Distribution Support & Mixed Sets

quantified-uncertainty / squiggle

An estimation language

https://squiggle-language.com

MIT License

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Distribution Support & Mixed Sets #3115

Closed OAGr closed 4 months ago

OAGr commented 4 months ago

Introduces a new fundamental type, the MixedSet, which is basically a Set of continuous ranges and discrete values. You can think about this like "The domain that a Mixed distribution can take".
Introduces support functions to PointSet distributions, to get their support. This is a Mixed Set.
Adds new extractSubsetThatSatisfiesThreshold function to XYShape. This is kind of complicated. We only use part of it for support(), but the rest was easy, and could be useful for later.

Most of this is done in squiggle-lang and isn't exposed to the function registry. However, two functions are - PointSet.support and subtracting MixedSet values. MixedSet values are just stored and provided as Dicts.

first = PointSet.support(mx(Sym.uniform(1, 5), Sym.uniform(10, 30)))
a = first - PointSet.support(mx(Sym.uniform(3, 8), Sym.uniform(20, 22)))

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🦋 Changeset detected

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