Julia 具有指定分布的随机数据的类型不稳定性
我想从带有噪声(Y=X*w+e)的线性模型中生成数据,在这里我可以指定输入向量X和标量噪声e的分布。为此,我指定以下结构Julia 具有指定分布的随机数据的类型不稳定性,julia,Julia,我想从带有噪声(Y=X*w+e)的线性模型中生成数据,在这里我可以指定输入向量X和标量噪声e的分布。为此,我指定以下结构 using Distributions struct NoisyLinearDataGenerator x_dist::ContinuousMultivariateDistribution noise_dist::ContinuousUnivariateDistribution weights::Vector{Float64} end 以及从中生成
using Distributions
struct NoisyLinearDataGenerator
x_dist::ContinuousMultivariateDistribution
noise_dist::ContinuousUnivariateDistribution
weights::Vector{Float64}
end
以及从中生成N个点的函数:
function generate(nl::NoisyLinearDataGenerator, N)
x = rand(nl.x_dist, N)'
e = rand(nl.noise_dist, N)
return x, x*nl.weights + e
end
这似乎是工作,但不稳定的类型,因为
nl = NoisyLinearDataGenerator(MvNormal(5, 1.0), Normal(), ones(5))
@code_warntype generate(nl,1)
屈服
Variables
#self#::Core.Compiler.Const(generate, false)
nl::NoisyLinearDataGenerator
N::Int64
x::Any
e::Any
Body::Tuple{Any,Any}
1 ─ %1 = Base.getproperty(nl, :x_dist)::Distribution{Multivariate,Continuous}
│ %2 = Main.rand(%1, N)::Any
│ (x = Base.adjoint(%2))
│ %4 = Base.getproperty(nl, :noise_dist)::Distribution{Univariate,Continuous}
│ (e = Main.rand(%4, N))
│ %6 = x::Any
│ %7 = x::Any
│ %8 = Base.getproperty(nl, :weights)::Array{Float64,1}
│ %9 = (%7 * %8)::Any
│ %10 = (%9 + e)::Any
│ %11 = Core.tuple(%6, %10)::Tuple{Any,Any}
└── return %11
我不知道为什么会这样,因为我希望通过使用continuousmultivariateddistribution
和continuousunivariateddistribution
来指定采样数据的类型
什么导致了这里的类型不稳定?类型稳定的实现应该是什么样子?问题是
连续多变量分布和连续单变量分布都是抽象类型。虽然您的统计知识告诉您,它们可能应该返回Float64
,但无法保证在语言级别上有人不会实现返回其他对象的连续单变量分布。因此,编译器无法知道所有continuousunivariateddistribution
生成任何特定类型
例如,我可能会写:
struct BadDistribution <: ContinuousUnivariateDistribution end
Base.rand(::BadDistribution, ::Integer) = nothing
这里,nl
的类型是noiselyineardatagenerator{MvNormal{Float64,PDMats.ScalMat{Float64},fillarray.zero{Float64,1,Tuple{Base.OneTo{Int64}}},Normal{Float64}
(是的,我知道,读起来很糟糕),但它的类型包含编译器完全预测generate
的输出类型所需的所有信息
using Distributions
struct NoisyLinearDataGenerator{X,N}
x_dist::X
noise_dist::N
weights::Vector{Float64}
function NoisyLinearDataGenerator{X,N}(x::X, n::N, w::Vector{Float64}) where {
X <: ContinuousMultivariateDistribution,
N <: ContinuousUnivariateDistribution}
return new{X,N}(x,n,w)
end
end
function NoisyLinearDataGenerator(x::X, n::N, w::Vector{Float64}) where {
X <: ContinuousMultivariateDistribution,
N <: ContinuousUnivariateDistribution}
return NoisyLinearDataGenerator{X,N}(x,n,w)
end
function generate(nl::NoisyLinearDataGenerator, N)
x = rand(nl.x_dist, N)'
e = rand(nl.noise_dist, N)
return x, x*nl.weights + e
end
nl = NoisyLinearDataGenerator(MvNormal(5, 1.0), Normal(), ones(5))