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|
{-# 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)
|
