From e26434979adc33bd949566ba7bf02dff64e80a3e Mon Sep 17 00:00:00 2001 From: Chris Dyer Date: Tue, 2 Oct 2012 00:19:43 -0400 Subject: cdec cleanup, remove bayesian stuff, parsing stuff --- utils/ccrp_onetable.h | 253 -------------------------------------------------- 1 file changed, 253 deletions(-) delete mode 100644 utils/ccrp_onetable.h (limited to 'utils/ccrp_onetable.h') diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h deleted file mode 100644 index abe399ea..00000000 --- a/utils/ccrp_onetable.h +++ /dev/null @@ -1,253 +0,0 @@ -#ifndef _CCRP_ONETABLE_H_ -#define _CCRP_ONETABLE_H_ - -#include -#include -#include -#include -#include -#include -#include -#include "sampler.h" -#include "slice_sampler.h" - -// Chinese restaurant process (Pitman-Yor parameters) with one table approximation - -template > -class CCRP_OneTable { - typedef std::tr1::unordered_map DishMapType; - public: - CCRP_OneTable(double disc, double conc) : - num_tables_(), - num_customers_(), - discount_(disc), - alpha_(conc), - discount_prior_alpha_(std::numeric_limits::quiet_NaN()), - discount_prior_beta_(std::numeric_limits::quiet_NaN()), - alpha_prior_shape_(std::numeric_limits::quiet_NaN()), - alpha_prior_rate_(std::numeric_limits::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 - 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::infinity(), 0.0, niterations, 100*niterations); - } - if (has_discount_prior()) { - discount_ = slice_sampler1d(dr, discount_, *rng, std::numeric_limits::min(), - 1.0, 0.0, niterations, 100*niterations); - } - } - alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0, - std::numeric_limits::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 -std::ostream& operator<<(std::ostream& o, const CCRP_OneTable& c) { - c.Print(&o); - return o; -} - -#endif -- cgit v1.2.3