Progress toward MCMCHEADmain

4 files changed, 103 insertions, 3 deletions

diff --git a/src/Bayes.jl b/src/Bayes.jl
new file mode 100644
index 0000000..c40f1ab
--- /dev/null
+++ b/src/Bayes.jl
@@ -0,0 +1,3 @@
+module Bayes
+
+end
diff --git a/src/MonteCarlo.jl b/src/MonteCarlo.jl
index 5d87834..6c7251f 100644
--- a/src/MonteCarlo.jl
+++ b/src/MonteCarlo.jl
@@ -1,6 +1,50 @@
 module MonteCarlo
 
+abstract type Proposer end
+
+struct GaussianProposer
+    σ::Float64
+end
+
+function (prop::GaussianProposer)(x::Vector{Float64})
+    for i in length(x)
+        x += prop.σ * randn()
+    end
+end
+
+abstract type Distribution end
+
 struct MarkovChain
+    dist::Distribution
+    prop!::Proposer
+    x::Vector{Float64}
+    logp::Float64
+    x′::Vector{Float64}
+end
+
+function step!(mc::MarkovChain)::Bool
+    x′ .= x
+    mc.prop!(x′)
+    logp′ = mc.dist(x′)
+    # TODO distribution
+end
+
+function calibrate!(mc::MarkovChain)
+    while true
+        for s in 1:100
+            acc += step!(mc)
+        end
+        if acc < 30
+            # TODO
+        elseif acc > 50
+            # TODO
+        else
+            break
+        end
+    end
+end
+
+struct HamiltonianMonteCarlo
 end
 
 end
diff --git a/src/NeuralNetworks.jl b/src/NeuralNetworks.jl
new file mode 100644
index 0000000..7bc9c5d
--- /dev/null
+++ b/src/NeuralNetworks.jl
@@ -0,0 +1,41 @@
+module NeuralNetworks
+
+struct Linear
+    W::Matrix{Float64}
+    b::Vector{Float64}
+end
+
+function (l::Linear)(x::Vector{Float64})
+end
+
+struct Activation
+end
+
+struct MLP
+end
+
+struct AffineCoupling
+end
+
+function (f::AffineCoupling)(x::Vector{Float64})::Float64
+    return 0.
+end
+
+struct RealNVP
+    layers::Vector{AffineCoupling}
+
+    function RealNVP()
+        layers = Vector{AffineCoupling}()
+        new(layers)
+    end
+end
+
+function (f::RealNVP)(x::Vector{Float64})::Float64
+    ldJ::Float64 = 0.
+    for l! in f.layers
+        ldJ += l!(x)
+    end
+    return ldJ
+end
+
+end
diff --git a/src/Vatic.jl b/src/Vatic.jl
index 51abad3..3400a87 100644
--- a/src/Vatic.jl
+++ b/src/Vatic.jl
@@ -2,8 +2,11 @@ module Vatic
 
 include("Data.jl")
 
+include("NeuralNetworks.jl")
 include("MonteCarlo.jl")
 
+include("Bayes.jl")
+
 include("platforms/Manifold.jl")
 include("platforms/Metaculus.jl")
 
@@ -14,13 +17,22 @@ function main()
     args = let
         s = ArgParseSettings()
         @add_arg_table s begin
+            "--sources"
+                default = "sources.toml"
+                arg_type = String
+            "-i","--interactive"
+                action = :store_true
         end
         parse_args(s)
     end
 
-    term = REPL.Terminals.TTYTerminal("dumb", stdin, stdout, stderr)
-    repl = REPL.LineEditREPL(term, true)
-    REPL.run_repl(repl)
+    index = Data.Index(args["sources"])
+
+    if args["interactive"]
+        term = REPL.Terminals.TTYTerminal("dumb", stdin, stdout, stderr)
+        repl = REPL.LineEditREPL(term, true)
+        REPL.run_repl(repl)
+    end
 end
 
 end