/*******************************************************************************
* Copyright 2013 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.generic;
import static com.analog.lyric.dimple.environment.DimpleEnvironment.*;
import static java.util.Objects.*;
import org.eclipse.jdt.annotation.Nullable;
import com.analog.lyric.dimple.environment.DimpleEnvironment;
import com.analog.lyric.dimple.model.domains.Domain;
import com.analog.lyric.dimple.model.values.Value;
import com.analog.lyric.dimple.solvers.core.proposalKernels.IProposalKernel;
import com.analog.lyric.dimple.solvers.core.proposalKernels.NormalProposalKernel;
import com.analog.lyric.dimple.solvers.core.proposalKernels.Proposal;
import com.analog.lyric.dimple.solvers.core.proposalKernels.ProposalKernelOptionKey;
import com.analog.lyric.dimple.solvers.core.proposalKernels.UniformDiscreteProposalKernel;
import com.analog.lyric.options.IOptionHolder;
/**
* Single-variable Metropolis-Hastings sampler.
*
* @since 0.07
* @author Christopher Barber
*/
public class MHSampler extends AbstractGenericSampler implements IMCMCSampler
{
protected @Nullable IProposalKernel _proposalKernel;
protected boolean _useDiscreteKernel;
protected boolean _explicitKernel = false;
/**
* Option specifies which discrete proposal kernel to use for MHSampler
* <p>
* Default value is {@link UniformDiscreteProposalKernel}.
* <p>
* @since 0.07
*/
public static final ProposalKernelOptionKey discreteProposalKernel =
new ProposalKernelOptionKey(MHSampler.class, "discreteProposalKernel", UniformDiscreteProposalKernel.class);
/**
* Option specifies which real proposal kernel to use for MHSampler
* <p>
* Default value is {@link NormalProposalKernel}.
* <p>
* @since 0.07
*/
public static final ProposalKernelOptionKey realProposalKernel =
new ProposalKernelOptionKey(MHSampler.class, "realProposalKernel", NormalProposalKernel.class);
@Override
public void initialize(Domain variableDomain)
{
_useDiscreteKernel = variableDomain.isDiscrete();
}
@Override
public void configureFromOptions(IOptionHolder optionHolder)
{
IProposalKernel kernel = _proposalKernel;
if (kernel == null || !_explicitKernel)
{
ProposalKernelOptionKey key = _useDiscreteKernel ? discreteProposalKernel : realProposalKernel;
_proposalKernel = kernel = key.instantiateIfDifferent(optionHolder, kernel);
}
kernel.configureFromOptions(optionHolder);
}
@Override
public boolean nextSample(Value sampleValue, ISamplerClient samplerClient)
{
final Proposal proposal = requireNonNull(_proposalKernel).next(sampleValue, samplerClient.getDomain());
final Value proposalValue = proposal.value;
// Get the potential for the current sample value
final double LPrevious = samplerClient.getCurrentSampleScore();
// Get the potential for the proposed sample value
final double LProposed = samplerClient.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)
{
samplerClient.setNextSampleValue(proposalValue); // Accept
return true;
}
else
{
samplerClient.setNextSampleValue(sampleValue); // Reject
return false;
}
}
public void setProposalKernel(IProposalKernel proposalKernel)
{
_proposalKernel = proposalKernel;
_explicitKernel = true;
}
public void setProposalKernel(String proposalKernelName)
{
setProposalKernel(DimpleEnvironment.active().proposalKernels().instantiate(proposalKernelName));
}
public @Nullable IProposalKernel getProposalKernel()
{
return _proposalKernel;
}
public String getProposalKernelName()
{
final IProposalKernel proposalKernel = _proposalKernel;
if (proposalKernel != null)
return proposalKernel.getClass().getSimpleName();
else
return "";
}
}