Add a WeightedResampler #890
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The implementation seems good to me but I'm not that familiar with the samplers stuff here. |
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+ Hits 4175 4195 +20
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This would be useful for me :) thanks for adding, Rory! Bump? |
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Is there anything left to do, before merging this? |
Co-Authored-By: Mathieu Besançon <mathieu.besancon@gmail.com>
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Bump :) |
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Sorry about the delay, this looks good to my untrained eyes, and been stalled too long. @rofinn we can merge this after the conflict is resolved |
| test = ["Calculus", "Distributed", "FiniteDifferences", "ForwardDiff", "JSON", "StaticArrays", "Test"] | ||
| test = ["Calculus", "Distances", "Distributed", "FiniteDifferences", "ForwardDiff", "JSON", "StaticArrays", "Test"] | ||
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| wv::AbstractWeights | ||
| end | ||
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| function WeightedResampler(obs::T, wv::AbstractWeights) where T<:AbstractArray |
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Is there any reason to restrict weights to AbstractWeights rather than AbstractVector? At JuliaLang/julia#31395, I made functions accept any array since there's no ambiguity.
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ping @rofinn @nickrobinson251
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Idk but maybe @rofinn does
But also it'd be an easy follow up to loosen it
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Can we merge as is and open an issue about this? It'd be a non breaking change to loosen the constraint in future. Or just loosen it now and fix it if there's a bug report
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I guess merging this as-is is OK. I've noticed that the weights are passed directly to sample, so if we loosen the signature we should also ensure we convert the argument to AbstractWeights, which is what sample expects (currently at least). But I still think loosening this is a good idea, though not a requirement.
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bump on this :) |
| """ | ||
| struct WeightedResampler{F<:VariateForm, S<:ValueSupport, T<:AbstractArray} <: Sampleable{F, S} | ||
| obs::T | ||
| wv::AbstractWeights |
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Woops, this should be a type parameter!
Works for all VariateForm and ValueSupport types
The tests should document our use case, but two questions remain.
@testsets internally, but it's unclear if that's the desired test organization for Distributions.jlAliasTabletype, so perhaps we can merge the two... or maybe theWeightedResamplershould use an alias table internally? I believe the current implementation has O(n) runtime and the alias table would give O(1) with an upfront cost of O(n log(n))?