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 [email protected]. For more options, visit https://groups.google.com/d/optout.
