Thanks Paolo, yes, I saw that indeed and it is most likely relevant. I was hoping my problem would be sufficiently more specific; in particular, I'd like to detect whether the value being above 0 is likely a rounding error (in which case I can just round it down to 0 again) or likely a mistake on my part in my equations or in their implementation.
On Tue, Oct 20, 2015 at 2:24 PM, Paolo Giarrusso <p.giarru...@gmail.com> wrote: > On Tuesday, October 20, 2015 at 12:15:21 PM UTC+2, Laurent Orseau wrote: > > The built-in log-space arithmetic operations are wonderful. (Thanks so > much Neil!) > > > > > > It sometimes happens that after some log-operations where the result is > very close to 0 that it actually goes slightly above 0 as a result of > floating point errors, and thus is not a log-probability anymore, which > gave me a few headaches. > > > > > > > > One obvious approach is to surround the result with a check, and if it > is positive but not, say, above 1e-8 then round it down to 0, otherwise > raise an exception if positive. > > > > > > But this feels like a hack and I was wondering if there was any "good" > way to ensure that any correct log-space operation remains a > log-probability (i.e., never goes above 0). > > > > > > Thanks, > > Laurent > > If lg+ is involved, this discussion in the docs seems relevant — apologies > if you've seen that already: > > http://docs.racket-lang.org/math/flonum.html#%28def._%28%28lib._math%2Fflonum..rkt%29._lg-%29%29 > ? > > After explaining that a good solution is an open research problem, docs > state: > > Further, catastrophic cancellation is unavoidable when logx and logy > themselves have error, which is by far the common case. [...] There are > currently no reasonably fast algorithms for computing lg+ and lg- with low > relative error. For now, if you need that kind of accuracy, use > math/bigfloat. > > Disclaimer: not an expert here, might well be missing something. > > -- > You received this message because you are subscribed to the Google Groups > "Racket Users" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to racket-users+unsubscr...@googlegroups.com. > For more options, visit https://groups.google.com/d/optout. > -- You received this message because you are subscribed to the Google Groups "Racket Users" group. To unsubscribe from this group and stop receiving emails from it, send an email to racket-users+unsubscr...@googlegroups.com. For more options, visit https://groups.google.com/d/optout.
