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-rw-r--r--utils/ccrp_onetable.h253
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diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h
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--- a/utils/ccrp_onetable.h
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@@ -1,253 +0,0 @@
-#ifndef _CCRP_ONETABLE_H_
-#define _CCRP_ONETABLE_H_
-
-#include <numeric>
-#include <cassert>
-#include <cmath>
-#include <list>
-#include <iostream>
-#include <tr1/unordered_map>
-#include <boost/functional/hash.hpp>
-#include "sampler.h"
-#include "slice_sampler.h"
-
-// Chinese restaurant process (Pitman-Yor parameters) with one table approximation
-
-template <typename Dish, typename DishHash = boost::hash<Dish> >
-class CCRP_OneTable {
- typedef std::tr1::unordered_map<Dish, unsigned, DishHash> DishMapType;
- public:
- CCRP_OneTable(double disc, double conc) :
- num_tables_(),
- num_customers_(),
- discount_(disc),
- alpha_(conc),
- discount_prior_alpha_(std::numeric_limits<double>::quiet_NaN()),
- discount_prior_beta_(std::numeric_limits<double>::quiet_NaN()),
- alpha_prior_shape_(std::numeric_limits<double>::quiet_NaN()),
- alpha_prior_rate_(std::numeric_limits<double>::quiet_NaN()) {}
-
- CCRP_OneTable(double d_alpha, double d_beta, double c_shape, double c_rate, double d = 0.9, double c = 1.0) :
- num_tables_(),
- num_customers_(),
- discount_(d),
- alpha_(c),
- discount_prior_alpha_(d_alpha),
- discount_prior_beta_(d_beta),
- alpha_prior_shape_(c_shape),
- alpha_prior_rate_(c_rate) {}
-
- double discount() const { return discount_; }
- double alpha() const { return alpha_; }
- void set_alpha(double c) { alpha_ = c; }
- void set_discount(double d) { discount_ = d; }
-
- bool has_discount_prior() const {
- return !std::isnan(discount_prior_alpha_);
- }
-
- bool has_alpha_prior() const {
- return !std::isnan(alpha_prior_shape_);
- }
-
- void clear() {
- num_tables_ = 0;
- num_customers_ = 0;
- dish_counts_.clear();
- }
-
- unsigned num_tables() const {
- return num_tables_;
- }
-
- unsigned num_tables(const Dish& dish) const {
- const typename DishMapType::const_iterator it = dish_counts_.find(dish);
- if (it == dish_counts_.end()) return 0;
- return 1;
- }
-
- unsigned num_customers() const {
- return num_customers_;
- }
-
- unsigned num_customers(const Dish& dish) const {
- const typename DishMapType::const_iterator it = dish_counts_.find(dish);
- if (it == dish_counts_.end()) return 0;
- return it->second;
- }
-
- // returns +1 or 0 indicating whether a new table was opened
- int increment(const Dish& dish) {
- unsigned& dc = dish_counts_[dish];
- ++dc;
- ++num_customers_;
- if (dc == 1) {
- ++num_tables_;
- return 1;
- } else {
- return 0;
- }
- }
-
- // returns -1 or 0, indicating whether a table was closed
- int decrement(const Dish& dish) {
- unsigned& dc = dish_counts_[dish];
- assert(dc > 0);
- if (dc == 1) {
- dish_counts_.erase(dish);
- --num_tables_;
- --num_customers_;
- return -1;
- } else {
- assert(dc > 1);
- --dc;
- --num_customers_;
- return 0;
- }
- }
-
- double prob(const Dish& dish, const double& p0) const {
- const typename DishMapType::const_iterator it = dish_counts_.find(dish);
- const double r = num_tables_ * discount_ + alpha_;
- if (it == dish_counts_.end()) {
- return r * p0 / (num_customers_ + alpha_);
- } else {
- return (it->second - discount_ + r * p0) /
- (num_customers_ + alpha_);
- }
- }
-
- template <typename T>
- T probT(const Dish& dish, const T& p0) const {
- const typename DishMapType::const_iterator it = dish_counts_.find(dish);
- const T r(num_tables_ * discount_ + alpha_);
- if (it == dish_counts_.end()) {
- return r * p0 / T(num_customers_ + alpha_);
- } else {
- return (T(it->second - discount_) + r * p0) /
- T(num_customers_ + alpha_);
- }
- }
-
- double log_crp_prob() const {
- return log_crp_prob(discount_, alpha_);
- }
-
- static double log_beta_density(const double& x, const double& alpha, const double& beta) {
- assert(x > 0.0);
- assert(x < 1.0);
- assert(alpha > 0.0);
- assert(beta > 0.0);
- const double lp = (alpha-1)*log(x)+(beta-1)*log(1-x)+lgamma(alpha+beta)-lgamma(alpha)-lgamma(beta);
- return lp;
- }
-
- static double log_gamma_density(const double& x, const double& shape, const double& rate) {
- assert(x >= 0.0);
- assert(shape > 0.0);
- assert(rate > 0.0);
- const double lp = (shape-1)*log(x) - shape*log(rate) - x/rate - lgamma(shape);
- return lp;
- }
-
- // 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& alpha) const {
- double lp = 0.0;
- if (has_discount_prior())
- lp = log_beta_density(discount, discount_prior_alpha_, discount_prior_beta_);
- if (has_alpha_prior())
- lp += log_gamma_density(alpha, alpha_prior_shape_, alpha_prior_rate_);
- assert(lp <= 0.0);
- if (num_customers_) {
- if (discount > 0.0) {
- const double r = lgamma(1.0 - discount);
- lp += lgamma(alpha) - lgamma(alpha + num_customers_)
- + num_tables_ * log(discount) + lgamma(alpha / discount + num_tables_)
- - lgamma(alpha / discount);
- assert(std::isfinite(lp));
- for (typename DishMapType::const_iterator it = dish_counts_.begin();
- it != dish_counts_.end(); ++it) {
- const unsigned& cur = it->second;
- lp += lgamma(cur - discount) - r;
- }
- } else {
- assert(!"not implemented yet");
- }
- }
- assert(std::isfinite(lp));
- return lp;
- }
-
- void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) {
- assert(has_discount_prior() || has_alpha_prior());
- DiscountResampler dr(*this);
- ConcentrationResampler cr(*this);
- for (unsigned iter = 0; iter < nloop; ++iter) {
- if (has_alpha_prior()) {
- alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0,
- std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations);
- }
- if (has_discount_prior()) {
- discount_ = slice_sampler1d(dr, discount_, *rng, std::numeric_limits<double>::min(),
- 1.0, 0.0, niterations, 100*niterations);
- }
- }
- alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0,
- std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations);
- }
-
- struct DiscountResampler {
- DiscountResampler(const CCRP_OneTable& crp) : crp_(crp) {}
- const CCRP_OneTable& crp_;
- double operator()(const double& proposed_discount) const {
- return crp_.log_crp_prob(proposed_discount, crp_.alpha_);
- }
- };
-
- struct ConcentrationResampler {
- ConcentrationResampler(const CCRP_OneTable& crp) : crp_(crp) {}
- const CCRP_OneTable& crp_;
- double operator()(const double& proposed_alpha) const {
- return crp_.log_crp_prob(crp_.discount_, proposed_alpha);
- }
- };
-
- void Print(std::ostream* out) const {
- (*out) << "PYP(d=" << discount_ << ",c=" << alpha_ << ") customers=" << num_customers_ << std::endl;
- for (typename DishMapType::const_iterator it = dish_counts_.begin(); it != dish_counts_.end(); ++it) {
- (*out) << " " << it->first << " = " << it->second << std::endl;
- }
- }
-
- typedef typename DishMapType::const_iterator const_iterator;
- const_iterator begin() const {
- return dish_counts_.begin();
- }
- const_iterator end() const {
- return dish_counts_.end();
- }
-
- unsigned num_tables_;
- unsigned num_customers_;
- DishMapType dish_counts_;
-
- double discount_;
- double alpha_;
-
- // optional beta prior on discount_ (NaN if no prior)
- double discount_prior_alpha_;
- double discount_prior_beta_;
-
- // optional gamma prior on alpha_ (NaN if no prior)
- double alpha_prior_shape_;
- double alpha_prior_rate_;
-};
-
-template <typename T,typename H>
-std::ostream& operator<<(std::ostream& o, const CCRP_OneTable<T,H>& c) {
- c.Print(&o);
- return o;
-}
-
-#endif
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