open Jest open Expect open TestHelpers describe("kl divergence", () => { let klDivergence = DistributionOperation.Constructors.klDivergence(~env) exception KlFailed test("of two uniforms is equal to the analytic expression", () => { let lowAnswer = 0.0 let highAnswer = 1.0 let lowPrediction = 0.0 let highPrediction = 2.0 let answer = uniformMakeR(lowAnswer, highAnswer)->E.R2.errMap(s => DistributionTypes.ArgumentError(s)) let prediction = uniformMakeR(lowPrediction, highPrediction)->E.R2.errMap(s => DistributionTypes.ArgumentError( s, )) // integral along the support of the answer of answer.pdf(x) times log of prediction.pdf(x) divided by answer.pdf(x) dx let analyticalKl = Js.Math.log((highPrediction -. lowPrediction) /. (highAnswer -. lowAnswer)) let kl = E.R.liftJoin2(klDivergence, prediction, answer) Js.Console.log2("Analytical: ", analyticalKl) Js.Console.log2("Computed: ", kl) switch kl { | Ok(kl') => kl'->expect->toBeCloseTo(analyticalKl) | Error(err) => { Js.Console.log(DistributionTypes.Error.toString(err)) raise(KlFailed) } } }) test("of two normals is equal to the formula", () => { // This test case comes via Nuño https://github.com/quantified-uncertainty/squiggle/issues/433 let mean1 = 4.0 let mean2 = 1.0 let stdev1 = 1.0 let stdev2 = 4.0 let prediction = normalMakeR(mean1, stdev1)->E.R2.errMap(s => DistributionTypes.ArgumentError(s)) let answer = normalMakeR(mean2, stdev2)->E.R2.errMap(s => DistributionTypes.ArgumentError(s)) let analyticalKl = Js.Math.log(stdev2 /. stdev1) +. stdev1 ** 2.0 /. 2.0 /. stdev2 ** 2.0 +. (mean1 -. mean2) ** 2.0 /. 2.0 /. stdev2 ** 2.0 -. 0.5 let kl = E.R.liftJoin2(klDivergence, prediction, answer) Js.Console.log2("Analytical: ", analyticalKl) Js.Console.log2("Computed: ", kl) switch kl { | Ok(kl') => kl'->expect->toBeCloseTo(analyticalKl) | Error(err) => { Js.Console.log(DistributionTypes.Error.toString(err)) raise(KlFailed) } } }) }) describe("combine along support test", () => { let combineAlongSupportOfSecondArgument = XYShape.PointwiseCombination.combineAlongSupportOfSecondArgument let lowAnswer = 0.0 let highAnswer = 1.0 let lowPrediction = -1.0 let highPrediction = 2.0 let answer = uniformMakeR(lowAnswer, highAnswer)->E.R2.errMap(s => DistributionTypes.ArgumentError(s)) let prediction = uniformMakeR(lowPrediction, highPrediction)->E.R2.errMap(s => DistributionTypes.ArgumentError( s, )) let answerWrapped = E.R.fmap(a => run(FromDist(ToDist(ToPointSet), a)), answer) let predictionWrapped = E.R.fmap(a => run(FromDist(ToDist(ToPointSet), a)), prediction) let interpolator = XYShape.XtoY.continuousInterpolator(#Stepwise, #UseZero) let integrand = PointSetDist_Scoring.KLDivergence.integrand let result = switch (answerWrapped, predictionWrapped) { | (Ok(Dist(PointSet(Continuous(a)))), Ok(Dist(PointSet(Continuous(b))))) => Some(combineAlongSupportOfSecondArgument(integrand, interpolator, a.xyShape, b.xyShape)) | _ => None } test("combine along support test", _ => { Js.Console.log2("combineAlongSupportOfSecondArgument", result) false->expect->toBe(true) }) })