{-# LANGUAGE BangPatterns #-} {-# LANGUAGE BlockArguments #-} {-# LANGUAGE ImportQualifiedPost #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE ScopedTypeVariables #-} {-# LANGUAGE TupleSections #-} {-# LANGUAGE ViewPatterns #-} module PPL.Sampling ( mh, ) where import Control.Arrow import Control.Monad import Control.Monad.IO.Class import Data.Bits (countTrailingZeros, shiftL, shiftR) import Data.IORef import Data.List (foldl') import Data.Vector qualified as V import Data.Vector.Hashtables qualified as H import Data.Word (Word64) import Numeric.Log hiding (sum) import PPL.Internal hiding (newTree, split) import Streaming.Prelude (Of, Stream, yield) import System.IO.Unsafe import System.Random (StdGen, split) import System.Random qualified as R import Unsafe.Coerce type MemoTree = IORef (HashMap Integer Word64, StdGen) -- Let's draw doubles more uniformly than the standard generator -- based on https://www.corsix.org/content/higher-quality-random-floats random :: StdGen -> (Double, StdGen) random g0 = let (r1 :: Word64, g1) = R.random g0 (r2 :: Word64, g2) = R.random g1 e = let r = countTrailingZeros r1 - 11 in if r >= 0 then countTrailingZeros r2 else r dbl = (1 + (r1 `shiftR` 11)) `shiftR` 1 - ((unsafeCoerce e - 1011) `shiftL` 52) in (unsafeCoerce dbl, g2) {-# INLINE newMemoTree #-} newMemoTree :: MemoTree -> Tree newMemoTree s = go 1 where go :: Integer -> Tree go id = Tree ( unsafePerformIO $ do (m, g) <- readIORef s H.lookup m id >>= \case Nothing -> do let (x, g') = R.random g H.insert m id x writeIORef s (m, g') pure x Just x -> pure x ) (go (2 * id), go (2 * id + 1)) data MinHeap a k = Node a k (MinHeap a k) (MinHeap a k) | Empty deriving (Show) insert m k v = merge m (Node k v Empty Empty) merge Empty n = n merge n Empty = n merge n0@(Node k0 v0 l0 r0) n1@(Node k1 v1 l1 r1) = if k0 < k1 then Node k0 v0 (merge r0 n1) l0 else Node k1 v1 r1 (merge l1 n0) toList Empty = [] toList (Node k v l r) = v : toList (merge l r) mh :: (MonadIO m) => StdGen -> Double -> Meas a -> Stream (Of (a, Log Double)) m () mh g p m = do let (g0, g1) = split g hm <- liftIO $ H.initialize 0 omega <- liftIO $ newIORef (hm, g0) let (x, w) = head $ samples m $ newMemoTree omega step g1 omega x w where step !g0 !omega !x !w = do let (Exp . log -> r, split -> (g1, g2)) = random g0 omega' <- mutate g1 omega let (!x', !w') = head $ samples m $ newMemoTree 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 -> MemoTree -> m MemoTree mutate g omega = liftIO $ do (m, g0) <- readIORef omega m' <- H.clone m ks <- H.keys m let (rs :: [Word64], qs :: [Word64]) = (R.randoms *** R.randoms) (split g) ks' = toList $ foldl' (\m -> uncurry (insert m)) Empty $ zip rs $ V.toList ks n = fromIntegral (V.length ks) void $ zipWithM_ (\k q -> H.insert m' k q) (take (1 + floor (p * fromIntegral n)) ks') qs newIORef (m', g0)