From 9007216a43c5572c2c343a1700ac79fb35b7d82f Mon Sep 17 00:00:00 2001 From: Chris Dyer Date: Sat, 25 Feb 2012 21:22:27 -0500 Subject: really slow hiero lm --- utils/ccrp.h | 340 ++++++++++++++++++++++++++++++++++++++++++++++++++ utils/ccrp_onetable.h | 12 ++ utils/sampler.h | 2 +- 3 files changed, 353 insertions(+), 1 deletion(-) create mode 100644 utils/ccrp.h (limited to 'utils') diff --git a/utils/ccrp.h b/utils/ccrp.h new file mode 100644 index 00000000..1a9e3ed5 --- /dev/null +++ b/utils/ccrp.h @@ -0,0 +1,340 @@ +#ifndef _CCRP_H_ +#define _CCRP_H_ + +#include +#include +#include +#include +#include +#include +#include +#include +#include "sampler.h" +#include "slice_sampler.h" + +// Chinese restaurant process (Pitman-Yor parameters) with table tracking. + +template > +class CCRP { + public: + CCRP(double disc, double conc) : + num_tables_(), + num_customers_(), + discount_(disc), + concentration_(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()) {} + + 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), + discount_prior_alpha_(d_alpha), + discount_prior_beta_(d_beta), + concentration_prior_shape_(c_shape), + concentration_prior_rate_(c_rate) {} + + double discount() const { return discount_; } + double concentration() const { return concentration_; } + + bool has_discount_prior() const { + return !std::isnan(discount_prior_alpha_); + } + + bool has_concentration_prior() const { + return !std::isnan(concentration_prior_shape_); + } + + void clear() { + num_tables_ = 0; + num_customers_ = 0; + dish_locs_.clear(); + } + + unsigned num_tables() const { + return num_tables_; + } + + unsigned num_tables(const Dish& dish) const { + const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); + if (it == dish_locs_.end()) return 0; + return it->second.table_counts_.size(); + } + + unsigned num_customers() const { + return num_customers_; + } + + unsigned num_customers(const Dish& dish) const { + const typename std::tr1::unordered_map::const_iterator it = dish_locs_.find(dish); + if (it == dish_locs_.end()) return 0; + return it->total_dish_count_; + } + + // returns +1 or 0 indicating whether a new table was opened + int increment(const Dish& dish, const double& p0, MT19937* rng) { + 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_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() * discount_); + for (typename std::list::iterator ti = loc.table_counts_.begin(); + ti != loc.table_counts_.end(); ++ti) { + r -= (*ti - discount_); + if (r <= 0.0) { + ++(*ti); + break; + } + } + if (r > 0.0) { + std::cerr << "Serious error: r=" << r << std::endl; + Print(&std::cerr); + assert(r <= 0.0); + } + } else { + loc.table_counts_.push_back(1u); + ++num_tables_; + } + ++loc.total_dish_count_; + ++num_customers_; + return (share_table ? 0 : 1); + } + + // returns +1 or 0 indicating whether a new table was opened + template + int incrementT(const Dish& dish, const T& p0, MT19937* rng) { + 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_share = T(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() * discount_); + for (typename std::list::iterator ti = loc.table_counts_.begin(); + ti != loc.table_counts_.end(); ++ti) { + r -= (*ti - discount_); + if (r <= 0.0) { + ++(*ti); + break; + } + } + if (r > 0.0) { + std::cerr << "Serious error: r=" << r << std::endl; + Print(&std::cerr); + assert(r <= 0.0); + } + } else { + loc.table_counts_.push_back(1u); + ++num_tables_; + } + ++loc.total_dish_count_; + ++num_customers_; + return (share_table ? 0 : 1); + } + + // returns -1 or 0, indicating whether a table was closed + int decrement(const Dish& dish, MT19937* rng) { + DishLocations& loc = dish_locs_[dish]; + assert(loc.total_dish_count_); + if (loc.total_dish_count_ == 1) { + dish_locs_.erase(dish); + --num_tables_; + --num_customers_; + return -1; + } else { + int delta = 0; + // sample customer to remove UNIFORMLY. that is, do NOT use the discount + // here. if you do, it will introduce (unwanted) bias! + double r = rng->next() * loc.total_dish_count_; + --loc.total_dish_count_; + for (typename std::list::iterator ti = loc.table_counts_.begin(); + ti != loc.table_counts_.end(); ++ti) { + r -= *ti; + if (r <= 0.0) { + if ((--(*ti)) == 0) { + --num_tables_; + delta = -1; + loc.table_counts_.erase(ti); + } + break; + } + } + if (r > 0.0) { + std::cerr << "Serious error: r=" << r << std::endl; + Print(&std::cerr); + assert(r <= 0.0); + } + --num_customers_; + return delta; + } + } + + 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_; + if (it == dish_locs_.end()) { + return r * p0 / (num_customers_ + concentration_); + } else { + return (it->second.total_dish_count_ - discount_ * it->second.table_counts_.size() + r * p0) / + (num_customers_ + concentration_); + } + } + + 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_); + if (it == dish_locs_.end()) { + return r * p0 / T(num_customers_ + concentration_); + } else { + return (T(it->second.total_dish_count_ - discount_ * it->second.table_counts_.size()) + r * p0) / + T(num_customers_ + concentration_); + } + } + + 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; + } + + // 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 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_); + 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); + assert(std::isfinite(lp)); + for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); + it != dish_locs_.end(); ++it) { + const DishLocations& cur = it->second; + for (std::list::const_iterator ti = cur.table_counts_.begin(); ti != cur.table_counts_.end(); ++ti) { + lp += lgamma(*ti - 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_concentration_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, + 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); + } + } + concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, + std::numeric_limits::infinity(), 0.0, niterations, 100*niterations); + } + + struct DiscountResampler { + 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_); + } + }; + + 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); + } + }; + + struct DishLocations { + DishLocations() : total_dish_count_() {} + unsigned total_dish_count_; // customers at all tables with this dish + std::list table_counts_; // list<> gives O(1) deletion and insertion, which we want + // .size() is the number of tables for this dish + }; + + void Print(std::ostream* out) const { + std::cerr << "PYP(d=" << discount_ << ",c=" << concentration_ << ") 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): "; + for (typename std::list::const_iterator i = it->second.table_counts_.begin(); + i != it->second.table_counts_.end(); ++i) { + (*out) << " " << *i; + } + (*out) << std::endl; + } + } + + typedef typename std::tr1::unordered_map::const_iterator const_iterator; + const_iterator begin() const { + return dish_locs_.begin(); + } + const_iterator end() const { + return dish_locs_.end(); + } + + unsigned num_tables_; + unsigned num_customers_; + std::tr1::unordered_map dish_locs_; + + double discount_; + double concentration_; + + // 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_; +}; + +template +std::ostream& operator<<(std::ostream& o, const CCRP& c) { + c.Print(&o); + return o; +} + +#endif diff --git a/utils/ccrp_onetable.h b/utils/ccrp_onetable.h index a868af9a..b63737d1 100644 --- a/utils/ccrp_onetable.h +++ b/utils/ccrp_onetable.h @@ -117,6 +117,18 @@ class CCRP_OneTable { } } + 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_); + if (it == dish_counts_.end()) { + return r * p0 / T(num_customers_ + concentration_); + } else { + return (T(it->second - discount_) + r * p0) / + T(num_customers_ + concentration_); + } + } + double log_crp_prob() const { return log_crp_prob(discount_, concentration_); } diff --git a/utils/sampler.h b/utils/sampler.h index 153e7ef1..22c873d4 100644 --- a/utils/sampler.h +++ b/utils/sampler.h @@ -48,7 +48,7 @@ struct RandomNumberGenerator { template size_t SelectSample(const F& a, const F& b, double T = 1.0) { if (T == 1.0) { - if (this->next() > (a / (a + b))) return 1; else return 0; + if (F(this->next()) > (a / (a + b))) return 1; else return 0; } else { assert(!"not implemented"); } -- cgit v1.2.3