On Mon, Jun 6, 2011 at 7:19 PM, Matthew Rocklin <[email protected]> wrote:
>> > In an ideal world the operand (in this case the random variable X) would
>> > be
>> > able to take control. This is the case for some functions like abs which
>> > just call the object’s __abs__ method. I can’t find any evidence that
>> > this
>> > is possible generally in the Python language although I’d be thrilled to
>> > find that I was incorrect.
>>
>> I'm not sure what you mean by "in the Python language."  For this to
>> work, it would have to be implemented in SymPy.  So, for example, you
>> would have to make sin(x) call x._eval_sin() or something like that.
>> Quite a few functions in SymPy, like diff(), already do have a design
>> like this.  You would mainly just have to add it to Function.
>
> When Python sees fn(var) it talks to fn first and doesn't talk to var. A fun
> exception that I like are operators like  __radd__ . When you call a+b it
> first calls a.__add__(b). If that raises a NotImplementedError it then calls
> b.__radd__(a). This is how Matrices allow for syntactically clean scalar
> operations like 5*eye(3) regardless of which side of the operator the matrix
> is on. This is the sort of behavior I would like. sin(X) currently throws an
> error, It'd be cool if X could pick that up and take things over. I don't
> think this is possible in Python though other than the operator case
> discussed above. I brought this up hoping that someone would tell me I was
> wrong.

This is exactly what I'm suggesting with _eval_sin().  sin() is a
SymPy function (actually, a class), so of course it can do whatever
you want.

Aaron Meurer

>>
>> > To achieve minimal disruption of the core I could always do something
>> > like
>> > X.applyfunc(sin) but this seems unpleasant to write. I think that
>> > matrices
>> > use this solution.  Another thought is to have elementary sympy
>> > functions
>> > check for an applyfunc method of their arguments and, if it exists, to
>> > use
>> > it. This would solve my problem and possibly be useful generally.
>>
>> Another option would be to create your own sin() class, which would be
>> a RandomVariable.  I'm not entirely sure what sorts of things f(X)
>> would do, where f is some SymPy function and X is a RandomVariable, so
>> I can't really say what the best design is.  For example, does it make
>> sense to do f(X) for any function f or just certain ones (like sin())?
>>  Do you need sin(X) to act like sin(x) in any way (for example, should
>> diff(sin(X), X) work)?  These are the sorts of questions whose answers
>> will show what the best design for you is.
>
> What needs to happen in the common case:
> For a continuous random variable X, described by PDF, p(x), the random
> variable Y = f(X) is described by the pdf
> q(y) = p(f^-1(y)) * | d f^-1(y) / dy |
> This is an annoying but purely symbolic operation that is often (but not
> always) doable. This is what has to happen when you call Y = f(X) for simple
> f. The function is effectively just passed into an expression contained
> within X. If f is sufficiently complex so that this calculation fails then
> I'll probably just keep things as expressions like sin(X) for later
> sampling.
> I hadn't thought much about the other aspects of what SymPy functions can do
> (like derivatives) and I'll need to chew on this for a while. If it's not
> possible to evaluate sin(X) then the expression will stay something like
> sin(X) (or some variant) just like how sin objects stick around now if the
> argument doesn't support easy evaluation. Mainly I'm just trying to
> make redirections of the evaluate part of sin (and all other sympy
> functions) possible.
> If I can do this from within the function then that's ideal (for me). If it
> ends up being too invasive then I'll do something like what you suggest,
> creating my own sin function or creating something that turns a general
> function into a random-friendly function.
> I'll probably end up making some general form of this anyway so that
> non-SymPy user-defined functions can be decorated. An interesting case is
> like writing the value of a random variable to file. This should be a
> "random action" or some such thing.
>>
>> P.S., I vaguely remember discussing this, or something like this,
>> already.  Did we discuss this prior to your acceptance into GSoC?
>
> I've written this down a couple of times on various SymPy application/wiki
> documents but I don't have any specific memory of discussing it with anyone
> other than briefly with my mentor. My memory however is that of a five year
> old's so this definitely could have happened.
>
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