Changeset 1013 for library/bdm/estim

Timestamp:

05/27/10 23:07:49 (14 years ago)

Author:

smidl

Message:

Flatten has an extra argument

Location:

library/bdm/estim

Files:

• arx.cpp (modified) (1 diff)
• arx.h (modified) (1 diff)
• mixtures.cpp (modified) (5 diffs)
• mixtures.h (modified) (2 diffs)

library/bdm/estim/arx.cpp

@@ -72 +72 @@
 }
 
-void ARX::flatten ( const BMEF* B ) {
+void ARX::flatten ( const BMEF* B , double weight =1.0) {
         const ARX* A = dynamic_cast<const ARX*> ( B );
         // nu should be equal to B.nu
-        est.pow ( A->posterior()._nu() / posterior()._nu() );
+        est.pow ( A->posterior()._nu() / posterior()._nu() *weight);
         if ( evalll ) {
                 last_lognc = est.lognc();

library/bdm/estim/arx.h

@@ -89 +89 @@
         };
         double logpred ( const vec &yt, const vec &cond ) const;
-        void flatten ( const BMEF* B );
+        void flatten ( const BMEF* B , double weight );
         //! Conditioned version of the predictor
         enorm<ldmat>* epredictor ( const vec &rgr ) const;

library/bdm/estim/mixtures.cpp

@@ -9 +9 @@
         Coms.set_size ( c );
         weights.set_parameters ( ones ( c ) ); //assume at least one observation in each comp.
+        multiBM weights0(weights);
         //est will be done at the end
         //
@@ -18 +19 @@
         Coms ( 0 )->bayes_batch ( Data );
         // Flatten it to its original shape
-        Coms ( 0 )->flatten ( Com0 );
+        shared_ptr<BMEF> SharpCom((BMEF*)Coms(0)->_copy());
+        Coms ( 0 )->flatten ( Com0 ); 
 
         //Copy it to the rest
@@ -32 +34 @@
                 } else { // pick at random
                         int ind = (int) floor ( ndat * UniRNG.sample() );
-                        Coms ( i )->bayes ( Data.get_col ( ind ), empty_vec );
+                        Coms ( i )->bayes_weighted ( Data.get_col ( ind ), empty_vec, ndat/Coms.length() );
                 }
-                //flatten back to oringinal
-                Coms ( i )->flatten ( Com0 );
+                //sharpen to the sharp component
+                //Coms ( i )->flatten ( SharpCom.get(), 1.0/Coms.length() );
         }
-
 }
 
-double MixEF::bayes_batch ( const mat &data , const mat &cond, const vec &wData ) {
+double MixEF::bayes_batch_weighted ( const mat &data , const mat &cond, const vec &wData ) {
         int ndat = data.cols();
         int t, i, niter;
@@ -133 +134 @@
 };
 
-void MixEF::bayes ( const mat &data, const vec &cond = empty_vec ) {
-        this->bayes_batch ( data, cond, ones ( data.cols() ) );
-};
-
-
 double MixEF::logpred ( const vec &yt, const vec &cond =empty_vec) const {
 
@@ -162 +158 @@
 }
 
-void MixEF::flatten ( const BMEF* M2 ) {
+void MixEF::flatten ( const BMEF* M2, double weight=1.0 ) {
         const MixEF* Mix2 = dynamic_cast<const MixEF*> ( M2 );
         bdm_assert_debug ( Mix2->Coms.length() == Coms.length(), "Different no of coms" );
         //Flatten each component
         for ( int i = 0; i < Coms.length(); i++ ) {
-                Coms ( i )->flatten ( Mix2->Coms ( i ) );
+                Coms ( i )->flatten ( Mix2->Coms ( i ) , weight);
         }
         //Flatten weights = make them equal!!

library/bdm/estim/mixtures.h

@@ -98 +98 @@
         //! Recursive EM-like algorithm (QB-variant), see Karny et. al, 2006
         void bayes ( const vec &yt, const vec &cond );
-        //! EM algorithm
-        void bayes ( const mat &yt, const vec &cond );
         //! batch weighted Bayes rule
-        double bayes_batch ( const mat &yt, const mat &cond, const vec &wData );
+        double bayes_batch_weighted ( const mat &yt, const mat &cond, const vec &wData );
+        double bayes_batch ( const mat &yt, const mat &cond){
+                return bayes_batch_weighted(yt,cond,ones(yt.cols()));
+        };
         double logpred ( const vec &yt, const vec &cond ) const;
         //! return correctly typed posterior (covariant return)
@@ -110 +111 @@
         emix* epredictor(const vec &cond=vec()) const;
         //! Flatten the density as if it was not estimated from the data
-        void flatten ( const BMEF* M2 );
+        void flatten ( const BMEF* M2, double weight );
         //! Access function
         BMEF* _Coms ( int i ) {