From 8f6006cabee490a956940765c30cdd720d2e9161 Mon Sep 17 00:00:00 2001 From: Chris Dyer Date: Sat, 3 Mar 2012 17:16:58 -0500 Subject: pyp lm, fixed hyperparameters inference --- utils/ccrp.h | 95 ++++++++++++++++++++++----------------------------- utils/ccrp_nt.h | 52 ++++++++++++++-------------- utils/ccrp_onetable.h | 70 ++++++++++++++++++------------------- utils/mfcr.h | 58 +++++++++++++++---------------- 4 files changed, 130 insertions(+), 145 deletions(-) (limited to 'utils') diff --git a/utils/ccrp.h b/utils/ccrp.h index 1a9e3ed5..d9a38089 100644 --- a/utils/ccrp.h +++ b/utils/ccrp.h @@ -17,35 +17,37 @@ template > class CCRP { public: - CCRP(double disc, double conc) : + CCRP(double disc, double alpha) : num_tables_(), num_customers_(), discount_(disc), - concentration_(conc), + alpha_(alpha), discount_prior_alpha_(std::numeric_limits::quiet_NaN()), discount_prior_beta_(std::numeric_limits::quiet_NaN()), - concentration_prior_shape_(std::numeric_limits::quiet_NaN()), - concentration_prior_rate_(std::numeric_limits::quiet_NaN()) {} + alpha_prior_shape_(std::numeric_limits::quiet_NaN()), + alpha_prior_rate_(std::numeric_limits::quiet_NaN()) {} CCRP(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_; } + double alpha() const { return alpha_; } + void set_discount(double d) { discount_ = d; } + void set_alpha(double a) { alpha_ = a; } 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() { @@ -79,7 +81,7 @@ class CCRP { DishLocations& loc = dish_locs_[dish]; bool share_table = false; if (loc.total_dish_count_) { - const double p_empty = (concentration_ + num_tables_ * discount_) * p0; + const double p_empty = (alpha_ + num_tables_ * discount_) * p0; const double p_share = (loc.total_dish_count_ - loc.table_counts_.size() * discount_); share_table = rng->SelectSample(p_empty, p_share); } @@ -113,7 +115,7 @@ class CCRP { DishLocations& loc = dish_locs_[dish]; bool share_table = false; if (loc.total_dish_count_) { - const T p_empty = T(concentration_ + num_tables_ * discount_) * p0; + const T p_empty = T(alpha_ + num_tables_ * discount_) * p0; const T p_share = T(loc.total_dish_count_ - loc.table_counts_.size() * discount_); share_table = rng->SelectSample(p_empty, p_share); } @@ -180,63 +182,46 @@ class CCRP { double prob(const Dish& dish, const double& p0) const { const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - const double r = num_tables_ * discount_ + concentration_; + const double r = num_tables_ * discount_ + alpha_; if (it == dish_locs_.end()) { - return r * p0 / (num_customers_ + concentration_); + return r * p0 / (num_customers_ + alpha_); } else { return (it->second.total_dish_count_ - discount_ * it->second.table_counts_.size() + r * p0) / - (num_customers_ + concentration_); + (num_customers_ + alpha_); } } template T probT(const Dish& dish, const T& p0) const { const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - const T r = T(num_tables_ * discount_ + concentration_); + const T r = T(num_tables_ * discount_ + alpha_); if (it == dish_locs_.end()) { - return r * p0 / T(num_customers_ + concentration_); + return r * p0 / T(num_customers_ + alpha_); } else { return (T(it->second.total_dish_count_ - discount_ * it->second.table_counts_.size()) + r * p0) / - T(num_customers_ + concentration_); + T(num_customers_ + alpha_); } } double log_crp_prob() const { - return log_crp_prob(discount_, concentration_); - } - - 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; + return log_crp_prob(discount_, alpha_); } // 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_); + lp = Md::log_beta_density(discount, discount_prior_alpha_, discount_prior_beta_); + if (has_alpha_prior()) + lp += Md::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 std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); it != dish_locs_.end(); ++it) { @@ -254,12 +239,12 @@ class CCRP { } 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::infinity(), 0.0, niterations, 100*niterations); } if (has_discount_prior()) { @@ -267,7 +252,7 @@ class CCRP { 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::infinity(), 0.0, niterations, 100*niterations); } @@ -275,15 +260,15 @@ class CCRP { DiscountResampler(const CCRP& crp) : crp_(crp) {} const CCRP& 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& crp) : crp_(crp) {} const CCRP& 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); } }; @@ -295,7 +280,7 @@ class CCRP { }; void Print(std::ostream* out) const { - std::cerr << "PYP(d=" << discount_ << ",c=" << concentration_ << ") customers=" << num_customers_ << std::endl; + std::cerr << "PYP(d=" << discount_ << ",c=" << alpha_ << ") customers=" << num_customers_ << std::endl; for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); it != dish_locs_.end(); ++it) { (*out) << it->first << " (" << it->second.total_dish_count_ << " on " << it->second.table_counts_.size() << " tables): "; @@ -320,15 +305,15 @@ class CCRP { std::tr1::unordered_map dish_locs_; 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 diff --git a/utils/ccrp_nt.h b/utils/ccrp_nt.h index 63b6f4c2..79321493 100644 --- a/utils/ccrp_nt.h +++ b/utils/ccrp_nt.h @@ -18,20 +18,20 @@ class CCRP_NoTable { public: explicit CCRP_NoTable(double conc) : num_customers_(), - concentration_(conc), - concentration_prior_shape_(std::numeric_limits::quiet_NaN()), - concentration_prior_rate_(std::numeric_limits::quiet_NaN()) {} + alpha_(conc), + alpha_prior_shape_(std::numeric_limits::quiet_NaN()), + alpha_prior_rate_(std::numeric_limits::quiet_NaN()) {} CCRP_NoTable(double c_shape, double c_rate, double c = 10.0) : num_customers_(), - concentration_(c), - concentration_prior_shape_(c_shape), - concentration_prior_rate_(c_rate) {} + alpha_(c), + alpha_prior_shape_(c_shape), + alpha_prior_rate_(c_rate) {} - double concentration() const { return concentration_; } + double alpha() const { return 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() { @@ -73,16 +73,16 @@ class CCRP_NoTable { double prob(const Dish& dish, const double& p0) const { const unsigned at_table = num_customers(dish); - return (at_table + p0 * concentration_) / (num_customers_ + concentration_); + return (at_table + p0 * alpha_) / (num_customers_ + alpha_); } double logprob(const Dish& dish, const double& logp0) const { const unsigned at_table = num_customers(dish); - return log(at_table + exp(logp0 + log(concentration_))) - log(num_customers_ + concentration_); + return log(at_table + exp(logp0 + log(alpha_))) - log(num_customers_ + alpha_); } double log_crp_prob() const { - return log_crp_prob(concentration_); + return log_crp_prob(alpha_); } static double log_gamma_density(const double& x, const double& shape, const double& rate) { @@ -95,14 +95,14 @@ class CCRP_NoTable { // taken from http://en.wikipedia.org/wiki/Chinese_restaurant_process // does not include P_0's - double log_crp_prob(const double& concentration) const { + double log_crp_prob(const double& alpha) const { double lp = 0.0; - 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_) { - lp += lgamma(concentration) - lgamma(concentration + num_customers_) + - custs_.size() * log(concentration); + lp += lgamma(alpha) - lgamma(alpha + num_customers_) + + custs_.size() * log(alpha); assert(std::isfinite(lp)); for (typename std::tr1::unordered_map::const_iterator it = custs_.begin(); it != custs_.end(); ++it) { @@ -114,10 +114,10 @@ class CCRP_NoTable { } void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) { - assert(has_concentration_prior()); + assert(has_alpha_prior()); ConcentrationResampler cr(*this); for (int iter = 0; iter < nloop; ++iter) { - concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, + alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0, std::numeric_limits::infinity(), 0.0, niterations, 100*niterations); } } @@ -125,13 +125,13 @@ class CCRP_NoTable { struct ConcentrationResampler { ConcentrationResampler(const CCRP_NoTable& crp) : crp_(crp) {} const CCRP_NoTable& crp_; - double operator()(const double& proposed_concentration) const { - return crp_.log_crp_prob(proposed_concentration); + double operator()(const double& proposed_alpha) const { + return crp_.log_crp_prob(proposed_alpha); } }; void Print(std::ostream* out) const { - (*out) << "DP(alpha=" << concentration_ << ") customers=" << num_customers_ << std::endl; + (*out) << "DP(alpha=" << alpha_ << ") customers=" << num_customers_ << std::endl; int cc = 0; for (typename std::tr1::unordered_map::const_iterator it = custs_.begin(); it != custs_.end(); ++it) { @@ -153,11 +153,11 @@ class CCRP_NoTable { return custs_.end(); } - double concentration_; + double alpha_; - // 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 diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h index b63737d1..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::quiet_NaN()), discount_prior_beta_(std::numeric_limits::quiet_NaN()), - concentration_prior_shape_(std::numeric_limits::quiet_NaN()), - concentration_prior_rate_(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), - 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() { @@ -108,29 +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 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_ + concentration_); + const T r(num_tables_ * discount_ + alpha_); if (it == dish_counts_.end()) { - return r * p0 / T(num_customers_ + concentration_); + return r * p0 / T(num_customers_ + alpha_); } else { return (T(it->second - discount_) + r * p0) / - T(num_customers_ + concentration_); + 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) { @@ -152,19 +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) { @@ -180,12 +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::infinity(), 0.0, niterations, 100*niterations); } if (has_discount_prior()) { @@ -193,7 +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::infinity(), 0.0, niterations, 100*niterations); } @@ -201,20 +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; } @@ -233,15 +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 diff --git a/utils/mfcr.h b/utils/mfcr.h index 396d0205..df988f51 100644 --- a/utils/mfcr.h +++ b/utils/mfcr.h @@ -43,29 +43,29 @@ class MFCR { num_floors_(num_floors), num_tables_(), num_customers_(), - d_(d), + discount_(d), alpha_(alpha), - d_prior_alpha_(std::numeric_limits::quiet_NaN()), - d_prior_beta_(std::numeric_limits::quiet_NaN()), + 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()) {} - MFCR(unsigned num_floors, double d_alpha, double d_beta, double alpha_shape, double alpha_rate, double d = 0.9, double alpha = 10.0) : + MFCR(unsigned num_floors, double discount_alpha, double discount_beta, double alpha_shape, double alpha_rate, double d = 0.9, double alpha = 10.0) : num_floors_(num_floors), num_tables_(), num_customers_(), - d_(d), + discount_(d), alpha_(alpha), - d_prior_alpha_(d_alpha), - d_prior_beta_(d_beta), + discount_prior_alpha_(discount_alpha), + discount_prior_beta_(discount_beta), alpha_prior_shape_(alpha_shape), alpha_prior_rate_(alpha_rate) {} - double d() const { return d_; } + double discount() const { return discount_; } double alpha() const { return alpha_; } - bool has_d_prior() const { - return !std::isnan(d_prior_alpha_); + bool has_discount_prior() const { + return !std::isnan(discount_prior_alpha_); } bool has_alpha_prior() const { @@ -122,15 +122,15 @@ class MFCR { int floor = -1; bool share_table = false; if (loc.total_dish_count_) { - const double p_empty = (alpha_ + num_tables_ * d_) * marg_p0; - const double p_share = (loc.total_dish_count_ - loc.table_counts_.size() * d_); + const double p_empty = (alpha_ + num_tables_ * discount_) * marg_p0; + const double p_share = (loc.total_dish_count_ - loc.table_counts_.size() * discount_); share_table = rng->SelectSample(p_empty, p_share); } if (share_table) { - double r = rng->next() * (loc.total_dish_count_ - loc.table_counts_.size() * d_); + double r = rng->next() * (loc.total_dish_count_ - loc.table_counts_.size() * discount_); for (typename std::list::iterator ti = loc.table_counts_.begin(); ti != loc.table_counts_.end(); ++ti) { - r -= ti->count - d_; + r -= ti->count - discount_; if (r <= 0.0) { ++ti->count; floor = ti->floor; @@ -206,25 +206,25 @@ class MFCR { const double marg_p0 = std::inner_product(p0s.begin(), p0s.end(), lambdas.begin(), 0.0); assert(marg_p0 <= 1.0); const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); - const double r = num_tables_ * d_ + alpha_; + const double r = num_tables_ * discount_ + alpha_; if (it == dish_locs_.end()) { return r * marg_p0 / (num_customers_ + alpha_); } else { - return (it->second.total_dish_count_ - d_ * it->second.table_counts_.size() + r * marg_p0) / + return (it->second.total_dish_count_ - discount_ * it->second.table_counts_.size() + r * marg_p0) / (num_customers_ + alpha_); } } double log_crp_prob() const { - return log_crp_prob(d_, alpha_); + return log_crp_prob(discount_, alpha_); } // taken from http://en.wikipedia.org/wiki/Chinese_restaurant_process // does not include draws from G_w's double log_crp_prob(const double& d, const double& alpha) const { double lp = 0.0; - if (has_d_prior()) - lp = Md::log_beta_density(d, d_prior_alpha_, d_prior_beta_); + if (has_discount_prior()) + lp = Md::log_beta_density(d, discount_prior_alpha_, discount_prior_beta_); if (has_alpha_prior()) lp += Md::log_gamma_density(alpha, alpha_prior_shape_, alpha_prior_rate_); assert(lp <= 0.0); @@ -251,7 +251,7 @@ class MFCR { } void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) { - assert(has_d_prior() || has_alpha_prior()); + assert(has_discount_prior() || has_alpha_prior()); DiscountResampler dr(*this); ConcentrationResampler cr(*this); for (int iter = 0; iter < nloop; ++iter) { @@ -259,8 +259,8 @@ class MFCR { alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0, std::numeric_limits::infinity(), 0.0, niterations, 100*niterations); } - if (has_d_prior()) { - d_ = slice_sampler1d(dr, d_, *rng, std::numeric_limits::min(), + if (has_discount_prior()) { + discount_ = slice_sampler1d(dr, discount_, *rng, std::numeric_limits::min(), 1.0, 0.0, niterations, 100*niterations); } } @@ -279,8 +279,8 @@ class MFCR { struct ConcentrationResampler { ConcentrationResampler(const MFCR& crp) : crp_(crp) {} const MFCR& crp_; - double operator()(const double& proposed_alpha) const { - return crp_.log_crp_prob(crp_.d_, proposed_alpha); + double operator()(const double& proposediscount_alpha) const { + return crp_.log_crp_prob(crp_.discount_, proposediscount_alpha); } }; @@ -292,7 +292,7 @@ class MFCR { }; void Print(std::ostream* out) const { - (*out) << "MFCR(d=" << d_ << ",alpha=" << alpha_ << ") customers=" << num_customers_ << std::endl; + (*out) << "MFCR(d=" << discount_ << ",alpha=" << alpha_ << ") customers=" << num_customers_ << std::endl; for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); it != dish_locs_.end(); ++it) { (*out) << it->first << " (" << it->second.total_dish_count_ << " on " << it->second.table_counts_.size() << " tables): "; @@ -317,12 +317,12 @@ class MFCR { unsigned num_customers_; std::tr1::unordered_map dish_locs_; - double d_; + double discount_; double alpha_; - // optional beta prior on d_ (NaN if no prior) - double d_prior_alpha_; - double d_prior_beta_; + // 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_; -- cgit v1.2.3