape;
let toContinuous: t => option(DistTypes.continuousShape);
@ -13,13 +13,13 @@ module type dist = {
let normalizedToContinuous: t => option(DistTypes.continuousShape);
let normalizedToDiscrete: t => option(DistTypes.discreteShape);
let toDiscreteProbabilityMassFraction: t => float;
let downsample: (~cache: option(integral)=?, int, t) => t;
let downsample: (int, t) => t;
let truncate: (option(float), option(float), t) => t;
let integral: (~cache: option(integral), t) => integral;
let integralEndY: (~cache: option(integral), t) => float;
let integralXtoY: (~cache: option(integral), float, t) => float;
let integralYtoX: (~cache: option(integral), float, t) => float;
let integral: (t) => integral;
let integralEndY: (t) => float;
let integralXtoY: (float, t) => float;
let integralYtoX: (float, t) => float;
let mean: t => float;
let variance: t => float;
@ -59,10 +59,23 @@ module Common = {
let combineIntegralSums =
(
combineFn: (float, float) => option(float),
t1KnownIntegralSum: option(float),
t2KnownIntegralSum: option(float),
t1IntegralSumCache: option(float),
t2IntegralSumCache: option(float),
) => {
switch (t1KnownIntegralSum, t2KnownIntegralSum) {
switch (t1IntegralSumCache, t2IntegralSumCache) {
| (None, _)
| (_, None) => None
| (Some(s1), Some(s2)) => combineFn(s1, s2)
};
};
let combineIntegrals =
(
combineFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape),
t1IntegralCache: option(DistTypes.continuousShape),
t2IntegralCache: option(DistTypes.continuousShape),
) => {
switch (t1IntegralCache, t2IntegralCache) {
| (None, _)
| (_, None) => None
| (Some(s1), Some(s2)) => combineFn(s1, s2)

193
src/distPlus/distribution/Mixed.re
View File

@ -1,7 +1,7 @@
open Distributions;
type t = DistTypes.mixedShape;
let make = (~continuous, ~discrete): t => {continuous, discrete};
let make = (~continuous, ~discrete, integralSumCache, integralCache): t => {continuous, discrete, integralSumCache, integralCache};
let totalLength = (t: t): int => {
let continuousLength =
@ -11,31 +11,17 @@ let totalLength = (t: t): int => {
continuousLength + discreteLength;
};
let scaleBy = (~scale=1.0, {discrete, continuous}: t): t => {
let scaledDiscrete = Discrete.scaleBy(~scale, discrete);
let scaledContinuous = Continuous.scaleBy(~scale, continuous);
make(~discrete=scaledDiscrete, ~continuous=scaledContinuous);
let scaleBy = (~scale=1.0, t: t): t => {
let scaledDiscrete = Discrete.scaleBy(~scale, t.discrete);
let scaledContinuous = Continuous.scaleBy(~scale, t.continuous);
let scaledIntegralCache = E.O.bind(t.integralCache, v => Some(Continuous.scaleBy(~scale, v)));
let scaledIntegralSumCache = E.O.bind(t.integralSumCache, s => Some(s *. scale));
make(~discrete=scaledDiscrete, ~continuous=scaledContinuous, scaledIntegralSumCache, scaledIntegralCache);
};
let toContinuous = ({continuous}: t) => Some(continuous);
let toDiscrete = ({discrete}: t) => Some(discrete);
let combinePointwise = (~knownIntegralSumsFn, fn, t1: t, t2: t) => {
let reducedDiscrete =
[|t1, t2|]
|> E.A.fmap(toDiscrete)
|> E.A.O.concatSomes
|> Discrete.reduce(~knownIntegralSumsFn, fn);
let reducedContinuous =
[|t1, t2|]
|> E.A.fmap(toContinuous)
|> E.A.O.concatSomes
|> Continuous.reduce(~knownIntegralSumsFn, fn);
make(~discrete=reducedDiscrete, ~continuous=reducedContinuous);
};
module T =
Dist({
type t = DistTypes.mixedShape;
@ -61,30 +47,35 @@ module T =
let truncatedDiscrete =
Discrete.T.truncate(leftCutoff, rightCutoff, discrete);
make(~discrete=truncatedDiscrete, ~continuous=truncatedContinuous);
make(~discrete=truncatedDiscrete, ~continuous=truncatedContinuous, None, None);
};
let normalize = (t: t): t => {
let continuousIntegral = Continuous.T.Integral.get(t.continuous);
let discreteIntegral = Discrete.T.Integral.get(t.discrete);
let continuous = t.continuous |> Continuous.updateIntegralCache(Some(continuousIntegral));
let discrete = t.discrete |> Discrete.updateIntegralCache(Some(discreteIntegral));
let continuousIntegralSum =
Continuous.T.Integral.sum(~cache=None, t.continuous);
Continuous.T.Integral.sum(continuous);
let discreteIntegralSum =
Discrete.T.Integral.sum(~cache=None, t.discrete);
Discrete.T.Integral.sum(discrete);
let totalIntegralSum = continuousIntegralSum +. discreteIntegralSum;
let newContinuousSum = continuousIntegralSum /. totalIntegralSum;
let newDiscreteSum = discreteIntegralSum /. totalIntegralSum;
let normalizedContinuous =
t.continuous
continuous
|> Continuous.scaleBy(~scale=newContinuousSum /. continuousIntegralSum)
|> Continuous.updateKnownIntegralSum(Some(newContinuousSum));
|> Continuous.updateIntegralSumCache(Some(newContinuousSum));
let normalizedDiscrete =
t.discrete
discrete
|> Discrete.scaleBy(~scale=newDiscreteSum /. discreteIntegralSum)
|> Discrete.updateKnownIntegralSum(Some(newDiscreteSum));
|> Discrete.updateIntegralSumCache(Some(newDiscreteSum));
make(~continuous=normalizedContinuous, ~discrete=normalizedDiscrete);
make(~continuous=normalizedContinuous, ~discrete=normalizedDiscrete, Some(1.0), None);
};
let xToY = (x, t: t) => {
@ -98,23 +89,22 @@ module T =
let toDiscreteProbabilityMassFraction = ({discrete, continuous}: t) => {
let discreteIntegralSum =
Discrete.T.Integral.sum(~cache=None, discrete);
Discrete.T.Integral.sum(discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(~cache=None, continuous);
Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
discreteIntegralSum /. totalIntegralSum;
};
let downsample = (~cache=None, count, {discrete, continuous}: t): t => {
let downsample = (count, t: t): t => {
// We will need to distribute the new xs fairly between the discrete and continuous shapes.
// The easiest way to do this is to simply go by the previous probability masses.
// The cache really isn't helpful here, because we would need two separate caches
let discreteIntegralSum =
Discrete.T.Integral.sum(~cache=None, discrete);
Discrete.T.Integral.sum(t.discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(~cache=None, continuous);
Continuous.T.Integral.sum(t.continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
// TODO: figure out what to do when the totalIntegralSum is zero.
@ -124,7 +114,7 @@ module T =
int_of_float(
float_of_int(count) *. (discreteIntegralSum /. totalIntegralSum),
),
discrete,
t.discrete,
);
let downsampledContinuous =
@ -132,10 +122,10 @@ module T =
int_of_float(
float_of_int(count) *. (continuousIntegralSum /. totalIntegralSum),
),
continuous,
t.continuous,
);
{discrete: downsampledDiscrete, continuous: downsampledContinuous};
{...t, discrete: downsampledDiscrete, continuous: downsampledContinuous};
};
let normalizedToContinuous = (t: t) => Some(normalize(t).continuous);
@ -143,66 +133,69 @@ module T =
let normalizedToDiscrete = ({discrete} as t: t) =>
Some(normalize(t).discrete);
let integral = (~cache, {continuous, discrete}: t) => {
switch (cache) {
let integral = (t: t) => {
switch (t.integralCache) {
| Some(cache) => cache
| None =>
// note: if the underlying shapes aren't normalized, then these integrals won't be either -- but that's the way it should be.
let continuousIntegral =
Continuous.T.Integral.get(~cache=None, continuous);
let discreteIntegral = Discrete.T.Integral.get(~cache=None, discrete);
let continuousIntegral = Continuous.T.Integral.get(t.continuous);
let discreteIntegral = Continuous.stepwiseToLinear(Discrete.T.Integral.get(t.discrete));
Continuous.make(
`Linear,
XYShape.PointwiseCombination.combine(
(+.),
XYShape.XtoY.linearBetweenPointsExtrapolateFlat,
XYShape.XtoY.stepwiseBetweenPointsExtrapolateFlat,
XYShape.XtoY.continuousInterpolator(`Linear, `UseOutermostPoints),
XYShape.XtoY.continuousInterpolator(`Linear, `UseOutermostPoints),
Continuous.getShape(continuousIntegral),
Continuous.getShape(discreteIntegral),
),
None,
None,
);
};
};
let integralEndY = (~cache, t: t) => {
integral(~cache, t) |> Continuous.lastY;
let integralEndY = (t: t) => {
t |> integral |> Continuous.lastY;
};
let integralXtoY = (~cache, f, t) => {
t |> integral(~cache) |> Continuous.getShape |> XYShape.XtoY.linear(f);
let integralXtoY = (f, t) => {
t |> integral |> Continuous.getShape |> XYShape.XtoY.linear(f);
};
let integralYtoX = (~cache, f, t) => {
t |> integral(~cache) |> Continuous.getShape |> XYShape.YtoX.linear(f);
let integralYtoX = (f, t) => {
t |> integral |> Continuous.getShape |> XYShape.YtoX.linear(f);
};
// This pipes all ys (continuous and discrete) through fn.
// If mapY is a linear operation, we might be able to update the knownIntegralSums as well;
// If mapY is a linear operation, we might be able to update the integralSumCaches as well;
// if not, they'll be set to None.
let mapY =
(
~knownIntegralSumFn=previousIntegralSum => None,
~integralSumCacheFn=previousIntegralSum => None,
~integralCacheFn=previousIntegral => None,
fn,
{discrete, continuous}: t,
t: t,
)
: t => {
let u = E.O.bind(_, knownIntegralSumFn);
let yMappedDiscrete =
discrete
let yMappedDiscrete: DistTypes.discreteShape =
t.discrete
|> Discrete.T.mapY(fn)
|> Discrete.updateKnownIntegralSum(u(discrete.knownIntegralSum));
|> Discrete.updateIntegralSumCache(E.O.bind(t.discrete.integralSumCache, integralSumCacheFn))
|> Discrete.updateIntegralCache(E.O.bind(t.discrete.integralCache, integralCacheFn));
let yMappedContinuous =
continuous
let yMappedContinuous: DistTypes.continuousShape =
t.continuous
|> Continuous.T.mapY(fn)
|> Continuous.updateKnownIntegralSum(u(continuous.knownIntegralSum));
|> Continuous.updateIntegralSumCache(E.O.bind(t.continuous.integralSumCache, integralSumCacheFn))
|> Continuous.updateIntegralCache(E.O.bind(t.continuous.integralCache, integralCacheFn));
{
discrete: yMappedDiscrete,
continuous: Continuous.T.mapY(fn, continuous),
continuous: yMappedContinuous,
integralSumCache: E.O.bind(t.integralSumCache, integralSumCacheFn),
integralCache: E.O.bind(t.integralCache, integralCacheFn),
};
};
@ -211,10 +204,8 @@ module T =
let continuousMean = Continuous.T.mean(continuous);
// the combined mean is the weighted sum of the two:
let discreteIntegralSum =
Discrete.T.Integral.sum(~cache=None, discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(~cache=None, continuous);
let discreteIntegralSum = Discrete.T.Integral.sum(discrete);
let continuousIntegralSum = Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
(
@ -228,10 +219,8 @@ module T =
let variance = ({discrete, continuous} as t: t): float => {
// the combined mean is the weighted sum of the two:
let discreteIntegralSum =
Discrete.T.Integral.sum(~cache=None, discrete);
let continuousIntegralSum =
Continuous.T.Integral.sum(~cache=None, continuous);
let discreteIntegralSum = Discrete.T.Integral.sum(discrete);
let continuousIntegralSum = Continuous.T.Integral.sum(continuous);
let totalIntegralSum = discreteIntegralSum +. continuousIntegralSum;
let getMeanOfSquares = ({discrete, continuous}: t) => {
@ -260,7 +249,7 @@ module T =
});
let combineAlgebraically =
(~downsample=false, op: ExpressionTypes.algebraicOperation, t1: t, t2: t)
(op: ExpressionTypes.algebraicOperation, t1: t, t2: t)
: t => {
// Discrete convolution can cause a huge increase in the number of samples,
// so we'll first downsample.
@ -268,43 +257,79 @@ let combineAlgebraically =
// An alternative (to be explored in the future) may be to first perform the full convolution and then to downsample the result;
// to use non-uniform fast Fourier transforms (for addition only), add web workers or gpu.js, etc. ...
let downsampleIfTooLarge = (t: t) => {
// TODO: figure out when to downsample strategically. Could be an evaluationParam?
/*let downsampleIfTooLarge = (t: t) => {
let sqtl = sqrt(float_of_int(totalLength(t)));
sqtl > 10. && downsample ? T.downsample(int_of_float(sqtl), t) : t;
};
let t1d = downsampleIfTooLarge(t1);
let t2d = downsampleIfTooLarge(t2);
*/
// continuous (*) continuous => continuous, but also
// discrete (*) continuous => continuous (and vice versa). We have to take care of all combos and then combine them:
let ccConvResult =
Continuous.combineAlgebraically(
~downsample=false,
op,
t1d.continuous,
t2d.continuous,
t1.continuous,
t2.continuous,
);
let dcConvResult =
Continuous.combineAlgebraicallyWithDiscrete(
~downsample=false,
op,
t2d.continuous,
t1d.discrete,
t2.continuous,
t1.discrete,
);
let cdConvResult =
Continuous.combineAlgebraicallyWithDiscrete(
~downsample=false,
op,
t1d.continuous,
t2d.discrete,
t1.continuous,
t2.discrete,
);
let continuousConvResult =
Continuous.reduce((+.), [|ccConvResult, dcConvResult, cdConvResult|]);
// ... finally, discrete (*) discrete => discrete, obviously:
let discreteConvResult =
Discrete.combineAlgebraically(op, t1d.discrete, t2d.discrete);
Discrete.combineAlgebraically(op, t1.discrete, t2.discrete);
{discrete: discreteConvResult, continuous: continuousConvResult};
let combinedIntegralSum =
Common.combineIntegralSums(
(a, b) => Some(a *. b),
t1.integralSumCache,
t2.integralSumCache,
);
{discrete: discreteConvResult, continuous: continuousConvResult, integralSumCache: combinedIntegralSum, integralCache: None};
};
let combinePointwise = (~integralSumCachesFn = (_, _) => None, ~integralCachesFn = (_, _) => None, fn, t1: t, t2: t): t => {
let reducedDiscrete =
[|t1, t2|]
|> E.A.fmap(toDiscrete)
|> E.A.O.concatSomes
|> Discrete.reduce(~integralSumCachesFn, ~integralCachesFn, fn);
let reducedContinuous =
[|t1, t2|]
|> E.A.fmap(toContinuous)
|> E.A.O.concatSomes
|> Continuous.reduce(~integralSumCachesFn, ~integralCachesFn, fn);
let combinedIntegralSum =
Common.combineIntegralSums(
integralSumCachesFn,
t1.integralSumCache,
t2.integralSumCache,
);
let combinedIntegral =
Common.combineIntegrals(
integralCachesFn,
t1.integralCache,
t2.integralCache,
);
make(~discrete=reducedDiscrete, ~continuous=reducedContinuous, combinedIntegralSum, combinedIntegral);
};

8
src/distPlus/distribution/MixedShapeBuilder.re
View File

@ -9,8 +9,8 @@ type assumptions = {
};
let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete: option(DistTypes.discreteShape)): option(DistTypes.shape) => {
let continuous = continuous |> E.O.default(Continuous.make(`Linear, {xs: [||], ys: [||]}, Some(0.0)));
let discrete = discrete |> E.O.default(Discrete.make({xs: [||], ys: [||]}, Some(0.0)));
let continuous = continuous |> E.O.default(Continuous.make(`Linear, {xs: [||], ys: [||]}, Some(0.0), None));
let discrete = discrete |> E.O.default(Discrete.make({xs: [||], ys: [||]}, Some(0.0), None));
let cLength =
continuous
|> Continuous.getShape
@ -25,7 +25,9 @@ let buildSimple = (~continuous: option(DistTypes.continuousShape), ~discrete: op
let mixedDist =
Mixed.make(
~continuous,
~discrete
~discrete,
None,
None,
);
Some(Mixed(mixedDist));
};

77
src/distPlus/distribution/Shape.re
View File

@ -15,11 +15,12 @@ let fmap = ((fn1, fn2, fn3), t: t): t =>
| Continuous(m) => Continuous(fn3(m))
};
let toMixed =
mapToAll((
m => m,
d => Mixed.make(~discrete=d, ~continuous=Continuous.empty),
c => Mixed.make(~discrete=Discrete.empty, ~continuous=c),
d => Mixed.make(~discrete=d, ~continuous=Continuous.empty, d.integralSumCache, d.integralCache),
c => Mixed.make(~discrete=Discrete.empty, ~continuous=c, c.integralSumCache, c.integralCache),
));
let combineAlgebraically =
@ -27,19 +28,18 @@ let combineAlgebraically =
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
DistTypes.Continuous(
Continuous.combineAlgebraically(~downsample=true, op, m1, m2),
Continuous.combineAlgebraically(op, m1, m2),
)
| (Continuous(m1), Discrete(m2))
| (Discrete(m2), Continuous(m1)) =>
DistTypes.Continuous(
Continuous.combineAlgebraicallyWithDiscrete(~downsample=false, op, m1, m2),
Continuous.combineAlgebraicallyWithDiscrete(op, m1, m2),
)
| (Discrete(m1), Discrete(m2)) =>
DistTypes.Discrete(Discrete.combineAlgebraically(op, m1, m2))
| (m1, m2) =>
DistTypes.Mixed(
Mixed.combineAlgebraically(
~downsample=true,
op,
toMixed(m1),
toMixed(m2),
@ -49,20 +49,25 @@ let combineAlgebraically =
};
let combinePointwise =
(~knownIntegralSumsFn=(_, _) => None, fn, t1: t, t2: t) =>
(~integralSumCachesFn: (float, float) => option(float) = (_, _) => None,
~integralCachesFn: (DistTypes.continuousShape, DistTypes.continuousShape) => option(DistTypes.continuousShape) = (_, _) => None,
fn,
t1: t,
t2: t) =>
switch (t1, t2) {
| (Continuous(m1), Continuous(m2)) =>
DistTypes.Continuous(
Continuous.combinePointwise(~knownIntegralSumsFn, fn, m1, m2),
Continuous.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (Discrete(m1), Discrete(m2)) =>
DistTypes.Discrete(
Discrete.combinePointwise(~knownIntegralSumsFn, fn, m1, m2),
Discrete.combinePointwise(~integralSumCachesFn, ~integralCachesFn, fn, m1, m2),
)
| (m1, m2) =>
DistTypes.Mixed(
Mixed.combinePointwise(
~knownIntegralSumsFn,
~integralSumCachesFn,
~integralCachesFn,
fn,
toMixed(m1),
toMixed(m2),
@ -87,7 +92,7 @@ module T =
let toContinuous = t => None;
let toDiscrete = t => None;
let downsample = (~cache=None, i, t) =>
let downsample = (i, t) =>
fmap(
(
Mixed.T.downsample(i),
@ -108,8 +113,14 @@ module T =
);
let toDiscreteProbabilityMassFraction = t => 0.0;
let normalize =
fmap((Mixed.T.normalize, Discrete.T.normalize, Continuous.T.normalize));
fmap((
Mixed.T.normalize,
Discrete.T.normalize,
Continuous.T.normalize
));
let toContinuous =
mapToAll((
Mixed.T.toContinuous,
@ -143,38 +154,38 @@ module T =
Continuous.T.normalizedToContinuous,
));
let minX = mapToAll((Mixed.T.minX, Discrete.T.minX, Continuous.T.minX));
let integral = (~cache) =>
let integral =
mapToAll((
Mixed.T.Integral.get(~cache=None),
Discrete.T.Integral.get(~cache=None),
Continuous.T.Integral.get(~cache=None),
Mixed.T.Integral.get,
Discrete.T.Integral.get,
Continuous.T.Integral.get,
));
let integralEndY = (~cache) =>
let integralEndY =
mapToAll((
Mixed.T.Integral.sum(~cache=None),
Discrete.T.Integral.sum(~cache),
Continuous.T.Integral.sum(~cache=None),
Mixed.T.Integral.sum,
Discrete.T.Integral.sum,
Continuous.T.Integral.sum,
));
let integralXtoY = (~cache, f) => {
let integralXtoY = (f) => {
mapToAll((
Mixed.T.Integral.xToY(~cache, f),
Discrete.T.Integral.xToY(~cache, f),
Continuous.T.Integral.xToY(~cache, f),
Mixed.T.Integral.xToY(f),
Discrete.T.Integral.xToY(f),
Continuous.T.Integral.xToY(f),
));
};
let integralYtoX = (~cache, f) => {
let integralYtoX = (f) => {
mapToAll((
Mixed.T.Integral.yToX(~cache, f),
Discrete.T.Integral.yToX(~cache, f),
Continuous.T.Integral.yToX(~cache, f),
Mixed.T.Integral.yToX(f),
Discrete.T.Integral.yToX(f),
Continuous.T.Integral.yToX(f),
));
};
let maxX = mapToAll((Mixed.T.maxX, Discrete.T.maxX, Continuous.T.maxX));
let mapY = (~knownIntegralSumFn=previousIntegralSum => None, fn) =>
let mapY = (~integralSumCacheFn=previousIntegralSum => None, ~integralCacheFn=previousIntegral=>None, fn) =>
fmap((
Mixed.T.mapY(~knownIntegralSumFn, fn),
Discrete.T.mapY(~knownIntegralSumFn, fn),
Continuous.T.mapY(~knownIntegralSumFn, fn),
Mixed.T.mapY(~integralSumCacheFn, ~integralCacheFn, fn),
Discrete.T.mapY(~integralSumCacheFn, ~integralCacheFn, fn),
Continuous.T.mapY(~integralSumCacheFn, ~integralCacheFn, fn),
));
let mean = (t: t): float =>
@ -197,8 +208,8 @@ let pdf = (f: float, t: t) => {
mixedPoint.continuous +. mixedPoint.discrete;
};
let inv = T.Integral.yToX(~cache=None);
let cdf = T.Integral.xToY(~cache=None);
let inv = T.Integral.yToX;
let cdf = T.Integral.xToY;
let sample = (t: t): float => {
// this can go, already taken care of in Ozzie's sampling branch

114
src/distPlus/distribution/XYShape.re
View File

@ -19,6 +19,7 @@ module T = {
let ys = (t: t) => t.ys;
let length = (t: t) => E.A.length(t.xs);
let empty = {xs: [||], ys: [||]};
let isEmpty = (t: t) => length(t) == 0;
let minX = (t: t) => t |> xs |> E.A.Sorted.min |> extImp;
let maxX = (t: t) => t |> xs |> E.A.Sorted.max |> extImp;
let firstY = (t: t) => t |> ys |> E.A.first |> extImp;
@ -143,60 +144,66 @@ module XtoY = {
n;
};
/* The extrapolators below can be used e.g. with PointwiseCombination.combine */
let linearBetweenPointsExtrapolateFlat = (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
T.lastY(t);
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
Interpolation can either be stepwise (using the value on the left) or linear. Extrapolation can be `UseZero or `UseOutermostPoints. */
let continuousInterpolator = (interpolation: DistTypes.interpolation, extrapolation: DistTypes.extrapolation): interpolator => {
switch (interpolation) {
| `Linear => switch (extrapolation) {
| `UseZero => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
};
}
| `UseOutermostPoints => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
T.lastY(t);
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
};
}
}
| `Stepwise => switch (extrapolation) {
| `UseZero => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
t.ys[leftIndex];
}
}
| `UseOutermostPoints => (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
T.lastY(t);
} else {
t.ys[leftIndex];
}
}
}
}
};
let linearBetweenPointsExtrapolateZero = (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
let x1 = t.xs[leftIndex];
let x2 = t.xs[leftIndex + 1];
let y1 = t.ys[leftIndex];
let y2 = t.ys[leftIndex + 1];
let fraction = (x -. x1) /. (x2 -. x1);
y1 *. (1. -. fraction) +. y2 *. fraction;
}
};
let stepwiseBetweenPointsExtrapolateFlat = (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
t.ys[0];
} else if (leftIndex >= T.length(t) - 1) {
T.lastY(t);
} else {
t.ys[leftIndex];
}
};
let stepwiseBetweenPointsExtrapolateZero = (t: T.t, leftIndex: int, x: float) => {
if (leftIndex < 0) {
0.0
} else if (leftIndex >= T.length(t) - 1) {
0.0
} else {
t.ys[leftIndex];
}
};
let assumeZeroBetweenPoints = (t: T.t, leftIndex: int, x: float) => {
0.0;
};
/* Returns a between-points-interpolating function that can be used with PointwiseCombination.combine.
For discrete distributions, the probability density between points is zero, so we just return zero here. */
let discreteInterpolator: interpolator = (t: T.t, leftIndex: int, x: float) => 0.0;
};
module XsConversion = {
@ -371,6 +378,11 @@ module Range = {
let derivative = mapYsBasedOnRanges(delta_y_over_delta_x);
let stepwiseToLinear = t => {
// adds points at the bottom of each step.
t;
};
// TODO: It would be nicer if this the diff didn't change the first element, and also maybe if there were a more elegant way of doing this.
let stepsToContinuous = t => {
let diff = T.xTotalRange(t) |> (r => r *. 0.00001);

16
src/distPlus/expressionTree/ExpressionTreeEvaluator.re
View File

@ -61,7 +61,8 @@ module VerticalScaling = {
(evaluationParams: evaluationParams, scaleOp, t, scaleBy) => {
// scaleBy has to be a single float, otherwise we'll return an error.
let fn = Operation.Scale.toFn(scaleOp);
let knownIntegralSumFn = Operation.Scale.toKnownIntegralSumFn(scaleOp);
let integralSumCacheFn = Operation.Scale.toIntegralSumCacheFn(scaleOp);
let integralCacheFn = Operation.Scale.toIntegralCacheFn(scaleOp);
let renderedShape = render(evaluationParams, t);
switch (renderedShape, scaleBy) {
@ -69,7 +70,8 @@ module VerticalScaling = {
Ok(
`RenderedDist(
Shape.T.mapY(
~knownIntegralSumFn=knownIntegralSumFn(sm),
~integralSumCacheFn=integralSumCacheFn(sm),
~integralCacheFn=integralCacheFn(sm),
fn(sm),
rs,
),
@ -82,13 +84,14 @@ module VerticalScaling = {
};
module PointwiseCombination = {
let pointwiseAdd = (evaluationParams: evaluationParams, t1, t2) => {
let pointwiseAdd = (evaluationParams: evaluationParams, t1: t, t2: t) => {
switch (render(evaluationParams, t1), render(evaluationParams, t2)) {
| (Ok(`RenderedDist(rs1)), Ok(`RenderedDist(rs2))) =>
Ok(
`RenderedDist(
Shape.combinePointwise(
~knownIntegralSumsFn=(a, b) => Some(a +. b),
~integralSumCachesFn=(a, b) => Some(a +. b),
~integralCachesFn=(a, b) => Some(Continuous.combinePointwise(~extrapolation=`UseOutermostPoints, (+.), a, b)),
(+.),
rs1,
rs2,
@ -101,7 +104,7 @@ module PointwiseCombination = {
};
};
let pointwiseMultiply = (evaluationParams: evaluationParams, t1, t2) => {
let pointwiseMultiply = (evaluationParams: evaluationParams, t1: t, t2: t) => {
// TODO: construct a function that we can easily sample from, to construct
// a RenderedDist. Use the xMin and xMax of the rendered shapes to tell the sampling function where to look.
Error(
@ -110,7 +113,7 @@ module PointwiseCombination = {
};
let operationToLeaf =
(evaluationParams: evaluationParams, pointwiseOp, t1, t2) => {
(evaluationParams: evaluationParams, pointwiseOp: pointwiseOperation, t1: t, t2: t) => {
switch (pointwiseOp) {
| `Add => pointwiseAdd(evaluationParams, t1, t2)
| `Multiply => pointwiseMultiply(evaluationParams, t1, t2)
@ -227,7 +230,6 @@ let toLeaf =
node: t,
)
: result(t, string) => {
Js.log2("EVALUATION PARAMS", evaluationParams);
switch (node) {
// Leaf nodes just stay leaf nodes
| `SymbolicDist(_)

8
src/distPlus/expressionTree/Operation.re
View File

@ -64,11 +64,17 @@ module Scale = {
| `Log => {j|verticalLog($value, $scaleBy) |j}
};
let toKnownIntegralSumFn =
let toIntegralSumCacheFn =
fun
| `Multiply => ((a, b) => Some(a *. b))
| `Exponentiate => ((_, _) => None)
| `Log => ((_, _) => None);
let toIntegralCacheFn =
fun
| `Multiply => ((a, b) => None) // TODO: this could probably just be multiplied out (using Continuous.scaleBy)
| `Exponentiate => ((_, _) => None)
| `Log => ((_, _) => None);
};
module T = {

2
src/distPlus/renderers/samplesRenderer/Guesstimator.re
View File

@ -7,7 +7,7 @@ type discrete = {
let jsToDistDiscrete = (d: discrete): DistTypes.discreteShape => {xyShape: {
xs: xsGet(d),
ys: ysGet(d),
}, knownIntegralSum: None};
}, integralSumCache: None, integralCache: None};
[@bs.module "./GuesstimatorLibrary.js"]
external stringToSamples: (string, int) => array(float) = "stringToSamples";

4
src/distPlus/renderers/samplesRenderer/Samples.re
View File

@ -120,7 +120,7 @@ module T = {
|> E.FloatFloatMap.fmap(r => r /. length)
|> E.FloatFloatMap.toArray
|> XYShape.T.fromZippedArray
|> Discrete.make(_, None);
|> Discrete.make(_, None, None);
let pdf =
continuousPart |> E.A.length > 5
@ -150,7 +150,7 @@ module T = {
~outputXYPoints=samplingInputs.outputXYPoints,
formatUnitWidth(usedUnitWidth),
)
|> Continuous.make(`Linear, _, None)
|> Continuous.make(`Linear, _, None, None)
|> (r => Some((r, foo)));
}
: None;

4
src/distPlus/symbolic/SymbolicDist.re
View File

@ -299,13 +299,13 @@ module T = {
switch (d) {
| `Float(v) =>
Discrete(
Discrete.make({xs: [|v|], ys: [|1.0|]}, Some(1.0)),
Discrete.make({xs: [|v|], ys: [|1.0|]}, Some(1.0), None),
)
| _ =>
let xs = interpolateXs(~xSelection=`ByWeight, d, sampleCount);
let ys = xs |> E.A.fmap(x => pdf(x, d));
Continuous(
Continuous.make(`Linear, {xs, ys}, Some(1.0)),
Continuous.make(`Linear, {xs, ys}, Some(1.0), None),
);
};
};