Contribution Guide

Contribution

Omega makes a strict distrinction between the model and the inference algorithms. This makes it easy to add new inference algorithms to Omega.

Here we will describe how to implement a very simple inference procedure: rejection sampling.

The first step is to define a new abstract type that sub types Algorithm

"My Rejection Sampling"
abstract type MyRejectionSample <: Algorithm end

Then add a method to Base.rand with the following type

"Sample from `x | y == true` with rejection sampling"
function Base.rand(ΩT::Type{OT}, y::RandVar, alg::Type{MyRejectionSample};
                   n = 100,
                   cb = default_cbs(n)) where {OT <: Ω}

The remaining arguments are optional n is the number of samples, and cb are callbacks

The implementation is then

"Sample from `x | y == true` with rejection sampling"
function Base.rand(ΩT::Type{OT}, y::RandVar, alg::Type{MyRejectionSample};
                   n = 100,
                   cb = default_cbs(n)) where {OT <: Ω}
  # Run all callbacks
  cb = runall(cb)

  # Set of samples in Omega to return
  samples = ΩT[]

  # The number which have been accepted
  accepted = 1
  i = 1
  while accepted < n
    ω = ΩT()
    if err(y(ω)) == 1.0
      push!(samples, ω)
      accepted += 1
      cb(RunData(ω, accepted, 0.0, accepted), IterEnd)
    else
      cb(RunData(ω, accepted, 1.0, i), IterEnd)
    end
    i += 1
  end
  samples
end