diff options
author | Patrick Simianer <simianer@cl.uni-heidelberg.de> | 2012-11-05 15:29:46 +0100 |
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committer | Patrick Simianer <simianer@cl.uni-heidelberg.de> | 2012-11-05 15:29:46 +0100 |
commit | 1db70a45d59946560fbd5db6487b55a8674ef973 (patch) | |
tree | 172585dafe4d1462f22d8200e733d52dddb55b1e /gi/clda/src | |
parent | 4dd5216d3afa9ab72b150e250a3c30a5f223ce53 (diff) | |
parent | 6bbf03ac46bd57400aa9e65a321a304a234af935 (diff) |
merge upstream/master
Diffstat (limited to 'gi/clda/src')
-rw-r--r-- | gi/clda/src/Makefile.am | 6 | ||||
-rw-r--r-- | gi/clda/src/ccrp.h | 291 | ||||
-rw-r--r-- | gi/clda/src/clda.cc | 148 | ||||
-rw-r--r-- | gi/clda/src/crp.h | 50 | ||||
-rw-r--r-- | gi/clda/src/slice_sampler.h | 191 | ||||
-rw-r--r-- | gi/clda/src/timer.h | 20 |
6 files changed, 0 insertions, 706 deletions
diff --git a/gi/clda/src/Makefile.am b/gi/clda/src/Makefile.am deleted file mode 100644 index cdca1f97..00000000 --- a/gi/clda/src/Makefile.am +++ /dev/null @@ -1,6 +0,0 @@ -bin_PROGRAMS = clda - -clda_SOURCES = clda.cc - -AM_CPPFLAGS = -W -Wall -Wno-sign-compare -funroll-loops -I$(top_srcdir)/utils $(GTEST_CPPFLAGS) -AM_LDFLAGS = $(top_srcdir)/utils/libutils.a -lz 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 <numeric> -#include <cassert> -#include <cmath> -#include <list> -#include <iostream> -#include <vector> -#include <tr1/unordered_map> -#include <boost/functional/hash.hpp> -#include "sampler.h" -#include "slice_sampler.h" - -// Chinese restaurant process (Pitman-Yor parameters) with 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), - 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()) {} - - 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<Dish, DishLocations, DishHash>::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<Dish, DishLocations, DishHash>::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<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.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<unsigned>::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<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.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<Dish, DishLocations, DishHash>::const_iterator it = dish_locs_.begin(); - it != dish_locs_.end(); ++it) { - const DishLocations& cur = it->second; - for (std::list<unsigned>::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<double>::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<double>::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<unsigned> 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<Dish, DishLocations, DishHash>::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<unsigned>::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<Dish, DishLocations, DishHash>::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, DishLocations, DishHash> 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 <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 deleted file mode 100644 index f548997f..00000000 --- a/gi/clda/src/clda.cc +++ /dev/null @@ -1,148 +0,0 @@ -#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; - -using namespace std; - -void ShowTopWordsForTopic(const map<WordID, int>& counts) { - multimap<int, WordID> ms; - for (map<WordID,int>::const_iterator it = counts.begin(); it != counts.end(); ++it) - ms.insert(make_pair(it->second, it->first)); - int cc = 0; - for (multimap<int, WordID>::reverse_iterator it = ms.rbegin(); it != ms.rend(); ++it) { - cerr << it->first << ':' << TD::Convert(it->second) << " "; - ++cc; - if (cc==20) break; - } - cerr << endl; -} - -int main(int argc, char** argv) { - if (argc != 3) { - cerr << "Usage: " << argv[0] << " num-classes num-samples\n"; - return 1; - } - const int num_classes = atoi(argv[1]); - const int num_iterations = atoi(argv[2]); - const int burnin_size = num_iterations * 0.9; - if (num_classes < 2) { - cerr << "Must request more than 1 class\n"; - return 1; - } - if (num_iterations < 5) { - cerr << "Must request more than 5 iterations\n"; - return 1; - } - cerr << "CLASSES: " << num_classes << endl; - char* buf = new char[MAX_DOC_LEN_CHARS]; - vector<vector<int> > wji; // w[j][i] - observed word i of doc j - vector<vector<int> > zji; // z[j][i] - topic assignment for word i of doc j - cerr << "READING DOCUMENTS\n"; - while(cin) { - cin.getline(buf, MAX_DOC_LEN_CHARS); - if (buf[0] == 0) continue; - wji.push_back(vector<WordID>()); - TD::ConvertSentence(buf, &wji.back()); - } - cerr << "READ " << wji.size() << " DOCUMENTS\n"; - MT19937 rng; - cerr << "INITIALIZING RANDOM TOPIC ASSIGNMENTS\n"; - zji.resize(wji.size()); - double disc = 0.1; - double beta = 10.0; - double alpha = 50.0; - const double uniform_topic = 1.0 / num_classes; - const double uniform_word = 1.0 / TD::NumWords(); - vector<CCRP<int> > dr(zji.size(), CCRP<int>(1,1,1,1,disc, beta)); // dr[i] describes the probability of using a topic in document i - vector<CCRP<int> > wr(num_classes, CCRP<int>(1,1,1,1,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]; - const vector<int>& wj = wji[j]; - zj.resize(num_words); - for (int i = 0; i < num_words; ++i) { - int random_topic = rng.next() * num_classes; - if (random_topic == num_classes) { --random_topic; } - zj[i] = random_topic; - const int word = wj[i]; - 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<double> ss; - ss.resize(num_classes); - double total_time = 0; - for (int iter = 0; iter < num_iterations; ++iter) { - cerr << '.'; - if (iter && iter % 10 == 0) { - total_time += timer.Elapsed(); - timer.Reset(); - double llh = 0; -#if 1 - for (int j = 0; j < dr.size(); ++j) - dr[j].resample_hyperparameters(&rng); - for (int j = 0; j < wr.size(); ++j) - wr[j].resample_hyperparameters(&rng); -#endif - - for (int j = 0; j < dr.size(); ++j) - llh += dr[j].log_crp_prob(); - for (int j = 0; j < wr.size(); ++j) - llh += wr[j].log_crp_prob(); - cerr << " [LLH=" << llh << " I=" << iter << "]\n"; - } - 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]; - 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, uniform_topic) * wr[k].prob(word, uniform_word); - } - const int new_topic = rng.SelectSample(ss); - 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]; - } - } - } - } - for (int i = 0; i < num_classes; ++i) { - cerr << "---------------------------------\n"; - cerr << " final PYP(" << wr[i].discount() << "," << wr[i].concentration() << ")\n"; - ShowTopWordsForTopic(t2w[i]); - } - cerr << "-------------\n"; -#if 0 - 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]; - zj.resize(num_words); - for (int i = 0; i < num_words; ++i) { - cerr << TD::Convert(wji[j][i]) << '(' << zj[i] << ") "; - } - cerr << endl; - } -#endif - return 0; -} - diff --git a/gi/clda/src/crp.h b/gi/clda/src/crp.h deleted file mode 100644 index 9d35857e..00000000 --- a/gi/clda/src/crp.h +++ /dev/null @@ -1,50 +0,0 @@ -#ifndef _CRP_H_ -#define _CRP_H_ - -// shamelessly adapted from code by Phil Blunsom and Trevor Cohn - -#include <boost/functional/hash.hpp> -#include <tr1/unordered_map> - -#include "prob.h" - -template <typename DishType, typename Hash = boost::hash<DishType> > -class CRP { - public: - CRP(double alpha) : alpha_(alpha), palpha_(alpha), total_customers_() {} - void increment(const DishType& dish); - void decrement(const DishType& dish); - void erase(const DishType& dish) { - counts_.erase(dish); - } - inline int count(const DishType& dish) const { - const typename MapType::const_iterator i = counts_.find(dish); - if (i == counts_.end()) return 0; else return i->second; - } - inline prob_t prob(const DishType& dish, const prob_t& p0) const { - return (prob_t(count(dish)) + palpha_ * p0) / prob_t(total_customers_ + alpha_); - } - private: - typedef std::tr1::unordered_map<DishType, int, Hash> MapType; - MapType counts_; - const double alpha_; - const prob_t palpha_; - int total_customers_; -}; - -template <typename Dish, typename Hash> -void CRP<Dish,Hash>::increment(const Dish& dish) { - ++counts_[dish]; - ++total_customers_; -} - -template <typename Dish, typename Hash> -void CRP<Dish,Hash>::decrement(const Dish& dish) { - typename MapType::iterator i = counts_.find(dish); - assert(i != counts_.end()); - if (--i->second == 0) - counts_.erase(i); - --total_customers_; -} - -#endif diff --git a/gi/clda/src/slice_sampler.h b/gi/clda/src/slice_sampler.h deleted file mode 100644 index aa48a169..00000000 --- a/gi/clda/src/slice_sampler.h +++ /dev/null @@ -1,191 +0,0 @@ -//! slice-sampler.h is an MCMC slice sampler -//! -//! Mark Johnson, 1st August 2008 - -#ifndef SLICE_SAMPLER_H -#define SLICE_SAMPLER_H - -#include <algorithm> -#include <cassert> -#include <cmath> -#include <iostream> -#include <limits> - -//! slice_sampler_rfc_type{} returns the value of a user-specified -//! function if the argument is within range, or - infinity otherwise -// -template <typename F, typename Fn, typename U> -struct slice_sampler_rfc_type { - F min_x, max_x; - const Fn& f; - U max_nfeval, nfeval; - slice_sampler_rfc_type(F min_x, F max_x, const Fn& f, U max_nfeval) - : min_x(min_x), max_x(max_x), f(f), max_nfeval(max_nfeval), nfeval(0) { } - - F operator() (F x) { - if (min_x < x && x < max_x) { - assert(++nfeval <= max_nfeval); - F fx = f(x); - assert(std::isfinite(fx)); - return fx; - } - return -std::numeric_limits<F>::infinity(); - } -}; // slice_sampler_rfc_type{} - -//! slice_sampler1d() implements the univariate "range doubling" slice sampler -//! described in Neal (2003) "Slice Sampling", The Annals of Statistics 31(3), 705-767. -// -template <typename F, typename LogF, typename Uniform01> -F slice_sampler1d(const LogF& logF0, //!< log of function to sample - F x, //!< starting point - Uniform01& u01, //!< uniform [0,1) random number generator - F min_x = -std::numeric_limits<F>::infinity(), //!< minimum value of support - F max_x = std::numeric_limits<F>::infinity(), //!< maximum value of support - F w = 0.0, //!< guess at initial width - unsigned nsamples=1, //!< number of samples to draw - unsigned max_nfeval=200) //!< max number of function evaluations -{ - typedef unsigned U; - slice_sampler_rfc_type<F,LogF,U> logF(min_x, max_x, logF0, max_nfeval); - - assert(std::isfinite(x)); - - if (w <= 0.0) { // set w to a default width - if (min_x > -std::numeric_limits<F>::infinity() && max_x < std::numeric_limits<F>::infinity()) - w = (max_x - min_x)/4; - else - w = std::max(((x < 0.0) ? -x : x)/4, (F) 0.1); - } - assert(std::isfinite(w)); - - F logFx = logF(x); - for (U sample = 0; sample < nsamples; ++sample) { - F logY = logFx + log(u01()+1e-100); //! slice logFx at this value - assert(std::isfinite(logY)); - - F xl = x - w*u01(); //! lower bound on slice interval - F logFxl = logF(xl); - F xr = xl + w; //! upper bound on slice interval - F logFxr = logF(xr); - - while (logY < logFxl || logY < logFxr) // doubling procedure - if (u01() < 0.5) - logFxl = logF(xl -= xr - xl); - else - logFxr = logF(xr += xr - xl); - - F xl1 = xl; - F xr1 = xr; - while (true) { // shrinking procedure - F x1 = xl1 + u01()*(xr1 - xl1); - if (logY < logF(x1)) { - F xl2 = xl; // acceptance procedure - F xr2 = xr; - bool d = false; - while (xr2 - xl2 > 1.1*w) { - F xm = (xl2 + xr2)/2; - if ((x < xm && x1 >= xm) || (x >= xm && x1 < xm)) - d = true; - if (x1 < xm) - xr2 = xm; - else - xl2 = xm; - if (d && logY >= logF(xl2) && logY >= logF(xr2)) - goto unacceptable; - } - x = x1; - goto acceptable; - } - goto acceptable; - unacceptable: - if (x1 < x) // rest of shrinking procedure - xl1 = x1; - else - xr1 = x1; - } - acceptable: - w = (4*w + (xr1 - xl1))/5; // update width estimate - } - return x; -} - -/* -//! slice_sampler1d() implements a 1-d MCMC slice sampler. -//! It should be correct for unimodal distributions, but -//! not for multimodal ones. -// -template <typename F, typename LogP, typename Uniform01> -F slice_sampler1d(const LogP& logP, //!< log of distribution to sample - F x, //!< initial sample - Uniform01& u01, //!< uniform random number generator - F min_x = -std::numeric_limits<F>::infinity(), //!< minimum value of support - F max_x = std::numeric_limits<F>::infinity(), //!< maximum value of support - F w = 0.0, //!< guess at initial width - unsigned nsamples=1, //!< number of samples to draw - unsigned max_nfeval=200) //!< max number of function evaluations -{ - typedef unsigned U; - assert(std::isfinite(x)); - if (w <= 0.0) { - if (min_x > -std::numeric_limits<F>::infinity() && max_x < std::numeric_limits<F>::infinity()) - w = (max_x - min_x)/4; - else - w = std::max(((x < 0.0) ? -x : x)/4, 0.1); - } - // TRACE4(x, min_x, max_x, w); - F logPx = logP(x); - assert(std::isfinite(logPx)); - U nfeval = 1; - for (U sample = 0; sample < nsamples; ++sample) { - F x0 = x; - F logU = logPx + log(u01()+1e-100); - assert(std::isfinite(logU)); - F r = u01(); - F xl = std::max(min_x, x - r*w); - F xr = std::min(max_x, x + (1-r)*w); - // TRACE3(x, logPx, logU); - while (xl > min_x && logP(xl) > logU) { - xl -= w; - w *= 2; - ++nfeval; - if (nfeval >= max_nfeval) - std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xl = " << xl << std::endl; - assert(nfeval < max_nfeval); - } - xl = std::max(xl, min_x); - while (xr < max_x && logP(xr) > logU) { - xr += w; - w *= 2; - ++nfeval; - if (nfeval >= max_nfeval) - std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xr = " << xr << std::endl; - assert(nfeval < max_nfeval); - } - xr = std::min(xr, max_x); - while (true) { - r = u01(); - x = r*xl + (1-r)*xr; - assert(std::isfinite(x)); - logPx = logP(x); - // TRACE4(logPx, x, xl, xr); - assert(std::isfinite(logPx)); - ++nfeval; - if (nfeval >= max_nfeval) - std::cerr << "## Error: nfeval = " << nfeval << ", max_nfeval = " << max_nfeval << ", sample = " << sample << ", nsamples = " << nsamples << ", r = " << r << ", w = " << w << ", xl = " << xl << ", xr = " << xr << ", x = " << x << std::endl; - assert(nfeval < max_nfeval); - if (logPx > logU) - break; - else if (x > x0) - xr = x; - else - xl = x; - } - // w = (4*w + (xr-xl))/5; // gradually adjust w - } - // TRACE2(logPx, x); - return x; -} // slice_sampler1d() -*/ - -#endif // SLICE_SAMPLER_H diff --git a/gi/clda/src/timer.h b/gi/clda/src/timer.h deleted file mode 100644 index 123d9a94..00000000 --- a/gi/clda/src/timer.h +++ /dev/null @@ -1,20 +0,0 @@ -#ifndef _TIMER_STATS_H_ -#define _TIMER_STATS_H_ - -#include <ctime> - -struct Timer { - Timer() { Reset(); } - void Reset() { - start_t = clock(); - } - double Elapsed() const { - const clock_t end_t = clock(); - const double elapsed = (end_t - start_t) / 1000000.0; - return elapsed; - } - private: - std::clock_t start_t; -}; - -#endif |