#ifndef _CCRP_NT_H_ #define _CCRP_NT_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_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()) {} 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) {} double concentration() const { return concentration_; } bool has_concentration_prior() const { return !std::isnan(concentration_prior_shape_); } void clear() { num_customers_ = 0; custs_.clear(); } unsigned num_customers() const { return num_customers_; } unsigned num_customers(const Dish& dish) const { const typename std::tr1::unordered_map::const_iterator it = custs_.find(dish); if (it == custs_.end()) return 0; return it->second; } int increment(const Dish& dish) { int table_diff = 0; if (++custs_[dish] == 1) table_diff = 1; ++num_customers_; return table_diff; } int decrement(const Dish& dish) { int table_diff = 0; int nc = --custs_[dish]; if (nc == 0) { custs_.erase(dish); table_diff = -1; } else if (nc < 0) { std::cerr << "Dish counts dropped below zero for: " << dish << std::endl; abort(); } --num_customers_; return table_diff; } double prob(const Dish& dish, const double& p0) const { const unsigned at_table = num_customers(dish); return (at_table + p0 * concentration_) / (num_customers_ + concentration_); } 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_); } double log_crp_prob() const { return log_crp_prob(concentration_); } 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& concentration) const { double lp = 0.0; if (has_concentration_prior()) lp += log_gamma_density(concentration, concentration_prior_shape_, concentration_prior_rate_); assert(lp <= 0.0); if (num_customers_) { lp += lgamma(concentration) - lgamma(concentration + num_customers_) + custs_.size() * log(concentration); assert(std::isfinite(lp)); for (typename std::tr1::unordered_map::const_iterator it = custs_.begin(); it != custs_.end(); ++it) { lp += lgamma(it->second); } } assert(std::isfinite(lp)); return lp; } void resample_hyperparameters(MT19937* rng, const unsigned nloop = 5, const unsigned niterations = 10) { assert(has_concentration_prior()); ConcentrationResampler cr(*this); for (int iter = 0; iter < nloop; ++iter) { concentration_ = slice_sampler1d(cr, concentration_, *rng, 0.0, std::numeric_limits::infinity(), 0.0, niterations, 100*niterations); } } 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); } }; void Print(std::ostream* out) const { (*out) << "DP(alpha=" << concentration_ << ") customers=" << num_customers_ << std::endl; int cc = 0; for (typename std::tr1::unordered_map::const_iterator it = custs_.begin(); it != custs_.end(); ++it) { (*out) << " " << it->first << "(" << it->second << " eating)"; ++cc; if (cc > 10) { (*out) << " ..."; break; } } (*out) << std::endl; } unsigned num_customers_; std::tr1::unordered_map custs_; typedef typename std::tr1::unordered_map::const_iterator const_iterator; const_iterator begin() const { return custs_.begin(); } const_iterator end() const { return custs_.end(); } double concentration_; // 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_NoTable& c) { c.Print(&o); return o; } #endif