{-# LANGUAGE BangPatterns #-} {-# LANGUAGE BlockArguments #-} {-# LANGUAGE LambdaCase #-} {-# LANGUAGE TupleSections #-} {-# LANGUAGE ViewPatterns #-} module PPL.Sampling ( mh, ) where import Control.Monad import Control.Monad.IO.Class import Data.IORef import qualified Data.Vector.Hashtables as H import qualified Data.Vector.Unboxed as V import Data.Word import Numeric.Log import PPL.Internal import Streaming.Prelude (Of, Stream, yield) import System.Random (StdGen) import qualified System.Random as 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 Word64 Double, StdGen) -> m (IORef (HashMap Word64 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) void $ zipWithM (\r q -> H.insert m' (ks V.! floor (r * n)) q) rs qs newIORef (m', g0)