commit 83e8dfa11786e7b8bcdc458509e0de719da74604
parent 2b870a193d9aafcf397420a3198429af44ae5abc
Author: Jared Tobin <jared@jtobin.ca>
Date: Tue, 6 Oct 2015 16:14:56 +1300
Reorg.
Diffstat:
3 files changed, 30 insertions(+), 80 deletions(-)
diff --git a/Data/Sampling/Types.hs b/Data/Sampling/Types.hs
@@ -1,87 +1,34 @@
+{-# OPTIONS_GHC -Wall #-}
+{-# LANGUAGE RecordWildCards #-}
module Data.Sampling.Types (
- Parameter(..)
- , continuous
- , discrete
- , continuousVector
- , discreteVector
- , Target
- , Parameters
- , Observations
- , createTargetWithGradient
- , createTargetWithoutGradient
- , handleGradient
- , lTarget
- , glTarget
+ Transition
+ , Chain(..)
+ , Target(..)
) where
-import Data.Map (Map)
+import Control.Monad.Trans.State.Strict (StateT)
+import System.Random.MWC.Probability (Prob)
-data Parameter =
- Continuous Double
- | Discrete Int
- | ContinuousVector [Double]
- | DiscreteVector [Int]
- deriving (Eq, Show)
+-- | A transition operator.
+type Transition m a = StateT a (Prob m) ()
-discrete :: Int -> Parameter
-discrete = Discrete
-
-continuous :: Double -> Parameter
-continuous = Continuous
-
-continuousVector :: [Double] -> Parameter
-continuousVector = ContinuousVector
-
-discreteVector :: [Int] -> Parameter
-discreteVector = DiscreteVector
-
-instance Num Parameter where
- (Continuous a) + (Continuous b) = Continuous (a + b)
- (Discrete a) + (Discrete b) = Discrete (a + b)
- _ + _ = noInstanceError
-
- (Continuous a) - (Continuous b) = Continuous (a - b)
- (Discrete a) - (Discrete b) = Discrete (a - b)
- _ - _ = noInstanceError
-
- (Continuous a) * (Continuous b) = Continuous (a * b)
- (Discrete a) * (Discrete b) = Discrete (a * b)
- _ * _ = noInstanceError
-
- abs (Continuous a) = Continuous (abs a)
- abs (Discrete a) = Discrete (abs a)
- abs _ = noInstanceError
-
- signum (Continuous a) = Continuous (signum a)
- signum (Discrete a) = Discrete (signum a)
- signum _ = noInstanceError
-
- fromInteger = Continuous . fromInteger
+-- | The @Chain@ type specifies the state of a Markov chain at any given
+-- iteration.
+data Chain a b = Chain {
+ chainTarget :: Target a
+ , chainScore :: !Double
+ , chainPosition :: a
+ , chainTunables :: Maybe b
+ }
-noInstanceError :: t
-noInstanceError = error
- "only continuous and discrete parameters support ring operations"
+instance Show a => Show (Chain a b) where
+ show Chain {..} = filter (`notElem` "fromList []") (show chainPosition)
-- | A @Target@ consists of a function from parameter space to the reals, as
-- well as possibly a gradient.
-data Target = Target {
- lTarget :: Parameters -> Double
- , glTarget :: Maybe (Parameters -> Parameters)
+data Target a = Target {
+ lTarget :: a -> Double
+ , glTarget :: Maybe (a -> a)
}
-createTargetWithGradient
- :: (Parameters -> Double) -> (Parameters -> Parameters) -> Target
-createTargetWithGradient f g = Target f (Just g)
-
-createTargetWithoutGradient :: (Parameters -> Double) -> Target
-createTargetWithoutGradient f = Target f Nothing
-
-handleGradient :: Maybe t -> t
-handleGradient Nothing = error "handleGradient: target has no gradient"
-handleGradient (Just g) = g
-
-type Environment a = Map String a
-type Parameters = Environment Parameter
-type Observations = Environment Parameter
-
diff --git a/mcmc-types.cabal b/mcmc-types.cabal
@@ -1,5 +1,5 @@
name: mcmc-types
-version: 0.1.0.4
+version: 0.2.0.0
synopsis: Common types for sampling.
description: Common types for sampling.
homepage: http://github.com/jtobin/mcmc-types
@@ -8,12 +8,14 @@ license-file: LICENSE
author: Jared Tobin
maintainer: jared@jtobin.ca
build-type: Simple
-cabal-version: >=1.10
+cabal-version: >= 1.18
library
exposed-modules: Data.Sampling.Types
default-language: Haskell2010
build-depends:
- base >= 4.7 && < 4.8
+ base
, containers
+ , mwc-probability
+ , transformers
diff --git a/stack.yaml b/stack.yaml
@@ -1,5 +1,6 @@
flags: {}
packages:
-- '.'
+ - '.'
+ - ../mwc-probability
extra-deps: []
-resolver: lts-2.21
+resolver: lts-3.3
