#ifndef _CCRP_H_ #define _CCRP_H_ #include #include #include #include #include #include #include #include "sampler.h" // Chinese restaurant process (Pitman-Yor parameters) with explicit table // tracking. template > class CCRP { public: CCRP(double disc, double conc) : num_tables_(), num_customers_(), discount_(disc), concentration_(conc) {} void clear() { num_tables_ = 0; num_customers_ = 0; dish_locs_.clear(); } 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(); } // 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 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_); } } // taken from http://en.wikipedia.org/wiki/Chinese_restaurant_process // does not include P_0's double log_crp_prob() const { double lp = 0.0; if (num_customers_) { const double r = lgamma(1.0 - discount_); lp = lgamma(concentration_) - lgamma(concentration_ + num_customers_) + num_tables_ * discount_ + lgamma(concentration_ / discount_ + num_tables_) - lgamma(concentration_ / discount_); for (typename std::tr1::unordered_map::const_iterator it = dish_locs_.begin(); it != dish_locs_.end(); ++it) { const DishLocations& cur = it->second; lp += lgamma(cur.total_dish_count_ - discount_) - r; } } return lp; } 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 { 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_; }; template std::ostream& operator<<(std::ostream& o, const CCRP& c) { c.Print(&o); return o; } #endif