From e26434979adc33bd949566ba7bf02dff64e80a3e Mon Sep 17 00:00:00 2001 From: Chris Dyer Date: Tue, 2 Oct 2012 00:19:43 -0400 Subject: cdec cleanup, remove bayesian stuff, parsing stuff --- gi/clda/src/ccrp.h | 291 ----------------------------------------------------- 1 file changed, 291 deletions(-) delete mode 100644 gi/clda/src/ccrp.h (limited to 'gi/clda/src/ccrp.h') diff --git a/gi/clda/src/ccrp.h b/gi/clda/src/ccrp.h deleted file mode 100644 index a7c2825c..00000000 --- a/gi/clda/src/ccrp.h +++ /dev/null @@ -1,291 +0,0 @@ -#ifndef _CCRP_H_ -#define _CCRP_H_ - -#include -#include -#include -#include -#include -#include -#include -#include -#include "sampler.h" -#include "slice_sampler.h" - -// Chinese restaurant process (Pitman-Yor parameters) with table tracking. - -template > -class CCRP { - public: - CCRP(double disc, double conc) : - num_tables_(), - num_customers_(), - discount_(disc), - concentration_(conc), - discount_prior_alpha_(std::numeric_limits::quiet_NaN()), - discount_prior_beta_(std::numeric_limits::quiet_NaN()), - concentration_prior_shape_(std::numeric_limits::quiet_NaN()), - concentration_prior_rate_(std::numeric_limits::quiet_NaN()) {} - - CCRP(double d_alpha, double d_beta, double c_shape, double c_rate, double d = 0.1, double c = 10.0) : - num_tables_(), - num_customers_(), - discount_(d), - concentration_(c), - discount_prior_alpha_(d_alpha), - discount_prior_beta_(d_beta), - concentration_prior_shape_(c_shape), - concentration_prior_rate_(c_rate) {} - - double discount() const { return discount_; } - double concentration() const { return concentration_; } - - bool has_discount_prior() const { - return !std::isnan(discount_prior_alpha_); - } - - bool has_concentration_prior() const { - return !std::isnan(concentration_prior_shape_); - } - - void clear() { - num_tables_ = 0; - num_customers_ = 0; - dish_locs_.clear(); - } - - unsigned num_tables(const Dish& dish) const { - const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - if (it == dish_locs_.end()) return 0; - return it->second.table_counts_.size(); - } - - unsigned num_customers() const { - return num_customers_; - } - - unsigned num_customers(const Dish& dish) const { - const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - if (it == dish_locs_.end()) return 0; - return it->total_dish_count_; - } - - // returns +1 or 0 indicating whether a new table was opened - int increment(const Dish& dish, const double& p0, MT19937* rng) { - DishLocations& loc = dish_locs_[dish]; - bool share_table = false; - if (loc.total_dish_count_) { - const double p_empty = (concentration_ + num_tables_ * discount_) * p0; - const double p_share = (loc.total_dish_count_ - loc.table_counts_.size() * discount_); - share_table = rng->SelectSample(p_empty, p_share); - } - if (share_table) { - double r = rng->next() * (loc.total_dish_count_ - loc.table_counts_.size() * discount_); - for (typename std::list::iterator ti = loc.table_counts_.begin(); - ti != loc.table_counts_.end(); ++ti) { - r -= (*ti - discount_); - if (r <= 0.0) { - ++(*ti); - break; - } - } - if (r > 0.0) { - std::cerr << "Serious error: r=" << r << std::endl; - Print(&std::cerr); - assert(r <= 0.0); - } - } else { - loc.table_counts_.push_back(1u); - ++num_tables_; - } - ++loc.total_dish_count_; - ++num_customers_; - return (share_table ? 0 : 1); - } - - // returns -1 or 0, indicating whether a table was closed - int decrement(const Dish& dish, MT19937* rng) { - DishLocations& loc = dish_locs_[dish]; - assert(loc.total_dish_count_); - if (loc.total_dish_count_ == 1) { - dish_locs_.erase(dish); - --num_tables_; - --num_customers_; - return -1; - } else { - int delta = 0; - // sample customer to remove UNIFORMLY. that is, do NOT use the discount - // here. if you do, it will introduce (unwanted) bias! - double r = rng->next() * loc.total_dish_count_; - --loc.total_dish_count_; - for (typename std::list::iterator ti = loc.table_counts_.begin(); - ti != loc.table_counts_.end(); ++ti) { - r -= *ti; - if (r <= 0.0) { - if ((--(*ti)) == 0) { - --num_tables_; - delta = -1; - loc.table_counts_.erase(ti); - } - break; - } - } - if (r > 0.0) { - std::cerr << "Serious error: r=" << r << std::endl; - Print(&std::cerr); - assert(r <= 0.0); - } - --num_customers_; - return delta; - } - } - - double prob(const Dish& dish, const double& p0) const { - const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - const double r = num_tables_ * discount_ + concentration_; - if (it == dish_locs_.end()) { - return r * p0 / (num_customers_ + concentration_); - } else { - return (it->second.total_dish_count_ - discount_ * it->second.table_counts_.size() + r * p0) / - (num_customers_ + concentration_); - } - } - - double log_crp_prob() const { - return log_crp_prob(discount_, concentration_); - } - - static double log_beta_density(const double& x, const double& alpha, const double& beta) { - assert(x > 0.0); - assert(x < 1.0); - assert(alpha > 0.0); - assert(beta > 0.0); - const double lp = (alpha-1)*log(x)+(beta-1)*log(1-x)+lgamma(alpha+beta)-lgamma(alpha)-lgamma(beta); - return lp; - } - - static double log_gamma_density(const double& x, const double& shape, const double& rate) { - assert(x >= 0.0); - assert(shape > 0.0); - assert(rate > 0.0); - const double lp = (shape-1)*log(x) - shape*log(rate) - x/rate - lgamma(shape); - return lp; - } - - // 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 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_); - 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); - assert(std::isfinite(lp)); - for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); - it != dish_locs_.end(); ++it) { - const DishLocations& cur = it->second; - for (std::list::const_iterator ti = cur.table_counts_.begin(); ti != cur.table_counts_.end(); ++ti) { - lp += lgamma(*ti - discount) - r; - } - } - } else { - assert(!"not implemented yet"); - } - } - assert(std::isfinite(lp)); - return lp; - } - - void resample_hyperparameters(MT19937* rng) { - assert(has_discount_prior() || has_concentration_prior()); - DiscountResampler dr(*this); - ConcentrationResampler cr(*this); - const int niterations = 10; - double gamma_upper = std::numeric_limits::infinity(); - for (int iter = 0; iter < 5; ++iter) { - if (has_concentration_prior()) { - concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, - gamma_upper, 0.0, niterations, 100*niterations); - } - if (has_discount_prior()) { - discount_ = slice_sampler1d(dr, discount_, *rng, std::numeric_limits::min(), - 1.0, 0.0, niterations, 100*niterations); - } - } - concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, - gamma_upper, 0.0, niterations, 100*niterations); - } - - struct DiscountResampler { - DiscountResampler(const CCRP& crp) : crp_(crp) {} - const CCRP& crp_; - double operator()(const double& proposed_discount) const { - return crp_.log_crp_prob(proposed_discount, crp_.concentration_); - } - }; - - struct ConcentrationResampler { - ConcentrationResampler(const CCRP& crp) : crp_(crp) {} - const CCRP& crp_; - double operator()(const double& proposed_concentration) const { - return crp_.log_crp_prob(crp_.discount_, proposed_concentration); - } - }; - - struct DishLocations { - DishLocations() : total_dish_count_() {} - unsigned total_dish_count_; // customers at all tables with this dish - std::list table_counts_; // list<> gives O(1) deletion and insertion, which we want - // .size() is the number of tables for this dish - }; - - void Print(std::ostream* out) const { - for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); - it != dish_locs_.end(); ++it) { - (*out) << it->first << " (" << it->second.total_dish_count_ << " on " << it->second.table_counts_.size() << " tables): "; - for (typename std::list::const_iterator i = it->second.table_counts_.begin(); - i != it->second.table_counts_.end(); ++i) { - (*out) << " " << *i; - } - (*out) << std::endl; - } - } - - typedef typename std::tr1::unordered_map::const_iterator const_iterator; - const_iterator begin() const { - return dish_locs_.begin(); - } - const_iterator end() const { - return dish_locs_.end(); - } - - unsigned num_tables_; - unsigned num_customers_; - std::tr1::unordered_map dish_locs_; - - double discount_; - double concentration_; - - // 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_; -}; - -template -std::ostream& operator<<(std::ostream& o, const CCRP& c) { - c.Print(&o); - return o; -} - -#endif -- cgit v1.2.3