open Jest open Expect open TestHelpers describe("kl divergence", () => { let klDivergence = DistributionOperation.Constructors.klDivergence(~env) test("", () => { exception KlFailed let lowAnswer = 4.3526e0 let highAnswer = 8.5382e0 let lowPrediction = 4.3526e0 let highPrediction = 1.2345e1 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 = -1.0 /. (highAnswer -. lowAnswer) *. Js.Math.log((highAnswer -. lowAnswer) /. (highPrediction -. lowPrediction)) *. (highAnswer -. lowAnswer) let kl = E.R.liftJoin2(klDivergence, prediction, answer) switch kl { | Ok(kl') => kl'->expect->toBeCloseTo(analyticalKl) | Error(err) => { Js.Console.log(DistributionTypes.Error.toString(err)) raise(KlFailed) } } }) })