prbnmcn-dagger 0.0.5 (latest)

type 'a t

val return : 'a -> 'a t

val bind : 'a t -> ('a -> 'b t) -> 'b t

val map : 'a t -> ('a -> 'b) -> 'b t

val map2 : 'a t -> 'b t -> ('a -> 'b -> 'c) -> 'c t

val map_array : 'a t array -> ('a array -> 'b) -> 'b t

val if_ : bool t -> (bool -> 'a t) -> 'a t

module Infix : sig ... end

type !'a dist = Random.State.t -> 'a

val sample : 'a dist -> 'a t

val map_score : 'a t -> ('a -> float) -> 'a t

val map_log_score : 'a t -> ('a -> Log_space.t) -> 'a t

val score : float -> unit t

val log_score : Log_space.t -> unit t

module List_ops : sig ... end

module Array_ops : sig ... end

module Seq_ops : sig ... end

type particle_output = float

type resampling_state = unit

val fork : int -> unit t

fork n creates n-1 particles. fork 1 does not create any new particle.

raises [Invalid_arg]
if n < 1.

val get_score : Log_space.t t

get_score returns the score of the current particle.

val set_score : Log_space.t -> unit t

set_score sets the score of the current particle. This drops the current score of the particle: use wisely.

val yield : particle_output -> resampling_state t

yield o signals that the particle produced output o and is ready for resampling. The output o is associated to the score of that particle at yield time (i.e. just before resampling) in the output of the SMC sampler (see type population).

type !'a population = {

terminated : ('a * float) array;
(*
The terminated particles. These carry their return value.
*)
active : (particle_output * float) array;
(*
The active particles. These carry the value given in argument to yield.
*)
total_mass : float;
(*
The total mass of the population (including terminated particles).
*)

}

'a population is the type of a population.

exception Invalid_population

val run : 
  ?nthreads:int ->
  (particle_output, float, resampling_state) Resampling.strategy ->
  resampling_state ->
  npart:int ->
  'a t ->
  RNG.t ->
  'a population Seq.t

run ~nthreads resampling resampling_state ~npart model rng returns a lazy sequence of populations. The initial population has size npart. resampling corresponds to the resampling strategy. resampling_state is the initial resampling state. The optional argument nthreads corresponds to the number of threads to be used when performing inference. Defaults to 1 (no parallelism). Maximum recommended value is Domain.recommended_domain_count ().

The model is evaluated as follows:

all particles in the population have initially the same score;
each particle evolves until it terminates or until it calls yield o, at which point it is suspended;
when all particles are either terminated or suspended, resampling is executed on all particles (including terminated ones), resulting in a freshened population;
execution resumes in step 2.

The output of the algorithm is a sequence of population. Each population is composed of yielded particles, attached to some value of type particle_output, and of terminated particles.

Very important note: the output sequence is ephemeral.

raises Invalid_population
if the total mass of the population becomes equal to Log_space.zero

raises Invalid_argument
if nthreads < 1

val run_custom : 
  ?nthreads:int ->
  (particle_output, float, resampling_state) Resampling.strategy ->
  resampling_state ->
  npart:int ->
  (int -> 'a t) ->
  RNG.t ->
  'a population Seq.t

run_custom resampling resampling_state ~npart model rng returns a lazy sequence of populations. See the documentation of run for more details on the meaning of each argument.

The only difference with run is that run_custom starts with a custom initial population, obtained by evaluating model on the integers from 0 to npart-1.

package prbnmcn-dagger