improve erf precision

gizatechxyz · Aug 9, 2024 · 8329774 · 8329774
1 parent c5945fd
commit 8329774
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Showing 3 changed files with 40,023 additions and 717 deletions.
diff --git a/packages/orion-algo/src/algo/cdf.cairo b/packages/orion-algo/src/algo/cdf.cairo
@@ -102,13 +102,9 @@ pub fn cdf<
                 };
 
                 // Calculate: 0.5 * (1.0 + erf((x_val - loc_val) / (scale_val * sqrt(2.0))))
-                let sqrt_2 = FixedTrait::sqrt(FixedTrait::TWO());
-                let x_minus_loc = *x_val - loc_val;
-                let scale_times_sqrt_2 = scale_val * sqrt_2;
-                let division_result = x_minus_loc / scale_times_sqrt_2;
-                let erf_result = FixedTrait::erf(division_result);
-                let one_plus_erf = FixedTrait::ONE() + erf_result;
-                let calc = FixedTrait::HALF() * one_plus_erf;
+                let calc = FixedTrait::HALF()
+                    * (FixedTrait::ONE()
+                        + ((*x_val - loc_val) / (scale_val * FixedTrait::TWO().sqrt())).erf());
 
                 res_data.append(calc);
             },
@@ -123,26 +119,27 @@ pub fn cdf<
 mod tests {
     use super::cdf;
     use orion_numbers::{F64, F64Impl, f64::helpers::{assert_relative_span, assert_relative}};
-    // #[test]
-// fn test_cdf_loc_scale_are_none() {
-//     let x: Span<F64> = array![F64Impl::ONE(), F64Impl::HALF(), F64Impl::ZERO()].span();
+    #[test]
+    fn test_cdf_loc_scale_are_none() {
+        let x: Span<F64> = array![F64Impl::ONE(), F64Impl::HALF(), F64Impl::ZERO()].span();
 
-    //     let res = cdf(x, Option::None, Option::None);
-//     let expected: Span<felt252> = array![3613548169, 2969808657, 2147483648].span();
+        let res = cdf(x, Option::None, Option::None);
+        let expected: Span<felt252> = array![3613548169, 2969808657, 2147483648].span();
 
-    //     assert_relative_span(res, expected, 'res != expected', Option::None);
-// }
-// #[test]
-// fn test_cdf_loc_scale_are_some() {
-//     let x: Span<F64> = array![F64Impl::ONE(), F64Impl::HALF(), F64Impl::ZERO()].span();
+        assert_relative_span(res, expected, 'res != expected', Option::Some(4294967));
+    }
+
+    #[test]
+    fn test_cdf_loc_scale_are_some() {
+        let x: Span<F64> = array![F64Impl::ONE(), F64Impl::HALF(), F64Impl::ZERO()].span();
 
-    //     let loc: Span<F64> = array![F64Impl::HALF(), F64Impl::HALF(), F64Impl::HALF()].span();
+        let loc: Span<F64> = array![F64Impl::HALF(), F64Impl::HALF(), F64Impl::HALF()].span();
 
-    //     let scale: Span<F64> = array![F64Impl::HALF(), F64Impl::HALF(), F64Impl::HALF()].span();
+        let scale: Span<F64> = array![F64Impl::HALF(), F64Impl::HALF(), F64Impl::HALF()].span();
 
-    //     let res = cdf(x, Option::Some(loc), Option::Some(scale));
-//     let expected = array![3613548169, 2147483648, 681419126].span();
+        let res = cdf(x, Option::Some(loc), Option::Some(scale));
+        let expected = array![3613548169, 2147483648, 681419126].span();
 
-    //     assert_relative_span(res, expected, 'res != expected', Option::None);
-// }
+        assert_relative_span(res, expected, 'res != expected', Option::Some(4294967));
+    }
 }
diff --git a/packages/orion-numbers/src/f64/erf.cairo b/packages/orion-numbers/src/f64/erf.cairo
@@ -27,6 +27,7 @@ pub(crate) fn erf(x: F64) -> F64 {
 #[cfg(test)]
 mod tests {
     use super::{F64, F64Impl, erf};
+    use orion_numbers::f64::helpers::assert_precise;
 
     #[test]
     #[available_gas(1000000000)]
@@ -50,11 +51,11 @@ mod tests {
         let f4_erf: F64 = erf(f4);
         let f5_erf: F64 = erf(f5);
         let f6_erf: F64 = erf(f6);
-        assert(f1_erf.d == 3619372346, 'f1_erf does no work!');
-        assert(f2_erf.d == 674082374, 'f2_erf does no work!');
-        assert(f3_erf.d == 2310257026, 'f3_erf does no work!');
-        assert(f4_erf.d == 4274876577, 'f4_erf does no work!');
-        assert(f5_erf.d == 4294967296, 'f5_erf does no work!');
-        assert(f6_erf.d == 4294967296, 'f6_erf does no work!');
+        assert_precise(f1_erf, 3619372346, 'f1_erf does no work!', Option::Some(4294967));
+        assert_precise(f2_erf, 645545024, 'f2_erf does no work!', Option::Some(4294967));
+        assert_precise(f3_erf, 2310257026, 'f3_erf does no work!', Option::Some(4294967));
+        assert_precise(f4_erf, 4274876577, 'f4_erf does no work!', Option::Some(4294967));
+        assert_precise(f5_erf, 4294967296, 'f5_erf does no work!', Option::Some(4294967));
+        assert_precise(f6_erf, 4294967296, 'f6_erf does no work!', Option::Some(4294967));
     }
 }