diff options
author | Patrick Simianer <p@simianer.de> | 2012-03-13 09:24:47 +0100 |
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committer | Patrick Simianer <p@simianer.de> | 2012-03-13 09:24:47 +0100 |
commit | ef6085e558e26c8819f1735425761103021b6470 (patch) | |
tree | 5cf70e4c48c64d838e1326b5a505c8c4061bff4a /utils/ccrp_onetable.h | |
parent | 10a232656a0c882b3b955d2bcfac138ce11e8a2e (diff) | |
parent | dfbc278c1057555fda9312291c8024049e00b7d8 (diff) |
merge with upstream
Diffstat (limited to 'utils/ccrp_onetable.h')
-rw-r--r-- | utils/ccrp_onetable.h | 76 |
1 files changed, 44 insertions, 32 deletions
diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h index a868af9a..1fe01b0e 100644 --- a/utils/ccrp_onetable.h +++ b/utils/ccrp_onetable.h @@ -21,33 +21,33 @@ class CCRP_OneTable { num_tables_(), num_customers_(), discount_(disc), - concentration_(conc), + alpha_(conc), discount_prior_alpha_(std::numeric_limits<double>::quiet_NaN()), discount_prior_beta_(std::numeric_limits<double>::quiet_NaN()), - concentration_prior_shape_(std::numeric_limits<double>::quiet_NaN()), - concentration_prior_rate_(std::numeric_limits<double>::quiet_NaN()) {} + alpha_prior_shape_(std::numeric_limits<double>::quiet_NaN()), + alpha_prior_rate_(std::numeric_limits<double>::quiet_NaN()) {} CCRP_OneTable(double d_alpha, double d_beta, double c_shape, double c_rate, double d = 0.9, double c = 1.0) : num_tables_(), num_customers_(), discount_(d), - concentration_(c), + alpha_(c), discount_prior_alpha_(d_alpha), discount_prior_beta_(d_beta), - concentration_prior_shape_(c_shape), - concentration_prior_rate_(c_rate) {} + alpha_prior_shape_(c_shape), + alpha_prior_rate_(c_rate) {} double discount() const { return discount_; } - double concentration() const { return concentration_; } - void set_concentration(double c) { concentration_ = c; } + double alpha() const { return alpha_; } + void set_alpha(double c) { alpha_ = c; } void set_discount(double d) { discount_ = d; } bool has_discount_prior() const { return !std::isnan(discount_prior_alpha_); } - bool has_concentration_prior() const { - return !std::isnan(concentration_prior_shape_); + bool has_alpha_prior() const { + return !std::isnan(alpha_prior_shape_); } void clear() { @@ -108,17 +108,29 @@ class CCRP_OneTable { double prob(const Dish& dish, const double& p0) const { const typename DishMapType::const_iterator it = dish_counts_.find(dish); - const double r = num_tables_ * discount_ + concentration_; + const double r = num_tables_ * discount_ + alpha_; if (it == dish_counts_.end()) { - return r * p0 / (num_customers_ + concentration_); + return r * p0 / (num_customers_ + alpha_); } else { return (it->second - discount_ + r * p0) / - (num_customers_ + concentration_); + (num_customers_ + alpha_); + } + } + + template <typename T> + T probT(const Dish& dish, const T& p0) const { + const typename DishMapType::const_iterator it = dish_counts_.find(dish); + const T r(num_tables_ * discount_ + alpha_); + if (it == dish_counts_.end()) { + return r * p0 / T(num_customers_ + alpha_); + } else { + return (T(it->second - discount_) + r * p0) / + T(num_customers_ + alpha_); } } double log_crp_prob() const { - return log_crp_prob(discount_, concentration_); + return log_crp_prob(discount_, alpha_); } static double log_beta_density(const double& x, const double& alpha, const double& beta) { @@ -140,19 +152,19 @@ class CCRP_OneTable { // taken from http://en.wikipedia.org/wiki/Chinese_restaurant_process // does not include P_0's - double log_crp_prob(const double& discount, const double& concentration) const { + double log_crp_prob(const double& discount, const double& alpha) const { double lp = 0.0; if (has_discount_prior()) lp = log_beta_density(discount, discount_prior_alpha_, discount_prior_beta_); - if (has_concentration_prior()) - lp += log_gamma_density(concentration, concentration_prior_shape_, concentration_prior_rate_); + if (has_alpha_prior()) + lp += log_gamma_density(alpha, alpha_prior_shape_, alpha_prior_rate_); assert(lp <= 0.0); if (num_customers_) { if (discount > 0.0) { const double r = lgamma(1.0 - discount); - lp += lgamma(concentration) - lgamma(concentration + num_customers_) - + num_tables_ * log(discount) + lgamma(concentration / discount + num_tables_) - - lgamma(concentration / discount); + lp += lgamma(alpha) - lgamma(alpha + num_customers_) + + num_tables_ * log(discount) + lgamma(alpha / discount + num_tables_) + - lgamma(alpha / discount); assert(std::isfinite(lp)); for (typename DishMapType::const_iterator it = dish_counts_.begin(); it != dish_counts_.end(); ++it) { @@ -168,12 +180,12 @@ class CCRP_OneTable { } void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) { - assert(has_discount_prior() || has_concentration_prior()); + assert(has_discount_prior() || has_alpha_prior()); DiscountResampler dr(*this); ConcentrationResampler cr(*this); for (int iter = 0; iter < nloop; ++iter) { - if (has_concentration_prior()) { - concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, + if (has_alpha_prior()) { + alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0, std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations); } if (has_discount_prior()) { @@ -181,7 +193,7 @@ class CCRP_OneTable { 1.0, 0.0, niterations, 100*niterations); } } - concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, + alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0, std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations); } @@ -189,20 +201,20 @@ class CCRP_OneTable { DiscountResampler(const CCRP_OneTable& crp) : crp_(crp) {} const CCRP_OneTable& crp_; double operator()(const double& proposed_discount) const { - return crp_.log_crp_prob(proposed_discount, crp_.concentration_); + return crp_.log_crp_prob(proposed_discount, crp_.alpha_); } }; struct ConcentrationResampler { ConcentrationResampler(const CCRP_OneTable& crp) : crp_(crp) {} const CCRP_OneTable& crp_; - double operator()(const double& proposed_concentration) const { - return crp_.log_crp_prob(crp_.discount_, proposed_concentration); + double operator()(const double& proposed_alpha) const { + return crp_.log_crp_prob(crp_.discount_, proposed_alpha); } }; void Print(std::ostream* out) const { - (*out) << "PYP(d=" << discount_ << ",c=" << concentration_ << ") customers=" << num_customers_ << std::endl; + (*out) << "PYP(d=" << discount_ << ",c=" << alpha_ << ") customers=" << num_customers_ << std::endl; for (typename DishMapType::const_iterator it = dish_counts_.begin(); it != dish_counts_.end(); ++it) { (*out) << " " << it->first << " = " << it->second << std::endl; } @@ -221,15 +233,15 @@ class CCRP_OneTable { DishMapType dish_counts_; double discount_; - double concentration_; + double alpha_; // optional beta prior on discount_ (NaN if no prior) double discount_prior_alpha_; double discount_prior_beta_; - // optional gamma prior on concentration_ (NaN if no prior) - double concentration_prior_shape_; - double concentration_prior_rate_; + // optional gamma prior on alpha_ (NaN if no prior) + double alpha_prior_shape_; + double alpha_prior_rate_; }; template <typename T,typename H> |