1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
|
#ifndef _CCRP_NT_H_
#define _CCRP_NT_H_
#include <numeric>
#include <cassert>
#include <cmath>
#include <list>
#include <iostream>
#include <vector>
#include <tr1/unordered_map>
#include <boost/functional/hash.hpp>
#include "sampler.h"
#include "slice_sampler.h"
// Chinese restaurant process (1 parameter)
template <typename Dish, typename DishHash = boost::hash<Dish> >
class CCRP_NoTable {
public:
explicit CCRP_NoTable(double conc) :
num_customers_(),
alpha_(conc),
alpha_prior_shape_(std::numeric_limits<double>::quiet_NaN()),
alpha_prior_rate_(std::numeric_limits<double>::quiet_NaN()) {}
CCRP_NoTable(double c_shape, double c_rate, double c = 10.0) :
num_customers_(),
alpha_(c),
alpha_prior_shape_(c_shape),
alpha_prior_rate_(c_rate) {}
double alpha() const { return alpha_; }
bool has_alpha_prior() const {
return !std::isnan(alpha_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<Dish, unsigned, DishHash>::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 * 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(alpha_))) - log(num_customers_ + alpha_);
}
double log_crp_prob() const {
return log_crp_prob(alpha_);
}
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& alpha) const {
double lp = 0.0;
if (has_alpha_prior())
lp += log_gamma_density(alpha, alpha_prior_shape_, alpha_prior_rate_);
assert(lp <= 0.0);
if (num_customers_) {
lp += lgamma(alpha) - lgamma(alpha + num_customers_) +
custs_.size() * log(alpha);
assert(std::isfinite(lp));
for (typename std::tr1::unordered_map<Dish, unsigned, DishHash>::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_alpha_prior());
ConcentrationResampler cr(*this);
for (int iter = 0; iter < nloop; ++iter) {
alpha_ = slice_sampler1d(cr, alpha_, *rng, 0.0,
std::numeric_limits<double>::infinity(), 0.0, niterations, 100*niterations);
}
}
struct ConcentrationResampler {
ConcentrationResampler(const CCRP_NoTable& crp) : crp_(crp) {}
const CCRP_NoTable& crp_;
double operator()(const double& proposed_alpha) const {
return crp_.log_crp_prob(proposed_alpha);
}
};
void Print(std::ostream* out) const {
(*out) << "DP(alpha=" << alpha_ << ") customers=" << num_customers_ << std::endl;
int cc = 0;
for (typename std::tr1::unordered_map<Dish, unsigned, DishHash>::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<Dish, unsigned, DishHash> custs_;
typedef typename std::tr1::unordered_map<Dish, unsigned, DishHash>::const_iterator const_iterator;
const_iterator begin() const {
return custs_.begin();
}
const_iterator end() const {
return custs_.end();
}
double alpha_;
// optional gamma prior on alpha_ (NaN if no prior)
double alpha_prior_shape_;
double alpha_prior_rate_;
};
template <typename T,typename H>
std::ostream& operator<<(std::ostream& o, const CCRP_NoTable<T,H>& c) {
c.Print(&o);
return o;
}
#endif
|
