From 9801ac3df2cbf2656b8d21b2fb0046bfb4046e98 Mon Sep 17 00:00:00 2001
From: "trevor.cohn" <trevor.cohn@ec762483-ff6d-05da-a07a-a48fb63a330f>
Date: Fri, 9 Jul 2010 22:29:02 +0000
Subject: Added initial VB implementation for symetric Dirichlet prior.

git-svn-id: https://ws10smt.googlecode.com/svn/trunk@215 ec762483-ff6d-05da-a07a-a48fb63a330f
---
 gi/posterior-regularisation/prjava/build.xml       |   1 +
 .../prjava/lib/commons-math-2.1.jar                | Bin 0 -> 832410 bytes
 .../prjava/lib/optimization-0.1.jar                | Bin 120451 -> 0 bytes
 .../prjava/lib/optimization.jar                    | Bin 263823 -> 0 bytes
 gi/posterior-regularisation/prjava/src/arr/F.java  |  15 +-
 .../gradientBasedMethods/Objective.java            |   4 +
 .../prjava/src/phrase/PhraseCluster.java           | 183 ++++++++++++++++-----
 .../prjava/src/phrase/PhraseObjective.java         |   7 +-
 .../prjava/src/phrase/Trainer.java                 |  15 +-
 .../prjava/train-PR-cluster.sh                     |   2 +-
 10 files changed, 176 insertions(+), 51 deletions(-)
 create mode 100644 gi/posterior-regularisation/prjava/lib/commons-math-2.1.jar
 delete mode 100644 gi/posterior-regularisation/prjava/lib/optimization-0.1.jar
 delete mode 100644 gi/posterior-regularisation/prjava/lib/optimization.jar

(limited to 'gi/posterior-regularisation')

diff --git a/gi/posterior-regularisation/prjava/build.xml b/gi/posterior-regularisation/prjava/build.xml
index 97569bef..155c45af 100644
--- a/gi/posterior-regularisation/prjava/build.xml
+++ b/gi/posterior-regularisation/prjava/build.xml
@@ -7,6 +7,7 @@
       <pathelement location="lib/trove-2.0.2.jar"/>
       <pathelement location="lib/optimization.jar"/>
       <pathelement location="lib/jopt-simple-3.2.jar"/>
+      <pathelement location="lib/commons-math-2.1.jar"/>
   </path>
 
   <target name="init">
diff --git a/gi/posterior-regularisation/prjava/lib/commons-math-2.1.jar b/gi/posterior-regularisation/prjava/lib/commons-math-2.1.jar
new file mode 100644
index 00000000..43b4b369
Binary files /dev/null and b/gi/posterior-regularisation/prjava/lib/commons-math-2.1.jar differ
diff --git a/gi/posterior-regularisation/prjava/lib/optimization-0.1.jar b/gi/posterior-regularisation/prjava/lib/optimization-0.1.jar
deleted file mode 100644
index 2d14fce7..00000000
Binary files a/gi/posterior-regularisation/prjava/lib/optimization-0.1.jar and /dev/null differ
diff --git a/gi/posterior-regularisation/prjava/lib/optimization.jar b/gi/posterior-regularisation/prjava/lib/optimization.jar
deleted file mode 100644
index f6839c5b..00000000
Binary files a/gi/posterior-regularisation/prjava/lib/optimization.jar and /dev/null differ
diff --git a/gi/posterior-regularisation/prjava/src/arr/F.java b/gi/posterior-regularisation/prjava/src/arr/F.java
index 7f2b140a..54dadeac 100644
--- a/gi/posterior-regularisation/prjava/src/arr/F.java
+++ b/gi/posterior-regularisation/prjava/src/arr/F.java
@@ -4,18 +4,25 @@ import java.util.Random;
 
 public class F {
 	public static Random rng = new Random();
-	
+
 	public static void randomise(double probs[])
+	{
+		randomise(probs, true);
+	}
+
+	public static void randomise(double probs[], boolean normalise)
 	{
 		double z = 0;
 		for (int i = 0; i < probs.length; ++i)
 		{
 			probs[i] = 3 + rng.nextDouble();
-			z += probs[i];
+			if (normalise)
+				z += probs[i];
 		}
 
-		for (int i = 0; i < probs.length; ++i)
-			probs[i] /= z;
+		if (normalise)
+			for (int i = 0; i < probs.length; ++i)
+				probs[i] /= z;
 	}
 	
 	public static void l1normalize(double [] a){
diff --git a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java
index 0e2e27ac..6be01bf9 100644
--- a/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java
+++ b/gi/posterior-regularisation/prjava/src/optimization/gradientBasedMethods/Objective.java
@@ -59,6 +59,10 @@ public abstract  class Objective {
 		return gradientCalls;
 	}
 	
+	public int getNumberUpdateCalls() {
+		return updateCalls;
+	}
+	
 	public String finalInfoString() {
 		return "FE: " + functionCalls + " GE " + gradientCalls + " Params updates" +
 		updateCalls;
diff --git a/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java b/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
index b9b1b98c..7bc63c33 100644
--- a/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
+++ b/gi/posterior-regularisation/prjava/src/phrase/PhraseCluster.java
@@ -1,6 +1,7 @@
 package phrase;
 
 import gnu.trove.TIntArrayList;
+import org.apache.commons.math.special.Gamma;
 import io.FileUtil;
 import java.io.IOException;
 import java.io.PrintStream;
@@ -12,6 +13,7 @@ import java.util.concurrent.LinkedBlockingQueue;
 import java.util.concurrent.atomic.AtomicInteger;
 
 import phrase.Corpus.Edge;
+import util.MathUtil;
 
 public class PhraseCluster {
 	
@@ -26,7 +28,12 @@ public class PhraseCluster {
 	// pi[phrase][tag] = p(tag | phrase)
 	private double pi[][];
 	
-	public PhraseCluster(int numCluster, Corpus corpus, double scalep, double scalec, int threads){
+	double alphaEmit;
+	double alphaPi;
+	
+	public PhraseCluster(int numCluster, Corpus corpus, double scalep, double scalec, int threads,
+						 double alphaEmit, double alphaPi)
+	{
 		K=numCluster;
 		c=corpus;
 		n_words=c.getNumWords();
@@ -41,29 +48,41 @@ public class PhraseCluster {
 		emit=new double [K][n_positions][n_words];
 		pi=new double[n_phrases][K];
 		
-		for(double [][]i:emit){
-			for(double []j:i){
-				arr.F.randomise(j);
+		for(double [][]i:emit)
+		{
+			for(double []j:i)
+			{
+				arr.F.randomise(j, alphaEmit <= 0);
+				if (alphaEmit > 0) 
+					digammaNormalize(j, alphaEmit);
 			}
 		}
 		
-		for(double []j:pi){
-			arr.F.randomise(j);
+		for(double []j:pi)
+		{
+			arr.F.randomise(j, alphaPi <= 0);
+			if (alphaPi > 0) 
+				digammaNormalize(j, alphaPi);
 		}
+		
+		this.alphaEmit = alphaEmit;
+		this.alphaPi = alphaPi;
 	}
 
-		
-	public double EM(){
+	public double EM()
+	{
 		double [][][]exp_emit=new double [K][n_positions][n_words];
 		double [][]exp_pi=new double[n_phrases][K];
 		
 		double loglikelihood=0;
 		
 		//E
-		for(int phrase=0; phrase < n_phrases; phrase++){
+		for(int phrase=0; phrase < n_phrases; phrase++)
+		{
 			List<Edge> contexts = c.getEdgesForPhrase(phrase);
 
-			for (int ctx=0; ctx<contexts.size(); ctx++){
+			for (int ctx=0; ctx<contexts.size(); ctx++)
+			{
 				Edge edge = contexts.get(ctx);
 				double p[]=posterior(edge);
 				double z = arr.F.l1norm(p);
@@ -74,34 +93,127 @@ public class PhraseCluster {
 				int count = edge.getCount();
 				//increment expected count
 				TIntArrayList context = edge.getContext();
-				for(int tag=0;tag<K;tag++){
-					for(int pos=0;pos<n_positions;pos++){
-						exp_emit[tag][pos][context.get(pos)]+=p[tag]*count;
-					}
-					
+				for(int tag=0;tag<K;tag++)
+				{
+					for(int pos=0;pos<n_positions;pos++)
+						exp_emit[tag][pos][context.get(pos)]+=p[tag]*count;		
 					exp_pi[phrase][tag]+=p[tag]*count;
 				}
 			}
 		}
-		
-		//System.out.println("Log likelihood: "+loglikelihood);
-		
+
 		//M
-		for(double [][]i:exp_emit){
-			for(double []j:i){
+		for(double [][]i:exp_emit)
+			for(double []j:i)
 				arr.F.l1normalize(j);
-			}
-		}
 		
+		for(double []j:exp_pi)
+				arr.F.l1normalize(j);
+			
 		emit=exp_emit;
+		pi=exp_pi;
+
+		return loglikelihood;
+	}
+	
+	public double VBEM()
+	{
+		// FIXME: broken - needs to be done entirely in log-space
 		
-		for(double []j:exp_pi){
-			arr.F.l1normalize(j);
-		}
+		double [][][]exp_emit = new double [K][n_positions][n_words];
+		double [][]exp_pi = new double[n_phrases][K];
 		
+		double loglikelihood=0;
+		
+		//E
+		for(int phrase=0; phrase < n_phrases; phrase++)
+		{
+			List<Edge> contexts = c.getEdgesForPhrase(phrase);
+
+			for (int ctx=0; ctx<contexts.size(); ctx++)
+			{
+				Edge edge = contexts.get(ctx);
+				double p[] = posterior(edge);
+				double z = arr.F.l1norm(p);
+				assert z > 0;
+				loglikelihood += edge.getCount() * Math.log(z);
+				arr.F.l1normalize(p);
+				
+				int count = edge.getCount();
+				//increment expected count
+				TIntArrayList context = edge.getContext();
+				for(int tag=0;tag<K;tag++)
+				{
+					for(int pos=0;pos<n_positions;pos++)
+						exp_emit[tag][pos][context.get(pos)] += p[tag]*count;		
+					exp_pi[phrase][tag] += p[tag]*count;
+				}
+			}
+		}
+
+		// find the KL terms, KL(q||p) where p is symmetric Dirichlet prior and q are the expectations 
+		double kl = 0;
+		for (int phrase=0; phrase < n_phrases; phrase++)
+			kl += KL_symmetric_dirichlet(exp_pi[phrase], alphaPi);
+	
+		for (int tag=0;tag<K;tag++)
+			for (int pos=0;pos<n_positions; ++pos)
+				kl += this.KL_symmetric_dirichlet(exp_emit[tag][pos], alphaEmit); 
+		// FIXME: exp_emit[tag][pos] has structural zeros - certain words are *never* seen in that position
+
+		//M
+		for(double [][]i:exp_emit)
+			for(double []j:i)
+				digammaNormalize(j, alphaEmit);
+		emit=exp_emit;
+		for(double []j:exp_pi)
+			digammaNormalize(j, alphaPi);
 		pi=exp_pi;
+
+		System.out.println("KL=" + kl + " llh=" + loglikelihood);
+		System.out.println(Arrays.toString(pi[0]));
+		System.out.println(Arrays.toString(exp_emit[0][0]));
+		return kl + loglikelihood;
+	}
+	
+	public void digammaNormalize(double [] a, double alpha)
+	{
+		double sum=0;
+		for(int i=0;i<a.length;i++)
+			sum += a[i];
 		
-		return loglikelihood;
+		assert sum > 1e-20;
+		double dgs = Gamma.digamma(sum + alpha);
+		
+		for(int i=0;i<a.length;i++)
+			a[i] = Math.exp(Gamma.digamma(a[i] + alpha/a.length) - dgs);
+	}
+	
+	private double KL_symmetric_dirichlet(double[] q, double alpha)
+	{
+		// assumes that zeros in q are structural & should be skipped
+		
+		double p0 = alpha;
+		double q0 = 0;
+		int n = 0;
+		for (int i=0; i<q.length; i++)
+		{
+			if (q[i] > 0)
+			{
+				q0 += q[i];
+				n += 1;
+			}
+		}
+
+		double kl = Gamma.logGamma(q0) - Gamma.logGamma(p0);
+		kl += n * Gamma.logGamma(alpha / n);
+		double digamma_q0 = Gamma.digamma(q0);
+		for (int i=0; i<q.length; i++)
+		{
+			if (q[i] > 0)
+				kl -= -Gamma.logGamma(q[i]) - (q[i] - alpha/q.length) * (Gamma.digamma(q[i]) - digamma_q0);
+		}
+		return kl;
 	}
 	
 	public double PREM_phrase_constraints(){
@@ -117,7 +229,7 @@ public class PhraseCluster {
 			PhraseObjective po=new PhraseObjective(this,phrase);
 			boolean ok = po.optimizeWithProjectedGradientDescent();
 			if (!ok) ++failures;
-			iterations += po.iterations;
+			iterations += po.getNumberUpdateCalls();
 			double [][] q=po.posterior();
 			loglikelihood += po.loglikelihood();
 			kl += po.KL_divergence();
@@ -142,24 +254,19 @@ public class PhraseCluster {
 		
 		if (failures > 0)
 			System.out.println("WARNING: failed to converge in " + failures + "/" + n_phrases + " cases");
-		System.out.println("\tmean iters: 	  " + iterations/(double)n_phrases);
+		System.out.println("\tmean iters:     " + iterations/(double)n_phrases);
 		System.out.println("\tllh:            " + loglikelihood);
 		System.out.println("\tKL:             " + kl);
 		System.out.println("\tphrase l1lmax:  " + l1lmax);
 		
 		//M
-		for(double [][]i:exp_emit){
-			for(double []j:i){
+		for(double [][]i:exp_emit)
+			for(double []j:i)
 				arr.F.l1normalize(j);
-			}
-		}
-		
 		emit=exp_emit;
 		
-		for(double []j:exp_pi){
+		for(double []j:exp_pi)
 			arr.F.l1normalize(j);
-		}
-		
 		pi=exp_pi;
 		
 		return primal;
@@ -216,7 +323,7 @@ public class PhraseCluster {
 				kl += po.KL_divergence();
 				l1lmax += po.l1lmax();
 				primal += po.primal();
-				iterations += po.iterations;
+				iterations += po.getNumberUpdateCalls();
 
 				
 				List<Edge> edges = c.getEdgesForPhrase(phrase);
@@ -241,7 +348,7 @@ public class PhraseCluster {
 		
 		if (failures.get() > 0)
 			System.out.println("WARNING: failed to converge in " + failures.get() + "/" + n_phrases + " cases");
-		System.out.println("\tmean iters: 	  " + iterations/(double)n_phrases);
+		System.out.println("\tmean iters:     " + iterations/(double)n_phrases);
 		System.out.println("\tllh:            " + loglikelihood);
 		System.out.println("\tKL:             " + kl);
 		System.out.println("\tphrase l1lmax:  " + l1lmax);
diff --git a/gi/posterior-regularisation/prjava/src/phrase/PhraseObjective.java b/gi/posterior-regularisation/prjava/src/phrase/PhraseObjective.java
index f24b903d..cc12546d 100644
--- a/gi/posterior-regularisation/prjava/src/phrase/PhraseObjective.java
+++ b/gi/posterior-regularisation/prjava/src/phrase/PhraseObjective.java
@@ -1,7 +1,5 @@
 package phrase;
 
-import java.io.PrintStream;
-import java.util.Arrays;
 import java.util.List;
 
 import optimization.gradientBasedMethods.ProjectedGradientDescent;
@@ -163,9 +161,7 @@ public class PhraseObjective extends ProjectedObjective
 	public double [][]posterior(){
 		return q;
 	}
-	
-	public int iterations = 0;
-	
+		
 	public boolean optimizeWithProjectedGradientDescent(){
 		LineSearchMethod ls =
 			new ArmijoLineSearchMinimizationAlongProjectionArc
@@ -184,7 +180,6 @@ public class PhraseObjective extends ProjectedObjective
 		optimizer.setMaxIterations(ITERATIONS);
 		updateFunction();
 		boolean success = optimizer.optimize(this,stats,compositeStop);
-		iterations += optimizer.getCurrentIteration();
 //		System.out.println("Ended optimzation Projected Gradient Descent\n" + stats.prettyPrint(1));
 		//if(succed){
 			//System.out.println("Ended optimization in " + optimizer.getCurrentIteration());
diff --git a/gi/posterior-regularisation/prjava/src/phrase/Trainer.java b/gi/posterior-regularisation/prjava/src/phrase/Trainer.java
index b19f3fb9..439fb337 100644
--- a/gi/posterior-regularisation/prjava/src/phrase/Trainer.java
+++ b/gi/posterior-regularisation/prjava/src/phrase/Trainer.java
@@ -27,6 +27,9 @@ public class Trainer
         parser.accepts("scale-context").withRequiredArg().ofType(Double.class).defaultsTo(0.0);
         parser.accepts("seed").withRequiredArg().ofType(Long.class).defaultsTo(0l);
         parser.accepts("convergence-threshold").withRequiredArg().ofType(Double.class).defaultsTo(1e-6);
+        parser.accepts("variational-bayes");
+        parser.accepts("alpha-emit").withRequiredArg().ofType(Double.class).defaultsTo(0.1);
+        parser.accepts("alpha-pi").withRequiredArg().ofType(Double.class).defaultsTo(0.01);
         OptionSet options = parser.parse(args);
 
         if (options.has("help") || !options.has("in"))
@@ -47,6 +50,9 @@ public class Trainer
 		double scale_context = (Double) options.valueOf("scale-context");
 		int threads = (Integer) options.valueOf("threads");
 		double threshold = (Double) options.valueOf("convergence-threshold");
+		boolean vb = options.has("variational-bayes");
+		double alphaEmit = (vb) ? (Double) options.valueOf("alpha-emit") : 0;
+		double alphaPi = (vb) ? (Double) options.valueOf("alpha-pi") : 0;
 		
 		if (options.has("seed"))
 			F.rng = new Random((Long) options.valueOf("seed"));
@@ -75,14 +81,19 @@ public class Trainer
  				"and " + threads + " threads");
  		System.out.println();
 		
-		PhraseCluster cluster = new PhraseCluster(tags, corpus, scale_phrase, scale_context, threads);
+		PhraseCluster cluster = new PhraseCluster(tags, corpus, scale_phrase, scale_context, threads, alphaEmit, alphaPi);
 				
 		double last = 0;
 		for (int i=0; i<em_iterations+pr_iterations; i++)
 		{
 			double o;
 			if (i < em_iterations) 
-				o = cluster.EM();
+			{
+				if (!vb)
+					o = cluster.EM();
+				else
+					o = cluster.VBEM();
+			}
 			else if (scale_context == 0)
 			{
 				if (threads >= 1)
diff --git a/gi/posterior-regularisation/prjava/train-PR-cluster.sh b/gi/posterior-regularisation/prjava/train-PR-cluster.sh
index 41bb403f..4d4c68d0 100755
--- a/gi/posterior-regularisation/prjava/train-PR-cluster.sh
+++ b/gi/posterior-regularisation/prjava/train-PR-cluster.sh
@@ -1,4 +1,4 @@
 #!/bin/sh
 
 d=`dirname $0`
-java -ea -Xmx8g -cp $d/prjava.jar:$d/lib/trove-2.0.2.jar:$d/lib/optimization.jar:$d/lib/jopt-simple-3.2.jar phrase.Trainer $*
+java -ea -Xmx8g -cp $d/prjava.jar:$d/lib/trove-2.0.2.jar:$d/lib/optimization.jar:$d/lib/jopt-simple-3.2.jar:$d/lib/lib/commons-math-2.1.jar phrase.Trainer $*
-- 
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