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authordesaicwtf <desaicwtf@ec762483-ff6d-05da-a07a-a48fb63a330f>2010-07-22 23:54:25 +0000
committerdesaicwtf <desaicwtf@ec762483-ff6d-05da-a07a-a48fb63a330f>2010-07-22 23:54:25 +0000
commitc31d752edf981ca243fc08d340024d10c023a66e (patch)
treea70496dd3071bae12d1101005a84199b660f47cb /gi
parent5374ff923659a030c9ffed3f30241661e8a8c331 (diff)
variational bayes inference
git-svn-id: https://ws10smt.googlecode.com/svn/trunk@372 ec762483-ff6d-05da-a07a-a48fb63a330f
Diffstat (limited to 'gi')
-rw-r--r--gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java24
-rw-r--r--gi/posterior-regularisation/prjava/src/phrase/VB.java317
2 files changed, 329 insertions, 12 deletions
diff --git a/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java b/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
index 13ac14ba..ccb6ae9d 100644
--- a/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
+++ b/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
@@ -111,8 +111,9 @@ public class PhraseCluster {
TIntArrayList context = edge.getContext();
for(int tag=0;tag<K;tag++)
{
- for(int pos=0;pos<n_positions;pos++)
- exp_emit[tag][pos][context.get(pos)]+=p[tag]*count;
+ for(int pos=0;pos<n_positions;pos++){
+ exp_emit[tag][pos][context.get(pos)]+=p[tag]*count;
+ }
exp_pi[tag]+=p[tag]*count;
}
}
@@ -248,14 +249,12 @@ public class PhraseCluster {
public double PREM_phrase_constraints(double scalePT, int phraseSizeLimit)
{
double [][][]exp_emit=new double[K][n_positions][n_words];
- double [][]exp_pi=new double[n_phrases][K];
+ double []exp_pi=new double[K];
for(double [][]i:exp_emit)
for(double []j:i)
Arrays.fill(j, 1e-10);
- for(double []j:exp_pi)
- Arrays.fill(j, 1e-10);
-
+
if (lambdaPT == null && cacheLambda)
lambdaPT = new double[n_phrases][];
@@ -267,10 +266,12 @@ public class PhraseCluster {
{
if (phraseSizeLimit >= 1 && c.getPhrase(phrase).size() > phraseSizeLimit)
{
- System.arraycopy(pi[phrase], 0, exp_pi[phrase], 0, K);
+ //System.arraycopy(pi[phrase], 0, exp_pi[phrase], 0, K);
continue;
}
+ Arrays.fill(exp_pi, 1e-10);
+
// FIXME: add rare edge check to phrase objective & posterior processing
PhraseObjective po = new PhraseObjective(this, phrase, scalePT, (cacheLambda) ? lambdaPT[phrase] : null);
boolean ok = po.optimizeWithProjectedGradientDescent();
@@ -294,9 +295,12 @@ public class PhraseCluster {
exp_emit[tag][pos][context.get(pos)]+=q[edge][tag]*contextCnt;
}
- exp_pi[phrase][tag]+=q[edge][tag]*contextCnt;
+ exp_pi[tag]+=q[edge][tag]*contextCnt;
+
}
}
+ arr.F.l1normalize(exp_pi);
+ System.arraycopy(exp_pi, 0, pi[phrase], 0, K);
}
long end = System.currentTimeMillis();
@@ -313,10 +317,6 @@ public class PhraseCluster {
arr.F.l1normalize(j);
emit=exp_emit;
- for(double []j:exp_pi)
- arr.F.l1normalize(j);
- pi=exp_pi;
-
return primal;
}
diff --git a/gi/posterior-regularisation/prjava/src/phrase/VB.java b/gi/posterior-regularisation/prjava/src/phrase/VB.java
new file mode 100644
index 00000000..cc1c1c96
--- /dev/null
+++ b/gi/posterior-regularisation/prjava/src/phrase/VB.java
@@ -0,0 +1,317 @@
+package phrase;
+
+import gnu.trove.TIntArrayList;
+
+import io.FileUtil;
+
+import java.io.File;
+import java.io.IOException;
+import java.io.PrintStream;
+import java.util.Arrays;
+import java.util.List;
+
+import org.apache.commons.math.special.Gamma;
+
+import phrase.Corpus.Edge;
+
+public class VB {
+
+ public static int MAX_ITER=40;
+
+ /**@brief
+ * hyper param for beta
+ * where beta is multinomial
+ * for generating words from a topic
+ */
+ public double lambda=0.1;
+ /**@brief
+ * hyper param for theta
+ * where theta is dirichlet for z
+ */
+ public double alpha=0.000001;
+ /**@brief
+ * variational param for beta
+ */
+ private double rho[][][];
+ /**@brief
+ * variational param for z
+ */
+ private double phi[][];
+ /**@brief
+ * variational param for theta
+ */
+ private double gamma[];
+
+ private static double VAL_DIFF_RATIO=0.001;
+
+ /**@brief
+ * objective for a single document
+ */
+ private double obj;
+
+ private int n_positions;
+ private int n_words;
+ private int K;
+
+ private Corpus c;
+ public static void main(String[] args) {
+ String in="../pdata/canned.con";
+ //String in="../pdata/btec.con";
+ String out="../pdata/vb.out";
+ int numCluster=25;
+ Corpus corpus = null;
+ File infile = new File(in);
+ try {
+ System.out.println("Reading concordance from " + infile);
+ corpus = Corpus.readFromFile(FileUtil.reader(infile));
+ corpus.printStats(System.out);
+ } catch (IOException e) {
+ System.err.println("Failed to open input file: " + infile);
+ e.printStackTrace();
+ System.exit(1);
+ }
+
+ VB vb=new VB(numCluster, corpus);
+ int iter=20;
+ for(int i=0;i<iter;i++){
+ double obj=vb.EM();
+ System.out.println("Iter "+i+": "+obj);
+ }
+
+ File outfile = new File (out);
+ try {
+ PrintStream ps = FileUtil.printstream(outfile);
+ vb.displayPosterior(ps);
+ // ps.println();
+ // c2f.displayModelParam(ps);
+ ps.close();
+ } catch (IOException e) {
+ System.err.println("Failed to open output file: " + outfile);
+ e.printStackTrace();
+ System.exit(1);
+ }
+ }
+
+ public VB(int numCluster, Corpus corpus){
+ c=corpus;
+ K=numCluster;
+ n_positions=c.getNumContextPositions();
+ n_words=c.getNumWords();
+ rho=new double[K][n_positions][n_words];
+ //to init rho
+ //loop through data and count up words
+ double[] phi_tmp=new double[K];
+ for(int i=0;i<K;i++){
+ for(int pos=0;pos<n_positions;pos++){
+ Arrays.fill(rho[i][pos], lambda);
+ }
+ }
+ for(int d=0;d<c.getNumPhrases();d++){
+ List<Edge>doc=c.getEdgesForPhrase(d);
+ for(int n=0;n<doc.size();n++){
+ TIntArrayList context=doc.get(n).getContext();
+ arr.F.randomise(phi_tmp);
+ for(int i=0;i<K;i++){
+ for(int pos=0;pos<n_positions;pos++){
+ rho[i][pos][context.get(pos)]+=phi_tmp[i];
+ }
+ }
+ }
+ }
+ }
+
+ private void inference(int phraseID){
+ List<Edge > doc=c.getEdgesForPhrase(phraseID);
+ phi=new double[doc.size()][K];
+ for(int i=0;i<phi.length;i++){
+ for(int j=0;j<phi[i].length;j++){
+ phi[i][j]=1.0/K;
+ }
+ }
+ gamma = new double[K];
+ double digamma_gamma[]=new double[K];
+ for(int i=0;i<gamma.length;i++){
+ gamma[i] = alpha + 1.0/K;
+ }
+
+ double rho_sum[][]=new double [K][n_positions];
+ for(int i=0;i<K;i++){
+ for(int pos=0;pos<n_positions;pos++){
+ rho_sum[i][pos]=Gamma.digamma(arr.F.l1norm(rho[i][pos]));
+ }
+ }
+ double gamma_sum=Gamma.digamma(arr.F.l1norm(gamma));
+ for(int i=0;i<K;i++){
+ digamma_gamma[i]=Gamma.digamma(gamma[i]);
+ }
+ double gammaSum[]=new double [K];
+
+ double prev_val=0;
+ obj=0;
+ for(int iter=0;iter<MAX_ITER;iter++){
+ prev_val=obj;
+ obj=0;
+ Arrays.fill(gammaSum,0.0);
+ for(int n=0;n<doc.size();n++){
+ TIntArrayList context=doc.get(n).getContext();
+ double phisum=0;
+ for(int i=0;i<K;i++){
+ double sum=0;
+ for(int pos=0;pos<n_positions;pos++){
+ int word=context.get(pos);
+ sum+=Gamma.digamma(rho[i][pos][word])-rho_sum[i][pos];
+ }
+ sum+= digamma_gamma[i]-gamma_sum;
+ phi[n][i]=sum;
+
+ if (i > 0){
+ phisum = log_sum(phisum, phi[n][i]);
+ }
+ else{
+ phisum = phi[n][i];
+ }
+
+ }//end of a word
+
+ for(int i=0;i<K;i++){
+ phi[n][i]=Math.exp(phi[n][i]-phisum);
+ gammaSum[i]+=phi[n][i];
+ }
+
+ }//end of doc
+
+ for(int i=0;i<K;i++){
+ gamma[i]=alpha+gammaSum[i];
+ }
+ gamma_sum=Gamma.digamma(arr.F.l1norm(gamma));
+ for(int i=0;i<K;i++){
+ digamma_gamma[i]=Gamma.digamma(gamma[i]);
+ }
+ //compute objective for reporting
+ obj=0;
+
+ for(int i=0;i<K;i++){
+ obj+=(alpha-1)*(digamma_gamma[i]-gamma_sum);
+ }
+
+
+ for(int n=0;n<doc.size();n++){
+ TIntArrayList context=doc.get(n).getContext();
+
+ for(int i=0;i<K;i++){
+ //entropy of phi + expected log likelihood of z
+ obj+=phi[n][i]*(digamma_gamma[i]-gamma_sum);
+
+ if(phi[n][i]>1e-10){
+ obj+=phi[n][i]*Math.log(phi[n][i]);
+ }
+
+ double beta_sum=0;
+ for(int pos=0;pos<n_positions;pos++){
+ int word=context.get(pos);
+ beta_sum+=(Gamma.digamma(rho[i][pos][word])-rho_sum[i][pos]);
+ }
+ obj+=phi[n][i]*beta_sum;
+ }
+ }
+
+ obj-=Gamma.logGamma(arr.F.l1norm(gamma));
+ for(int i=0;i<K;i++){
+ obj+=Gamma.logGamma(gamma[i]);
+ obj-=(gamma[i]-1)*(digamma_gamma[i]-gamma_sum);
+ }
+
+// System.out.println(phraseID+": "+obj);
+ if(iter>0 && (obj-prev_val)/Math.abs(obj)<VAL_DIFF_RATIO){
+ break;
+ }
+ }//end of inference loop
+ }//end of inference
+
+ /**
+ * @return objective of this iteration
+ */
+ public double EM(){
+ double emObj=0;
+
+ //E
+ double exp_rho[][][]=new double[K][n_positions][n_words];
+ for (int d=0;d<c.getNumPhrases();d++){
+ inference(d);
+ List<Edge>doc=c.getEdgesForPhrase(d);
+ for(int n=0;n<doc.size();n++){
+ TIntArrayList context=doc.get(n).getContext();
+ for(int pos=0;pos<n_positions;pos++){
+ int word=context.get(pos);
+ for(int i=0;i<K;i++){
+ exp_rho[i][pos][word]+=phi[n][i];
+ }
+ }
+ }
+
+ emObj+=obj;
+ }
+
+ // System.out.println("EM Objective:"+emObj);
+
+ //M
+ for(int i=0;i<K;i++){
+ for(int pos=0;pos<n_positions;pos++){
+ for(int j=0;j<n_words;j++){
+ rho[i][pos][j]=lambda+exp_rho[i][pos][j];
+ }
+ }
+ }
+
+ //E[\log p(\beta|\lambda)] - E[\log q(\beta)]
+ for(int i=0;i<K;i++){
+ double rhoSum=0;
+ for(int pos=0;pos<n_positions;pos++){
+ for(int j=0;j<n_words;j++){
+ rhoSum+=rho[i][pos][j];
+ }
+ double digamma_rhoSum=Gamma.digamma(rhoSum);
+ emObj-=Gamma.logGamma(rhoSum);
+ for(int j=0;j<n_words;j++){
+ emObj+=(lambda-rho[i][pos][j])*(Gamma.digamma(rho[i][pos][j])-digamma_rhoSum);
+ emObj+=Gamma.logGamma(rho[i][pos][j]);
+ }
+ }
+ }
+
+ return emObj;
+ }//end of EM
+
+ public void displayPosterior(PrintStream ps)
+ {
+ for(int d=0;d<c.getNumPhrases();d++){
+ inference(d);
+ List<Edge> doc=c.getEdgesForPhrase(d);
+ for(int n=0;n<doc.size();n++){
+ Edge edge=doc.get(n);
+ int tag=arr.F.argmax(phi[n]);
+ ps.print(edge.getPhraseString());
+ ps.print("\t");
+ ps.print(edge.getContextString(true));
+
+ ps.println(" ||| C=" + tag);
+ }
+ }
+ }
+
+ double log_sum(double log_a, double log_b)
+ {
+ double v;
+
+ if (log_a < log_b)
+ {
+ v = log_b+Math.log(1 + Math.exp(log_a-log_b));
+ }
+ else
+ {
+ v = log_a+Math.log(1 + Math.exp(log_b-log_a));
+ }
+ return(v);
+ }
+
+}//End of class