public void addWeightsFrom(DiscreteMessage other) {
assertSameSize(other.size());
for (int i = _message.length; --i >= 0; ) {
setWeight(i, getWeight(i) + other.getWeight(i));
}
}
/**
* Sets values from another message of the same size.
*
* @param other is another message with the same {@link #size()} as this one but not necessarily
* the same representation.
* @since 0.08
* @throws IllegalArgumentException if {@code other} does not have the same size.
*/
public void setFrom(DiscreteMessage other) {
final double[] otherRep = other.representation();
if (other.storesWeights()) {
setWeights(otherRep);
} else {
setEnergies(otherRep);
}
_normalizationEnergy = other._normalizationEnergy;
}
/**
* {@inheritDoc}
*
* <p>Discrete messages compute KL using:
*
* <blockquote>
*
* <big>Σ</big> ln(P<sub>i</sub> / Q<sub>i</sub>) P<sub>i</sub>
*
* </blockquote>
*/
@Override
public double computeKLDivergence(IParameterizedMessage that) {
if (that instanceof DiscreteMessage) {
// KL(P|Q) == sum(log(Pi/Qi) * Pi)
//
// To normalize you need to divide Pi by sum(Pi) and Qi by sum(Qi), denote these
// by Ps and Qs:
//
// ==> sum(log((Pi/Ps)/(Qi/Qs)) * Pi/Ps)
//
// ==> 1/Ps * sum(log(Pi/Qi) * Pi + log(Qs/Ps) * Pi)
//
// ==> sum(Pi*(log(Pi) - log(Qi)))/Ps + log(Qs/Ps)
//
// This formulation allows you to perform the computation using a single loop.
final DiscreteMessage P = this;
final DiscreteMessage Q = (DiscreteMessage) that;
final int size = P.size();
if (size != Q.size()) {
throw new IllegalArgumentException(
String.format("Mismatched domain sizes '%d' and '%d'", P.size(), Q.size()));
}
double Ps = 0.0, Qs = 0.0, unnormalizedKL = 0.0;
for (int i = 0; i < size; ++i) {
final double pw = P.getWeight(i);
if (pw == 0.0) continue;
final double qw = Q.getWeight(i);
Ps += pw;
Qs += qw;
final double pe = P.getEnergy(i);
final double qe = Q.getEnergy(i);
unnormalizedKL += pw * (qe - pe);
}
return unnormalizedKL / Ps + Math.log(Qs / Ps);
}
throw new IllegalArgumentException(
String.format("Expected '%s' but got '%s'", getClass(), that.getClass()));
}
