declarative 0.2.3 → 0.3.3

raw patch · 4 files changed

+86/−3 lines, 4 filesPVP ok

version bump matches the API change (PVP)

API changes (from Hackage documentation)

Files

• declarative.cabal +3/−2
• lib/Numeric/MCMC.hs +2/−0
• lib/Numeric/MCMC/Anneal.hs +80/−0
• test/Rosenbrock.hs +1/−1

@@ -1,5 +1,5 @@ name:                declarative-version:             0.2.3+version:             0.3.3 synopsis:            DIY Markov Chains. homepage:            http://github.com/jtobin/declarative license:             MIT@@ -58,7 +58,8 @@   default-language:    Haskell2010   hs-source-dirs:      lib   exposed-modules:-    Numeric.MCMC+      Numeric.MCMC+    , Numeric.MCMC.Anneal   build-depends:       base              >= 4 && < 6     , mcmc-types        >= 1.0.1

@@ -67,6 +67,7 @@   , sampleAllT   , bernoulliT   , frequency+  , anneal   , mcmc    -- * Re-exported@@ -89,6 +90,7 @@ import Control.Monad.Primitive (PrimMonad, PrimState, RealWorld) import Control.Monad.Trans.State.Strict (execStateT) import Data.Sampling.Types+import Numeric.MCMC.Anneal import Numeric.MCMC.Metropolis hiding (mcmc) import Numeric.MCMC.Hamiltonian hiding (mcmc) import Numeric.MCMC.Slice hiding (mcmc)

@@ -0,0 +1,80 @@+{-# OPTIONS_GHC -fno-warn-type-defaults #-}+{-# LANGUAGE RecordWildCards #-}++-- |+-- Module: Numeric.MCMC.Anneal+-- Copyright: (c) 2015 Jared Tobin+-- License: MIT+--+-- Maintainer: Jared Tobin <jared@jtobin.ca>+-- Stability: unstable+-- Portability: ghc+--+-- Transition operators can easily be tweaked to operate over an /annealed/+-- parameter space, which can be useful when sampling from bumpy landscapes+-- with isolated modes.+--+-- This library exports a single 'anneal' function that allows one to run a+-- /declarative/-compatible transition operator over a space that has been+-- annealed to a specified temperature.+--+-- > import Numeric.MCMC+-- >+-- > annealingTransition = do+-- >   anneal 0.70 (metropolis 1)+-- >   anneal 0.05 (metropolis 1)+-- >   anneal 0.05 (metropolis 1)+-- >   anneal 0.70 (metropolis 1)+-- >   metropolis 1+--+-- These annealed operators can then just be used like any other:+--+-- > himmelblau :: Target [Double]+-- > himmelblau = Target lHimmelblau Nothing where+-- >   lHimmelblau :: [Double] -> Double+-- >   lHimmelblau [x0, x1] =+-- >     (-1) * ((x0 * x0 + x1 - 11) ^ 2 + (x0 + x1 * x1 - 7) ^ 2)+-- >+-- > main :: IO ()+-- > main = withSystemRandom . asGenIO $+-- >   mcmc 10000 [0, 0] annealingTransition himmelblau++module Numeric.MCMC.Anneal (+    anneal+  ) where++import Control.Monad.Trans.State.Strict (get, modify)+import Data.Sampling.Types (Transition, Chain(..), Target(..))++-- | An annealing transformer.+--+--   When executed, the supplied transition operator will execute over the+--   parameter space annealed to the supplied inverse temperature.+--+--   > let annealedTransition = anneal 0.30 (slice 0.5)+anneal+  :: (Monad m, Functor f)+  => Double+  -> Transition m (Chain (f Double) b)+  -> Transition m (Chain (f Double) b)+anneal invTemp baseTransition+  | invTemp < 0 = error "anneal: invalid temperture"+  | otherwise = do+      Chain {..} <- get+      let annealedTarget = annealer invTemp chainTarget+      modify $ useTarget annealedTarget+      baseTransition+      modify $ useTarget chainTarget++annealer :: Functor f => Double -> Target (f Double) -> Target (f Double)+annealer invTemp target = Target annealedL annealedG where+  annealedL xs = invTemp * lTarget target xs+  annealedG    =+    case glTarget target of+      Nothing -> Nothing+      Just g  -> Just (fmap (* invTemp) . g)++useTarget :: Target a -> Chain a b -> Chain a b+useTarget newTarget Chain {..} =+  Chain newTarget (lTarget newTarget chainPosition) chainPosition chainTunables+

@@ -17,5 +17,5 @@     (sampleT (slice 2.0) (slice 3.0))  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 [0, 0] (slice 1.0) rosenbrock+main = withSystemRandom . asGenIO $ mcmc 100 [0, 0] transition rosenbrock