opensrdk-probability 0.8.9

Standard probability library for OpenSRDK toolchain.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147

use crate::{
    DependentJoint, Distribution, DistributionError, IndependentJoint, InstantDistribution,
    RandomVariable, SampleableDistribution, ValueDifferentiableDistribution,
};
use rand::prelude::*;
use std::{
    fmt::Debug,
    marker::PhantomData,
    ops::{BitAnd, Mul},
};

#[derive(Clone)]
pub struct ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    instant_distribution: InstantDistribution<T, U, FF, FS>,
    value_diff: G,
    phantom: PhantomData<U>,
}

impl<T, U, FF, FS, G> ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    pub fn new(instant_distribution: InstantDistribution<T, U, FF, FS>, value_diff: G) -> Self {
        Self {
            instant_distribution,
            value_diff,
            phantom: PhantomData,
        }
    }
}

impl<T, U, FF, FS, G> Debug for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
        write!(f, "InstantDistribution")
    }
}

impl<T, U, FF, FS, G> Distribution for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    type Value = T;
    type Condition = U;

    fn p_kernel(
        &self,
        x: &Self::Value,
        theta: &Self::Condition,
    ) -> Result<f64, crate::DistributionError> {
        self.instant_distribution.p_kernel(x, theta)
    }
}

impl<T, U, Rhs, TRhs, FF, FS, G> Mul<Rhs>
    for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    Rhs: Distribution<Value = TRhs, Condition = U>,
    TRhs: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    type Output = IndependentJoint<Self, Rhs, T, TRhs, U>;

    fn mul(self, rhs: Rhs) -> Self::Output {
        IndependentJoint::new(self, rhs)
    }
}

impl<T, U, Rhs, URhs, FF, FS, G> BitAnd<Rhs>
    for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    Rhs: Distribution<Value = U, Condition = URhs>,
    URhs: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    type Output = DependentJoint<Self, Rhs, T, U, URhs>;

    fn bitand(self, rhs: Rhs) -> Self::Output {
        DependentJoint::new(self, rhs)
    }
}

impl<T, U, FF, FS, G> ValueDifferentiableDistribution
    for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    fn ln_diff_value(
        &self,
        x: &Self::Value,
        theta: &Self::Condition,
    ) -> Result<Vec<f64>, DistributionError> {
        let g = (self.value_diff)(x, theta)?;
        Ok(g)
    }
}

impl<T, U, FF, FS, G> SampleableDistribution
    for ValueDifferentiableInstantDistribution<T, U, FF, FS, G>
where
    T: RandomVariable,
    U: RandomVariable,
    FF: Fn(&T, &U) -> Result<f64, DistributionError> + Clone + Send + Sync,
    FS: Fn(&U, &mut dyn RngCore) -> Result<T, DistributionError> + Clone + Send + Sync,
    G: Fn(&T, &U) -> Result<Vec<f64>, DistributionError> + Clone + Send + Sync,
{
    fn sample(
        &self,
        theta: &Self::Condition,
        rng: &mut dyn RngCore,
    ) -> Result<Self::Value, crate::DistributionError> {
        self.instant_distribution.sample(theta, rng)
    }
}