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authorChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
committerChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
commit9339c80d465545aec5a6dccfef7c83ca715bf11f (patch)
tree64c56d558331edad1db3832018c80e799551c39a /utils/ccrp.h
parent438dac41810b7c69fa10203ac5130d20efa2da9f (diff)
parentafd7da3b2338661657ad0c4e9eec681e014d37bf (diff)
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'utils/ccrp.h')
-rw-r--r--utils/ccrp.h270
1 files changed, 0 insertions, 270 deletions
diff --git a/utils/ccrp.h b/utils/ccrp.h
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--- a/utils/ccrp.h
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@@ -1,270 +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"
-#include "crp_table_manager.h"
-#include "m.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 strength) :
- num_tables_(),
- num_customers_(),
- discount_(disc),
- strength_(strength),
- discount_prior_strength_(std::numeric_limits<double>::quiet_NaN()),
- discount_prior_beta_(std::numeric_limits<double>::quiet_NaN()),
- strength_prior_shape_(std::numeric_limits<double>::quiet_NaN()),
- strength_prior_rate_(std::numeric_limits<double>::quiet_NaN()) {
- check_hyperparameters();
- }
-
- CCRP(double d_strength, double d_beta, double c_shape, double c_rate, double d = 0.9, double c = 1.0) :
- num_tables_(),
- num_customers_(),
- discount_(d),
- strength_(c),
- discount_prior_strength_(d_strength),
- discount_prior_beta_(d_beta),
- strength_prior_shape_(c_shape),
- strength_prior_rate_(c_rate) {
- check_hyperparameters();
- }
-
- void check_hyperparameters() {
- if (discount_ < 0.0 || discount_ >= 1.0) {
- std::cerr << "Bad discount: " << discount_ << std::endl;
- abort();
- }
- if (strength_ <= -discount_) {
- std::cerr << "Bad strength: " << strength_ << " (discount=" << discount_ << ")" << std::endl;
- abort();
- }
- }
-
- double discount() const { return discount_; }
- double strength() const { return strength_; }
- void set_hyperparameters(double d, double s) {
- discount_ = d; strength_ = s;
- check_hyperparameters();
- }
- void set_discount(double d) { discount_ = d; check_hyperparameters(); }
- void set_strength(double a) { strength_ = a; check_hyperparameters(); }
-
- bool has_discount_prior() const {
- return !std::isnan(discount_prior_strength_);
- }
-
- bool has_strength_prior() const {
- return !std::isnan(strength_prior_shape_);
- }
-
- void clear() {
- num_tables_ = 0;
- num_customers_ = 0;
- dish_locs_.clear();
- }
-
- unsigned num_tables() const {
- return num_tables_;
- }
-
- unsigned num_tables(const Dish& dish) const {
- const typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.find(dish);
- if (it == dish_locs_.end()) return 0;
- return it->second.num_tables();
- }
-
- unsigned num_customers() const {
- return num_customers_;
- }
-
- unsigned num_customers(const Dish& dish) const {
- const typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.find(dish);
- if (it == dish_locs_.end()) return 0;
- return it->num_customers();
- }
-
- // returns +1 or 0 indicating whether a new table was opened
- // p = probability with which the particular table was selected
- // excluding p0
- template <typename T>
- int increment(const Dish& dish, const T& p0, MT19937* rng, T* p = NULL) {
- CRPTableManager& loc = dish_locs_[dish];
- bool share_table = false;
- if (loc.num_customers()) {
- const T p_empty = T(strength_ + num_tables_ * discount_) * p0;
- const T p_share = T(loc.num_customers() - loc.num_tables() * discount_);
- share_table = rng->SelectSample(p_empty, p_share);
- }
- if (share_table) {
- loc.share_table(discount_, rng);
- } else {
- loc.create_table();
- ++num_tables_;
- }
- ++num_customers_;
- return (share_table ? 0 : 1);
- }
-
- // returns -1 or 0, indicating whether a table was closed
- int decrement(const Dish& dish, MT19937* rng) {
- CRPTableManager& loc = dish_locs_[dish];
- assert(loc.num_customers());
- if (loc.num_customers() == 1) {
- dish_locs_.erase(dish);
- --num_tables_;
- --num_customers_;
- return -1;
- } else {
- int delta = loc.remove_customer(rng);
- --num_customers_;
- if (delta) --num_tables_;
- return delta;
- }
- }
-
- template <typename T>
- T prob(const Dish& dish, const T& p0) const {
- const typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.find(dish);
- const T r = T(num_tables_ * discount_ + strength_);
- if (it == dish_locs_.end()) {
- return r * p0 / T(num_customers_ + strength_);
- } else {
- return (T(it->second.num_customers() - discount_ * it->second.num_tables()) + r * p0) /
- T(num_customers_ + strength_);
- }
- }
-
- double log_crp_prob() const {
- return log_crp_prob(discount_, strength_);
- }
-
- // 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& strength) const {
- double lp = 0.0;
- if (has_discount_prior())
- lp = Md::log_beta_density(discount, discount_prior_strength_, discount_prior_beta_);
- if (has_strength_prior())
- lp += Md::log_gamma_density(strength + discount, strength_prior_shape_, strength_prior_rate_);
- assert(lp <= 0.0);
- if (num_customers_) {
- if (discount > 0.0) {
- const double r = lgamma(1.0 - discount);
- if (strength)
- lp += lgamma(strength) - lgamma(strength / discount);
- lp += - lgamma(strength + num_customers_)
- + num_tables_ * log(discount) + lgamma(strength / discount + num_tables_);
- assert(std::isfinite(lp));
- for (typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.begin();
- it != dish_locs_.end(); ++it) {
- const CRPTableManager& cur = it->second; // TODO check
- for (CRPTableManager::const_iterator ti = cur.begin(); ti != cur.end(); ++ti) {
- lp += (lgamma(ti->first - discount) - r) * ti->second;
- }
- }
- } else if (!discount) { // discount == 0.0
- lp += lgamma(strength) + num_tables_ * log(strength) - lgamma(strength + num_tables_);
- assert(std::isfinite(lp));
- for (typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.begin();
- it != dish_locs_.end(); ++it) {
- const CRPTableManager& cur = it->second;
- lp += lgamma(cur.num_tables());
- }
- } else {
- assert(!"discount less than 0 detected!");
- }
- }
- assert(std::isfinite(lp));
- return lp;
- }
-
- void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) {
- assert(has_discount_prior() || has_strength_prior());
- if (num_customers() == 0) return;
- DiscountResampler dr(*this);
- StrengthResampler sr(*this);
- for (unsigned iter = 0; iter < nloop; ++iter) {
- if (has_strength_prior()) {
- strength_ = slice_sampler1d(sr, strength_, *rng, -discount_ + std::numeric_limits<double>::min(),
- std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations);
- }
- if (has_discount_prior()) {
- double min_discount = std::numeric_limits<double>::min();
- if (strength_ < 0.0) min_discount -= strength_;
- discount_ = slice_sampler1d(dr, discount_, *rng, min_discount,
- 1.0, 0.0, niterations, 100*niterations);
- }
- }
- strength_ = slice_sampler1d(sr, strength_, *rng, -discount_,
- std::numeric_limits<double>::infinity(), 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_.strength_);
- }
- };
-
- struct StrengthResampler {
- StrengthResampler(const CCRP& crp) : crp_(crp) {}
- const CCRP& crp_;
- double operator()(const double& proposed_strength) const {
- return crp_.log_crp_prob(crp_.discount_, proposed_strength);
- }
- };
-
- void Print(std::ostream* out) const {
- std::cerr << "PYP(d=" << discount_ << ",c=" << strength_ << ") customers=" << num_customers_ << std::endl;
- for (typename std::tr1::unordered_map<Dish, CRPTableManager, DishHash>::const_iterator it = dish_locs_.begin();
- it != dish_locs_.end(); ++it) {
- (*out) << it->first << " : " << it->second << std::endl;
- }
- }
-
- typedef typename std::tr1::unordered_map<Dish, CRPTableManager, 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, CRPTableManager, DishHash> dish_locs_;
-
- double discount_;
- double strength_;
-
- // optional beta prior on discount_ (NaN if no prior)
- double discount_prior_strength_;
- double discount_prior_beta_;
-
- // optional gamma prior on strength_ (NaN if no prior)
- double strength_prior_shape_;
- double strength_prior_rate_;
-};
-
-template <typename T,typename H>
-std::ostream& operator<<(std::ostream& o, const CCRP<T,H>& c) {
- c.Print(&o);
- return o;
-}
-
-#endif