/*******************************************************************************
* Copyright 2014 Analog Devices, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
********************************************************************************/
package com.analog.lyric.dimple.solvers.gibbs.samplers.block;
import static com.analog.lyric.dimple.environment.DimpleEnvironment.*;
import java.util.Map;
import org.eclipse.jdt.annotation.Nullable;
import com.analog.lyric.dimple.exceptions.DimpleException;
import com.analog.lyric.dimple.model.values.Value;
import com.analog.lyric.dimple.solvers.core.proposalKernels.BlockProposal;
import com.analog.lyric.dimple.solvers.core.proposalKernels.BlockProposalKernelRegistry;
import com.analog.lyric.dimple.solvers.core.proposalKernels.IBlockProposalKernel;
import com.analog.lyric.dimple.solvers.gibbs.GibbsVariableBlock;
import com.analog.lyric.dimple.solvers.interfaces.ISolverVariableBlock;
/**
* Metropolis-Hastings block initializer for {@link GibbsVariableBlock}s.
* @since 0.06
* @author jeffb
*/
public class BlockMHSampler implements IBlockMCMCSampler
{
/*-------
* State
*/
@Nullable
protected IBlockProposalKernel _proposalKernel;
/*--------------
* Construction
*/
public BlockMHSampler()
{
this(null);
}
public BlockMHSampler(@Nullable IBlockProposalKernel proposalKernel)
{
_proposalKernel = proposalKernel;
}
/*-----------------------
* IBlockUpdater methods
*/
@Override
public BlockMHSampler copy(Map<Object,Object> old2newobjs)
{
return new BlockMHSampler(_proposalKernel);
}
/**
* {@inheritDoc}
* <p>
* Only for use in Gibbs solver graphs. Will return false if {@code sblock} is not a {@link GibbsVariableBlock}.
*/
@Override
public boolean update(ISolverVariableBlock sblock)
{
if (!(sblock instanceof GibbsVariableBlock))
{
return false;
}
GibbsVariableBlock block = (GibbsVariableBlock)sblock;
final IBlockProposalKernel proposalKernel = _proposalKernel;
if (proposalKernel == null)
throw new DimpleException("Must specify a block proposal kernel. No default is defined.");
final Value[] sampleValue = block.updateStart();
final BlockProposal proposal = proposalKernel.next(sampleValue, block.getDomains());
final Value[] proposalValue = proposal.value;
// Get the potential for the current sample value
final double LPrevious = block.getCurrentSampleScore();
// Get the potential for the proposed sample value
final double LProposed = block.getSampleScore(proposalValue);
// Accept or reject
double rejectionThreshold = Math.exp(LPrevious - LProposed + proposal.forwardEnergy - proposal.reverseEnergy);
if (Double.isNaN(rejectionThreshold)) // Account for invalid forward or reverse proposals
{
if (LProposed != Double.POSITIVE_INFINITY && proposal.forwardEnergy != Double.POSITIVE_INFINITY)
rejectionThreshold = Double.POSITIVE_INFINITY;
else
rejectionThreshold = 0;
}
if (activeRandom().nextDouble() < rejectionThreshold)
{
block.updateFinish(proposalValue);
}
else
{
block.updateReject();
}
return true;
}
public void setProposalKernel(IBlockProposalKernel proposalKernel)
{
_proposalKernel = proposalKernel;
}
public void setProposalKernel(String proposalKernelName)
{
_proposalKernel = BlockProposalKernelRegistry.get(proposalKernelName);
}
public @Nullable IBlockProposalKernel getProposalKernel()
{
return _proposalKernel;
}
public String getProposalKernelName()
{
final IBlockProposalKernel proposalKernel = _proposalKernel;
if (proposalKernel != null)
return proposalKernel.getClass().getSimpleName();
else
return "";
}
}