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use kurobako_core::filter::{Filter, FilterRecipe, FilterSpec};
use kurobako_core::num::FiniteF64;
use kurobako_core::problem::ProblemSpec;
use kurobako_core::solver::{ObservedObs, UnobservedObs};
use kurobako_core::{Error, Result};
use rand::distributions::{Distribution as _, Normal};
use rand::Rng;
use rustats::range::MinMax;
use serde::{Deserialize, Serialize};
use structopt::StructOpt;
#[derive(Debug, Clone, StructOpt, Serialize, Deserialize)]
pub struct GaussianNoiseFilterRecipe {
#[structopt(long, default_value = "0.1")]
level: f64,
}
impl FilterRecipe for GaussianNoiseFilterRecipe {
type Filter = GaussianNoiseFilter;
fn create_filter(&self) -> Result<Self::Filter> {
Ok(GaussianNoiseFilter {
level: self.level,
values_domain: Vec::new(),
})
}
}
#[derive(Debug)]
pub struct GaussianNoiseFilter {
level: f64,
values_domain: Vec<MinMax<FiniteF64>>,
}
impl Filter for GaussianNoiseFilter {
fn specification(&self) -> FilterSpec {
FilterSpec {
name: "gaussian-noise".to_owned(),
}
}
fn filter_problem_spec(&mut self, _spec: &mut ProblemSpec) -> Result<()> {
Ok(())
}
fn filter_ask<R: Rng>(&mut self, _rng: &mut R, _obs: &mut UnobservedObs) -> Result<()> {
Ok(())
}
fn filter_tell<R: Rng>(&mut self, rng: &mut R, obs: &mut ObservedObs) -> Result<()> {
if self.values_domain.is_empty() {
self.values_domain = obs
.value
.iter()
.map(|&v| track!(MinMax::new(v, v)).map_err(Error::from))
.collect::<Result<Vec<_>>>()?;
trace!("Initial values domain: {:?}", self.values_domain);
return Ok(());
}
let mut values = Vec::with_capacity(obs.value.len());
for (value, domain) in obs.value.iter().zip(self.values_domain.iter_mut()) {
if value < domain.min() {
*domain = track!(MinMax::new(*value, *domain.max()))?;
trace!("Value domain updated: {:?}", domain);
} else if value > domain.max() {
*domain = track!(MinMax::new(*domain.min(), *value))?;
trace!("Value domain updated: {:?}", domain);
}
let sd = domain.width().get() * self.level;
let noised_value = track!(FiniteF64::new(Normal::new(value.get(), sd).sample(rng)))?;
trace!(
"Noised value: {} (original={})",
noised_value.get(),
value.get()
);
values.push(noised_value);
}
obs.value = values;
Ok(())
}
}