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-rw-r--r--utils/ccrp_onetable.h76
1 files changed, 44 insertions, 32 deletions
diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h
index a868af9a..1fe01b0e 100644
--- a/utils/ccrp_onetable.h
+++ b/utils/ccrp_onetable.h
@@ -21,33 +21,33 @@ class CCRP_OneTable {
num_tables_(),
num_customers_(),
discount_(disc),
- concentration_(conc),
+ alpha_(conc),
discount_prior_alpha_(std::numeric_limits<double>::quiet_NaN()),
discount_prior_beta_(std::numeric_limits<double>::quiet_NaN()),
- concentration_prior_shape_(std::numeric_limits<double>::quiet_NaN()),
- concentration_prior_rate_(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),
- concentration_(c),
+ alpha_(c),
discount_prior_alpha_(d_alpha),
discount_prior_beta_(d_beta),
- concentration_prior_shape_(c_shape),
- concentration_prior_rate_(c_rate) {}
+ alpha_prior_shape_(c_shape),
+ alpha_prior_rate_(c_rate) {}
double discount() const { return discount_; }
- double concentration() const { return concentration_; }
- void set_concentration(double c) { concentration_ = c; }
+ 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_concentration_prior() const {
- return !std::isnan(concentration_prior_shape_);
+ bool has_alpha_prior() const {
+ return !std::isnan(alpha_prior_shape_);
}
void clear() {
@@ -108,17 +108,29 @@ class CCRP_OneTable {
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_ + concentration_;
+ const double r = num_tables_ * discount_ + alpha_;
if (it == dish_counts_.end()) {
- return r * p0 / (num_customers_ + concentration_);
+ return r * p0 / (num_customers_ + alpha_);
} else {
return (it->second - discount_ + r * p0) /
- (num_customers_ + concentration_);
+ (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_, concentration_);
+ return log_crp_prob(discount_, alpha_);
}
static double log_beta_density(const double& x, const double& alpha, const double& beta) {
@@ -140,19 +152,19 @@ class CCRP_OneTable {
// 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& concentration) const {
+ 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_concentration_prior())
- lp += log_gamma_density(concentration, concentration_prior_shape_, concentration_prior_rate_);
+ 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(concentration) - lgamma(concentration + num_customers_)
- + num_tables_ * log(discount) + lgamma(concentration / discount + num_tables_)
- - lgamma(concentration / 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) {
@@ -168,12 +180,12 @@ class CCRP_OneTable {
}
void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) {
- assert(has_discount_prior() || has_concentration_prior());
+ assert(has_discount_prior() || has_alpha_prior());
DiscountResampler dr(*this);
ConcentrationResampler cr(*this);
for (int iter = 0; iter < nloop; ++iter) {
- if (has_concentration_prior()) {
- concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0,
+ 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()) {
@@ -181,7 +193,7 @@ class CCRP_OneTable {
1.0, 0.0, niterations, 100*niterations);
}
}
- concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0,
+ alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0,
std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations);
}
@@ -189,20 +201,20 @@ class CCRP_OneTable {
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_.concentration_);
+ 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_concentration) const {
- return crp_.log_crp_prob(crp_.discount_, proposed_concentration);
+ 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=" << concentration_ << ") customers=" << num_customers_ << std::endl;
+ (*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;
}
@@ -221,15 +233,15 @@ class CCRP_OneTable {
DishMapType dish_counts_;
double discount_;
- double concentration_;
+ double alpha_;
// optional beta prior on discount_ (NaN if no prior)
double discount_prior_alpha_;
double discount_prior_beta_;
- // optional gamma prior on concentration_ (NaN if no prior)
- double concentration_prior_shape_;
- double concentration_prior_rate_;
+ // optional gamma prior on alpha_ (NaN if no prior)
+ double alpha_prior_shape_;
+ double alpha_prior_rate_;
};
template <typename T,typename H>