{-# 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.IORef import Data.List (foldl') import Data.Vector qualified as V import Data.Vector.Hashtables qualified as H import Numeric.Log import PPL.Internal import Streaming.Prelude (Of, Stream, yield) import System.Random (StdGen) import System.Random qualified as R 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) = 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 Integer Double, StdGen) -> m (IORef (HashMap Integer Double, StdGen)) mutate g omega = liftIO $ do (m, g0) <- readIORef omega m' <- H.clone m ks <- H.keys m let (rs :: [Double], qs :: [Double]) = (R.randoms *** R.randoms) (R.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)