speedy-slice 0.2.0 → 0.3.0

raw patch · 4 files changed

+47/−10 lines, 4 filesdep +kan-extensions

Dependencies added: kan-extensions

Files

• Numeric/MCMC/Slice.hs +36/−4
• speedy-slice.cabal +5/−3
• test/BNN.hs +3/−1
• test/Rosenbrock.hs +3/−2

@@ -28,6 +28,7 @@  module Numeric.MCMC.Slice (     mcmc+  , chain   , slice    -- * Re-exported@@ -37,6 +38,8 @@   , MWC.asGenIO   ) where +import Control.Monad (replicateM)+import Control.Monad.Codensity (lowerCodensity) import Control.Monad.Trans.State.Strict (put, get, execStateT) import Control.Monad.Primitive (PrimMonad, PrimState) import Control.Monad.IO.Class (MonadIO, liftIO)@@ -66,7 +69,7 @@   -> Gen (PrimState m)   -> m () mcmc n radial chainPosition target gen = runEffect $-        chain radial Chain {..} gen+        drive radial Chain {..} gen     >-> Pipes.take n     >-> Pipes.mapM_ (liftIO . print)   where@@ -74,15 +77,44 @@     chainTunables = Nothing     chainTarget   = Target target Nothing --- A Markov chain driven by the slice transition operator.+-- | Trace 'n' iterations of a Markov chain and collect them in a list.+--+-- >>> results <- withSystemRandom . asGenIO $ mcmc 3 1 [0, 0] rosenbrock chain+  :: (PrimMonad m, FoldableWithIndex (Index (f a)) f, Ixed (f a)+     , Variate (IxValue (f a)), Num (IxValue (f a)))+  => Int+  -> IxValue (f a)+  -> f a+  -> (f a -> Double)+  -> Gen (PrimState m)+  -> m [Chain (f a) b]+chain n radial position target gen = runEffect $+        drive radial origin gen+    >-> collect n+  where+    ctarget = Target target Nothing++    origin = Chain {+        chainScore    = lTarget ctarget position+      , chainTunables = Nothing+      , chainTarget   = ctarget+      , chainPosition = position+      }++    collect :: Monad m => Int -> Consumer a m [a]+    collect size = lowerCodensity $+      replicateM size (lift Pipes.await)++-- A Markov chain driven by the slice transition operator.+drive   :: (PrimMonad m, FoldableWithIndex (Index (t a)) t, Ixed (t a),      Num (IxValue (t a)), Variate (IxValue (t a)))   => IxValue (t a)   -> Chain (t a) b   -> Gen (PrimState m)-  -> Producer (Chain (t a) b) m ()-chain radial = loop where+  -> Producer (Chain (t a) b) m c+drive radial = loop where   loop state prng = do     next <- lift (MWC.sample (execStateT (slice radial) state) prng)     yield next

@@ -1,5 +1,5 @@ name:                speedy-slice-version:             0.2.0+version:             0.3.0 synopsis:            Speedy slice sampling. homepage:            http://github.com/jtobin/speedy-slice license:             MIT@@ -20,8 +20,9 @@   Additionally you can sample over anything that's an instance of both 'Num' and   'Variate', which is useful in the case of discrete parameters.   .-  Exports a 'mcmc' function that prints a trace to stdout, as well as a-  'slice' 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 'slice' transition operator that can+  be used more generally.   .   > import Numeric.MCMC.Slice   > import Data.Sequence (Seq, index, fromList)@@ -44,6 +45,7 @@       Numeric.MCMC.Slice   build-depends:       base            >= 4 && < 6+    , kan-extensions  >= 5 && < 6     , lens            >= 4 && < 5     , primitive       >= 0.6 && < 1.0     , mcmc-types      >= 1.0.1

@@ -11,5 +11,7 @@   x1 = index xs 1  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 1 (fromList [0, 0]) bnn+main = withSystemRandom . asGenIO $ \gen -> do+  _ <- chain 50 1 (fromList [0, 0]) bnn gen+  mcmc 50 1 (fromList [0, 0]) bnn gen 

@@ -8,6 +8,7 @@ rosenbrock [x0, x1] = negate (5  *(x1 - x0 ^ 2) ^ 2 + 0.05 * (1 - x0) ^ 2)  main :: IO ()-main = withSystemRandom . asGenIO $ mcmc 100 1 [0, 0] rosenbrock-+main = withSystemRandom . asGenIO $ \gen -> do+  _ <- chain 50 1 [0, 0] rosenbrock gen+  mcmc 50 1 [0, 0] rosenbrock gen