2 files changed, 296 insertions, 0 deletions
diff --git a/gi/pf/mh_test.cc b/gi/pf/mh_test.cc
new file mode 100644
index 00000000..296e7285
--- /dev/null
+++ b/gi/pf/mh_test.cc
@@ -0,0 +1,148 @@
+#include "ccrp.h"
+
+#include <vector>
+#include <iostream>
+
+#include "tdict.h"
+#include "transliterations.h"
+
+using namespace std;
+
+MT19937 rng;
+
+static bool verbose = false;
+
+struct Model {
+
+  Model() : bp(), base(0.2, 0.6) , ccrps(5, CCRP<int>(0.8, 0.5)) {}
+
+  double p0(int x) const {
+    assert(x > 0);
+    assert(x < 5);
+    return 1.0/4.0;
+  }
+
+  double llh() const {
+    double lh = bp + base.log_crp_prob();
+    for (int ctx = 1; ctx < 5; ++ctx)
+      lh += ccrps[ctx].log_crp_prob();
+    return lh;
+  }
+
+  double prob(int ctx, int x) const {
+    assert(ctx > 0 && ctx < 5);
+    return ccrps[ctx].prob(x, base.prob(x, p0(x)));
+  }
+
+  void increment(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    if (ccrps[ctx].increment(x, base.prob(x, p0(x)), &rng)) {
+      if (base.increment(x, p0(x), &rng)) {
+        bp += log(1.0 / 4.0);
+      }
+    }
+  }
+
+  // this is just a biased estimate
+  double est_base_prob(int x) {
+    return (x + 1) * x / 40.0;
+  }
+
+  void increment_is(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    SampleSet<double> ss;
+    const int PARTICLES = 25;
+    vector<CCRP<int> > s1s(PARTICLES, CCRP<int>(0.5,0.5));
+    vector<CCRP<int> > sbs(PARTICLES, CCRP<int>(0.5,0.5));
+    vector<double> sp0s(PARTICLES);
+
+    CCRP<int> s1 = ccrps[ctx];
+    CCRP<int> sb = base;
+    double sp0 = bp;
+    for (int pp = 0; pp < PARTICLES; ++pp) {
+      if (pp > 0) {
+        ccrps[ctx] = s1;
+        base = sb;
+        bp = sp0;
+      }
+
+      double q = 1;
+      double gamma = 1;
+      double est_p = est_base_prob(x);
+      //base.prob(x, p0(x)) + rng.next() * 0.1;
+      if (ccrps[ctx].increment(x, est_p, &rng, &q)) {
+        gamma = q * base.prob(x, p0(x));
+        q *= est_p;
+        if (verbose) cerr << "(DP-base draw) ";
+        double qq = -1;
+        if (base.increment(x, p0(x), &rng, &qq)) {
+          if (verbose) cerr << "(G0 draw) ";
+          bp += log(p0(x));
+          qq *= p0(x);
+        }
+      } else { gamma = q; }
+      double w = gamma / q;
+      if (verbose)
+        cerr << "gamma=" << gamma << " q=" << q << "\tw=" << w << endl;
+      ss.add(w);
+      s1s[pp] = ccrps[ctx];
+      sbs[pp] = base;
+      sp0s[pp] = bp;
+    }
+    int ps = rng.SelectSample(ss);
+    ccrps[ctx] = s1s[ps];
+    base = sbs[ps];
+    bp = sp0s[ps];
+    if (verbose) {
+      cerr << "SELECTED: " << ps << endl;
+      static int cc = 0; cc++; if (cc ==10) exit(1);
+    }
+  }
+
+  void decrement(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    if (ccrps[ctx].decrement(x, &rng)) {
+      if (base.decrement(x, &rng)) {
+        bp -= log(p0(x));
+      }
+    }
+  }
+
+  double bp;
+  CCRP<int> base;
+  vector<CCRP<int> > ccrps;
+
+};
+
+int main(int argc, char** argv) {
+  if (argc > 1) { verbose = true; }
+  vector<int> counts(15, 0);
+  vector<int> tcounts(15, 0);
+  int points[] = {1,2, 2,2, 3,2, 4,1, 3, 4, 3, 3, 2, 3, 4, 1, 4, 1, 3, 2, 1, 3, 1, 4, 0, 0};
+  double tlh = 0;
+  double tt = 0;
+  for (int n = 0; n < 1000; ++n) {
+    if (n % 10 == 0) cerr << '.';
+    if ((n+1) % 400 == 0) cerr << " [" << (n+1) << "]\n";
+    Model m;
+    for (int *x = points; *x; x += 2)
+      m.increment(x[0], x[1]);
+
+    for (int j = 0; j < 24; ++j) {
+      for (int *x = points; *x; x += 2) {
+        if (rng.next() < 0.8) {
+          m.decrement(x[0], x[1]);
+          m.increment_is(x[0], x[1]);
+        }
+      }
+    }
+    counts[m.base.num_customers()]++;
+    tcounts[m.base.num_tables()]++;
+    tlh += m.llh();
+    tt += 1.0;
+  }
+  cerr << "mean LLH = " << (tlh / tt) << endl;
+  for (int i = 0; i < 15; ++i)
+    cerr << i << ": " << (counts[i] / tt) << "\t" << (tcounts[i] / tt) << endl;
+}
+
diff --git a/gi/pf/pf_test.cc b/gi/pf/pf_test.cc
new file mode 100644
index 00000000..296e7285
--- /dev/null
+++ b/gi/pf/pf_test.cc
@@ -0,0 +1,148 @@
+#include "ccrp.h"
+
+#include <vector>
+#include <iostream>
+
+#include "tdict.h"
+#include "transliterations.h"
+
+using namespace std;
+
+MT19937 rng;
+
+static bool verbose = false;
+
+struct Model {
+
+  Model() : bp(), base(0.2, 0.6) , ccrps(5, CCRP<int>(0.8, 0.5)) {}
+
+  double p0(int x) const {
+    assert(x > 0);
+    assert(x < 5);
+    return 1.0/4.0;
+  }
+
+  double llh() const {
+    double lh = bp + base.log_crp_prob();
+    for (int ctx = 1; ctx < 5; ++ctx)
+      lh += ccrps[ctx].log_crp_prob();
+    return lh;
+  }
+
+  double prob(int ctx, int x) const {
+    assert(ctx > 0 && ctx < 5);
+    return ccrps[ctx].prob(x, base.prob(x, p0(x)));
+  }
+
+  void increment(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    if (ccrps[ctx].increment(x, base.prob(x, p0(x)), &rng)) {
+      if (base.increment(x, p0(x), &rng)) {
+        bp += log(1.0 / 4.0);
+      }
+    }
+  }
+
+  // this is just a biased estimate
+  double est_base_prob(int x) {
+    return (x + 1) * x / 40.0;
+  }
+
+  void increment_is(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    SampleSet<double> ss;
+    const int PARTICLES = 25;
+    vector<CCRP<int> > s1s(PARTICLES, CCRP<int>(0.5,0.5));
+    vector<CCRP<int> > sbs(PARTICLES, CCRP<int>(0.5,0.5));
+    vector<double> sp0s(PARTICLES);
+
+    CCRP<int> s1 = ccrps[ctx];
+    CCRP<int> sb = base;
+    double sp0 = bp;
+    for (int pp = 0; pp < PARTICLES; ++pp) {
+      if (pp > 0) {
+        ccrps[ctx] = s1;
+        base = sb;
+        bp = sp0;
+      }
+
+      double q = 1;
+      double gamma = 1;
+      double est_p = est_base_prob(x);
+      //base.prob(x, p0(x)) + rng.next() * 0.1;
+      if (ccrps[ctx].increment(x, est_p, &rng, &q)) {
+        gamma = q * base.prob(x, p0(x));
+        q *= est_p;
+        if (verbose) cerr << "(DP-base draw) ";
+        double qq = -1;
+        if (base.increment(x, p0(x), &rng, &qq)) {
+          if (verbose) cerr << "(G0 draw) ";
+          bp += log(p0(x));
+          qq *= p0(x);
+        }
+      } else { gamma = q; }
+      double w = gamma / q;
+      if (verbose)
+        cerr << "gamma=" << gamma << " q=" << q << "\tw=" << w << endl;
+      ss.add(w);
+      s1s[pp] = ccrps[ctx];
+      sbs[pp] = base;
+      sp0s[pp] = bp;
+    }
+    int ps = rng.SelectSample(ss);
+    ccrps[ctx] = s1s[ps];
+    base = sbs[ps];
+    bp = sp0s[ps];
+    if (verbose) {
+      cerr << "SELECTED: " << ps << endl;
+      static int cc = 0; cc++; if (cc ==10) exit(1);
+    }
+  }
+
+  void decrement(int ctx, int x) {
+    assert(ctx > 0 && ctx < 5);
+    if (ccrps[ctx].decrement(x, &rng)) {
+      if (base.decrement(x, &rng)) {
+        bp -= log(p0(x));
+      }
+    }
+  }
+
+  double bp;
+  CCRP<int> base;
+  vector<CCRP<int> > ccrps;
+
+};
+
+int main(int argc, char** argv) {
+  if (argc > 1) { verbose = true; }
+  vector<int> counts(15, 0);
+  vector<int> tcounts(15, 0);
+  int points[] = {1,2, 2,2, 3,2, 4,1, 3, 4, 3, 3, 2, 3, 4, 1, 4, 1, 3, 2, 1, 3, 1, 4, 0, 0};
+  double tlh = 0;
+  double tt = 0;
+  for (int n = 0; n < 1000; ++n) {
+    if (n % 10 == 0) cerr << '.';
+    if ((n+1) % 400 == 0) cerr << " [" << (n+1) << "]\n";
+    Model m;
+    for (int *x = points; *x; x += 2)
+      m.increment(x[0], x[1]);
+
+    for (int j = 0; j < 24; ++j) {
+      for (int *x = points; *x; x += 2) {
+        if (rng.next() < 0.8) {
+          m.decrement(x[0], x[1]);
+          m.increment_is(x[0], x[1]);
+        }
+      }
+    }
+    counts[m.base.num_customers()]++;
+    tcounts[m.base.num_tables()]++;
+    tlh += m.llh();
+    tt += 1.0;
+  }
+  cerr << "mean LLH = " << (tlh / tt) << endl;
+  for (int i = 0; i < 15; ++i)
+    cerr << i << ": " << (counts[i] / tt) << "\t" << (tcounts[i] / tt) << endl;
+}
+