crp with explicit table tracking

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@618 ec762483-ff6d-05da-a07a-a48fb63a330f

4 files changed, 215 insertions, 53 deletions

diff --git a/decoder/cdec.cc b/decoder/cdec.cc
index ca6284f6..f7b06aa4 100644
--- a/decoder/cdec.cc
+++ b/decoder/cdec.cc
@@ -266,8 +266,8 @@ void InitCommandLine(int argc, char** argv, OracleBleu &ob, po::variables_map* c
 }
 
 // TODO move out of cdec into some sampling decoder file
-void SampleRecurse(const Hypergraph& hg, const vector<SampleSet>& ss, int n, vector<WordID>* out) {
-  const SampleSet& s = ss[n];
+void SampleRecurse(const Hypergraph& hg, const vector<SampleSet<prob_t> >& ss, int n, vector<WordID>* out) {
+  const SampleSet<prob_t>& s = ss[n];
   int i = rng->SelectSample(s);
   const Hypergraph::Edge& edge = hg.edges_[hg.nodes_[n].in_edges_[i]];
   vector<vector<WordID> > ants(edge.tail_nodes_.size());
@@ -290,9 +290,9 @@ void MaxTranslationSample(Hypergraph* hg, const int samples, const int k) {
   unordered_map<string, int, boost::hash<string> > m;
   hg->PushWeightsToGoal();
   const int num_nodes = hg->nodes_.size();
-  vector<SampleSet> ss(num_nodes);
+  vector<SampleSet<prob_t> > ss(num_nodes);
   for (int i = 0; i < num_nodes; ++i) {
-    SampleSet& s = ss[i];
+    SampleSet<prob_t>& s = ss[i];
     const vector<int>& in_edges = hg->nodes_[i].in_edges_;
     for (int j = 0; j < in_edges.size(); ++j) {
       s.add(hg->edges_[in_edges[j]].edge_prob_);
diff --git a/gi/clda/src/ccrp.h b/gi/clda/src/ccrp.h
new file mode 100644
index 00000000..e978225d
--- /dev/null
+++ b/gi/clda/src/ccrp.h
@@ -0,0 +1,139 @@
+#ifndef _CCRP_H_
+#define _CCRP_H_
+
+#include <cassert>
+#include <cmath>
+#include <list>
+#include <iostream>
+#include <vector>
+#include <tr1/unordered_map>
+#include <boost/functional/hash.hpp>
+#include "sampler.h"
+
+// Chinese restaurant process (Pitman-Yor parameters) with explicit table
+// tracking.
+
+template <typename Dish, typename DishHash = boost::hash<Dish> >
+class CCRP {
+ public:
+  CCRP(double disc, double conc) : num_tables_(), num_customers_(), discount_(disc), concentration_(conc) {}
+
+  int increment(const Dish& dish, const double& p0, MT19937* rng) {
+    DishLocations& loc = dish_locs_[dish];
+    bool share_table = false;
+    if (loc.dish_count_) {
+      const double p_empty = (concentration_ + num_tables_ * discount_) * p0;
+      const double p_share = (loc.dish_count_ - loc.table_counts_.size() * discount_);
+      share_table = rng->SelectSample(p_empty, p_share);
+    }
+    if (share_table) {
+      double r = rng->next() * (loc.dish_count_ - loc.table_counts_.size() * discount_);
+      for (typename std::list<unsigned>::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.dish_count_;
+    ++num_customers_;
+    return (share_table ? 0 : 1);
+  }
+
+  int decrement(const Dish& dish, MT19937* rng) {
+    DishLocations& loc = dish_locs_[dish];
+    assert(loc.dish_count_);
+    if (loc.dish_count_ == 1) {
+      dish_locs_.erase(dish);
+      --num_tables_;
+      --num_customers_;
+      return -1;
+    } else {
+      int delta = 0;
+      double r = rng->next() * (loc.dish_count_ - loc.table_counts_.size() * discount_);
+      --loc.dish_count_;
+      for (typename std::list<unsigned>::iterator ti = loc.table_counts_.begin();
+           ti != loc.table_counts_.end(); ++ti) {
+        r -= (*ti - discount_);
+        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<Dish, DishLocations, DishHash>::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.dish_count_ - discount_ * it->second.table_counts_.size() + r * p0) /
+               (num_customers_ + concentration_);
+    }
+  }
+
+  double llh() const {
+    if (num_customers_) {
+      std::cerr << "not implemented\n";
+      return 0.0;
+    } else {
+      return 0.0;
+    }
+  }
+
+  struct DishLocations {
+    DishLocations() : dish_count_() {}
+    unsigned dish_count_;
+    std::list<unsigned> table_counts_; // list<> gives O(1) deletion and insertion, which we want
+  };
+
+  void Print(std::ostream* out) const {
+    for (typename std::tr1::unordered_map<Dish, DishLocations, DishHash>::const_iterator it = dish_locs_.begin();
+         it != dish_locs_.end(); ++it) {
+      (*out) << it->first << " (" << it->second.dish_count_ << " on " << it->second.table_counts_.size() << " tables): ";
+      for (typename std::list<unsigned>::const_iterator i = it->second.table_counts_.begin();
+           i != it->second.table_counts_.end(); ++i) {
+        (*out) << " " << *i;
+      }
+      (*out) << std::endl;
+    }
+  }
+
+  unsigned num_tables_;
+  unsigned num_customers_;
+  std::tr1::unordered_map<Dish, DishLocations, DishHash> dish_locs_;
+
+  double discount_;
+  double concentration_;
+};
+
+template <typename T,typename H>
+std::ostream& operator<<(std::ostream& o, const CCRP<T,H>& c) {
+  c.Print(&o);
+  return o;
+}
+
+#endif
diff --git a/gi/clda/src/clda.cc b/gi/clda/src/clda.cc
index 757a4691..ea224a27 100644
--- a/gi/clda/src/clda.cc
+++ b/gi/clda/src/clda.cc
@@ -1,9 +1,11 @@
 #include <iostream>
 #include <vector>
 #include <map>
+#include <string>
 
 #include "timer.h"
 #include "crp.h"
+#include "ccrp.h"
 #include "sampler.h"
 #include "tdict.h"
 const size_t MAX_DOC_LEN_CHARS = 10000000;
@@ -18,12 +20,44 @@ void ShowTopWordsForTopic(const map<WordID, int>& counts) {
   for (multimap<int, WordID>::reverse_iterator it = ms.rbegin(); it != ms.rend(); ++it) {
     cerr << it->first << ':' << TD::Convert(it->second) << " ";
     ++cc;
-    if (cc==12) break;
+    if (cc==20) break;
   }
   cerr << endl;
 }
 
+void tc() {
+  MT19937 rng;
+  CCRP<string> crp(0.1, 5);
+  double un = 0.25;
+  int tt = 0;
+  tt += crp.increment("hi", un, &rng);
+  tt += crp.increment("foo", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  tt += crp.increment("bar", un, &rng);
+  cout << "tt=" << tt << endl;
+  cout << crp << endl;
+  cout << "  P(bar)=" << crp.prob("bar", un) << endl;
+  cout << "  P(hi)=" << crp.prob("hi", un) << endl;
+  cout << "  P(baz)=" << crp.prob("baz", un) << endl;
+  cout << "  P(foo)=" << crp.prob("foo", un) << endl;
+  double x = crp.prob("bar", un) + crp.prob("hi", un) + crp.prob("baz", un) + crp.prob("foo", un);
+  cout << "    tot=" << x << endl;
+  tt += crp.decrement("hi", &rng);
+  tt += crp.decrement("bar", &rng);
+  cout << crp << endl;
+  tt += crp.decrement("bar", &rng);
+  cout << crp << endl;
+  cout << "tt=" << tt << endl;
+  cout << crp.llh() << endl;
+}
+
 int main(int argc, char** argv) {
+  tc();
   if (argc != 3) {
     cerr << "Usage: " << argv[0] << " num-classes num-samples\n";
     return 1;
@@ -54,10 +88,13 @@ int main(int argc, char** argv) {
   MT19937 rng;
   cerr << "INITIALIZING RANDOM TOPIC ASSIGNMENTS\n";
   zji.resize(wji.size());
-  double beta = 0.1;
-  double alpha = 50.0 / num_classes;
-  vector<CRP<int> > dr(zji.size(), CRP<int>(beta)); // dr[i] describes the probability of using a topic in document i
-  vector<CRP<int> > wr(num_classes, CRP<int>(alpha)); // wr[k] describes the probability of generating a word in topic k
+  double disc = 0.05;
+  double beta = 10.0;
+  double alpha = 50.0;
+  double uniform_topic = 1.0 / num_classes;
+  double uniform_word = 1.0 / TD::NumWords();
+  vector<CCRP<int> > dr(zji.size(), CCRP<int>(disc, beta)); // dr[i] describes the probability of using a topic in document i
+  vector<CCRP<int> > wr(num_classes, CCRP<int>(disc, alpha)); // wr[k] describes the probability of generating a word in topic k
   for (int j = 0; j < zji.size(); ++j) {
     const size_t num_words = wji[j].size();
     vector<int>& zj = zji[j];
@@ -68,19 +105,15 @@ int main(int argc, char** argv) {
       if (random_topic == num_classes) { --random_topic; }
       zj[i] = random_topic;
       const int word = wj[i];
-      dr[j].increment(random_topic);
-      wr[random_topic].increment(word);
+      dr[j].increment(random_topic, uniform_topic, &rng);
+      wr[random_topic].increment(word, uniform_word, &rng);
     }
   }
   cerr << "SAMPLING\n";
   vector<map<WordID, int> > t2w(num_classes);
   Timer timer;
-  SampleSet ss;
+  SampleSet<double> ss;
   const int num_types = TD::NumWords();
-  const prob_t class_p0(1.0 / num_classes);
-  const prob_t word_p0(1.0 / num_types);
-  cerr << "CLASS PRIOR    PROB: " << class_p0 << endl;
-  cerr << " WORD PRIOR LOGPROB: " << log(word_p0) << endl;
   ss.resize(num_classes);
   double total_time = 0;
   for (int iter = 0; iter < num_iterations; ++iter) {
@@ -88,23 +121,6 @@ int main(int argc, char** argv) {
     if (iter && iter % 10 == 0) {
       total_time += timer.Elapsed();
       timer.Reset();
-      prob_t lh = prob_t::One();
-      for (int j = 0; j < zji.size(); ++j) {
-        const size_t num_words = wji[j].size();
-        vector<int>& zj = zji[j];
-        const vector<int>& wj = wji[j];
-        for (int i = 0; i < num_words; ++i) {
-          const int word = wj[i];
-          const int cur_topic = zj[i];
-          lh *= dr[j].prob(cur_topic, class_p0);
-          lh *= wr[cur_topic].prob(word, word_p0);
-          if (iter > burnin_size) {
-            ++t2w[cur_topic][word];
-          }
-        }
-      }
-      if (iter && iter % 40 == 0) { cerr << " [ITER=" << iter << " SEC/SAMPLE=" << (total_time / 40) << " LLH=" << log(lh) << "]\n"; total_time=0; }
-      //cerr << "ITERATION " << iter << " LOG LIKELIHOOD: " << log(lh) << endl;
     }
     for (int j = 0; j < zji.size(); ++j) {
       const size_t num_words = wji[j].size();
@@ -113,16 +129,19 @@ int main(int argc, char** argv) {
       for (int i = 0; i < num_words; ++i) {
         const int word = wj[i];
         const int cur_topic = zj[i];
-        dr[j].decrement(cur_topic);
-        wr[cur_topic].decrement(word);
+        dr[j].decrement(cur_topic, &rng);
+        wr[cur_topic].decrement(word, &rng);
  
         for (int k = 0; k < num_classes; ++k) {
-          ss[k]= dr[j].prob(k, class_p0) * wr[k].prob(word, word_p0);
+          ss[k]= dr[j].prob(k, uniform_topic) * wr[k].prob(word, uniform_word);
         }
         const int new_topic = rng.SelectSample(ss);
-        dr[j].increment(new_topic);
-        wr[new_topic].increment(word);
+        dr[j].increment(new_topic, uniform_topic, &rng);
+        wr[new_topic].increment(word, uniform_word, &rng);
         zj[i] = new_topic;
+        if (iter > burnin_size) {
+          ++t2w[cur_topic][word];
+        }
       }
     }
   }
diff --git a/utils/sampler.h b/utils/sampler.h
index 5fef45d0..f75d96b6 100644
--- a/utils/sampler.h
+++ b/utils/sampler.h
@@ -18,7 +18,7 @@
 
 #include "prob.h"
 
-struct SampleSet;
+template <typename F> struct SampleSet;
 
 template <typename RNG>
 struct RandomNumberGenerator {
@@ -45,7 +45,8 @@ struct RandomNumberGenerator {
     m_generator.seed(seed);
   }
 
-  size_t SelectSample(const prob_t& a, const prob_t& b, double T = 1.0) {
+  template <typename F>
+  size_t SelectSample(const F& a, const F& b, double T = 1.0) {
     if (T == 1.0) {
       if (this->next() > (a / (a + b))) return 1; else return 0;
     } else {
@@ -54,7 +55,8 @@ struct RandomNumberGenerator {
   }
 
   // T is the annealing temperature, if desired
-  size_t SelectSample(const SampleSet& ss, double T = 1.0);
+  template <typename F>
+  size_t SelectSample(const SampleSet<F>& ss, double T = 1.0);
 
   // draw a value from U(0,1)
   double next() {return m_random();}
@@ -94,36 +96,38 @@ struct RandomNumberGenerator {
 
 typedef RandomNumberGenerator<boost::mt19937> MT19937;
 
+template <typename F = double>
 class SampleSet {
  public:
-  const prob_t& operator[](int i) const { return m_scores[i]; }
-  prob_t& operator[](int i) { return m_scores[i]; }
+  const F& operator[](int i) const { return m_scores[i]; }
+  F& operator[](int i) { return m_scores[i]; }
   bool empty() const { return m_scores.empty(); }
   void add(const prob_t& s) { m_scores.push_back(s); }
   void clear() { m_scores.clear(); }
   size_t size() const { return m_scores.size(); }
   void resize(int size) { m_scores.resize(size); }
-  std::vector<prob_t> m_scores;
+  std::vector<F> m_scores;
 };
 
 template <typename RNG>
-size_t RandomNumberGenerator<RNG>::SelectSample(const SampleSet& ss, double T) {
+template <typename F>
+size_t RandomNumberGenerator<RNG>::SelectSample(const SampleSet<F>& ss, double T) {
   assert(T > 0.0);
   assert(ss.m_scores.size() > 0);
   if (ss.m_scores.size() == 1) return 0;
-  const prob_t annealing_factor(1.0 / T);
-  const bool anneal = (annealing_factor != prob_t::One());
-  prob_t sum = prob_t::Zero();
+  const double annealing_factor = 1.0 / T;
+  const bool anneal = (T != 1.0);
+  F sum = F(0);
   if (anneal) {
     for (int i = 0; i < ss.m_scores.size(); ++i)
-      sum += ss.m_scores[i].pow(annealing_factor);  // p^(1/T)
+      sum += pow(ss.m_scores[i], annealing_factor);  // p^(1/T)
   } else {
-    sum = std::accumulate(ss.m_scores.begin(), ss.m_scores.end(), prob_t::Zero());
+    sum = std::accumulate(ss.m_scores.begin(), ss.m_scores.end(), F(0));
   }
   //for (size_t i = 0; i < ss.m_scores.size(); ++i) std::cerr << ss.m_scores[i] << ",";
   //std::cerr << std::endl;
 
-  prob_t random(this->next());    // random number between 0 and 1
+  F random(this->next());    // random number between 0 and 1
   random *= sum;                  // scale with normalization factor
   //std::cerr << "Random number " << random << std::endl;
 
@@ -131,9 +135,9 @@ size_t RandomNumberGenerator<RNG>::SelectSample(const SampleSet& ss, double T) {
   size_t position = 1;
   sum = ss.m_scores[0];
   if (anneal) {
-    sum.poweq(annealing_factor);
+    sum = pow(sum, annealing_factor);
     for (; position < ss.m_scores.size() && sum < random; ++position)
-      sum += ss.m_scores[position].pow(annealing_factor);
+      sum += pow(ss.m_scores[position], annealing_factor);
   } else {
     for (; position < ss.m_scores.size() && sum < random; ++position)
       sum += ss.m_scores[position];