Make a probability distribution from two distributions in Julia - julia

using Distributions
d1 = Exponential(0.2)
d2 = Exponential(0.5)
p = 0.7
Is there any easy way I construct a distribution in Julia, that behaves like a distribution in that I can call rand() and rand!, that behaves as follows: draw from distribution d1 with probability p and draw from distribution d2 with probability 1-p. Thank you.

You can just use a MixtureModel:
julia> m = MixtureModel([d1,d2],[p,1-p])
MixtureModel{Distributions.Exponential{Float64}}(K = 2)
components[1] (prior = 0.7000): Distributions.Exponential{Float64}(θ=0.2)
components[2] (prior = 0.3000): Distributions.Exponential{Float64}(θ=0.5)
julia> mean(m)
0.29000000000000004
julia> pdf(m, 0)
4.1
julia> rand(m)
0.2574516697519676
julia> rand!(m, zeros(1,5))
1×5 Array{Float64,2}:
0.0704624 0.264519 0.636179 0.11479 0.41158

Distributions.jl basically prepared all the tools to define new distributions. So, in this case, my attempt looks like:
using Distributions
struct CompoundBernoulli{T<:Distributions.VariateForm,
S<:Distributions.ValueSupport} <:
Distributions.Sampleable{T, S}
p::Bernoulli
d1::Distributions.Sampleable{T,S}
d2::Distributions.Sampleable{T,S}
end
# outer constructor
CompoundBernoulli(p::Real,
d1::Distributions.Sampleable{S, T},
d2::Distributions.Sampleable{S, T}) where
{S<:Distributions.VariateForm, T<:Distributions.ValueSupport} =
CompoundBernoulli{S,T}(Bernoulli(p),d1,d2)
Base.rand(cb::CompoundBernoulli) = rand(cb.p)==0 ? rand(cb.d1) : rand(cb.d2)
With these definitions:
julia> cb = CompoundBernoulli(0.7,Exponential(0.2),Exponential(0.5))
CompoundBernoulli{Distributions.Univariate,Distributions.Continuous}
(Distributions.Bernoulli{Float64}(p=0.7),
Distributions.Exponential{Float64}(θ=0.2),
Distributions.Exponential{Float64}(θ=0.5))
julia> rand(cb)
0.3247418465183849
julia> rand(cb,3,3)
3×3 Array{Float64,2}:
0.33105 0.231418 0.271571
0.413905 0.662144 1.42725
0.20196 0.091628 0.194761
More functions can be defined and functions can be specialized for this specific type as the application requires.

Related

Julia Flux withgradient operation

I am a newbie to Julia and Flux with some experience in Tensorflow Keras and python. I tried to use the Flux.withgradient command to write a user-defined training function with more flexibility. Here is the training part of my code:
loss, grad = Flux.withgradient(modelDQN.evalParameters) do
qEval = modelDQN.evalModel(evalInput)
Flux.mse(qEval, qTarget)
end
Flux.update!(modelDQN.optimizer, modelDQN.evalParameters, grad)
This code works just fine. But if I put the command qEval = modelDQN.evalModel(evalInput) outside the do end loop, as follows:
qEval = modelDQN.evalModel(evalInput)
loss, grad = Flux.withgradient(modelDQN.evalParameters) do
Flux.mse(qEval, qTarget)
end
Flux.update!(modelDQN.optimizer, modelDQN.evalParameters, grad)
The model parameters will not be updated. As far as I know, the do end loop works as an anonymous function that takes 0 arguments. Then why do we need the command qEval = modelDQN.evalModel(evalInput) inside the loop to get the model updated?
The short answer is that anything to be differentiated has to happen inside the (anonymous) function which you pass to gradient (or withgradient), because this is very much not a standard function call -- Zygote (Flux's auto-differentiation library) traces its execution to compute the derivative, and can't transform what it can't see.
Longer, this is Zygote's "implicit" mode, which relies on global references to arrays. The simplest use is something like this:
julia> using Zygote
julia> x = [2.0, 3.0];
julia> g = gradient(() -> sum(x .^ 2), Params([x]))
Grads(...)
julia> g[x] # lookup by objectid(x)
2-element Vector{Float64}:
4.0
6.0
If you move some of that calculation outside, then you make a new array y with a new objectid. Julia has no memory of where this came from, it is completely unrelated to x. They are ordinary arrays, not a special tracked type.
So if you refer to y in the gradient, Zygote cannot infer how this depends on x:
julia> y = x .^ 2 # calculate this outside of gradient
2-element Vector{Float64}:
4.0
9.0
julia> g2 = gradient(() -> sum(y), Params([x]))
Grads(...)
julia> g2[x] === nothing # represents zero
true
Zygote doesn't have to be used in this way. It also has an "explicit" mode which does not rely on global references. This is perhaps less confusing:
julia> gradient(x1 -> sum(x1 .^ 2), x) # x1 is a local variable
([4.0, 6.0],)
julia> gradient(x1 -> sum(y), x) # sum(y) is obviously indep. x1
(nothing,)
julia> gradient((x1, y1) -> sum(y1), x, y)
(nothing, Fill(1.0, 2))
Flux is in the process of changing to use this second form. On v0.13.9 or later, something like this ought to work:
opt_state = Flux.setup(modelDQN.optimizer, modelDQN) # do this once
loss, grads = Flux.withgradient(modelDQN.model) do m
qEval = m(evalInput) # local variable m
Flux.mse(qEval, qTarget)
end
Flux.update!(opt_state, modelDQN.model, grads[1])

Read multiple variables (from stdin) in Julia with a single line of code

Suppose we have to take multiple input in one line in Python 3 then:-
1st method:-
x, y = input(), input()
2nd method:-
x, y = input().split()
3rd method:-
Using list comprehension
x, y = [int(x) for x in [x, y]]
4th method:-
x, y = map(int, input().split())
So these are the methods I know in python 3.
Can anyone tell me the alternate code in Julia?
readdlm(IOBuffer(readline()))
The best simple parser for all occasions is readdlm.
It will provide you processing any user input as an array and hence will be most robust for any circumstances:
julia> using DelimitedFiles
julia> readdlm(IOBuffer(readline()))
z b c
1×3 Array{Any,2}:
"z" "b" "c"
julia> readdlm(IOBuffer(readline()))
1 2
1×2 Array{Float64,2}:
1.0 2.0
Since it is an Array the same multi-argument assignment will work as in Python
julia> x, y = readdlm(IOBuffer(readline()))
1 2 3
1×3 Array{Float64,2}:
1.0 2.0 3.0
julia> x, y
(1.0, 2.0)
As we can't directly use input function I implemented like this in Julia.
function input()
x, y= readline(stdin), readline(stdin)
end
So I hope you liked this one.

Assign vector components to different variables in Julia

I want to assign the result of an operation to a concatenation of variables in Julia. Something similar to this (although this doesn't work):
a = zeros(5)
b = zeros(5)
a, b .= rand(10)
Is it possible? Thank you.
You are looking for "vector view concatenation". The idea here is to use SubArrays to build an Array that is actually a view into two arrays. Julia does not support this out of the box. The Julia package ChainedVectors.jl was built for this, but it is heavily outdated and only works with Julia <= 0.4.
Not everything is lost. You have two alternatives:
Use CatViews.jl
As pointed out in the comments, CatViews.jl is like ChainedVectors.jl, but works with Julia 0.6 and 0.7:
Pkg.add("CatViews")
using CatViews
a = zeros(2)
b = zeros(2)
CatView(a, b) .= rand(4)
Build your own solution
With a little work, we can get as good as
a = zeros(2)
b = zeros(2)
MyView(a, b) .= rand(4)
Julia allows you to build your own view-concatenation type. The effort required to build it scales proportional to how general you want it to be. Here is a first attempt that works with vectors:
julia> # Create a type for a view into two vectors.
julia> type MyView{T} <: AbstractVector{T}
a::Vector{T}
b:: Vector{T}
end
julia> import Base: size, getindex, setindex!
julia> # Define methods to make MyView behave properly.
julia> size(c::MyView) = size(c.a) .+ size(c.b)
julia> getindex(c::MyView, i::Int) = i <= length(c.a) ? getindex(a, i) : getindex(b, i-length(a))
julia> setindex!(c::MyView, val, i::CartesianIndex) = i[1] <= length(c.a) ? setindex!(c.a, val, i[1]) : setindex!(c.b, val, i[1]-length(a))
julia> setindex!(c::MyView, val, i::Int) = i <= length(c.a) ? setindex!(c.a, val, i) : setindex!(c.b, val, i-length(a))
julia> # Test MyView. Define two arrays and put them
julia> # into a single view.
julia> a = rand(2)
2-element Array{Float64,1}:
0.701867
0.543514
julia> b = rand(2)
2-element Array{Float64,1}:
0.00355893
0.405809
julia> MyView(a, b) .= rand(4)
4-element MyView{Float64}:
0.922896
0.969057
0.586866
0.457117
julia> # Hooray, it worked! As we see below,
julia> # the individual arrays were updated.
julia> a
2-element Array{Float64,1}:
0.922896
0.969057
julia> b
2-element Array{Float64,1}:
0.586866
0.457117
This?
a .= x[1:5]
b .= x[6:end]
You must tell Julia somehow where to split the vector.

How to port C++ union to Julia

I am trying to port some code and now I've hit a sticky bit. The original code is in C++. I need to port a union that has two 32 bit ints (in an array) and a double.
So far I have:
I1 = UInt32(56) # arbitrary integer values for example
I2 = UInt32(1045195987)
# do transforms on I1 and I2 as per the code I'm porting
A = bits(I1)
B = bits(I2)
return parse(Float64, string(A,B))
Is this the way to do it? The string operation seems expensive. Any advice appreciated.
I also come from mostly C/C++ programming, and this is what I do to handle the problem:
First, create an immutable type with two UInt32 elements:
immutable MyType
a::UInt32
b::UInt32
end
Then you can convert a vector of Float64 to that type with reinterpret.
For example:
julia> x = [1.5, 2.3]
2-element Array{Float64,1}:
1.5
2.3
julia> immutable MyType ; a::UInt32 ; b::UInt32 ; end
julia> y = reinterpret(MyType, x)
2-element Array{MyType,1}:
MyType(0x00000000,0x3ff80000)
MyType(0x66666666,0x40026666)
julia> x[1]
1.5
julia> y[1]
MyType(0x00000000,0x3ff80000)
julia> y[1].a
0x00000000
julia> y[1].b
0x3ff80000
Note: the two vectors still point to the same memory, so you can even update elements, using either type.
julia> x[1] = 10e91
1.0e92
julia> y[1].a
0xbf284e24
julia> y[1].b
0x53088ba3
julia> y[1] = MyType(1,2)
MyType(0x00000001,0x00000002)
julia> x[1]
4.2439915824e-314

Re. partitions()

Why is
julia> collect(partitions(1,2))
0-element Array{Any,1}
returned instead of
2-element Array{Any,1}:
[0,1]
[1,0]
and do I really have to
x = collect(partitions(n,m));
y = Array(Int64,length(x),length(x[1]));
for i in 1:length(x)
for j in 1:length(x[1])
y[i,j] = x[i][j];
end
end
to convert the result to a two-dimensional array?
From the wikipedia:
In number theory and combinatorics, a partition of a positive integer n, also called an integer partition, is a way of writing n as a sum of positive integers.
For array conversion, try:
julia> x = collect(partitions(5,3))
2-element Array{Any,1}:
[3,1,1]
[2,2,1]
or
julia> x = partitions(5,3)
Base.FixedPartitions(5,3)
then
julia> hcat(x...)
3x2 Array{Int64,2}:
3 2
1 2
1 1
Here's another approach to your problem that I think is a little simpler, using the Combinatorics.jl library:
multisets(n, k) = map(A -> [sum(A .== i) for i in 1:n],
with_replacement_combinations(1:n, k))
This allocates a bunch of memory, but I think your current approach does too. Maybe it would be useful to make a first-class version and add it to Combinatorics.jl.
Examples:
julia> multisets(2, 1)
2-element Array{Array{Int64,1},1}:
[1,0]
[0,1]
julia> multisets(3, 5)
21-element Array{Array{Int64,1},1}:
[5,0,0]
[4,1,0]
[4,0,1]
[3,2,0]
[3,1,1]
[3,0,2]
[2,3,0]
[2,2,1]
[2,1,2]
[2,0,3]
⋮
[1,2,2]
[1,1,3]
[1,0,4]
[0,5,0]
[0,4,1]
[0,3,2]
[0,2,3]
[0,1,4]
[0,0,5]
The argument order is backwards from yours to match mathematical convention. If you prefer the other way, that can easily be changed.
one robust solution can be achieved using lexicographic premutations generation algorithm, originally By Donald Knuth plus classic partitions(n).
that is lexicographic premutations generator:
function lpremutations{T}(a::T)
b=Vector{T}()
sort!(a)
n=length(a)
while(true)
push!(b,copy(a))
j=n-1
while(a[j]>=a[j+1])
j-=1
j==0 && return(b)
end
l=n
while(a[j]>=a[l])
l-=1
end
tmp=a[l]
a[l]=a[j]
a[j]=tmp
k=j+1
l=n
while(k<l)
tmp=a[k]
a[k]=a[l]
a[l]=tmp
k+=1
l-=1
end
end
end
The above algorithm will generates all possible unique
combinations of an array elements with repetition:
julia> lpremutations([2,2,0])
3-element Array{Array{Int64,1},1}:
[0,2,2]
[2,0,2]
[2,2,0]
Then we will generate all integer arrays that sum to n using partitions(n) (forget the length of desired arrays m), and resize them to the lenght m using resize_!
function resize_!(x,m)
[x;zeros(Int,m-length(x))]
end
And main function looks like:
function lpartitions(n,m)
result=[]
for i in partitions(n)
append!(result,lpremutations(resize_!(i, m)))
end
result
end
Check it
julia> lpartitions(3,4)
20-element Array{Any,1}:
[0,0,0,3]
[0,0,3,0]
[0,3,0,0]
[3,0,0,0]
[0,0,1,2]
[0,0,2,1]
[0,1,0,2]
[0,1,2,0]
[0,2,0,1]
[0,2,1,0]
[1,0,0,2]
[1,0,2,0]
[1,2,0,0]
[2,0,0,1]
[2,0,1,0]
[2,1,0,0]
[0,1,1,1]
[1,0,1,1]
[1,1,0,1]
[1,1,1,0]
The MATLAB script from http://www.mathworks.com/matlabcentral/fileexchange/28340-nsumk actually behaves the way I need, and is what I though that partitions() would do from the description given. The Julia version is
# k - sum, n - number of non-negative integers
function nsumk(k,n)
m = binomial(k+n-1,n-1);
d1 = zeros(Int16,m,1);
d2 = collect(combinations(collect((1:(k+n-1))),n-1));
d2 = convert(Array{Int16,2},hcat(d2...)');
d3 = ones(Int16,m,1)*(k+n);
dividers = [d1 d2 d3];
return diff(dividers,2)-1;
end
julia> nsumk(3,2)
4x2 Array{Int16,2}:
0 3
1 2
2 1
3 0
using daycaster's lovely hcat(x...) tidbit :)
I still wish there would be a more compact way of doing this.
The the first mention of this approach seem to be https://au.mathworks.com/matlabcentral/newsreader/view_thread/52610, and as far as I can understand it is based on the "stars and bars" method https://en.wikipedia.org/wiki/Stars_and_bars_(combinatorics)

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