{-# LANGUAGE BangPatterns #-} {-# LANGUAGE BlockArguments #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE ViewPatterns #-} {-# LANGUAGE TupleSections #-} module PPL.Sampling ( mh, ) where import Control.DeepSeq import Control.Exception (evaluate) import Control.Monad.IO.Class import Control.Monad.Trans.State import Data.Bifunctor import Data.Monoid import GHC.Exts.Heap import Numeric.Log import PPL.Distr import PPL.Internal import qualified Streaming as S import Streaming.Prelude (Of, Stream, yield) import System.IO.Unsafe import System.Random (StdGen, random, randoms) import qualified System.Random as R import Data.IORef import Control.Monad import qualified Data.Vector.Hashtables as H import qualified Data.Vector as V mh :: (MonadIO m) => StdGen -> Double -> Meas a -> Stream (Of (a, Log Double)) m () mh g p m = do let (g0, g1) = R.split g hm <- liftIO $ H.initialize 0 omega <- liftIO $ newIORef (hm, g0) let (x, w) = head $ samples m $ newTree omega step g1 omega x w where step !g0 !omega !x !w = do let (Exp . log -> r, R.split -> (g1, g2)) = R.random g0 omega' <- mutate g1 omega let (!x', !w') = head $ samples m $ newTree omega' ratio = w' / w (omega'', x'', w'') = if r < ratio then (omega', x', w') else (omega, x, w) yield (x'', w'') step g2 omega'' x'' w'' mutate :: MonadIO m => StdGen -> IORef (HashMap [Bool] Double, StdGen) -> m (IORef (HashMap [Bool] Double, StdGen)) mutate g omega = liftIO $ do (m, g0) <- readIORef omega m' <- H.clone m ks <- H.keys m let (rs, qs) = splitAt (1 + floor (p * (n-1))) (R.randoms g) n = fromIntegral (V.length ks) zipWithM (\r q -> H.insert m' (ks V.! floor (r * n)) q) rs qs newIORef (m',g0)