dev (#175)

* Dirichlet(k::Integer, α) = Dirichlet(Fill(α, k))

* export TransformVariables as TV

* drop redundant import

* 0.0 => zero(Float64)

* drop outdated Dists.logpdf

* update StudentT

* drop redundant import

* update Uniform

* bump MeasureBase version

* reworking beta

* small update to StudentT

* basemeasure for discrete Distributions

* using LogExpFunctions => import LogExpFunctions

* quoteof(::Chain)

* prettyprinting and chain-mucking

* Some refactoring for Markov chains

* import MeasureBase: ≪

* version bound for PrettyPrinting

* copy(rng) might change its type (e.g. GLOBAL_RNG)

* tests pass

* cleaning up

* more cleanup

* big update

* get tests passing

* formatting

* oops typo

* move affine to MeasureTheory

* updating

* Val => StaticSymbol

* more fixes

* fix fix fix

* more logdesnity => logdensity_def

* more logdesnity fixes

* debugging

* formatting

* bugfixes

* working on tests

* updates

* working on tests

* tests passing!

* refactor

* working on tests

* drop static weight for now

* fix sampling from ProductMeasure{<:Base.Generator}

* tests passing!!

* more stuff

* constructor => constructorof

* constructor =? construtorof

* updates

* working on tests

* fix Dirichlet

* update Bernoulli

* working on tests

* bugfixes for RealizedSamples

* tests passing!!

* tighten down inference

* as(::PowerMeasure)

* drop type-level stuff

* using InverseFunctions.jl

* update license

* affero

* copyright

* update CI to 1.6

* xform => TV.as

* oops missed a conflict

* fix merge corruption

* typo

* fix license

* Update README.md

* merge

* enumerate instead of zip

* bugfix

* inline rand

* drop `static` from `insupport` results

* update proxies

* Move ConditionalMeasure to MeasureBase

* IfElse.ifelse(p::Bernoulli, t, f)

* IfElseMeasure

* update some base measures

* test broken :(

* fix some redundancies

* instance_type => Core.Typeof

* update testvalue for Bernoulli and Binomial

* un-break broken test (now passing)

* Fall-back `For` method for when inference fails

* drop extra spaces

* more whitespace

* bump MeasureBase dependency version

* add newline

* tidy up

* ifelse tests

* OEF newline

* avoid type piracy

* add Julia 1.7 to CI

* make Julia 1.6 happy

* approx instead of ==

* Require at least Julia 1.6

* Try Sebastian's idea test_measures ::Any[]

* Another Any[]

* Drop Likelihood test

* drop 1.7 CI (seems buggy?)

* bump version

Author: cscherrer

.github/workflows/ci.yml

@@ -23,7 +23,6 @@ jobs:
       matrix:
         version:
           - '1.6'
-          - '1'
         os:
           - ubuntu-latest
           - macOS-latest

LICENSE

@@ -1,6 +1,6 @@
 MIT License
 
-Copyright (c) 2020-2021 Chad Scherrer <[email protected]> and contributors
+Copyright (c) 2020-2022 Chad Scherrer <[email protected]> and contributors
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal
@@ -18,4 +18,4 @@ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.
+SOFTWARE.

Project.toml

@@ -1,7 +1,7 @@
 name = "MeasureTheory"
 uuid = "eadaa1a4-d27c-401d-8699-e962e1bbc33b"
 authors = ["Chad Scherrer <[email protected]> and contributors"]
-version = "0.14.0"
+version = "0.15.0"
 
 [deps]
 Accessors = "7d9f7c33-5ae7-4f3b-8dc6-eff91059b697"
@@ -14,6 +14,7 @@ Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 DynamicIterators = "6c76993d-992e-5bf1-9e63-34920a5a5a38"
 FLoops = "cc61a311-1640-44b5-9fba-1b764f453329"
 FillArrays = "1a297f60-69ca-5386-bcde-b61e274b549b"
+IfElse = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173"
 Infinities = "e1ba4f0e-776d-440f-acd9-e1d2e9742647"
 InteractiveUtils = "b77e0a4c-d291-57a0-90e8-8db25a27a240"
 InverseFunctions = "3587e190-3f89-42d0-90ee-14403ec27112"
@@ -49,6 +50,7 @@ Distributions = "0.25"
 DynamicIterators = "0.4"
 FLoops = "0.2"
 FillArrays = "0.12, 0.13"
+IfElse = "0.1"
 Infinities = "0.1"
 InverseFunctions = "0.1"
 KeywordCalls = "0.2"
@@ -57,7 +59,7 @@ LogExpFunctions = "0.3.3"
 MLStyle = "0.4"
 MacroTools = "0.5"
 MappedArrays = "0.4"
-MeasureBase = "0.6"
+MeasureBase = "0.7"
 NamedTupleTools = "0.13, 0.14"
 NestedTuples = "0.3"
 PositiveFactorizations = "0.2"
@@ -69,7 +71,7 @@ StaticArrays = "1.3"
 StatsFuns = "0.9"
 TransformVariables = "0.5, 0.6"
 Tricks = "0.1"
-julia = "1.5"
+julia = "1.6"
 
 [extras]
 Aqua = "4c88cf16-eb10-579e-8560-4a9242c79595"

src/MeasureTheory.jl

@@ -45,8 +45,9 @@ import LogExpFunctions
 import NamedTupleTools
 import InverseFunctions: inverse
 export inverse
+export ifelse
 
-import MeasureBase: insupport, instance_type, instance, marginals
+import MeasureBase: insupport, instance, marginals
 import MeasureBase:
     testvalue, logdensity_def, density_def, basemeasure, kleisli, params, paramnames, ∫, 𝒹, ∫exp
 import MeasureBase: ≪
@@ -64,6 +65,8 @@ import Base: rand
 
 using Reexport
 @reexport using MeasureBase
+import IfElse: ifelse
+@reexport using IfElse
 
 using Tricks: static_hasmethod
 
@@ -114,7 +117,6 @@ include("combinators/weighted.jl")
 include("combinators/product.jl")
 include("combinators/transforms.jl")
 include("combinators/exponential-families.jl")
-include("combinators/conditional.jl")
 
 include("resettable-rng.jl")
 include("realized.jl")
@@ -123,7 +125,6 @@ include("combinators/chain.jl")
 include("distributions.jl")
 include("smart-constructors.jl")
 
-
 include("parameterized/normal.jl")
 include("parameterized/studentt.jl")
 include("parameterized/cauchy.jl")
@@ -142,6 +143,8 @@ include("parameterized/multinomial.jl")
 include("parameterized/lkj-cholesky.jl")
 include("parameterized/negativebinomial.jl")
 
+include("combinators/ifelse.jl")
+
 include("transforms/corrcholesky.jl")
 include("transforms/ordered.jl")
 

src/combinators/affine.jl

@@ -291,4 +291,4 @@ end
 
 @inline function insupport(d::Affine, x)
     insupport(d.parent, inverse(d.f)(x))
-end
+end

src/combinators/conditional.jl

@@ -8,17 +8,19 @@ struct For{T, F, I} <: AbstractProductMeasure
     inds::I
 
     @inline function For{T}(f::F, inds::I) where {T,F,I<:Tuple}
-        new{T,instance_type(f),I}(f, inds)
+        new{T,Core.Typeof(f),I}(f, inds)
     end
 
     @inline For{T,F,I}(f::F, inds::I) where {T,F,I} = new{T,F,I}(f,inds)
 
     function For{Union{},F,I}(f::F, inds::I) where {F,I}
         println("XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX")
+        @warn "Empty `For` construction. This should not be happening"
+        @show f(first(zip(inds...))...)
         println.(stacktrace())
         println("XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX")
-        @show f(first(zip(inds...))...)
-        @error "Empty `For` construction"
+        # @error "Empty `For` construction"
+        return ProductMeasure(mappedarray(i -> f(Tuple(i)...), CartesianIndices(inds...))) 
     end
 end
 
@@ -267,7 +269,7 @@ julia> For(eachrow(rand(4,2))) do x Normal(x[1], x[2]) end |> marginals |> colle
 
 function Random.rand!(rng::AbstractRNG, d::For{T,F,I}, x) where {T,F,I} 
     mar = marginals(d)
-    @inbounds for (dⱼ, j) in zip(mar, eachindex(x))
+    @inbounds for (j, dⱼ) in enumerate(mar)
         x[j] = rand(rng,dⱼ)
     end
     return x

src/combinators/for.jl

@@ -0,0 +1,22 @@
+struct IfElseMeasure{B,T,F} <: AbstractMeasure
+    b::B
+    t::T
+    f::F
+end
+
+insupport(d::IfElseMeasure, x) = insupport(d.t, x) || insupport(d.f, x)
+
+function logdensity_def(d::IfElseMeasure, x)
+    p = mean(d.b)
+    logdensity_def(p * d.t + (1 - p) * d.f, x)
+end
+
+basemeasure(d::IfElseMeasure) = d.t + d.f
+
+@inline function Base.rand(rng::AbstractRNG, ::Type{T}, m::IfElseMeasure) where {T}
+    c = rand(rng, T, m.b)
+    result = ifelse(c, m.t, m.f)
+    rand(rng, T, result)
+end
+
+IfElse.ifelse(b::Bernoulli, t, f) = IfElseMeasure(b, t, f)

src/combinators/ifelse.jl

@@ -1,21 +1,21 @@
-function xform(d::PowerMeasure)
-    as(Array, xform(d.parent), length.(d.axes)...)
+function TV.as(d::PowerMeasure)
+    as(Array, as(d.parent), length.(d.axes)...)
 end
 
-function xform(d::ProductMeasure{A}) where {A<:AbstractArray}
+function TV.as(d::ProductMeasure{A}) where {A<:AbstractArray}
     d1 = marginals(d).f(first(marginals(d).data))
-    as(Array, xform(d1), size(marginals(d))...)
+    as(Array, TV.as(d1), size(marginals(d))...)
 end
 
 ###############################################################################
 # I <: Base.Generator
 
-function xform(d::ProductMeasure{<:Base.Generator})
+function TV.as(d::ProductMeasure{<:Base.Generator})
     d1 = marginals(d).f(first(marginals(d).iter))
-    as(Array, xform(d1), size(marginals(d))...)
+    as(Array, as(d1), size(marginals(d))...)
 end
 
-# function xform(d::ProductMeasure{Returns{T},F,A}) where {T,F,A<:AbstractArray}
+# function TV.as(d::ProductMeasure{Returns{T},F,A}) where {T,F,A<:AbstractArray}
 #     as(Array, as(d.f.f.value), size(d.xs))
 # end
 

src/combinators/product.jl

@@ -28,7 +28,7 @@ end
 
 Pullback(f, ν) = Pullback(f, ν, True())
 
-insupport(d::Pullback, x) = insupport(d.μ, d.f(x))
+insupport(d::Pullback, x) = insupport(d.ν, d.f(x))
 
 function Pretty.tile(pf::Pullback{<:TV.CallableTransform})
     Pretty.list_layout(Pretty.tile.([pf.f.t, pf.ν, pf.logjac]); prefix=:Pullback)
@@ -87,14 +87,14 @@ basemeasure(μ::Pullback) = Pullback(μ.f, basemeasure(μ.ν), False())
 
 basemeasure(ν::Pushforward) = Pushforward(ν.f, basemeasure(ν.μ), False())
 
-xform(ν::Pushforward) = ν.f ∘ as(ν.μ)
+TV.as(ν::Pushforward) = ν.f ∘ as(ν.μ)
 
-xform(μ::Pullback) = TV.inverse(μ.f) ∘ μ.ν
+TV.as(μ::Pullback) = TV.inverse(μ.f) ∘ μ.ν
 
-xform(::Lebesgue) = asℝ
+TV.as(::Lebesgue) = asℝ
 
 # TODO: Make this work for affine embeddings
-xform(d::Affine) = _as_affine(_firstval(d))
+TV.as(d::Affine) = _as_affine(_firstval(d))
 
 _firstval(d::Affine) = first(values(getfield(getfield(d, :f), :par)))
 _as_affine(x::Real) = asℝ