commit 9dc746eb8a341a58b45b677280d7e6be91149d94
parent f5e22006f136e705e999535dd1ecf2cd7a03c9a1
Author: Jared Tobin <jared@jtobin.ca>
Date: Thu, 1 Dec 2016 10:25:08 +1300
Version bump (1.4.0).
Add a couple of convenience aliases for creating ensembles.
Diffstat:
7 files changed, 86 insertions(+), 60 deletions(-)
diff --git a/CHANGELOG b/CHANGELOG
@@ -0,0 +1,7 @@
+# Changelog
+
+- 1.4.0 (2016-12-01)
+ * Export the 'particle' and 'ensemble' helper aliases to make it a little
+ less burdensome to create an origin for a Markov chain.
+
+
diff --git a/README.md b/README.md
@@ -28,23 +28,23 @@ as a 'flat' transition operator that can be used more generally.
``` haskell
import Numeric.MCMC.Flat
-import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
-import qualified Data.Vector as V (fromList)
+import qualified Data.Vector.Unboxed as U (unsafeIndex)
rosenbrock :: Particle -> Double
rosenbrock xs = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where
- [x0, x1] = U.toList xs
-
-ensemble :: Ensemble
-ensemble = V.fromList [
- U.fromList [negate 1.0, negate 1.0]
- , U.fromList [negate 1.0, 1.0]
- , U.fromList [1.0, negate 1.0]
- , U.fromList [1.0, 1.0]
+ x0 = U.unsafeIndex xs 0
+ x1 = U.unsafeIndex xs 1
+
+origin :: Ensemble
+origin = ensemble [
+ particle [negate 1.0, negate 1.0]
+ , particle [negate 1.0, 1.0]
+ , particle [1.0, negate 1.0]
+ , particle [1.0, 1.0]
]
main :: IO ()
-main = withSystemRandom . asGenIO $ mcmc 12500 ensemble rosenbrock
+main = withSystemRandom . asGenIO $ mcmc 12500 origin rosenbrock
```
diff --git a/flat-mcmc.cabal b/flat-mcmc.cabal
@@ -1,5 +1,5 @@
name: flat-mcmc
-version: 1.3.0
+version: 1.4.0
synopsis: Painless general-purpose sampling.
homepage: https://github.com/jtobin/flat-mcmc
license: MIT
@@ -8,7 +8,7 @@ author: Jared Tobin
maintainer: jared@jtobin.ca
category: Math
build-type: Simple
-cabal-version: >=1.10
+cabal-version: >= 1.18
description:
flat-mcmc is a Haskell library for painless, efficient, general-purpose
sampling from continuous distributions.
@@ -25,23 +25,23 @@ description:
as a 'flat' transition operator that can be used more generally.
.
> import Numeric.MCMC.Flat
- > import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
- > import qualified Data.Vector as V (fromList)
+ > import qualified Data.Vector.Unboxed as U (unsafeIndex)
>
> rosenbrock :: Particle -> Double
> rosenbrock xs = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where
- > [x0, x1] = U.toList xs
+ > x0 = U.unsafeIndex xs 0
+ > x1 = U.unsafeIndex xs 1
>
- > ensemble :: Ensemble
- > ensemble = V.fromList [
- > U.fromList [negate 1.0, negate 1.0]
- > , U.fromList [negate 1.0, 1.0]
- > , U.fromList [1.0, negate 1.0]
- > , U.fromList [1.0, 1.0]
+ > origin :: Ensemble
+ > origin = ensemble [
+ > particle [negate 1.0, negate 1.0]
+ > , particle [negate 1.0, 1.0]
+ > , particle [1.0, negate 1.0]
+ > , particle [1.0, 1.0]
> ]
>
> main :: IO ()
- > main = withSystemRandom . asGenIO $ mcmc 12500 ensemble rosenbrock
+ > main = withSystemRandom . asGenIO $ mcmc 12500 origin rosenbrock
Source-repository head
Type: git
@@ -49,9 +49,16 @@ Source-repository head
library
default-language: Haskell2010
- ghc-options: -Wall
hs-source-dirs: lib
- exposed-modules: Numeric.MCMC.Flat
+ ghc-options:
+ -Wall
+
+ exposed-modules:
+ Numeric.MCMC.Flat
+
+ other-modules:
+ Data.Vector.Extended
+
build-depends:
base > 4 && < 6
, formatting >= 6 && < 7
diff --git a/lib/Numeric/MCMC/Flat.hs b/lib/Numeric/MCMC/Flat.hs
@@ -36,6 +36,9 @@ module Numeric.MCMC.Flat (
, MWC.createSystemRandom
, MWC.withSystemRandom
, MWC.asGenIO
+
+ , VE.ensemble
+ , VE.particle
) where
import Control.Monad (replicateM)
@@ -50,6 +53,7 @@ import qualified Data.Text as T
import qualified Data.Text.IO as T (putStrLn)
import Data.Vector (Vector)
import qualified Data.Vector as V
+import qualified Data.Vector.Extended as VE (ensemble, particle)
import qualified Data.Vector.Unboxed as U
import Formatting ((%))
import qualified Formatting as F
@@ -83,8 +87,20 @@ renderEnsemble =
glue a b = a <> "\n" <> renderParticle b
{-# INLINE renderEnsemble #-}
+-- | A particle is an n-dimensional point in Euclidean space.
+--
+-- You can create a particle by using the 'particle' helper function, or just
+-- use Data.Vector.Unboxed.fromList.
type Particle = U.Vector Double
+-- | An ensemble is a collection of particles.
+--
+-- The Markov chain we're interested in will run over the space of ensembles,
+-- so you'll want to build an ensemble out of a reasonable number of
+-- particles to kick off the chain.
+--
+-- You can create an ensemble by using the 'ensemble' helper function, or just
+-- use Data.Vector.fromList.
type Ensemble = Vector Particle
symmetric :: PrimMonad m => Prob m Double
@@ -130,7 +146,6 @@ execute target e0 e1 n = do
w0 k = e0 `V.unsafeIndex` pred k
w1 k ks = e1 `V.unsafeIndex` pred (ks `U.unsafeIndex` pred k)
-
worker (k, z, zc) = move target (w0 k) (w1 k js) z zc
!result = runPar $
parMapChunk granularity worker (zip3 [1..n] zs zcs)
@@ -169,20 +184,20 @@ chain = loop where
-- you'll need to provide an ensemble of particles for the start location.
--
-- >>> import Numeric.MCMC.Flat
--- >>> import Data.Vector (Vector, toList, fromList)
+-- >>> import Data.Vector.Unboxed (toList)
-- >>> :{
-- >>> let rosenbrock xs = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
-- where [x0, x1] = toList xs
-- >>> :}
-- >>> :{
--- >>> let ensemble = fromList [
--- >>> fromList [negate 1.0, negate 1.0]
--- >>> , fromList [negate 1.0, 1.0]
--- >>> , fromList [1.0, negate 1.0]
--- >>> , fromList [1.0, 1.0]
+-- >>> let origin = ensemble [
+-- >>> particle [negate 1.0, negate 1.0]
+-- >>> , particle [negate 1.0, 1.0]
+-- >>> , particle [1.0, negate 1.0]
+-- >>> , particle [1.0, 1.0]
-- >>> ]
-- >>> :}
--- >>> withSystemRandom . asGenIO $ mcmc 2 ensemble rosenbrock
+-- >>> withSystemRandom . asGenIO $ mcmc 2 origin rosenbrock
-- -1.0,-1.0
-- -1.0,1.0
-- 1.0,-1.0
diff --git a/src/Main.hs b/src/Main.hs
@@ -3,21 +3,20 @@
module Main where
import Numeric.MCMC.Flat
-import qualified Data.Vector.Unboxed as U (toList, fromList)
-import qualified Data.Vector as V (fromList)
+import qualified Data.Vector.Unboxed as U (toList)
bnn :: Particle -> Double
bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
[x0, x1] = U.toList xs
-ensemble :: Ensemble
-ensemble = V.fromList [
- U.fromList [negate 1.0, negate 1.0]
- , U.fromList [negate 1.0, 1.0]
- , U.fromList [1.0, negate 1.0]
- , U.fromList [1.0, 1.0]
+origin :: Ensemble
+origin = ensemble [
+ particle [negate 1.0, negate 1.0]
+ , particle [negate 1.0, 1.0]
+ , particle [1.0, negate 1.0]
+ , particle [1.0, 1.0]
]
main :: IO ()
-main = withSystemRandom . asGenIO $ mcmc 10000 ensemble bnn
+main = withSystemRandom . asGenIO $ mcmc 10000 origin bnn
diff --git a/test/BNN.hs b/test/BNN.hs
@@ -3,21 +3,20 @@
module Main where
import Numeric.MCMC.Flat
-import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
-import qualified Data.Vector as V (fromList)
+import qualified Data.Vector.Unboxed as U (toList)
bnn :: Particle -> Double
bnn xs = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1) where
[x0, x1] = U.toList xs
-ensemble :: Ensemble
-ensemble = V.fromList [
- U.fromList [negate 1.0, negate 1.0]
- , U.fromList [negate 1.0, 1.0]
- , U.fromList [1.0, negate 1.0]
- , U.fromList [1.0, 1.0]
+origin :: Ensemble
+origin = ensemble [
+ particle [negate 1.0, negate 1.0]
+ , particle [negate 1.0, 1.0]
+ , particle [1.0, negate 1.0]
+ , particle [1.0, 1.0]
]
main :: IO ()
-main = withSystemRandom . asGenIO $ mcmc 100 ensemble bnn
+main = withSystemRandom . asGenIO $ mcmc 100 origin bnn
diff --git a/test/Rosenbrock.hs b/test/Rosenbrock.hs
@@ -3,21 +3,20 @@
module Main where
import Numeric.MCMC.Flat
-import qualified Data.Vector.Unboxed as U (Vector, toList, fromList)
-import qualified Data.Vector as V (fromList)
+import qualified Data.Vector.Unboxed as U (toList)
rosenbrock :: Particle -> Double
rosenbrock xs = negate (5 *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2) where
[x0, x1] = U.toList xs
-ensemble :: Ensemble
-ensemble = V.fromList [
- U.fromList [negate 1.0, negate 1.0]
- , U.fromList [negate 1.0, 1.0]
- , U.fromList [1.0, negate 1.0]
- , U.fromList [1.0, 1.0]
+origin :: Ensemble
+origin = ensemble [
+ particle [negate 1.0, negate 1.0]
+ , particle [negate 1.0, 1.0]
+ , particle [1.0, negate 1.0]
+ , particle [1.0, 1.0]
]
main :: IO ()
-main = withSystemRandom . asGenIO $ mcmc 100 ensemble rosenbrock
+main = withSystemRandom . asGenIO $ mcmc 100 origin rosenbrock
