hnuts

commit 595e98a705f87ebb33b8d0066879fec483157149
parent f2fd3c9aa54aa2314e4a47c5a0771cdc7fde1b43
Author: Jared Tobin <jared@jtobin.ca>
Date:   Tue,  4 Aug 2015 14:34:05 -0230

Misc cleanup.

Diffstat:
M
.gitignore
 | 
1
+
A
Setup.hs
 | 
2
++
M
hnuts.cabal
 | 
12
+++++-------
M
src/Numeric/MCMC/NUTS/Examples.hs
 | 
18
+++++++++---------
A
stack.yaml
 | 
5
+++++

5 files changed, 22 insertions(+), 16 deletions(-)
diff --git a/.gitignore b/.gitignore
@@ -7,3 +7,4 @@ dist
 working
 cabal.sandbox.config
 tests
+.stack-work
diff --git a/Setup.hs b/Setup.hs
@@ -0,0 +1,2 @@
+import Distribution.Simple
+main = defaultMain
diff --git a/hnuts.cabal b/hnuts.cabal
@@ -14,18 +14,16 @@ cabal-version:       >= 1.18
 library
   exposed-modules:
       Numeric.MCMC.NUTS
-    , Numeric.MCMC.NUTS.Examples
 
   other-extensions:
     ScopedTypeVariables
 
   build-depends:
-      base        >= 4.7
-    , monad-loops >= 0.4
-    , primitive   >= 0.5
-    , mwc-random  >= 0.12
-    , statistics  >= 0.10
-    , ad          >= 3.4
+      base
+    , monad-loops
+    , primitive
+    , mwc-random
+    , statistics
 
   hs-source-dirs:
     src
diff --git a/src/Numeric/MCMC/NUTS/Examples.hs b/src/Numeric/MCMC/NUTS/Examples.hs
@@ -1,4 +1,4 @@
--- Various examples, using NUTS with dual-averaging.  Insert whatever trace 
+-- Various examples, using NUTS with dual-averaging.  Insert whatever trace
 -- (rosenbrockTrace, bnnTrace, etc.) you want into 'main' in order to spit out
 -- some observations.
 --
@@ -20,27 +20,27 @@ logRosenbrock :: RealFloat a => [a] -> a
 logRosenbrock [x0, x1] = negate (5 * (x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)
 
 rosenbrockTrace :: IO [Parameters]
-rosenbrockTrace = withSystemRandom . asGenST $ 
+rosenbrockTrace = withSystemRandom . asGenST $
   nutsDualAveraging logRosenbrock (grad logRosenbrock) 10000 1000 [0.0, 0.0]
 
 logHimmelblau :: RealFloat a => [a] -> a
 logHimmelblau [x0, x1] = negate ((x0 ^ 2 + x1 - 11) ^ 2 + (x0 + x1 ^ 2 - 7) ^ 2)
 
 himmelblauTrace :: IO [Parameters]
-himmelblauTrace = withSystemRandom . asGenST $ 
-  nutsDualAveraging logHimmelblau (grad logHimmelblau) 10000 1000 [0.0, 0.0]
+himmelblauTrace = withSystemRandom . asGenST $
+  nutsDualAveraging logHimmelblau (grad logHimmelblau) 100000 10000 [0.0, 0.0]
 
 logBnn :: RealFloat a => [a] -> a
 logBnn [x0, x1] = -0.5 * (x0 ^ 2 * x1 ^ 2 + x0 ^ 2 + x1 ^ 2 - 8 * x0 - 8 * x1)
 
 bnnTrace :: IO [Parameters]
-bnnTrace = withSystemRandom . asGenST $ 
+bnnTrace = withSystemRandom . asGenST $
   nutsDualAveraging logBnn (grad logBnn) 10000 1000 [0.0, 0.0]
 
 logBeale :: RealFloat a => [a] -> a
-logBeale [x0, x1] 
+logBeale [x0, x1]
   | and [x0 >= -4.5, x0 <= 4.5, x1 >= -4.5, x1 <= 4.5]
-      = negate $  
+      = negate $
           (1.5   - x0 + x0 * x1) ^ 2
         + (2.25  - x0 + x0 * x1 ^ 2) ^ 2
         + (2.625 - x0 + x0 * x1 ^ 3) ^ 2
@@ -51,8 +51,8 @@ bealeTrace = withSystemRandom . asGenST $
   nutsDualAveraging logBeale (grad logBeale) 10000 1000 [0.0, 0.0]
 
 printTrace :: Show a => [a] -> IO ()
-printTrace = mapM_ (putStrLn . filter (`notElem` "[]") . show) 
+printTrace = mapM_ (putStrLn . filter (`notElem` "[]") . show)
 
 main :: IO ()
-main = bealeTrace >>= printTrace 
+main = himmelblauTrace >>= printTrace
 
diff --git a/stack.yaml b/stack.yaml
@@ -0,0 +1,5 @@
+flags: {}
+packages:
+- '.'
+extra-deps: []
+resolver: lts-2.21