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-rw-r--r--gi/pf/mh_test.cc148
-rw-r--r--gi/pf/pf_test.cc148
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;
+}
+
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