commit 57fc886bed43f11d92438bfa6c44f5f895360077
parent 6c997e4e2c1093981986c6c0cfe713860ce52ec8
Author: NunoSempere <nuno.sempere@protonmail.com>
Date: Thu, 1 Dec 2022 15:04:37 +0000
feat: More progress
- Add C
- Time the different languages.
- Wrap Squiggle in a js runtime.
Diffstat:
14 files changed, 706 insertions(+), 5 deletions(-)
diff --git a/C/hello-world/build.sh b/C/hello-world/build.sh
@@ -0,0 +1,3 @@
+#!/bin/bash
+
+gcc -std=c99 -Wall -lm hello-world.c -o hello-world
diff --git a/C/hello-world/hello-world b/C/hello-world/hello-world
Binary files differ.
diff --git a/C/hello-world/hello-world.c b/C/hello-world/hello-world.c
@@ -0,0 +1,7 @@
+#include <stdlib.h>
+#include <stdio.h>
+
+int main(void){
+ printf("Hello world!\n");
+ return EXIT_SUCCESS;
+}
diff --git a/C/samples/build-and-run.sh b/C/samples/build-and-run.sh
@@ -0,0 +1,15 @@
+#!/bin/bash
+root="$1"
+gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
+
+# Link libraries, for good measure
+LD_LIBRARY_PATH=/usr/local/lib
+export LD_LIBRARY_PATH
+
+# Increase stack size limit
+ulimit -Ss 256000
+# -Ss: the soft limit. If you set the hard limit, you then can't raise it
+# 256000: around 250Mbs, if I'm reading it correctly.
+
+# run
+./samples
diff --git a/C/samples/build-gsl.sh b/C/samples/build-gsl.sh
@@ -0,0 +1,13 @@
+#!/bin/bash
+root="$1"
+gcc -std=c99 -Wall -lm "$root".c -o "$root" -I/usr/local/include -L/usr/local/lib -lgsl -lgslcblas -lm -g
+
+# Link libraries, for good measure
+LD_LIBRARY_PATH=/usr/local/lib
+export LD_LIBRARY_PATH
+
+# Increase stack size limit
+ulimit -Ss 256000
+# -Ss: the soft limit. If you set the hard limit, you then can't raise it
+# 256000: around 250Mbs, if I'm reading it correctly.
+
diff --git a/C/samples/samples b/C/samples/samples
Binary files differ.
diff --git a/C/samples/samples.c b/C/samples/samples.c
@@ -0,0 +1,141 @@
+#include <stdlib.h>
+#include <stdio.h>
+#include <math.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+#define N 10000000
+/*
+ * For very high values of N, you will want to increase the maximum stack trace, otherwise you will suffer a segmentation fault
+ * In Ubuntu/bash you can do this with $ ulimit -Ss 256000 ## ~256Mbs
+ * And confirm it with $ ulimit -a
+*/
+
+/* Helpers */
+void print(double *ys){
+ for(int i=0; i<N; i++){
+ printf("%f\n", ys[i]);
+ }
+ printf("\n");
+}
+
+void fill(double *ys, float f){
+ for(int i=0; i<N; i++){
+ ys[i] = f;
+ }
+}
+
+double sum(double *ps, int n){
+ double result = 0;
+ for(int i=0; i<n; i++){
+ result += ps[i];
+ }
+ return(result);
+}
+
+void cumsum(double *ps, double *rs, int n){
+ double counter = 0;
+ for(int i=0; i<n; i++){
+ counter += ps[i];
+ rs[i] = counter;
+ }
+}
+
+/* Distributions*/
+void normal(gsl_rng * r, double *ys, double mean, double std){
+ for(int i=0; i<N; i++){
+ ys[i] = mean + gsl_ran_gaussian(r, std);
+ }
+}
+
+void lognormal(gsl_rng * r, double *ys, double zeta, double sigma){
+ for(int i=0; i<N; i++){
+ ys[i] = gsl_ran_lognormal(r, zeta, sigma);
+ }
+}
+
+void to(gsl_rng * r, double *ys, double low, double high){
+ double normal95confidencePoint = 1.6448536269514722;
+ double log_low = log(low);
+ double log_high = log(high);
+ double zeta = (log_low + log_high)/2;
+ double sigma = (log_high - log_low) / (2.0 * normal95confidencePoint);
+ lognormal(r, ys, zeta, sigma);
+}
+
+/* Mixture of distributions */
+void mixture(gsl_rng * r, double *dists[], double *weights, int n, double *results){
+ /* Get cummulative, normalized weights */
+ double sum_weights = sum(weights, n);
+ double normalized_weights[n];
+ for(int i=0; i<n; i++){
+ normalized_weights[i] = weights[i]/sum_weights;
+ }
+ double cummulative_weights[n];
+ cumsum(normalized_weights, cummulative_weights, n);
+
+ /* Get N uniformly distributed vars */
+ for(int i=0; i<N; i++){
+ double p_1 = gsl_rng_uniform(r);
+ double p_2 = gsl_rng_uniform(r);
+
+ int index_found = 0;
+ int index_counter = 0;
+ while ((index_found == 0) && (index_counter < n) ){
+ if(p_1 < cummulative_weights[index_counter]){
+ index_found = 1;
+ }else{
+ index_counter++;
+ }
+ }
+ if(index_found == 0) {
+ printf("\nThis shouldn't have happened");
+ // gsl_rng_free (r);
+ // abort(); // this shouldn't have happened.
+ }else{
+ int sample_index = (int) floor(p_2 * N);
+ results[i] = dists[index_counter][sample_index];
+ }
+ }
+
+
+}
+
+/* Main */
+int main(void){
+ /* Initialize GNU Statistical Library (GSL) stuff */
+ const gsl_rng_type * T;
+ gsl_rng * r;
+ // gsl_rng_env_setup();
+ T = gsl_rng_default;
+ r = gsl_rng_alloc (T);
+
+ /* Toy example */
+ /* Declare variables in play */
+ double p_a, p_b, p_c;
+ double dist_none[N], dist_one[N], dist_few[N], dist_many[N], dist_mixture[N];
+
+ /* Initialize variables */
+ p_a = 0.8;
+ p_b = 0.5;
+ p_c = p_a * p_b;
+
+ fill(dist_none, 0);
+ fill(dist_one, 1);
+ to(r, dist_few, 1, 3);
+ to(r, dist_many, 2, 10);
+
+ /* Generate mixture */
+ int n = 4;
+ double weights[] = { 1 - p_c, p_c/2, p_c/4, p_c/4};
+ double *dists[] = { dist_none, dist_one, dist_few, dist_many };
+
+ mixture(r, dists, weights, n, dist_mixture);
+ printf("%f\n", sum(dist_mixture, N)/N);
+
+ /* Clean up GSL */
+ gsl_rng_free (r);
+
+ /* Return success*/
+ return EXIT_SUCCESS;
+}
diff --git a/R/samples.R b/R/samples.R
@@ -1,5 +1,5 @@
# Three simple functions
-DEFAULT_N = 10000
+DEFAULT_N = 1000000
normal <- function (mean, std, n=DEFAULT_N){
return(rnorm(n, mean, std))
}
@@ -24,7 +24,8 @@ mixture <- function(samples_list, weights_array, n=DEFAULT_N){ # note that this
results = vector(mode='numeric', length=n)
for(i in c(1:n)){
helper_which_list = which(cummulative_sums > helper_probs[i])
- helper_loc = ifelse(is.na(helper_which_list[1]), 1, helper_which_list[1])
+ # helper_loc = ifelse(is.na(helper_which_list[1]), 1, helper_which_list[1])
+ helper_loc = helper_which_list[1]
target_samples = samples_list[[helper_loc]]
result = sample(target_samples, 1)
results[i] = result
diff --git a/js/samples.js b/js/samples.js
@@ -4,7 +4,7 @@ import stdlib_normal from '@stdlib/random/base/normal/lib/main.js';
import stdlib_lognormal from '@stdlib/random/base/lognormal/lib/main.js';
// Functions
-const DEFAULT_N = 10**5
+const DEFAULT_N = 10**6
function generator(f) {
let g = (a, b, n = DEFAULT_N) => {
let result = new Array(n)
@@ -38,7 +38,7 @@ const mixture = (dists_array, weights_array, n = DEFAULT_N) => {
const helper_probs = [...new Array(n)].map(_ => Math.random())
const results = helper_probs.map(p => {
let match_index = cummulative_sums.findIndex(x => x > p)
- let target_loc = match_index == -1 ? 0 : match_index
+ let target_loc = match_index // == -1 ? 0 : match_index
let target_samples = dists_array[target_loc]
return target_samples[Math.floor(Math.random() * target_samples.length)];
})
diff --git a/python/samples.py b/python/samples.py
@@ -1,7 +1,7 @@
# imports
import numpy as np
rng = np.random.default_rng(123)
-DEFAULT_N = 100000
+DEFAULT_N = 1000000
# three simple functions
diff --git a/squiggle/package.json b/squiggle/package.json
@@ -0,0 +1,6 @@
+{
+ "dependencies": {
+ "@quri/squiggle-lang": "^0.5.1"
+ },
+ "type": "module"
+}
diff --git a/squiggle/samples.js b/squiggle/samples.js
@@ -0,0 +1,13 @@
+import { run } from "@quri/squiggle-lang";
+
+let squiggle_code = `
+p_a = 0.8
+p_b = 0.5
+p_c = p_a * p_b
+
+result = mx([0, 1, 1 to 3, 2 to 10], [(1 - p_c), p_c/2, p_c/4, p_c/4 ])
+mean(result)
+`
+
+let output = run(squiggle_code)
+console.log(output.result.value)
diff --git a/squiggle/yarn.lock b/squiggle/yarn.lock
@@ -0,0 +1,463 @@
+# THIS IS AN AUTOGENERATED FILE. DO NOT EDIT THIS FILE DIRECTLY.
+# yarn lockfile v1
+
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diff --git a/time.txt b/time.txt
@@ -0,0 +1,39 @@
+# C
+
+0.888458
+
+real 0m0,442s
+user 0m0,378s
+sys 0m0,064s
+
+# Squiggle
+
+real 0m0,488s
+user 0m0,567s
+sys 0m0,099s
+
+
+# NodeJS
+
+0.8849940532403973
+
+real 0m0,732s
+user 0m0,769s
+sys 0m0,131s
+
+
+## Python
+
+0.8887373869178242
+
+real 0m16,641s
+user 0m16,693s
+sys 0m0,517s
+
+## R
+[1] 0.885141
+
+real 0m7,000s
+user 0m6,944s
+sys 0m0,052s
+
