Add LaplaceAbilityTracker

Author: Frankie Robertson

experiments/estimator_compare.jl

@@ -29,6 +29,7 @@ function main()
     lh_grid_tracker = GriddedAbilityTracker(lh_ability_est, grid)
     prior_grid_tracker = GriddedAbilityTracker(prior_ability_est, grid)
     closed_normal_tracker = ClosedFormNormalAbilityTracker(prior_ability_est)
+    laplace_normal_tracker = LaplaceAbilityTracker(prior_ability_est)
     rules = CatRules(
         MultiAbilityTracker([
             lh_grid_tracker,

src/aggregators/ability_tracker.jl

@@ -66,6 +66,7 @@ end
 include("./ability_trackers/grid.jl")
 include("./ability_trackers/point.jl")
 include("./ability_trackers/closed_form_normal.jl")
+include("./ability_trackers/laplace.jl")
 include("./ability_trackers/multi.jl")
 
 """

src/aggregators/ability_trackers/laplace.jl

@@ -1,6 +1,17 @@
-struct LaplaceAbilityTracker <: AbilityTracker
-    cur_ability::VarNormal
+struct LaplaceAbilityTracker{AbilityEstimatorT <: DistributionAbilityEstimator} <: AbilityTracker
+    ability_estimator::AbilityEstimatorT
+    optimizer::OneDimOptimOptimizer
+    cur_ability::Union{Normal, Nothing}
 end
 
+function LaplaceAbilityTracker(ability_estimator, optimizer)
+    @warn "LaplaceAbilityTracker is a work in progress, and will not accelerate anything yet."
+    LaplaceAbilityTracker(ability_estimator, optimizer, nothing)
+end
 
-{AbilityEstimatorT <: PointAbilityEstimator}
+function track!(responses, ability_tracker::LaplaceAbilityTracker)
+    f(x) = pdf(ability_tracker.ability_estimator, responses, x)
+    mode = ability_tracker.optimizer(f)
+    stddev = -(ForwardDiff.hessian(f, mode) ^ (-1))
+    ability_tracker.cur_ability = Normal(mode, stddev)
+end