📄 gismap.h

📁 Amis - A maximum entropy estimator 一个最大熵模型统计工具
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////////////////////////////////////////////////////////////////////////////  Copyright (c) 2000, Yusuke Miyao///  You may distribute under the terms of the Artistic License.//////  <id>$Id: GISMAP.h,v 1.2 2003/05/11 18:12:09 yusuke Exp $</id>///  <collection>Maximum Entropy Estimator</collection>///  <name>GISMAP.h</name>///  <overview>Generalized Iterative Scaling with MAP estimation</overview>/////////////////////////////////////////////////////////////////////////#ifndef Amis_GISMAP_h_#define Amis_GISMAP_h_#include <amis/configure.h>#include <amis/IS.h>#include <amis/ModelExpect.h>#include <amis/FeatureFreqArray.h>#include <amis/EmpiricalExpect.h>AMIS_NAMESPACE_BEGIN///////////////////////////////////////////////////////////////////////// <classdef>/// <name>GISMAP</name>/// <overview>Generalized Iterative Scaling with MAP estimation</overview>/// <desc>/// A maximum entropy estimator based on the Generalized Iterative Scaling/// algorithm with MAP estimation with a Gaussian prior./// </desc>/// <body>template < class Model, class EventSpace,	   class ModelExpect, = ModelExpect< FeatureFreqValue, Model, EventSpace >,	   class EmpiricalExpect = EmpiricalExpect< Model, EventSpace > >class GISMAPBase : public IS< Model, EventSpace, ModelExpect, EmpiricalExpect > {protected:  int  max_newton_iterations;  Real max_count;  Real default_sigma;  std::vector<Real> sigmas;  //////////////////////////////////////////////////////////////////////public:  GISMAPBase( int max, Real sigma ) {    max_newton_iterations = max;    default_sigma = sigma;  }  GISMAPBase( Model& init_model, EventSpace& init_event, int max, Real sigma )    : IS< Model, EventSpace, ModelExpect, EmpiricalExpect >( init_model, init_event ) {    max_newton_iterations = max;    default_sigma = sigma;  }  virtual ~GISMAPBase() {}  void setSigma( Real s ) {    default_sigma = s;  }  Real getSigma() const {    return default_sigma;  }  //////////////////////////////////////////////////////////////////////public:  void initialize() {    AMIS_DEBUG_MESSAGE( 3, "Set internal data...\n" );    max_count = static_cast< Real >( event_space->maxFeatureCount() );    sigmas.resize( model->numFeatures() );    fill( sigmas.begin(), sigmas.end(), default_sigma );    IS< Model, EventSpace, ModelExpect, EmpiricalExpect >::initialize();  }  /// Initialize the estimator  Real solveEquation( int i ) {    setObjectiveFunctionValue( 0.0 );     // dummy value. please set correct value    return solveNewton( (*model)[ i ], model_expectation[ i ], empirical_expectation			[ i ], sigmas[ i ] , max_count, max_newton_iterations, machineEpsilon());  }  Real solveNewton( Real lambda, Real ex, Real em, Real s, Real c, int max_iter, Real epsilon ) const {    std::cerr << __PRETTY_FUNCTION << " obsolete " << std::endl;    exit(1);    /// still contains bug     Real lower_bound = 0.0;    Real upper_bound = 100.0; // need modification		    Real current_x = upper_bound;    Real next_x;		    Real d, g, gg;		    Real inv_s     = 1.0/(s*s);		    d = pow(current_x, c ) * ex;    g = d - em + ( lambda + ModelBase::safe_log(current_x ) ) * inv_s;		    if( !finite( g ) ) {      return 1.0;    }				    for( int i = 0; i < max_iter; i++ ) {      d = pow( current_x, c ) * ex;      g  = d - em + ( lambda + ModelBase::safe_log(current_x) ) * inv_s;      if( fabs( g ) <= epsilon ) {	break;      }      gg = c*d + inv_s;      next_x = current_x - g/gg;      if( !finite( next_x ) ) {	break;      }      else{	current_x = next_x;      }      if( current_x < lower_bound || upper_bound < current_x ) {	current_x = ( lower_bound + upper_bound ) * 0.5;      }			      if( g < 0.0 ) {	lower_bound = current_x;      }      else {	upper_bound = current_x;      }			      if( fabs( upper_bound - lower_bound ) <= epsilon ) {	break;      }    }    return current_x;  }	  /*    Real solveNewton( Real al, Real ex, Real em, Real s, Real c, int max_iter, Real epsilon ) const {    /// still contains bug 		    Real current_x = 1.0;    Real next_x;		    Real d, g, gg;    Real lambda    = Model::safe_log( al );    Real inv_s     = 1.0/(s*s);		    d = pow(current_x, c ) * ex;    g = d - em + ( lambda + Model::safe_log(current_x ) ) * inv_s;		    if( !finite( g ) ) {    return 1.0;    }				    for( int i = 0; i < max_iter; i++ ) {    d = pow( current_x, c ) * ex;    g  = d - em + ( lambda + Model::safe_log(current_x) ) * inv_s;    if( fabs( g ) <= epsilon ) {    break;    }    gg = c*d + inv_s;    next_x = current_x - g/gg;    if( !finite( next_x ) ) {    break;    }    else{    current_x = next_x;    }    }    return current_x;    }  */  /// Solve the equation};/// </body>/// </classdef>AMIS_NAMESPACE_END#endif // Amis_GISMAP_h_// end of GISMAP.h
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