54 lines
1.2 KiB
Rust
54 lines
1.2 KiB
Rust
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//! Log-likelihood interface for MCMC
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//!
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//! Defines the LogLikelihood trait for target distributions.
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use pyo3::prelude::*;
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/// Generic log-likelihood function trait
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pub trait LogLikelihood: Send + Sync {
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fn evaluate(&self, state: &[f64]) -> f64;
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}
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/// Wrapper for Python callable log-likelihood
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pub struct PyLogLikelihood {
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func: Py<PyAny>,
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}
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impl PyLogLikelihood {
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pub fn new(func: Py<PyAny>) -> Self {
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Self { func }
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}
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}
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impl LogLikelihood for PyLogLikelihood {
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fn evaluate(&self, state: &[f64]) -> f64 {
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Python::with_gil(|py| {
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let args = (state.to_vec(),);
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self.func
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.call1(py, args)
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.and_then(|res| res.extract::<f64>(py))
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.unwrap_or(f64::NEG_INFINITY)
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})
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}
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}
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#[cfg(test)]
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mod tests {
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use super::*;
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struct TestLogLikelihood;
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impl LogLikelihood for TestLogLikelihood {
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fn evaluate(&self, state: &[f64]) -> f64 {
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// Standard normal log-likelihood
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-0.5 * state.iter().map(|x| x.powi(2)).sum::<f64>()
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}
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}
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#[test]
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fn test_log_likelihood() {
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let ll = TestLogLikelihood;
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assert!(ll.evaluate(&[0.0]) > ll.evaluate(&[1.0]));
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}
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}
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