{-# LANGUAGE OverloadedStrings #-}
{-# LANGUAGE TemplateHaskell #-}

-- Maintainer  :  dominik.schrempf@gmail.com
-- Stability   :  unstable
-- Portability :  portable
--
-- Creation date: Tue Jun 16 10:18:54 2020.
--
-- Save and load chains. It is easy to save and restore the current state and
-- likelihood (or the trace), but it is not feasible to store all the proposals
-- and so on, so they have to be provided again when continuing a run.

-- |
-- Module      :  Mcmc.Chain.Save
-- Description :  Save and load a Markov chain
-- Copyright   :  (c) Dominik Schrempf, 2021
-- License     :  GPL-3.0-or-later
module Mcmc.Chain.Save
  ( SavedChain (..),
    toSavedChain,
    fromSavedChain,
  )
where

import Control.Monad
import Data.Aeson
import Data.Aeson.TH
import Data.List hiding (cycle)
import Data.Maybe
import qualified Data.Stack.Circular as C
import qualified Data.Vector as VB
import qualified Data.Vector.Unboxed as VU
import Data.Word
import Mcmc.Acceptance
import Mcmc.Chain.Chain
import Mcmc.Chain.Link
import Mcmc.Chain.Trace
import Mcmc.Cycle
import Mcmc.Internal.Random
import Mcmc.Likelihood
import Mcmc.Monitor
import Mcmc.Prior
import Mcmc.Proposal
import Prelude hiding (cycle)

-- | Storable values of a Markov chain.
--
-- See 'toSavedChain'.
data SavedChain a = SavedChain
  { SavedChain a -> Maybe Int
savedId :: Maybe Int,
    SavedChain a -> Link a
savedLink :: Link a,
    SavedChain a -> Int
savedIteration :: Int,
    SavedChain a -> Stack Vector (Link a)
savedTrace :: C.Stack VB.Vector (Link a),
    SavedChain a -> Acceptance Int
savedAcceptance :: Acceptance Int,
    SavedChain a -> Vector Word32
savedSeed :: VU.Vector Word32,
    SavedChain a
-> [Maybe (TuningParameter, AuxiliaryTuningParameters)]
savedTuningParameters :: [Maybe (TuningParameter, AuxiliaryTuningParameters)]
  }
  deriving (SavedChain a -> SavedChain a -> Bool
(SavedChain a -> SavedChain a -> Bool)
-> (SavedChain a -> SavedChain a -> Bool) -> Eq (SavedChain a)
forall a. Eq a => SavedChain a -> SavedChain a -> Bool
forall a. (a -> a -> Bool) -> (a -> a -> Bool) -> Eq a
/= :: SavedChain a -> SavedChain a -> Bool
$c/= :: forall a. Eq a => SavedChain a -> SavedChain a -> Bool
== :: SavedChain a -> SavedChain a -> Bool
$c== :: forall a. Eq a => SavedChain a -> SavedChain a -> Bool
Eq, ReadPrec [SavedChain a]
ReadPrec (SavedChain a)
Int -> ReadS (SavedChain a)
ReadS [SavedChain a]
(Int -> ReadS (SavedChain a))
-> ReadS [SavedChain a]
-> ReadPrec (SavedChain a)
-> ReadPrec [SavedChain a]
-> Read (SavedChain a)
forall a. Read a => ReadPrec [SavedChain a]
forall a. Read a => ReadPrec (SavedChain a)
forall a. Read a => Int -> ReadS (SavedChain a)
forall a. Read a => ReadS [SavedChain a]
forall a.
(Int -> ReadS a)
-> ReadS [a] -> ReadPrec a -> ReadPrec [a] -> Read a
readListPrec :: ReadPrec [SavedChain a]
$creadListPrec :: forall a. Read a => ReadPrec [SavedChain a]
readPrec :: ReadPrec (SavedChain a)
$creadPrec :: forall a. Read a => ReadPrec (SavedChain a)
readList :: ReadS [SavedChain a]
$creadList :: forall a. Read a => ReadS [SavedChain a]
readsPrec :: Int -> ReadS (SavedChain a)
$creadsPrec :: forall a. Read a => Int -> ReadS (SavedChain a)
Read, Int -> SavedChain a -> ShowS
[SavedChain a] -> ShowS
SavedChain a -> String
(Int -> SavedChain a -> ShowS)
-> (SavedChain a -> String)
-> ([SavedChain a] -> ShowS)
-> Show (SavedChain a)
forall a. Show a => Int -> SavedChain a -> ShowS
forall a. Show a => [SavedChain a] -> ShowS
forall a. Show a => SavedChain a -> String
forall a.
(Int -> a -> ShowS) -> (a -> String) -> ([a] -> ShowS) -> Show a
showList :: [SavedChain a] -> ShowS
$cshowList :: forall a. Show a => [SavedChain a] -> ShowS
show :: SavedChain a -> String
$cshow :: forall a. Show a => SavedChain a -> String
showsPrec :: Int -> SavedChain a -> ShowS
$cshowsPrec :: forall a. Show a => Int -> SavedChain a -> ShowS
Show)

$(deriveJSON defaultOptions ''SavedChain)

-- | Save a chain.
toSavedChain ::
  Chain a ->
  IO (SavedChain a)
toSavedChain :: Chain a -> IO (SavedChain a)
toSavedChain (Chain Maybe Int
ci Link a
it Int
i Trace a
tr Acceptance (Proposal a)
ac GenIO
g Int
_ PriorFunction a
_ PriorFunction a
_ Cycle a
cc Monitor a
_) = do
  Vector Word32
g' <- GenIO -> IO (Vector Word32)
saveGen GenIO
g
  Stack Vector (Link a)
tr' <- Trace a -> IO (Stack Vector (Link a))
forall a. Trace a -> IO (Stack Vector (Link a))
freezeT Trace a
tr
  SavedChain a -> IO (SavedChain a)
forall (m :: * -> *) a. Monad m => a -> m a
return (SavedChain a -> IO (SavedChain a))
-> SavedChain a -> IO (SavedChain a)
forall a b. (a -> b) -> a -> b
$ Maybe Int
-> Link a
-> Int
-> Stack Vector (Link a)
-> Acceptance Int
-> Vector Word32
-> [Maybe (TuningParameter, AuxiliaryTuningParameters)]
-> SavedChain a
forall a.
Maybe Int
-> Link a
-> Int
-> Stack Vector (Link a)
-> Acceptance Int
-> Vector Word32
-> [Maybe (TuningParameter, AuxiliaryTuningParameters)]
-> SavedChain a
SavedChain Maybe Int
ci Link a
it Int
i Stack Vector (Link a)
tr' Acceptance Int
ac' Vector Word32
g' [Maybe (TuningParameter, AuxiliaryTuningParameters)]
ts
  where
    ps :: [Proposal a]
ps = Cycle a -> [Proposal a]
forall a. Cycle a -> [Proposal a]
ccProposals Cycle a
cc
    ac' :: Acceptance Int
ac' = [Proposal a] -> [Int] -> Acceptance (Proposal a) -> Acceptance Int
forall k1 k2.
(Ord k1, Ord k2) =>
[k1] -> [k2] -> Acceptance k1 -> Acceptance k2
transformKeysA [Proposal a]
ps [Int
0 ..] Acceptance (Proposal a)
ac
    ts :: [Maybe (TuningParameter, AuxiliaryTuningParameters)]
ts =
      [ (\Tuner a
t -> (Tuner a -> TuningParameter
forall a. Tuner a -> TuningParameter
tTuningParameter Tuner a
t, Tuner a -> AuxiliaryTuningParameters
forall a. Tuner a -> AuxiliaryTuningParameters
tAuxiliaryTuningParameters Tuner a
t)) (Tuner a -> (TuningParameter, AuxiliaryTuningParameters))
-> Maybe (Tuner a)
-> Maybe (TuningParameter, AuxiliaryTuningParameters)
forall (f :: * -> *) a b. Functor f => (a -> b) -> f a -> f b
<$> Maybe (Tuner a)
mt
        | Maybe (Tuner a)
mt <- (Proposal a -> Maybe (Tuner a))
-> [Proposal a] -> [Maybe (Tuner a)]
forall a b. (a -> b) -> [a] -> [b]
map Proposal a -> Maybe (Tuner a)
forall a. Proposal a -> Maybe (Tuner a)
prTuner [Proposal a]
ps
      ]

-- | Load a saved chain.
--
-- Recompute and check the prior and likelihood for the last state because the
-- functions may have changed. Of course, we cannot test for the same function,
-- but having the same prior and likelihood at the last state is already a good
-- indicator.
fromSavedChain ::
  PriorFunction a ->
  LikelihoodFunction a ->
  Cycle a ->
  Monitor a ->
  SavedChain a ->
  IO (Chain a)
fromSavedChain :: PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> SavedChain a
-> IO (Chain a)
fromSavedChain PriorFunction a
pr PriorFunction a
lh Cycle a
cc Monitor a
mn (SavedChain Maybe Int
ci Link a
it Int
i Stack Vector (Link a)
tr Acceptance Int
ac' Vector Word32
g' [Maybe (TuningParameter, AuxiliaryTuningParameters)]
ts)
  | PriorFunction a
pr (Link a -> a
forall a. Link a -> a
state Link a
it) PriorG TuningParameter -> PriorG TuningParameter -> Bool
forall a. Eq a => a -> a -> Bool
/= Link a -> PriorG TuningParameter
forall a. Link a -> PriorG TuningParameter
prior Link a
it =
      let msg :: String
msg =
            [String] -> String
unlines
              [ String
"fromSave: Provided prior function does not match the saved prior.",
                String
"fromSave: Current prior:" String -> ShowS
forall a. Semigroup a => a -> a -> a
<> PriorG TuningParameter -> String
forall a. Show a => a -> String
show (Link a -> PriorG TuningParameter
forall a. Link a -> PriorG TuningParameter
prior Link a
it) String -> ShowS
forall a. Semigroup a => a -> a -> a
<> String
".",
                String
"fromSave: Given prior:" String -> ShowS
forall a. Semigroup a => a -> a -> a
<> PriorG TuningParameter -> String
forall a. Show a => a -> String
show (PriorFunction a
pr PriorFunction a -> PriorFunction a
forall a b. (a -> b) -> a -> b
$ Link a -> a
forall a. Link a -> a
state Link a
it) String -> ShowS
forall a. Semigroup a => a -> a -> a
<> String
"."
              ]
       in String -> IO (Chain a)
forall a. HasCallStack => String -> a
error String
msg
  | PriorFunction a
lh (Link a -> a
forall a. Link a -> a
state Link a
it) PriorG TuningParameter -> PriorG TuningParameter -> Bool
forall a. Eq a => a -> a -> Bool
/= Link a -> PriorG TuningParameter
forall a. Link a -> PriorG TuningParameter
likelihood Link a
it =
      String -> IO (Chain a)
forall a. HasCallStack => String -> a
error String
"fromSave: Provided likelihood function does not match the saved likelihood."
  | Bool
otherwise = do
      Gen RealWorld
g <- Vector Word32 -> IO GenIO
loadGen Vector Word32
g'
      Trace a
tr' <- Stack Vector (Link a) -> IO (Trace a)
forall a. Stack Vector (Link a) -> IO (Trace a)
thawT Stack Vector (Link a)
tr
      Chain a -> IO (Chain a)
forall (m :: * -> *) a. Monad m => a -> m a
return (Chain a -> IO (Chain a)) -> Chain a -> IO (Chain a)
forall a b. (a -> b) -> a -> b
$ Maybe Int
-> Link a
-> Int
-> Trace a
-> Acceptance (Proposal a)
-> GenIO
-> Int
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> Chain a
forall a.
Maybe Int
-> Link a
-> Int
-> Trace a
-> Acceptance (Proposal a)
-> GenIO
-> Int
-> PriorFunction a
-> PriorFunction a
-> Cycle a
-> Monitor a
-> Chain a
Chain Maybe Int
ci Link a
it Int
i Trace a
tr' Acceptance (Proposal a)
ac Gen RealWorld
GenIO
g Int
i PriorFunction a
pr PriorFunction a
lh Cycle a
cc' Monitor a
mn
  where
    ac :: Acceptance (Proposal a)
ac = [Int] -> [Proposal a] -> Acceptance Int -> Acceptance (Proposal a)
forall k1 k2.
(Ord k1, Ord k2) =>
[k1] -> [k2] -> Acceptance k1 -> Acceptance k2
transformKeysA [Int
0 ..] (Cycle a -> [Proposal a]
forall a. Cycle a -> [Proposal a]
ccProposals Cycle a
cc) Acceptance Int
ac'
    tunePs :: Maybe (TuningParameter, AuxiliaryTuningParameters)
-> Proposal a -> Proposal a
tunePs Maybe (TuningParameter, AuxiliaryTuningParameters)
mt Proposal a
p = case Maybe (TuningParameter, AuxiliaryTuningParameters)
mt of
      Maybe (TuningParameter, AuxiliaryTuningParameters)
Nothing -> Proposal a
p
      Just (TuningParameter
x, AuxiliaryTuningParameters
xs) -> (String -> Proposal a)
-> (Proposal a -> Proposal a)
-> Either String (Proposal a)
-> Proposal a
forall a c b. (a -> c) -> (b -> c) -> Either a b -> c
either (String -> Proposal a
forall a. HasCallStack => String -> a
error (String -> Proposal a) -> ShowS -> String -> Proposal a
forall b c a. (b -> c) -> (a -> b) -> a -> c
. (String -> ShowS
forall a. Semigroup a => a -> a -> a
<> String
forall a. a
err)) Proposal a -> Proposal a
forall a. a -> a
id (Either String (Proposal a) -> Proposal a)
-> Either String (Proposal a) -> Proposal a
forall a b. (a -> b) -> a -> b
$ TuningParameter
-> AuxiliaryTuningParameters
-> Proposal a
-> Either String (Proposal a)
forall a.
TuningParameter
-> AuxiliaryTuningParameters
-> Proposal a
-> Either String (Proposal a)
tuneWithTuningParameters TuningParameter
x AuxiliaryTuningParameters
xs Proposal a
p
    err :: a
err = String -> a
forall a. HasCallStack => String -> a
error String
"\nfromSavedChain: Proposal with stored tuning parameters is not tunable."
    ps :: [Proposal a]
ps = Cycle a -> [Proposal a]
forall a. Cycle a -> [Proposal a]
ccProposals Cycle a
cc
    cc' :: Cycle a
cc' = Cycle a
cc {ccProposals :: [Proposal a]
ccProposals = (Maybe (TuningParameter, AuxiliaryTuningParameters)
 -> Proposal a -> Proposal a)
-> [Maybe (TuningParameter, AuxiliaryTuningParameters)]
-> [Proposal a]
-> [Proposal a]
forall a b c. (a -> b -> c) -> [a] -> [b] -> [c]
zipWith Maybe (TuningParameter, AuxiliaryTuningParameters)
-> Proposal a -> Proposal a
forall a.
Maybe (TuningParameter, AuxiliaryTuningParameters)
-> Proposal a -> Proposal a
tunePs [Maybe (TuningParameter, AuxiliaryTuningParameters)]
ts [Proposal a]
ps}