Hypothesis equivalent of QuickCheck frequency generator? - python

As a learning project I am translating some Haskell code (which I'm unfamiliar with) into Python (which I know well)...
The Haskell library I'm translating has tests which make use of QuickCheck property-based testing. On the Python side I am using Hypothesis as the property-based testing library.
The Haskell tests make use of a helper function which looks like this:
mkIndent' :: String -> Int -> Gen String
mkIndent' val size = concat <$> sequence [indent, sym, trailing]
where
whitespace_char = elements " \t"
trailing = listOf whitespace_char
indent = frequency [(5, vectorOf size whitespace_char), (1, listOf whitespace_char)]
sym = return val
My question is specifically about the frequency generator in this helper.
http://hackage.haskell.org/package/QuickCheck-2.12.6.1/docs/Test-QuickCheck-Gen.html#v:frequency
I understand it to mean that most of the time it will return vectorOf whitespace_char with the expected size, but 1 in 5 times it will return listOf whitespace_char which could be any length including zero.
In the context of the library, an indent which does not respect the size would model bad input data for the function under test. So I see the point of occasionally producing such an input.
What I currently don't understand is why the 5:1 ratio in favour of valid inputs? I would have expected the property-based test framework to generate various valid and invalid inputs. For now I assume that this is sort of like an optimisation, so that it doesn't spend most of its time generating invalid examples?
The second part of my question is how to translate this into Hypothesis. AFAICT Hypothesis does not have any equivalent of the frequency generator.
I am wondering whether I should attempt to build a frequency strategy myself from existing Hypothesis strategies, or if the idiom itself is not worth translating and I should just let the framework generate valid & invalid examples alike?
What I have currently is:
from hypothesis import strategies as st
#st.composite
def make_indent_(draw, val, size):
"""
Indent `val` by `size` using either space or tab.
Will sometimes randomly ignore `size` param.
"""
whitespace_char = st.text(' \t', min_size=1, max_size=1)
trailing = draw(st.text(draw(whitespace_char)))
indent = draw(st.one_of(
st.text(draw(whitespace_char), min_size=size, max_size=size),
st.text(draw(whitespace_char)),
))
return ''.join([indent, val, trailing])
If I generate a few examples in a shell this seems to be doing exactly what I think it should.
But this is my first use of Hypothesis or property-based testing and I am wondering if I am losing something vital by replacing the frequency distribution with a simple one_of?

As far as I can see, you've correctly understood the purpose of using frequency here. It is used to allow the occasional mis-sized indent instead of either (1) only generating correctly sized indents which would never test bad indent sizes; or (2) generating randomly sized indents which would test bad indents over and over again but only generate a fraction of cases with good indents to test other aspects of the code.
Now, the 5:1 ratio of good to (potentially) bad indent sizes is probably quite arbitrary, and it's hard to know if 1:1 or 10:1 would have been better choices without seeing the details of what's being tested.
Luckily though, with respect to porting this to hypothesis, the answer to Have a Strategy that does not uniformly choose between different strategies includes a deleted comment:
Hypothesis doesn't actually support user-specific probabilities - we start with a uniform distribution, but bias it based on coverage from observed inputs. [...] – Zac Hatfield-Dodds Apr 15 '18 at 3:43
This suggests that the "hypothesis" package automatically adjusts weights when using one_of to increase coverage, meaning that it may automatically up-weight the case with correct size in your make_indent_ implementation, making it a sort of automatic version of frequency.

Related

How to detect the amount of almost-repetition in a text file?

I am a programming teacher, and I would like to write a script that detects the amount of repetition in a C/C++/Python file. I guess I can treat any file as pure text.
The script's output would be the number of similar sequences that repeat. Eventually, I am only interested in a DRY's metric (how much the code satisfied the DRY principle).
Naively I tried to do a simple autocorrelation but it would be hard to find the proper threshold.
u = open("find.c").read()
v = [ord(x) for x in u]
y = np.correlate(v, v, mode="same")
y = y[: int(len(y) / 2)]
x = range(len(y))
z = np.polyval(np.polyfit(x, y, 3), x)
f = (y - z)[: -5]
plt.plot(f)
plt.show();
So I am looking at different strategies... I also tried to compare the similarities between each line, each group of 2 lines, each group of 3 lines ...
import difflib
import numpy as np
lines = open("b.txt").readlines()
lines = [line.strip() for line in lines]
n = 3
d = []
for i in range(len(lines)):
a = lines[i:i+n]
for j in range(len(lines)):
b = lines[j:j+n]
if i == j: continue # skip same line
group_size = np.sum([len(x) for x in a])
if group_size < 5: continue # skip short lines
ratio = 0
for u, v in zip(a, b):
r = difflib.SequenceMatcher(None, u, v).ratio()
ratio += r if r > 0.7 else 0
d.append(ratio)
dry = sum(d) / len(lines)
In the following, we can identify some repetition at a glance:
w = int(len(d) / 100)
e = np.convolve(d, np.ones(w), "valid") / w * 10
plt.plot(range(len(d)), d, range(len(e)), e)
plt.show()
Why not using:
d = np.exp(np.array(d))
Thus, difflib module looks promising, the SequenceMatcher does some magic (Levenshtein?), but I would need some magic constants as well (0.7)... However, this code is > O(n^2) and runs very slowly for long files.
What is funny is that the amount of repetition is quite easily identified with attentive eyes (sorry to this student for having taken his code as a good bad example):
I am sure there is a more clever solution out there.
Any hint?
I would build a system based on compressibility, because that is essentially what things being repeated means. Modern compression algorithms are already looking for how to reduce repetition, so let's piggy back on that work.
Things that are similar will compress well under any reasonable compression algorithm, eg LZ. Under the hood a compression algo is a text with references to itself, which you might be able to pull out.
Write a program that feeds lines [0:n] into the compression algorithm, compare it to the output length with [0:n+1].
When you see the incremental length of the compressed output increases by a lot less than the incremental input, you note down that you potentially have a DRY candidate at that location, plus if you can figure out the format, you can see what previous text it was deemed similar to.
If you can figure out the compression format, you don't need to rely on the "size doesn't grow as much" heuristic, you can just pull out the references directly.
If needed, you can find similar structures with different names by pre-processing the input, for instance by normalizing the names. However I foresee this getting a bit messy, so it's a v2 feature. Pre-processing can also be used to normalize the formatting.
Looks like you're choosing a long path. I wouldn't go there.
I would look into trying to minify the code before analyzing it. To completely remove any influence of variable names, extra spacing, formatting and even slight logic reshuffling.
Another approach would be comparing byte-code of the students. But it may be not a very good idea since the result will likely have to be additionally cleaned up.
Dis would be an interesting option.
I would, most likely, stop on comparing their AST. But ast is likely to give false positives for short functions. Cuz their structure may be too similar, so consider checking short functions with something else, something trivial.
On top of thaaaat, I would consider using Levenshtein distance or something similar to numerically calculate the differences between byte-codes/sources/ast/dis of the students. This would be what? Almost O(N^2)? Shouldn't matter.
Or, if needed, make it more complex and calculate the distance between each function of student A and each function of student B, highlighting cases when the distance is too short. It may be not needed though.
With simplification and normalization of the input, more algorithms should start returning good results. If a student is good enough to take someone's code and reshuffle not only the variables, but the logic and maybe even improve the algo, then this student understands the code well enough to defend it and use it with no help in future. I guess, that's the kind of help a teacher would want to be exchanged between students.
You can treat this as a variant of the longest common subsequence problem between the input and itself, where the trivial matching of each element with itself is disallowed. This retains the optimal substructure of the standard algorithm, since it can be phrased as a non-transitive “equality” and the algorithm never relies on transitivity.
As such, we can write this trivial implementation:
import operator
class Repeat:
def __init__(self,l):
self.l=list(l)
self.memo={}
def __call__(self,m,n):
l=self.l
memo=self.memo
k=m,n
ret=memo.get(k)
if not ret:
if not m or not n: ret=0,None
elif m!=n and l[m-1]==l[n-1]: # critical change here!
z,tail=self(m-1,n-1)
ret=z+1,((m-1,n-1),tail)
else: ret=max(self(m-1,n),self(m,n-1),key=operator.itemgetter(0))
memo[k]=ret
return ret
def go(self):
n=len(self.l)
v=self(n,n)[1]
ret=[]
while v:
x,v=v
ret.append(x)
ret.reverse()
return ret
def repeat(l): return Repeat(l).go()
You might want to canonicalize lines of code by removing whitespace (except perhaps between letters), removing comments, and/or replacing each unique identifier with a standardized label. You might also want to omit trivial lines like } in C/C++ to reduce noise. Finally, the symmetry should allow only cases with, say, m>=n to be treated.
Of course, there are also "real" answers and real research on this issue!
Frame challenge: I’m not sure you should do this
It’d be a fun programming challenge for yourself, but if you intend to use it as a teaching tool—-I’m not sure I would. There’s not a good definition of “repeat” from the DRY principle that would be easy to test for fully in a computer program. The human definition, which I’d say is basically “failure to properly abstract your code at an appropriate level, manifested via some type of repetition of code, whether repeating exact blocks of whether repeating the same idea over and over again, or somewhere in between” isn’t something I think anyone will be able to get working well enough at this time to use as a tool that teaches good habits with respect to DRY without confusing the student or teaching bad habits too. For now I’d argue this is a job for humans because it’s easy for us and hard for computers, at least for now…
That said if you want to give it a try, first define for yourself requirements for what errors you want to catch, what they’ll look like, and what good code looks like, and then define acceptable false positive and false negative rates and test your code on a wide variety of representative inputs, validating your code against human judgement to see if it performs well enough for your intended use. But I’m guessing you’re really looking for more than simple repetition of tokens, and if you want to have a chance at succeeding I think you need to clearly define what you’re looking for and how you’ll measure success and then validate your code. A teaching tool can do great harm if it doesn’t actually teach the correct lesson. For example if your tool simply encourages students to obfuscate their code so it doesn’t get flagged as violating DRY, or if the tool doesn’t flag bad code so the student assumes it’s ok. Or if it flags code that is actually very well written.
More specifically, what types of repetition are ok and what aren’t? Is it good or bad to use “if” or “for” or other syntax repeatedly in code? Is it ok for variables and functions/methods to have names with common substrings (e.g. average_age, average_salary, etc.?). How many times is repetition ok before abstraction should happen, and when it does what kind of abstraction is needed and at what level (e.g. a simple method, or a functor, or a whole other class, or a whole other module?). Is more abstraction always better or is perfect sometimes the enemy of on time on budget? This is a really interesting problem, but it’s also a very hard problem, and honestly I think a research problem, which is the reason for my frame challenge.
Edit:
Or if you definitely want to try this anyway, you can make it a teaching tool--not necessarily as you may have intended, but rather by showing your students your adherence to DRY in the code you write when creating your tool, and by introducing them to the nuances of DRY and the shortcomings of automated code quality assessment by being transparent with them about the limitations of your quality assessment tool. What I wouldn’t do is use it like some professors use plagiarism detection tools, as a digital oracle whose assessment of the quality of the students’ code is unquestioned. That approach is likely to cause more harm than good toward the students.
I suggest the following approach: let's say that repetitions should be at least 3 lines long. Then we hash every 3 lines. If hash repeats, then we write down the line number where it occurred. All is left is to join together adjacent duplicated line numbers to get longer sequences.
For example, if you have duplicate blocks on lines 100-103 and 200-203, you will get {HASH1:(100,200), HASH2:(101,201)} (lines 100-102 and 200-202 will produce the same value HASH1, and HASH2 covers lines 101-103 and 201-203). When you join the results, it will produce a sequence (100,101,200,201). Finding in that monotonic subsequences, you will get ((100,101), (200,201)).
As no loops used, the time complexity is linear (both hashing and dictionary insertion are O(n))
Algorithm:
read text line by line
transform it by
removing blanks
removing empty lines, saving mapping to original for the future
for each 3 transformed lines, join them and calculate hash on it
filter lines for which their hashes occur more then once (these are repetitions of at least 3 lines)
find longest sequences and present repetitive text
Code:
from itertools import groupby, cycle
import re
def sequences(l):
x2 = cycle(l)
next(x2)
grps = groupby(l, key=lambda j: j + 1 == next(x2))
yield from (tuple(v) + (next((next(grps)[1])),) for k,v in grps if k)
with open('program.cpp') as fp:
text = fp.readlines()
# remove white spaces
processed, text_map = [], {}
proc_ix = 0
for ix, line in enumerate(text):
line = re.sub(r"\s+", "", line, flags=re.UNICODE)
if line:
processed.append(line)
text_map[proc_ix] = ix
proc_ix += 1
# calc hashes
hashes, hpos = [], {}
for ix in range(len(processed)-2):
h = hash(''.join(processed[ix:ix+3])) # join 3 lines
hashes.append(h)
hpos.setdefault(h, []).append(ix) # this list will reflect lines that are duplicated
# filter duplicated three liners
seqs = []
for k, v in hpos.items():
if len(v) > 1:
seqs.extend(v)
seqs = sorted(list(set(seqs)))
# find longer sequences
result = {}
for seq in sequences(seqs):
result.setdefault(hashes[seq[0]], []).append((text_map[seq[0]], text_map[seq[-1]+3]))
print('Duplicates found:')
for v in result.values():
print('-'*20)
vbeg, vend = v[0]
print(''.join(text[vbeg:vend]))
print(f'Found {len(v)} duplicates, lines')
for line_numbers in v:
print(f'{1+line_numbers[0]} : {line_numbers[1]}')

(scipy.stats.qmc) How to do multiple randomized Quasi Monte Carlo

I want to generate many randomized realizations of a low discrepancy sequence thanks to scipy.stat.qmc. I only know this way, which directly provide a randomized sequence:
from scipy.stats import qmc
ld = qmc.Sobol(d=2, scramble=True)
r = ld.random_base2(m=10)
But if I run
r = ld_deterministic.random_base2(m=10)
twice I get
The balance properties of Sobol' points require n to be a power of 2. 2048 points have been previously generated, then: n=2048+2**10=3072. If you still want to do this, the function 'Sobol.random()' can be used.
It seems like using Sobol.random() is discouraged from the doc.
What I would like (and it should be faster) is to first get
ld = qmc.Sobol(d=2, scramble=False)
then to generate like a 1000 scrambling (or other randomization method) from this initial series.
It avoids having to regenerate the Sobol sequence for each sample and just do scrambling.
How to that?
It seems to me like it is the proper way to do many Randomized QMC, but I might be wrong and there might be other ways.
As the warning suggests, Sobol' is a sequence meaning that there is a link between with the previous samples. You have to respect the properties of 2^m. It's perfectly fine to use Sobol.random() if you understand how to use it, this is why we created Sobol.random_base2() which prints a warning if you try to do something that would break the properties of the sequence. Remember that with Sobol' you cannot skip 10 points and then sample 5 or do arbitrary things like that. If you do that, you will not get the convergence rate guaranteed by Sobol'.
In your case, what you want to do is to reset the sequence between the draws (Sobol.reset). A new draw will be different from the previous one if scramble=True. Another way (using a non scrambled sequence for instance) is to sample 2^k and skip the first 2^(k-1) points then you can sample 2^n with n<k-1.

Finding combination of columns which provides best combination based on function return

I have a dataframe with daily returns 6 portfolios (PORT1, PORT2, PORT3, ... PORT6).
I have defined functions for compound annual returns and risk-adjusted returns. I can run this function for any one PORT.
I want to find a combination of portfolios (assume equal weighting) to obtain the highest returns. For example, a combination of PORT1, PORT3, PORT4, and PORT6 may provide the highest risk adjusted return. Is there a method to automatically run the defined function on all combinations and obtain the desired combination?
No code is included as I do not think it is necessary to show the computation used to determine risk adj return.
def returns(PORT):
val = ... [computation of return here for PORT]
return val
Finding the optimal location within a multidimensional space is possible, but people have made fortunes figuring out better ways of achieving exactly this.
The problem at the outset is setting out your possibility space. You've six dimensions, and presumably you want to allocate 1 unit of "stuff" across all those six, such that a vector of the allocations {a,b,c,d,e,f} sums to 1. That's still an infinity of numbers, so maybe we only start off with increments of size 0.10. So 10 increments possible, across 6 dimensions, gives you 10^6 possibilities.
So the simple brute-force method would be to "simply" run your function across the entire parameter space, store the values and pick the best one.
That may not be the answer you want, other methods exist, including randomising your guesses and limiting your results to a more manageable number. But the performance gain is offset with some uncertainty - and some potentially difficult conversations with your clients "What do you mean you did it randomly?!".
To make any guesses at what might be optimal, it would be helpful to have an understanding of the response curves each portfolio has under different circumstances and the sorts of risk/reward profiles you might expect them to operate under. Are they linear, quadratic, or are they more complex? If you can model them mathematically, you might be able to use an algorithm to reduce your search space.
Short (but fundamental) answer is "it depends".
You can do
import itertools
best_return = 0
for r in range(len(PORTS)):
for PORT in itertools.combinations(PORTS,r):
cur_return = returns(PORT)
if cur_return > best_return :
best_return = cur_return
best_PORT = PORT
You can also do
max([max([PORT for PORT in itertools.combinations(PORTS,r)], key = returns)
for r in range(len(PORTS))], key = returns)
However, this is more of an economics question than a CS one. Given a set of positions and their returns and risk, there are explicit formulae to find the optimal portfolio without having to brute force it.

Readability of Scientific Python Code (Line Continuations, Variable Names, Imports)

Do Python's stylistic best practices apply to scientific coding?
I am finding it difficult to keep scientific Python code readable.
For example, it is suggested to use meaningful names for variables and to keep the namespace ordered by avoiding import *. Thus, e.g. :
import numpy as np
normbar = np.random.normal(mean, std, np.shape(foo))
But these suggestions can lead to some difficult-to-read code, especially given the 79-character line width. For example, I just wrote the following operation:
net["weights"][ix1][ix2] += lrate * (CD / nCases - opts["weightcost_pretrain"].dot(net["weights"][ix1][ix2]))
I can span the expression across lines:
net["weights"][ix1][ix2] += lrate * (CD / nCases -
opts["weightcost_pretrain"].dot(net["weights"][ix1][ix2]))
but this does not seem much better, and I am not sure how deep to indent the second line. These kinds of line continuations become even trickier when one is double-indented into a nested loop, and there are only 50 characters available on a line.
Should I accept that scientific Python looks clunky, or are there ways to avoid lines like the example above?
Some potential approaches are:
using shorter variable names
using shorter dictionary key names
importing numpy functions directly and assigning them short names
defining helper functions for combinations of arithmetic operations
breaking operations into smaller pieces, and placing one on each line
I would appreciate any wisdom on which of these to pursue and which to avoid, as well as suggestions for other remedies.
defining helper functions for combinations of arithmetic operations
breaking operations into smaller pieces, and placing one on each line
These are both good ideas—in keeping with the intent behind PEP 8, and with Pythonic style in general. In fact, whenever someone suggests modifying PEP 8 to give more information about long lines, half the responses are usually "If you're going over the line limit, you're probably doing too much in one expression".
And, more generally, factoring out code and giving sensible names to sensible operations are always a good idea.
Of course without knowing exactly what all these things represent, I can only guess at how to split them up, but I think something like this would be pretty readable and meaningful:
cost = opts["weightcost_pretrain"].dot(net["weights"][ix1][ix2])
weight = lrate * (CD / nCases - cost)
net["weights"][ix1][ix2] += weight
I think the style guide always applies- I use Python daily for scientific work and find that I'm able to read my code more easily and come back to it months later with little effort if I've split up long lines into logical components and sensible variable names, or used a function.
I'd do something more like this:
weights = net["weights"][ix1][ix2]
opts_arr = opts["weightcost_pretrain"]
weights += lrate * (CD / nCases - opts_arr.dot(weights))
Another way of saying that Python is "concise" is that Python is syntactically dense, and I find it harder to read and understand a long line of Python than a long line of Java (especially when using high-level functions from 3rd party libraries that hide low-level logic, like NumPy).

What are equivalents to R's "phyper" function in Python?

In R, I use the phyper function to do a hypergeometric test for bioinformatics analysis. However I use a lot of Python code and using rpy2 here is quite slow. So, I started looking for alternatives. It seemed that scipy.stats.hypergeom had something similar.
Currently, I call phyper like this:
pvalue <- 1-phyper(45, 92, 7518, 1329)
where 45 is the number of selected items having the property of interest, 92 the number of total items having the property, 7518 the number of non selected items not having the property, and 1329 the total number of selected items.
In R, this yields 6.92113e-13.
Attempting to do the same with scipy.stats.hypergeom however yields a completely different result (notice, the numbers are swapped because the function accepts numbers in a different way):
import scipy.stats as stats
pvalue = 1-stats.hypergeom.cdf(45, 7518, 92. 1329)
print pvalue
However this returns -7.3450134863151106e-12, which makes little sense. Notice that I've tested this on other data and I had little issues (same precision up to the 4th decimal, which is enough for me).
So it boils down to these possibilities:
I'm using the wrong function for the job (or wrong parameters)
There's a bug in scipy
In case of "1", are there other alternatives to phyper that can be used in Python?
EDIT: As the comments have noted, this is a bug in scipy, fixed in git master.
From the docs, you could try:
hypergeom.sf(x,M,n,N,loc=0) :
survival function (1-cdf — sometimes
more accurate)
Also, I think you might have the values mixed up.
Models drawing objects from a bin. M
is total number of objects, n is total
number of Type I objects. RV counts
number of Type I objects in N drawn
without replacement from population.
Therefore, by my reading: x=q, M=n+m, n=m, N=k.
So I would try:
stats.hypergeom.sf(45,(92+7518),92,1329)

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