public double getLogLikelihood() { double logSum = Double.NEGATIVE_INFINITY; for (int i = 0; i < likelihoodList.size(); ++i) { double pi = mixtureWeights.getParameterValue(i); if (pi > 0.0) { logSum = LogTricks.logSum(logSum, Math.log(pi) + likelihoodList.get(i).getLogLikelihood()); } } return logSum; }
public DistanceDependentCRPGibbsOperator( Parameter links, Parameter assignments, Parameter chiParameter, NPAntigenicLikelihood Likelihood, double weight) { this.links = links; this.assignments = assignments; this.modelLikelihood = Likelihood; this.chiParameter = chiParameter; this.depMatrix = Likelihood.getLogDepMatrix(); for (int i = 0; i < links.getDimension(); i++) { links.setParameterValue(i, i); } setWeight(weight); // double[][] x=modelLikelihood.getData(); // modelLikelihood.printInformtion(x[0][0]); this.m = new double[2]; m[0] = modelLikelihood.priorMean.getParameterValue(0); m[1] = modelLikelihood.priorMean.getParameterValue(1); this.v0 = 2; this.k0 = modelLikelihood.priorPrec.getParameterValue(0) / modelLikelihood.clusterPrec.getParameterValue(0); this.T0Inv = new double[2][2]; T0Inv[0][0] = v0 / modelLikelihood.clusterPrec.getParameterValue(0); T0Inv[1][1] = v0 / modelLikelihood.clusterPrec.getParameterValue(0); T0Inv[1][0] = 0.0; T0Inv[0][1] = 0.0; this.logDetT0 = -Math.log(T0Inv[0][0] * T0Inv[1][1]); }
public void proposeTree() throws OperatorFailedException { TreeModel tree = c2cLikelihood.getTreeModel(); BranchMapModel branchMap = c2cLikelihood.getBranchMap(); NodeRef i; double oldMinAge, newMinAge, newRange, oldRange, newAge, q; // choose a random node avoiding root, and nodes that are ineligible for this move because they // have nowhere to // go final int nodeCount = tree.getNodeCount(); do { i = tree.getNode(MathUtils.nextInt(nodeCount)); } while (tree.getRoot() == i || !eligibleForMove(i, tree, branchMap)); final NodeRef iP = tree.getParent(i); // this one can go anywhere NodeRef j = tree.getNode(MathUtils.nextInt(tree.getNodeCount())); NodeRef k = tree.getParent(j); while ((k != null && tree.getNodeHeight(k) <= tree.getNodeHeight(i)) || (i == j)) { j = tree.getNode(MathUtils.nextInt(tree.getNodeCount())); k = tree.getParent(j); } if (iP == tree.getRoot() || j == tree.getRoot()) { throw new OperatorFailedException("Root changes not allowed!"); } if (k == iP || j == iP || k == i) throw new OperatorFailedException("move failed"); final NodeRef CiP = getOtherChild(tree, iP, i); NodeRef PiP = tree.getParent(iP); newMinAge = Math.max(tree.getNodeHeight(i), tree.getNodeHeight(j)); newRange = tree.getNodeHeight(k) - newMinAge; newAge = newMinAge + (MathUtils.nextDouble() * newRange); oldMinAge = Math.max(tree.getNodeHeight(i), tree.getNodeHeight(CiP)); oldRange = tree.getNodeHeight(PiP) - oldMinAge; q = newRange / Math.abs(oldRange); // need to account for the random repainting of iP if (branchMap.get(PiP.getNumber()) != branchMap.get(CiP.getNumber())) { q *= 0.5; } if (branchMap.get(k.getNumber()) != branchMap.get(j.getNumber())) { q *= 2; } tree.beginTreeEdit(); if (j == tree.getRoot()) { // 1. remove edges <iP, CiP> tree.removeChild(iP, CiP); tree.removeChild(PiP, iP); // 2. add edges <k, iP>, <iP, j>, <PiP, CiP> tree.addChild(iP, j); tree.addChild(PiP, CiP); // iP is the new root tree.setRoot(iP); } else if (iP == tree.getRoot()) { // 1. remove edges <k, j>, <iP, CiP>, <PiP, iP> tree.removeChild(k, j); tree.removeChild(iP, CiP); // 2. add edges <k, iP>, <iP, j>, <PiP, CiP> tree.addChild(iP, j); tree.addChild(k, iP); // CiP is the new root tree.setRoot(CiP); } else { // 1. remove edges <k, j>, <iP, CiP>, <PiP, iP> tree.removeChild(k, j); tree.removeChild(iP, CiP); tree.removeChild(PiP, iP); // 2. add edges <k, iP>, <iP, j>, <PiP, CiP> tree.addChild(iP, j); tree.addChild(k, iP); tree.addChild(PiP, CiP); } tree.setNodeHeight(iP, newAge); tree.endTreeEdit(); // logq = Math.log(q); // repaint the parent to match either its new parent or its new child (50% chance of each). if (MathUtils.nextInt(2) == 0) { branchMap.set(iP.getNumber(), branchMap.get(k.getNumber()), true); } else { branchMap.set(iP.getNumber(), branchMap.get(j.getNumber()), true); } if (DEBUG) { c2cLikelihood.checkPartitions(); } }
public static void main(String[] args) { final double l1 = -10; final double l2 = -2; AbstractModelLikelihood like1 = new AbstractModelLikelihood("dummy") { public Model getModel() { return null; } public double getLogLikelihood() { return l1; } public void makeDirty() {} public String prettyName() { return null; } public boolean isUsed() { return false; } @Override protected void handleModelChangedEvent(Model model, Object object, int index) {} @Override protected void handleVariableChangedEvent( Variable variable, int index, Variable.ChangeType type) {} @Override protected void storeState() {} @Override protected void restoreState() {} @Override protected void acceptState() {} public void setUsed() {} public LogColumn[] getColumns() { return new LogColumn[0]; } public String getId() { return null; } public void setId(String id) {} }; AbstractModelLikelihood like2 = new AbstractModelLikelihood("dummy") { public Model getModel() { return null; } public double getLogLikelihood() { return l2; } public void makeDirty() {} public String prettyName() { return null; } public boolean isUsed() { return false; } @Override protected void handleModelChangedEvent(Model model, Object object, int index) {} @Override protected void handleVariableChangedEvent( Variable variable, int index, Variable.ChangeType type) {} @Override protected void storeState() {} @Override protected void restoreState() {} @Override protected void acceptState() {} public void setUsed() {} public LogColumn[] getColumns() { return new LogColumn[0]; } public String getId() { return null; } public void setId(String id) {} }; List<AbstractModelLikelihood> likelihoodList = new ArrayList<AbstractModelLikelihood>(); likelihoodList.add(like1); likelihoodList.add(like2); Parameter weights = new Parameter.Default(2); double p1 = 0.05; weights.setParameterValue(0, p1); weights.setParameterValue(1, 1.0 - p1); WeightedMixtureModel mixture = new WeightedMixtureModel(likelihoodList, weights); System.err.println("getLogLikelihood() = " + mixture.getLogLikelihood()); double test = Math.log(p1 * Math.exp(l1) + (1.0 - p1) * Math.exp(l2)); System.err.println("correct = " + test); }
public double getCoercableParameter() { return Math.log(scaleFactor); }
/** change the parameter and return the hastings ratio. */ public final double doOperation() { int index = MathUtils.nextInt(links.getDimension()); int oldGroup = (int) assignments.getParameterValue(index); /* * Set index customer link to index and all connected to it to a new assignment (min value empty) */ int minEmp = minEmpty(modelLikelihood.getLogLikelihoodsVector()); links.setParameterValue(index, index); int[] visited = connected(index, links); int ii = 0; while (visited[ii] != 0) { assignments.setParameterValue(visited[ii] - 1, minEmp); ii++; } /* * Adjust likvector for group separated */ modelLikelihood.setLogLikelihoodsVector(oldGroup, getLogLikGroup(oldGroup)); modelLikelihood.setLogLikelihoodsVector(minEmp, getLogLikGroup(minEmp)); int maxFull = maxFull(modelLikelihood.getLogLikelihoodsVector()); double[] liks = modelLikelihood.getLogLikelihoodsVector(); /* * computing likelihoods of joint groups */ double[] crossedLiks = new double[maxFull + 1]; for (int ll = 0; ll < maxFull + 1; ll++) { if (ll != minEmp) { crossedLiks[ll] = getLogLik2Group(ll, minEmp); } } /* * Add logPrior */ double[] logP = new double[links.getDimension()]; for (int jj = 0; jj < links.getDimension(); jj++) { logP[jj] += depMatrix[index][jj]; int n = (int) assignments.getParameterValue(jj); if (n != minEmp) { logP[jj] += crossedLiks[n] - liks[n] - liks[minEmp]; } } logP[index] = Math.log(chiParameter.getParameterValue(0)); /* * possibilidade de mandar p zero as probs muito pequenas */ /* * Gibbs sampling */ this.rescale(logP); // Improve numerical stability this.exp(logP); // Transform back to probability-scale int k = MathUtils.randomChoicePDF(logP); links.setParameterValue(index, k); int newGroup = (int) assignments.getParameterValue(k); ii = 0; while (visited[ii] != 0) { assignments.setParameterValue(visited[ii] - 1, newGroup); ii++; } /* * updating conditional likelihood vector */ modelLikelihood.setLogLikelihoodsVector(newGroup, getLogLikGroup(newGroup)); if (newGroup != minEmp) { modelLikelihood.setLogLikelihoodsVector(minEmp, 0); } sampleMeans(maxFull); return 0.0; }
public double getLogLik2Group(int group1, int group2) { double L = 0.0; int ngroup1 = 0; for (int i = 0; i < assignments.getDimension(); i++) { if ((int) assignments.getParameterValue(i) == group1) { ngroup1++; } } int ngroup2 = 0; for (int i = 0; i < assignments.getDimension(); i++) { if ((int) assignments.getParameterValue(i) == group2) { ngroup2++; } } int ngroup = (ngroup1 + ngroup2); if (ngroup != 0) { double[][] group = new double[ngroup][2]; double mean[] = new double[2]; int count = 0; for (int i = 0; i < assignments.getDimension(); i++) { if ((int) assignments.getParameterValue(i) == group1) { group[count][0] = modelLikelihood.getData()[i][0]; group[count][1] = modelLikelihood.getData()[i][1]; mean[0] += group[count][0]; mean[1] += group[count][1]; count += 1; } } for (int i = 0; i < assignments.getDimension(); i++) { if ((int) assignments.getParameterValue(i) == group2) { group[count][0] = modelLikelihood.getData()[i][0]; group[count][1] = modelLikelihood.getData()[i][1]; mean[0] += group[count][0]; mean[1] += group[count][1]; count += 1; } } mean[0] /= ngroup; mean[1] /= ngroup; double kn = k0 + ngroup; double vn = v0 + ngroup; double[][] sumdif = new double[2][2]; for (int i = 0; i < ngroup; i++) { sumdif[0][0] += (group[i][0] - mean[0]) * (group[i][0] - mean[0]); sumdif[0][1] += (group[i][0] - mean[0]) * (group[i][1] - mean[1]); sumdif[1][0] += (group[i][0] - mean[0]) * (group[i][1] - mean[1]); sumdif[1][1] += (group[i][1] - mean[1]) * (group[i][1] - mean[1]); } double[][] TnInv = new double[2][2]; TnInv[0][0] = T0Inv[0][0] + ngroup * (k0 / kn) * (mean[0] - m[0]) * (mean[0] - m[0]) + sumdif[0][0]; TnInv[0][1] = T0Inv[0][1] + ngroup * (k0 / kn) * (mean[1] - m[1]) * (mean[0] - m[0]) + sumdif[0][1]; TnInv[1][0] = T0Inv[1][0] + ngroup * (k0 / kn) * (mean[0] - m[0]) * (mean[1] - m[1]) + sumdif[1][0]; TnInv[1][1] = T0Inv[1][1] + ngroup * (k0 / kn) * (mean[1] - m[1]) * (mean[1] - m[1]) + sumdif[1][1]; double logDetTn = -Math.log(TnInv[0][0] * TnInv[1][1] - TnInv[0][1] * TnInv[1][0]); L += -(ngroup) * Math.log(Math.PI); L += Math.log(k0) - Math.log(kn); L += (vn / 2) * logDetTn - (v0 / 2) * logDetT0; L += GammaFunction.lnGamma(vn / 2) + GammaFunction.lnGamma((vn / 2) - 0.5); L += -GammaFunction.lnGamma(v0 / 2) - GammaFunction.lnGamma((v0 / 2) - 0.5); } return L; }