hasty-hamiltonian 1.2.0 → 1.3.0

raw patch · 3 files changed

+46/−10 lines, 3 filesdep +kan-extensionsPVP ok

version bump matches the API change (PVP)

Dependencies added: kan-extensions

API changes (from Hackage documentation)

Files

• Numeric/MCMC/Hamiltonian.hs +37/−5
• hasty-hamiltonian.cabal +6/−4
• test/Booth.hs +3/−1

@@ -24,6 +24,7 @@  module Numeric.MCMC.Hamiltonian (     mcmc+  , chain   , hamiltonian    -- * Re-exported@@ -35,6 +36,8 @@   ) where  import Control.Lens hiding (index)+import Control.Monad (replicateM)+import Control.Monad.Codensity (lowerCodensity) import Control.Monad.IO.Class (MonadIO, liftIO) import Control.Monad.Primitive (PrimState, PrimMonad) import Control.Monad.Trans.State.Strict hiding (state)@@ -49,7 +52,7 @@  -- | Trace 'n' iterations of a Markov chain and stream them to stdout. ----- >>> withSystemRandom . asGenIO $ mcmc 3 1 [0, 0] target+-- >>> withSystemRandom . asGenIO $ mcmc 10000 0.05 20 [0, 0] target mcmc   :: ( MonadIO m, PrimMonad m      , Num (IxValue (t Double)), Show (t Double), Traversable t@@ -63,15 +66,44 @@   -> Gen (PrimState m)   -> m () mcmc n step leaps chainPosition chainTarget gen = runEffect $-        chain step leaps Chain {..} gen+        drive step leaps Chain {..} gen     >-> Pipes.take n     >-> Pipes.mapM_ (liftIO . print)   where     chainScore    = lTarget chainTarget chainPosition     chainTunables = Nothing --- A Markov chain driven by the Metropolis transition operator.+-- | Trace 'n' iterations of a Markov chain and collect the results in a list.+--+-- >>> results <- withSystemRandom . asGenIO $ chain 1000 0.05 20 [0, 0] target chain+  :: (PrimMonad m, Traversable f+     , FunctorWithIndex (Index (f Double)) f, Ixed (f Double)+     , IxValue (f Double) ~ Double)+  => Int+  -> Double+  -> Int+  -> f Double+  -> Target (f Double)+  -> Gen (PrimState m)+  -> m [Chain (f Double) b]+chain n step leaps position target gen = runEffect $+        drive step leaps origin gen+    >-> collect n+  where+    origin = Chain {+        chainScore    = lTarget target position+      , chainTunables = Nothing+      , chainTarget   = target+      , chainPosition = position+      }++    collect :: Monad m => Int -> Consumer a m [a]+    collect size = lowerCodensity $+      replicateM size (lift Pipes.await)++-- Drive a Markov chain.+drive   :: (Num (IxValue (t Double)), Traversable t      , FunctorWithIndex (Index (t Double)) t, Ixed (t Double)      , PrimMonad m, IxValue (t Double) ~ Double)@@ -79,8 +111,8 @@   -> Int   -> Chain (t Double) b   -> Gen (PrimState m)-  -> Producer (Chain (t Double) b) m ()-chain step leaps = loop where+  -> Producer (Chain (t Double) b) m c+drive step leaps = loop where   loop state prng = do     next <- lift (MWC.sample (execStateT (hamiltonian step leaps) state) prng)     yield next

@@ -1,5 +1,5 @@ name:                hasty-hamiltonian-version:             1.2.0+version:             1.3.0 synopsis:            Speedy traversal through parameter space. homepage:            http://github.com/jtobin/hasty-hamiltonian license:             MIT@@ -8,7 +8,7 @@ maintainer:          jared@jtobin.ca category:            Numeric build-type:          Simple-cabal-version:       >=1.10+cabal-version:       >= 1.10 Description:   Gradient-based traversal through parameter space.   .@@ -20,8 +20,9 @@   handy <https://hackage.haskell.org/package/ad ad> library for automatic   differentiation.   .-  Exports a 'mcmc' function that prints a trace to stdout, as well as a-  'hamiltonian' transition operator that can be used more generally.+  Exports a 'mcmc' function that prints a trace to stdout, a 'chain' function+  for collecting results in memory, and a 'hamiltonian' transition operator+  that can be used more generally.   .   > import Numeric.AD (grad)   > import Numeric.MCMC.Hamiltonian@@ -50,6 +51,7 @@     Numeric.MCMC.Hamiltonian   build-depends:       base             >= 4 && < 6+    , kan-extensions   >= 5 && < 6     , mcmc-types       >= 1.0.1     , mwc-probability  >= 1.0.1     , lens             >= 4 && < 5

@@ -13,5 +13,7 @@ booth = Target target (Just gTarget)  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 0.05 20 [0, 0] booth+main = withSystemRandom . asGenIO $ \gen -> do+  _ <- chain 100 0.05 20 [0, 0] booth gen+  mcmc 100 0.05 20 [0, 0] booth gen