hasty-hamiltonian

Speedy gradient-based traversal through parameter space.
git clone git://git.jtobin.io/hasty-hamiltonian.git
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hasty-hamiltonian.cabal (2388B)

      1 name:                hasty-hamiltonian
      2 version:             1.3.4
      3 synopsis:            Speedy traversal through parameter space.
      4 homepage:            http://github.com/jtobin/hasty-hamiltonian
      5 license:             MIT
      6 license-file:        LICENSE
      7 author:              Jared Tobin
      8 maintainer:          jared@jtobin.ca
      9 category:            Numeric
     10 build-type:          Simple
     11 tested-with:         GHC == 8.2.2, GHC == 8.8.3
     12 cabal-version:       >= 1.10
     13 Description:
     14   Gradient-based traversal through parameter space.
     15   .
     16   This implementation of HMC algorithm uses 'lens' as a means to operate over
     17   generic indexed traversable functors, so you can expect it to work if your
     18   target function takes a list, vector, map, sequence, etc. as its argument.
     19   .
     20   If you don't want to calculate your gradients by hand you can use the
     21   handy <https://hackage.haskell.org/package/ad ad> library for automatic
     22   differentiation.
     23   .
     24   Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function
     25   for collecting results in memory, and a 'hamiltonian' transition operator
     26   that can be used more generally.
     27   .
     28   > import Numeric.AD (grad)
     29   > import Numeric.MCMC.Hamiltonian
     30   >
     31   > target :: RealFloat a => [a] -> a
     32   > target [x0, x1] = negate ((x0 + 2 * x1 - 7) ^ 2 + (2 * x0 + x1 - 5) ^ 2)
     33   >
     34   > gTarget :: [Double] -> [Double]
     35   > gTarget = grad target
     36   >
     37   > booth :: Target [Double]
     38   > booth = Target target (Just gTarget)
     39   >
     40   > main :: IO ()
     41   > main = withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] booth
     42 
     43 Source-repository head
     44   Type:     git
     45   Location: http://github.com/jtobin/hasty-hamiltonian.git
     46 
     47 library
     48   default-language: Haskell2010
     49   ghc-options:
     50     -Wall
     51   exposed-modules:
     52     Numeric.MCMC.Hamiltonian
     53   build-depends:
     54       base             >= 4 && < 6
     55     , kan-extensions   >= 5 && < 6
     56     , mcmc-types       >= 1.0.1
     57     , mwc-probability  >= 2.0 && < 3
     58     , lens             >= 4 && < 6
     59     , pipes            >= 4 && < 5
     60     , primitive        >= 0.5 && < 1.0
     61     , transformers     >= 0.5 && < 1.0
     62 
     63 Test-suite booth
     64   type:                exitcode-stdio-1.0
     65   hs-source-dirs:      test
     66   main-is:             Booth.hs
     67   default-language:    Haskell2010
     68   ghc-options:
     69     -rtsopts
     70   build-depends:
     71       ad                >= 4 && < 5
     72     , base              >= 4 && < 6
     73     , mwc-probability   >= 2.0 && < 3
     74     , hasty-hamiltonian
     75