Changeset 311

Timestamp:

04/09/09 14:33:10 (16 years ago)

Author:

smidl

Message:

merger

Location:

bdm/estim

Files:

• merger.cpp (modified) (3 diffs)
• merger.h (modified) (1 diff)
• mixef.cpp (modified) (4 diffs)

bdm/estim/merger.cpp

@@ -57 +57 @@
 
                 //initialize importance weights
-                if ( !fix_smp ) 
-                        for ( int i=0;i<Ns;i++ ){
-                        lw_mix ( i ) =g0->evallog ( Smp ( i ) );
-                }
+                if ( !fix_smp )
+                        for ( int i=0;i<Ns;i++ )
+                        {
+                                lw_mix ( i ) =g0->evallog ( Smp ( i ) );
+                        }
 
                 // Initial component in the mixture model
@@ -78 +79 @@
                 vec Mix_pdf ( Ns );
                 while ( !converged )
-        {
-                //Re-estimate Mix
-                //Re-Initialize Mixture model
-                Mix.flatten ( &Mix_init );
+                {
+                        //Re-estimate Mix
+                        //Re-Initialize Mixture model
+                        Mix.flatten ( &Mix_init );
                         Mix.bayesB ( Smp_ex, w*Ns );
                         delete Mpred;
@@ -99 +100 @@
                                         //Importance of the mixture
                                         //lw_mix ( i ) =Mix.logpred (Smp_ex.get_col(i) );
-                                        lw_mix ( i ) = Mpred->evallog(Smp(i));
-                                }
-                                if ( 1 )
+                                        lw_mix ( i ) = Mpred->evallog ( Smp ( i ) );
+                                }
+                                if ( 0 )
                                 {
                                         cout<<"Resampling =" << 1./sum_sqr ( w ) << endl;

bdm/estim/merger.h

@@ -201 +201 @@
                         MixEF& _Mix() {return Mix;}
 //! Access function
+                        emix* proposal() {emix* tmp=Mix.epredictor(); tmp->set_rv(rv); return tmp;}
+//! Access function
                         eEmp& _Smp() {return eSmp;}
         };

bdm/estim/mixef.cpp

@@ -66 +66 @@
                 Wlast = W;
                 //
+                //#pragma omp parallel for
                 for ( t=0;t<ndat;t++ ) {
+                        //#pragma omp parallel for
                         for ( i=0;i<n;i++ ) {
                                 ll ( i ) =Coms ( i )->logpred ( data.get_col ( t ) );
@@ -89 +91 @@
 
                 // copy initial statistics
+                //#pragma omp parallel for
                 for ( i=0;i<n;i++ ) {
                         Coms ( i )-> set_statistics ( Coms0 ( i ) );
@@ -98 +101 @@
                 // !!!!    For typical cases wData=1.
                 for ( t=0;t<ndat;t++ ) {
+                        //#pragma omp parallel for
                         for ( i=0;i<n;i++ ) {
                                 Coms ( i )-> bayes ( data.get_col ( t ),W ( i,t ) * wData ( t ) );
@@ -106 +110 @@
                 niter++;
                 //TODO better convergence rule.
-                converged = ( sumsum ( abs ( W-Wlast ) ) /n<0.001 );
+                converged = (niter>10);//( sumsum ( abs ( W-Wlast ) ) /n<0.1 );
         }