diff options
author | Avneesh Saluja <asaluja@gmail.com> | 2013-03-28 18:28:16 -0700 |
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committer | Avneesh Saluja <asaluja@gmail.com> | 2013-03-28 18:28:16 -0700 |
commit | 5b8253e0e1f1393a509fb9975ba8c1347af758ed (patch) | |
tree | 1790470b1d07a0b4973ebce19192e896566ea60b /gi/pyp-topics/src/pyp.hh | |
parent | 2389a5a8a43dda87c355579838559515b0428421 (diff) | |
parent | b203f8c5dc8cff1b9c9c2073832b248fcad0765a (diff) |
fixed conflicts
Diffstat (limited to 'gi/pyp-topics/src/pyp.hh')
-rw-r--r-- | gi/pyp-topics/src/pyp.hh | 566 |
1 files changed, 0 insertions, 566 deletions
diff --git a/gi/pyp-topics/src/pyp.hh b/gi/pyp-topics/src/pyp.hh deleted file mode 100644 index b1cb62be..00000000 --- a/gi/pyp-topics/src/pyp.hh +++ /dev/null @@ -1,566 +0,0 @@ -#ifndef _pyp_hh -#define _pyp_hh - -#include "slice-sampler.h" -#include <math.h> -#include <map> -#include <tr1/unordered_map> -//#include <google/sparse_hash_map> - -#include <boost/random/uniform_real.hpp> -#include <boost/random/variate_generator.hpp> -#include <boost/random/mersenne_twister.hpp> - -#include "log_add.h" -#include "mt19937ar.h" - -// -// Pitman-Yor process with customer and table tracking -// - -template <typename Dish, typename Hash=std::tr1::hash<Dish> > -class PYP : protected std::tr1::unordered_map<Dish, int, Hash> -//class PYP : protected google::sparse_hash_map<Dish, int, Hash> -{ -public: - using std::tr1::unordered_map<Dish,int>::const_iterator; - using std::tr1::unordered_map<Dish,int>::iterator; - using std::tr1::unordered_map<Dish,int>::begin; - using std::tr1::unordered_map<Dish,int>::end; -// using google::sparse_hash_map<Dish,int>::const_iterator; -// using google::sparse_hash_map<Dish,int>::iterator; -// using google::sparse_hash_map<Dish,int>::begin; -// using google::sparse_hash_map<Dish,int>::end; - - PYP(double a, double b, unsigned long seed = 0, Hash hash=Hash()); - - virtual int increment(Dish d, double p0); - virtual int decrement(Dish d); - - // lookup functions - int count(Dish d) const; - double prob(Dish dish, double p0) const; - double prob(Dish dish, double dcd, double dca, - double dtd, double dta, double p0) const; - double unnormalised_prob(Dish dish, double p0) const; - - int num_customers() const { return _total_customers; } - int num_types() const { return std::tr1::unordered_map<Dish,int>::size(); } - //int num_types() const { return google::sparse_hash_map<Dish,int>::size(); } - bool empty() const { return _total_customers == 0; } - - double log_prob(Dish dish, double log_p0) const; - // nb. d* are NOT logs - double log_prob(Dish dish, double dcd, double dca, - double dtd, double dta, double log_p0) const; - - int num_tables(Dish dish) const; - int num_tables() const; - - double a() const { return _a; } - void set_a(double a) { _a = a; } - - double b() const { return _b; } - void set_b(double b) { _b = b; } - - virtual void clear(); - std::ostream& debug_info(std::ostream& os) const; - - double log_restaurant_prob() const; - double log_prior() const; - static double log_prior_a(double a, double beta_a, double beta_b); - static double log_prior_b(double b, double gamma_c, double gamma_s); - - template <typename Uniform01> - void resample_prior(Uniform01& rnd); - template <typename Uniform01> - void resample_prior_a(Uniform01& rnd); - template <typename Uniform01> - void resample_prior_b(Uniform01& rnd); - -protected: - double _a, _b; // parameters of the Pitman-Yor distribution - double _a_beta_a, _a_beta_b; // parameters of Beta prior on a - double _b_gamma_s, _b_gamma_c; // parameters of Gamma prior on b - - struct TableCounter { - TableCounter() : tables(0) {}; - int tables; - std::map<int, int> table_histogram; // num customers at table -> number tables - }; - typedef std::tr1::unordered_map<Dish, TableCounter, Hash> DishTableType; - //typedef google::sparse_hash_map<Dish, TableCounter, Hash> DishTableType; - DishTableType _dish_tables; - int _total_customers, _total_tables; - - typedef boost::mt19937 base_generator_type; - typedef boost::uniform_real<> uni_dist_type; - typedef boost::variate_generator<base_generator_type&, uni_dist_type> gen_type; - -// uni_dist_type uni_dist; -// base_generator_type rng; //this gets the seed -// gen_type rnd; //instantiate: rnd(rng, uni_dist) - //call: rnd() generates uniform on [0,1) - - // Function objects for calculating the parts of the log_prob for - // the parameters a and b - struct resample_a_type { - int n, m; double b, a_beta_a, a_beta_b; - const DishTableType& dish_tables; - resample_a_type(int n, int m, double b, double a_beta_a, - double a_beta_b, const DishTableType& dish_tables) - : n(n), m(m), b(b), a_beta_a(a_beta_a), a_beta_b(a_beta_b), dish_tables(dish_tables) {} - - double operator() (double proposed_a) const { - double log_prior = log_prior_a(proposed_a, a_beta_a, a_beta_b); - double log_prob = 0.0; - double lgamma1a = lgamma(1.0 - proposed_a); - for (typename DishTableType::const_iterator dish_it=dish_tables.begin(); dish_it != dish_tables.end(); ++dish_it) - for (std::map<int, int>::const_iterator table_it=dish_it->second.table_histogram.begin(); - table_it !=dish_it->second.table_histogram.end(); ++table_it) - log_prob += (table_it->second * (lgamma(table_it->first - proposed_a) - lgamma1a)); - - log_prob += (proposed_a == 0.0 ? (m-1.0)*log(b) - : ((m-1.0)*log(proposed_a) + lgamma((m-1.0) + b/proposed_a) - lgamma(b/proposed_a))); - assert(std::isfinite(log_prob)); - return log_prob + log_prior; - } - }; - - struct resample_b_type { - int n, m; double a, b_gamma_c, b_gamma_s; - resample_b_type(int n, int m, double a, double b_gamma_c, double b_gamma_s) - : n(n), m(m), a(a), b_gamma_c(b_gamma_c), b_gamma_s(b_gamma_s) {} - - double operator() (double proposed_b) const { - double log_prior = log_prior_b(proposed_b, b_gamma_c, b_gamma_s); - double log_prob = 0.0; - log_prob += (a == 0.0 ? (m-1.0)*log(proposed_b) - : ((m-1.0)*log(a) + lgamma((m-1.0) + proposed_b/a) - lgamma(proposed_b/a))); - log_prob += (lgamma(1.0+proposed_b) - lgamma(n+proposed_b)); - return log_prob + log_prior; - } - }; - - /* lbetadist() returns the log probability density of x under a Beta(alpha,beta) - * distribution. - copied from Mark Johnson's gammadist.c - */ - static long double lbetadist(long double x, long double alpha, long double beta); - - /* lgammadist() returns the log probability density of x under a Gamma(alpha,beta) - * distribution - copied from Mark Johnson's gammadist.c - */ - static long double lgammadist(long double x, long double alpha, long double beta); - -}; - -template <typename Dish, typename Hash> -PYP<Dish,Hash>::PYP(double a, double b, unsigned long seed, Hash) -: std::tr1::unordered_map<Dish, int, Hash>(10), _a(a), _b(b), -//: google::sparse_hash_map<Dish, int, Hash>(10), _a(a), _b(b), - _a_beta_a(1), _a_beta_b(1), _b_gamma_s(1), _b_gamma_c(1), - //_a_beta_a(1), _a_beta_b(1), _b_gamma_s(10), _b_gamma_c(0.1), - _total_customers(0), _total_tables(0)//, - //uni_dist(0,1), rng(seed == 0 ? (unsigned long)this : seed), rnd(rng, uni_dist) -{ -// std::cerr << "\t##PYP<Dish,Hash>::PYP(a=" << _a << ",b=" << _b << ")" << std::endl; - //set_deleted_key(-std::numeric_limits<Dish>::max()); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::prob(Dish dish, double p0) const -{ - int c = count(dish), t = num_tables(dish); - double r = num_tables() * _a + _b; - //std::cerr << "\t\t\t\tPYP<Dish,Hash>::prob(" << dish << "," << p0 << ") c=" << c << " r=" << r << std::endl; - if (c > 0) - return (c - _a * t + r * p0) / (num_customers() + _b); - else - return r * p0 / (num_customers() + _b); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::unnormalised_prob(Dish dish, double p0) const -{ - int c = count(dish), t = num_tables(dish); - double r = num_tables() * _a + _b; - if (c > 0) return (c - _a * t + r * p0); - else return r * p0; -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::prob(Dish dish, double dcd, double dca, - double dtd, double dta, double p0) -const -{ - int c = count(dish) + dcd, t = num_tables(dish) + dtd; - double r = (num_tables() + dta) * _a + _b; - if (c > 0) - return (c - _a * t + r * p0) / (num_customers() + dca + _b); - else - return r * p0 / (num_customers() + dca + _b); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_prob(Dish dish, double log_p0) const -{ - using std::log; - int c = count(dish), t = num_tables(dish); - double r = log(num_tables() * _a + b); - if (c > 0) - return Log<double>::add(log(c - _a * t), r + log_p0) - - log(num_customers() + _b); - else - return r + log_p0 - log(num_customers() + b); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_prob(Dish dish, double dcd, double dca, - double dtd, double dta, double log_p0) -const -{ - using std::log; - int c = count(dish) + dcd, t = num_tables(dish) + dtd; - double r = log((num_tables() + dta) * _a + b); - if (c > 0) - return Log<double>::add(log(c - _a * t), r + log_p0) - - log(num_customers() + dca + _b); - else - return r + log_p0 - log(num_customers() + dca + b); -} - -template <typename Dish, typename Hash> -int -PYP<Dish,Hash>::increment(Dish dish, double p0) { - int delta = 0; - TableCounter &tc = _dish_tables[dish]; - - // seated on a new or existing table? - int c = count(dish), t = num_tables(dish), T = num_tables(); - double pshare = (c > 0) ? (c - _a*t) : 0.0; - double pnew = (_b + _a*T) * p0; - assert (pshare >= 0.0); - //assert (pnew > 0.0); - - //if (rnd() < pnew / (pshare + pnew)) { - if (mt_genrand_res53() < pnew / (pshare + pnew)) { - // assign to a new table - tc.tables += 1; - tc.table_histogram[1] += 1; - _total_tables += 1; - delta = 1; - } - else { - // randomly assign to an existing table - // remove constant denominator from inner loop - //double r = rnd() * (c - _a*t); - double r = mt_genrand_res53() * (c - _a*t); - for (std::map<int,int>::iterator - hit = tc.table_histogram.begin(); - hit != tc.table_histogram.end(); ++hit) { - r -= ((hit->first - _a) * hit->second); - if (r <= 0) { - tc.table_histogram[hit->first+1] += 1; - hit->second -= 1; - if (hit->second == 0) - tc.table_histogram.erase(hit); - break; - } - } - if (r > 0) { - std::cerr << r << " " << c << " " << _a << " " << t << std::endl; - assert(false); - } - delta = 0; - } - - std::tr1::unordered_map<Dish,int,Hash>::operator[](dish) += 1; - //google::sparse_hash_map<Dish,int,Hash>::operator[](dish) += 1; - _total_customers += 1; - - return delta; -} - -template <typename Dish, typename Hash> -int -PYP<Dish,Hash>::count(Dish dish) const -{ - typename std::tr1::unordered_map<Dish, int>::const_iterator - //typename google::sparse_hash_map<Dish, int>::const_iterator - dcit = find(dish); - if (dcit != end()) - return dcit->second; - else - return 0; -} - -template <typename Dish, typename Hash> -int -PYP<Dish,Hash>::decrement(Dish dish) -{ - typename std::tr1::unordered_map<Dish, int>::iterator dcit = find(dish); - //typename google::sparse_hash_map<Dish, int>::iterator dcit = find(dish); - if (dcit == end()) { - std::cerr << dish << std::endl; - assert(false); - } - - int delta = 0; - - typename std::tr1::unordered_map<Dish, TableCounter>::iterator dtit = _dish_tables.find(dish); - //typename google::sparse_hash_map<Dish, TableCounter>::iterator dtit = _dish_tables.find(dish); - if (dtit == _dish_tables.end()) { - std::cerr << dish << std::endl; - assert(false); - } - TableCounter &tc = dtit->second; - - //std::cerr << "\tdecrement for " << dish << "\n"; - //std::cerr << "\tBEFORE histogram: " << tc.table_histogram << " "; - //std::cerr << "count: " << count(dish) << " "; - //std::cerr << "tables: " << tc.tables << "\n"; - - //double r = rnd() * count(dish); - double r = mt_genrand_res53() * count(dish); - for (std::map<int,int>::iterator hit = tc.table_histogram.begin(); - hit != tc.table_histogram.end(); ++hit) - { - //r -= (hit->first - _a) * hit->second; - r -= (hit->first) * hit->second; - if (r <= 0) - { - if (hit->first > 1) - tc.table_histogram[hit->first-1] += 1; - else - { - delta = -1; - tc.tables -= 1; - _total_tables -= 1; - } - - hit->second -= 1; - if (hit->second == 0) tc.table_histogram.erase(hit); - break; - } - } - if (r > 0) { - std::cerr << r << " " << count(dish) << " " << _a << " " << num_tables(dish) << std::endl; - assert(false); - } - - // remove the customer - dcit->second -= 1; - _total_customers -= 1; - assert(dcit->second >= 0); - if (dcit->second == 0) { - erase(dcit); - _dish_tables.erase(dtit); - //std::cerr << "\tAFTER histogram: Empty\n"; - } - else { - //std::cerr << "\tAFTER histogram: " << _dish_tables[dish].table_histogram << " "; - //std::cerr << "count: " << count(dish) << " "; - //std::cerr << "tables: " << _dish_tables[dish].tables << "\n"; - } - - return delta; -} - -template <typename Dish, typename Hash> -int -PYP<Dish,Hash>::num_tables(Dish dish) const -{ - typename std::tr1::unordered_map<Dish, TableCounter, Hash>::const_iterator - //typename google::sparse_hash_map<Dish, TableCounter, Hash>::const_iterator - dtit = _dish_tables.find(dish); - - //assert(dtit != _dish_tables.end()); - if (dtit == _dish_tables.end()) - return 0; - - return dtit->second.tables; -} - -template <typename Dish, typename Hash> -int -PYP<Dish,Hash>::num_tables() const -{ - return _total_tables; -} - -template <typename Dish, typename Hash> -std::ostream& -PYP<Dish,Hash>::debug_info(std::ostream& os) const -{ - int hists = 0, tables = 0; - for (typename std::tr1::unordered_map<Dish, TableCounter, Hash>::const_iterator - //for (typename google::sparse_hash_map<Dish, TableCounter, Hash>::const_iterator - dtit = _dish_tables.begin(); dtit != _dish_tables.end(); ++dtit) - { - hists += dtit->second.table_histogram.size(); - tables += dtit->second.tables; - -// if (dtit->second.tables <= 0) -// std::cerr << dtit->first << " " << count(dtit->first) << std::endl; - assert(dtit->second.tables > 0); - assert(!dtit->second.table_histogram.empty()); - -// os << "Dish " << dtit->first << " has " << count(dtit->first) << " customers, and is sitting at " << dtit->second.tables << " tables.\n"; - for (std::map<int,int>::const_iterator - hit = dtit->second.table_histogram.begin(); - hit != dtit->second.table_histogram.end(); ++hit) { -// os << " " << hit->second << " tables with " << hit->first << " customers." << std::endl; - assert(hit->second > 0); - } - } - - os << "restaurant has " - << _total_customers << " customers; " - << _total_tables << " tables; " - << tables << " tables'; " - << num_types() << " dishes; " - << _dish_tables.size() << " dishes'; and " - << hists << " histogram entries\n"; - - return os; -} - -template <typename Dish, typename Hash> -void -PYP<Dish,Hash>::clear() -{ - this->std::tr1::unordered_map<Dish,int,Hash>::clear(); - //this->google::sparse_hash_map<Dish,int,Hash>::clear(); - _dish_tables.clear(); - _total_tables = _total_customers = 0; -} - -// log_restaurant_prob returns the log probability of the PYP table configuration. -// Excludes Hierarchical P0 term which must be calculated separately. -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_restaurant_prob() const { - if (_total_customers < 1) - return (double)0.0; - - double log_prob = 0.0; - double lgamma1a = lgamma(1.0-_a); - - //std::cerr << "-------------------\n" << std::endl; - for (typename DishTableType::const_iterator dish_it=_dish_tables.begin(); - dish_it != _dish_tables.end(); ++dish_it) { - for (std::map<int, int>::const_iterator table_it=dish_it->second.table_histogram.begin(); - table_it !=dish_it->second.table_histogram.end(); ++table_it) { - log_prob += (table_it->second * (lgamma(table_it->first - _a) - lgamma1a)); - //std::cerr << "|" << dish_it->first->parent << " --> " << dish_it->first->rhs << " " << table_it->first << " " << table_it->second << " " << log_prob; - } - } - //std::cerr << std::endl; - - log_prob += (_a == (double)0.0 ? (_total_tables-1.0)*log(_b) : (_total_tables-1.0)*log(_a) + lgamma((_total_tables-1.0) + _b/_a) - lgamma(_b/_a)); - //std::cerr << "\t\t" << log_prob << std::endl; - log_prob += (lgamma(1.0 + _b) - lgamma(_total_customers + _b)); - - //std::cerr << _total_customers << " " << _total_tables << " " << log_prob << " " << log_prior() << std::endl; - //std::cerr << _a << " " << _b << std::endl; - if (!std::isfinite(log_prob)) { - assert(false); - } - //return log_prob; - if (log_prob > 0.0) - std::cerr << log_prob << std::endl; - return log_prob;// + log_prior(); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_prior() const { - double prior = 0.0; - if (_a_beta_a > 0.0 && _a_beta_b > 0.0 && _a > 0.0) - prior += log_prior_a(_a, _a_beta_a, _a_beta_b); - if (_b_gamma_s > 0.0 && _b_gamma_c > 0.0) - prior += log_prior_b(_b, _b_gamma_c, _b_gamma_s); - - return prior; -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_prior_a(double a, double beta_a, double beta_b) { - return lbetadist(a, beta_a, beta_b); -} - -template <typename Dish, typename Hash> -double -PYP<Dish,Hash>::log_prior_b(double b, double gamma_c, double gamma_s) { - return lgammadist(b, gamma_c, gamma_s); -} - -template <typename Dish, typename Hash> -long double PYP<Dish,Hash>::lbetadist(long double x, long double alpha, long double beta) { - assert(x > 0); - assert(x < 1); - assert(alpha > 0); - assert(beta > 0); - return (alpha-1)*log(x)+(beta-1)*log(1-x)+lgamma(alpha+beta)-lgamma(alpha)-lgamma(beta); -//boost::math::lgamma -} - -template <typename Dish, typename Hash> -long double PYP<Dish,Hash>::lgammadist(long double x, long double alpha, long double beta) { - assert(alpha > 0); - assert(beta > 0); - return (alpha-1)*log(x) - alpha*log(beta) - x/beta - lgamma(alpha); -} - - -template <typename Dish, typename Hash> - template <typename Uniform01> -void -PYP<Dish,Hash>::resample_prior(Uniform01& rnd) { - for (int num_its=5; num_its >= 0; --num_its) { - resample_prior_b(rnd); - resample_prior_a(rnd); - } - resample_prior_b(rnd); -} - -template <typename Dish, typename Hash> - template <typename Uniform01> -void -PYP<Dish,Hash>::resample_prior_b(Uniform01& rnd) { - if (_total_tables == 0) - return; - - //int niterations = 10; // number of resampling iterations - int niterations = 5; // number of resampling iterations - //std::cerr << "\n## resample_prior_b(), initial a = " << _a << ", b = " << _b << std::endl; - resample_b_type b_log_prob(_total_customers, _total_tables, _a, _b_gamma_c, _b_gamma_s); - _b = slice_sampler1d(b_log_prob, _b, rnd, (double) 0.0, std::numeric_limits<double>::infinity(), - //_b = slice_sampler1d(b_log_prob, _b, mt_genrand_res53, (double) 0.0, std::numeric_limits<double>::infinity(), - (double) 0.0, niterations, 100*niterations); - //std::cerr << "\n## resample_prior_b(), final a = " << _a << ", b = " << _b << std::endl; -} - -template <typename Dish, typename Hash> - template <typename Uniform01> -void -PYP<Dish,Hash>::resample_prior_a(Uniform01& rnd) { - if (_total_tables == 0) - return; - - //int niterations = 10; - int niterations = 5; - //std::cerr << "\n## Initial a = " << _a << ", b = " << _b << std::endl; - resample_a_type a_log_prob(_total_customers, _total_tables, _b, _a_beta_a, _a_beta_b, _dish_tables); - _a = slice_sampler1d(a_log_prob, _a, rnd, std::numeric_limits<double>::min(), - //_a = slice_sampler1d(a_log_prob, _a, mt_genrand_res53, std::numeric_limits<double>::min(), - (double) 1.0, (double) 0.0, niterations, 100*niterations); -} - -#endif |