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# libBM.h

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    00001
    00013 #ifndef BM_H
    00014 #define BM_H
    00015
    00016 #include <map>
    00017
    00018 #include "../itpp_ext.h"
    00019 #include "../bdmroot.h"
    00020 #include "../user_info.h"
    00021
    00022
    00023 using namespace libconfig;
    00024 using namespace itpp;
    00025 using namespace std;
    00026
    00027 namespace bdm {
    00028
    00029 typedef std::map<string, int> RVmap;
    00030 extern ivec RV_SIZES;
    00031 extern Array<string> RV_NAMES;
    00032
    00034 class str {
    00035 public:
    00037         ivec ids;
    00039         ivec times;
    00041         str ( ivec ids0, ivec times0 ) :ids ( ids0 ),times ( times0 ) {
    00042                 it_assert_debug ( times0.length() ==ids0.length(),"Incompatible input" );
    00043         };
    00044 };
    00045
    00084 class RV :public bdmroot {
    00085 protected:
    00087         int dsize;
    00089         int len;
    00091         ivec ids;
    00093         ivec times;
    00094
    00095 private:
    00097         void init ( Array<std::string> in_names, ivec in_sizes, ivec in_times );
    00098         int init ( const  string &name, int size );
    00099 public:
    00102
    00104         RV ( Array<std::string> in_names, ivec in_sizes, ivec in_times ) {init ( in_names,in_sizes,in_times );};
    00106         RV ( Array<std::string> in_names, ivec in_sizes ) {init ( in_names,in_sizes,zeros_i ( in_names.length() ) );};
    00108         RV ( Array<std::string> in_names ) {init ( in_names,ones_i ( in_names.length() ),zeros_i ( in_names.length() ) );}
    00110         RV () :dsize ( 0 ),len ( 0 ),ids ( 0 ),times ( 0 ) {};
    00112         RV ( string name, int sz, int tm=0 );
    00114
    00117
    00119         friend std::ostream &operator<< ( std::ostream &os, const RV &rv );
    00120         int _dsize() const {return dsize;} ;
    00122         int countsize() const;
    00123         ivec cumsizes() const;
    00124         int length() const {return len;} ;
    00125         int id ( int at ) const{return ids ( at );};
    00126         int size ( int at ) const {return RV_SIZES ( ids ( at ) );};
    00127         int time ( int at ) const{return times ( at );};
    00128         std::string name ( int at ) const {return RV_NAMES ( ids ( at ) );};
    00129         void set_time ( int at, int time0 ) {times ( at ) =time0;};
    00131
    00132         //TODO why not inline and later??
    00133
    00136
    00138         ivec findself ( const RV &rv2 ) const;
    00140         bool equal ( const RV &rv2 ) const;
    00142         bool add ( const RV &rv2 );
    00144         RV subt ( const RV &rv2 ) const;
    00146         RV subselect ( const ivec &ind ) const;
    00148         RV operator() ( const ivec &ind ) const {return subselect ( ind );};
    00150         RV operator() ( int di1, int di2 ) const {
    00151                 ivec sz=cumsizes();
    00152                 int i1=0;
    00153                 while ( sz ( i1 ) <di1 ) i1++;
    00154                 int i2=i1;
    00155                 while ( sz ( i2 ) <di2 ) i2++;
    00156                 return subselect ( linspace ( i1,i2 ) );
    00157         };
    00159         void t ( int delta );
    00161
    00164
    00166         str tostr() const;
    00169         ivec dataind ( const RV &crv ) const;
    00172         void dataind ( const RV &rv2, ivec &selfi, ivec &rv2i ) const;
    00174         int mint () const {return min ( times );};
    00176
    00177         // TODO aktualizovat dle soucasneho UI
    00192         void from_setting( const Setting &root );
    00193
    00194         // TODO dodelat void to_setting( Setting &root ) const;
    00195 };
    00196 UIREGISTER(RV);
    00197
    00199 RV concat ( const RV &rv1, const RV &rv2 );
    00200
    00202 extern RV RV0;
    00203
    00205
    00206 class fnc :public bdmroot {
    00207 protected:
    00209         int dimy;
    00210 public:
    00212         fnc ( ) {};
    00214         virtual vec eval ( const vec &cond ) {
    00215                 return vec ( 0 );
    00216         };
    00217
    00219         virtual void condition ( const vec &val ) {};
    00220
    00222         int dimension() const{return dimy;}
    00223 };
    00224
    00225 class mpdf;
    00226
    00228
    00229 class epdf : public bdmroot {
    00230 protected:
    00232         int dim;
    00234         RV rv;
    00235
    00236 public:
    00248         epdf() :dim ( 0 ),rv ( ) {};
    00249         epdf ( const epdf &e ) :dim ( e.dim ),rv ( e.rv ) {};
    00250         epdf ( const RV &rv0 ) {set_rv ( rv0 );};
    00251         void set_parameters ( int dim0 ) {dim=dim0;}
    00253
    00256
    00258         virtual vec sample () const {it_error ( "not implemneted" );return vec ( 0 );};
    00260         virtual mat sample_m ( int N ) const;
    00262         virtual double evallog ( const vec &val ) const {it_error ( "not implemneted" );return 0.0;};
    00264         virtual vec evallog_m ( const mat &Val ) const {
    00265                 vec x ( Val.cols() );
    00266                 for ( int i=0;i<Val.cols();i++ ) {x ( i ) =evallog ( Val.get_col ( i ) ) ;}
    00267                 return x;
    00268         }
    00270         virtual mpdf* condition ( const RV &rv ) const  {it_warning ( "Not implemented" ); return NULL;}
    00272         virtual epdf* marginal ( const RV &rv ) const {it_warning ( "Not implemented" ); return NULL;}
    00274         virtual vec mean() const {it_error ( "not implemneted" );return vec ( 0 );};
    00276         virtual vec variance() const {it_error ( "not implemneted" );return vec ( 0 );};
    00278         virtual void qbounds ( vec &lb, vec &ub, double percentage=0.95 ) const {
    00279                 vec mea=mean(); vec std=sqrt ( variance() );
    00280                 lb = mea-2*std; ub=mea+2*std;
    00281         };
    00283
    00289
    00291         void set_rv ( const RV &rv0 ) {rv = rv0; }//it_assert_debug(isnamed(),""); };
    00293         bool isnamed() const {bool b= ( dim==rv._dsize() );return b;}
    00295         const RV& _rv() const {it_assert_debug ( isnamed(),"" ); return rv;}
    00297
    00300
    00302         int dimension() const {return dim;}
    00304
    00305 };
    00306
    00307
    00309 //TODO Samplecond can be generalized
    00310
    00311 class mpdf : public bdmroot {
    00312 protected:
    00314         int dimc;
    00316         RV rvc;
    00318         epdf* ep;
    00319 public:
    00322
    00323         mpdf ( ) :dimc ( 0 ),rvc ( ) {};
    00325         mpdf ( const mpdf &m ) :dimc ( m.dimc ),rvc ( m.rvc ) {};
    00327
    00330
    00332         virtual vec samplecond ( const vec &cond ) {
    00333                 this->condition ( cond );
    00334                 vec temp= ep->sample();
    00335                 return temp;
    00336         };
    00338         virtual mat samplecond_m ( const vec &cond, int N ) {
    00339                 this->condition ( cond );
    00340                 mat temp ( ep->dimension(),N ); vec smp ( ep->dimension() );
    00341                 for ( int i=0;i<N;i++ ) {smp=ep->sample() ;temp.set_col ( i, smp );}
    00342                 return temp;
    00343         };
    00345         virtual void condition ( const vec &cond ) {it_error ( "Not implemented" );};
    00346
    00348         virtual double evallogcond ( const vec &dt, const vec &cond ) {
    00349                 double tmp; this->condition ( cond );tmp = ep->evallog ( dt );          it_assert_debug ( std::isfinite ( tmp ),"Infinite value" ); return tmp;
    00350         };
    00351
    00353         virtual vec evallogcond_m ( const mat &Dt, const vec &cond ) {this->condition ( cond );return ep->evallog_m ( Dt );};
    00354
    00357
    00358         RV _rv() {return ep->_rv();}
    00359         RV _rvc() {it_assert_debug ( isnamed(),"" ); return rvc;}
    00360         int dimension() {return ep->dimension();}
    00361         int dimensionc() {return dimc;}
    00362         epdf& _epdf() {return *ep;}
    00363         epdf* _e() {return ep;}
    00365
    00368         void set_rvc ( const RV &rvc0 ) {rvc=rvc0;}
    00369         void set_rv ( const RV &rv0 ) {ep->set_rv ( rv0 );}
    00370         bool isnamed() {return ( ep->isnamed() ) && ( dimc==rvc._dsize() );}
    00372 };
    00373
    00399 class datalink {
    00400 protected:
    00402         int downsize;
    00404         int upsize;
    00406         ivec v2v_up;
    00407 public:
    00409         datalink () {};
    00410         datalink ( const RV &rv, const RV &rv_up ) {set_connection ( rv,rv_up );};
    00412         void set_connection ( const RV &rv, const RV &rv_up ) {
    00413                 downsize = rv._dsize();
    00414                 upsize = rv_up._dsize();
    00415                 v2v_up= ( rv.dataind ( rv_up ) );
    00416
    00417                 it_assert_debug ( v2v_up.length() ==downsize,"rv is not fully in rv_up" );
    00418         }
    00420         void set_connection ( int ds, int us, const ivec &upind ) {
    00421                 downsize = ds;
    00422                 upsize = us;
    00423                 v2v_up= upind;
    00424
    00425                 it_assert_debug ( v2v_up.length() ==downsize,"rv is not fully in rv_up" );
    00426         }
    00428         vec pushdown ( const vec &val_up ) {
    00429                 it_assert_debug ( upsize==val_up.length(),"Wrong val_up" );
    00430                 return get_vec ( val_up,v2v_up );
    00431         }
    00433         void pushup ( vec &val_up, const vec &val ) {
    00434                 it_assert_debug ( downsize==val.length(),"Wrong val" );
    00435                 it_assert_debug ( upsize==val_up.length(),"Wrong val_up" );
    00436                 set_subvector ( val_up, v2v_up, val );
    00437         }
    00438 };
    00439
    00441 class datalink_m2e: public datalink {
    00442 protected:
    00444         int condsize;
    00446         ivec v2c_up;
    00448         ivec v2c_lo;
    00449
    00450 public:
    00451         datalink_m2e() {};
    00453         void set_connection ( const RV &rv,  const RV &rvc, const RV &rv_up ) {
    00454                 datalink::set_connection ( rv,rv_up );
    00455                 condsize=  rvc._dsize();
    00456                 //establish v2c connection
    00457                 rvc.dataind ( rv_up, v2c_lo, v2c_up );
    00458         }
    00460         vec get_cond ( const vec &val_up ) {
    00461                 vec tmp ( condsize );
    00462                 set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) );
    00463                 return tmp;
    00464         }
    00465         void pushup_cond ( vec &val_up, const vec &val, const vec &cond ) {
    00466                 it_assert_debug ( downsize==val.length(),"Wrong val" );
    00467                 it_assert_debug ( upsize==val_up.length(),"Wrong val_up" );
    00468                 set_subvector ( val_up, v2v_up, val );
    00469                 set_subvector ( val_up, v2c_up, cond );
    00470         }
    00471 };
    00474 class datalink_m2m: public datalink_m2e {
    00475 protected:
    00477         ivec c2c_up;
    00479         ivec c2c_lo;
    00480 public:
    00482         datalink_m2m() {};
    00483         void set_connection ( const RV &rv, const RV &rvc, const RV &rv_up, const RV &rvc_up ) {
    00484                 datalink_m2e::set_connection ( rv, rvc, rv_up );
    00485                 //establish c2c connection
    00486                 rvc.dataind ( rvc_up, c2c_lo, c2c_up );
    00487                 it_assert_debug ( c2c_lo.length() +v2c_lo.length() ==condsize, "cond is not fully given" );
    00488         }
    00490         vec get_cond ( const vec &val_up, const vec &cond_up ) {
    00491                 vec tmp ( condsize );
    00492                 set_subvector ( tmp,v2c_lo,val_up ( v2c_up ) );
    00493                 set_subvector ( tmp,c2c_lo,cond_up ( c2c_up ) );
    00494                 return tmp;
    00495         }
    00497
    00498 };
    00499
    00505 class logger : public bdmroot {
    00506 protected:
    00508         Array<RV> entries;
    00510         Array<string> names;
    00511 public:
    00513         logger ( ) : entries ( 0 ),names ( 0 ) {}
    00514
    00517         virtual int add ( const RV &rv, string prefix="" ) {
    00518                 int id;
    00519                 if ( rv._dsize() >0 ) {
    00520                         id=entries.length();
    00521                         names=concat ( names, prefix); // diff
    00522                         entries.set_length ( id+1,true );
    00523                         entries ( id ) = rv;
    00524                 }
    00525                 else { id =-1;}
    00526                 return id; // identifier of the last entry
    00527         }
    00528
    00530         virtual void logit ( int id, const vec &v ) =0;
    00532         virtual void logit ( int id, const double &d ) =0;
    00533
    00535         virtual void step() =0;
    00536
    00538         virtual void finalize() {};
    00539
    00541         virtual void init() {};
    00542
    00543 };
    00544
    00548 class mepdf : public mpdf {
    00549 public:
    00551         mepdf ( epdf* em ) :mpdf ( ) {ep= em ;};
    00552         mepdf (const epdf* em ) :mpdf ( ) {ep=const_cast<epdf*>( em );};
    00553         void condition ( const vec &cond ) {}
    00554 };
    00555
    00558 class compositepdf {
    00559 protected:
    00561         int n;
    00563         Array<mpdf*> mpdfs;
    00564 public:
    00565         compositepdf ( Array<mpdf*> A0 ) : n ( A0.length() ), mpdfs ( A0 ) {};
    00567         RV getrv ( bool checkoverlap=false );
    00569         void setrvc ( const RV &rv, RV &rvc );
    00570 };
    00571
    00579 class DS : public bdmroot {
    00580 protected:
    00581         int dtsize;
    00582         int utsize;
    00584         RV Drv;
    00586         RV Urv; //
    00588         int L_dt, L_ut;
    00589 public:
    00591         DS() :Drv ( ),Urv ( ) {};
    00593         virtual void getdata ( vec &dt ) {it_error ( "abstract class" );};
    00595         virtual void getdata ( vec &dt, const ivec &indeces ) {it_error ( "abstract class" );};
    00597         virtual void write ( vec &ut ) {it_error ( "abstract class" );};
    00599         virtual void write ( vec &ut, const ivec &indeces ) {it_error ( "abstract class" );};
    00600
    00602         virtual void step() =0;
    00603
    00605         virtual void log_add ( logger &L ) {
    00606                 it_assert_debug ( dtsize==Drv._dsize(),"" );
    00607                 it_assert_debug ( utsize==Urv._dsize(),"" );
    00608
    00609                 L_dt=L.add ( Drv,"" );
    00610                 L_ut=L.add ( Urv,"" );
    00611         }
    00613         virtual void logit ( logger &L ) {
    00614                 vec tmp ( Drv._dsize() +Urv._dsize() );
    00615                 getdata ( tmp );
    00616                 // d is first in getdata
    00617                 L.logit ( L_dt,tmp.left ( Drv._dsize() ) );
    00618                 // u follows after d in getdata
    00619                 L.logit ( L_ut,tmp.mid ( Drv._dsize(), Urv._dsize() ) );
    00620         }
    00622         virtual RV _drv() const {return concat ( Drv,Urv );}
    00624         const RV& _urv() const {return Urv;}
    00626         virtual void set_drv (const  RV &drv, const RV &urv) { Drv=drv;Urv=urv;}
    00627 };
    00628
    00650 class BM :public bdmroot {
    00651 protected:
    00653         RV drv;
    00655         double ll;
    00657         bool evalll;
    00658 public:
    00661
    00662         BM () :ll ( 0 ),evalll ( true ), LIDs ( 4 ), LFlags(4) {
    00663                 LIDs=-1;/*empty IDs*/ LFlags=0; LFlags(0)=1;/*log only mean*/};
    00664         BM ( const BM &B ) :  drv ( B.drv ), ll ( B.ll ), evalll ( B.evalll ) {}
    00667         virtual BM* _copy_ () const {return NULL;};
    00669
    00672
    00676         virtual void bayes ( const vec &dt ) = 0;
    00678         virtual void bayesB ( const mat &Dt );
    00681         virtual double logpred ( const vec &dt ) const{it_error ( "Not implemented" );return 0.0;}
    00683         vec logpred_m ( const mat &dt ) const{vec tmp ( dt.cols() );for ( int i=0;i<dt.cols();i++ ) {tmp ( i ) =logpred ( dt.get_col ( i ) );}return tmp;}
    00684
    00686         virtual epdf* epredictor ( ) const {it_error ( "Not implemented" );return NULL;};
    00688         virtual mpdf* predictor ( ) const {it_error ( "Not implemented" );return NULL;};
    00690
    00695
    00697         RV rvc;
    00699         const RV& _rvc() const {return rvc;}
    00700
    00702         virtual void condition ( const vec &val ) {it_error ( "Not implemented!" );};
    00703
    00705
    00706
    00709
    00710         const RV& _drv() const {return drv;}
    00711         void set_drv ( const RV &rv ) {drv=rv;}
    00712         void set_rv ( const RV &rv ) {const_cast<epdf&> ( posterior() ).set_rv ( rv );}
    00713         double _ll() const {return ll;}
    00714         void set_evalll ( bool evl0 ) {evalll=evl0;}
    00715         virtual const epdf& posterior() const =0;
    00716         virtual const epdf* _e() const =0;
    00718
    00721
    00723         virtual void set_options ( const string &opt ) {
    00724                 LFlags(0)=1;
    00725                 if ( opt.find ( "logbounds" ) !=string::npos ) {LFlags(1)=1; LFlags(2)=1;}
    00726                 if ( opt.find ( "logll" ) !=string::npos ) {LFlags(3)=1;}
    00727         }
    00729         ivec LIDs;
    00730
    00732         ivec LFlags;
    00734         virtual void log_add ( logger &L, const string &name="" ) {
    00735                 // internal
    00736                 RV r;
    00737                 if ( posterior().isnamed() ) {r=posterior()._rv();}
    00738                 else{r=RV ( "est", posterior().dimension() );};
    00739
    00740                 // Add mean value
    00741                 if (LFlags(0)) LIDs ( 0 ) =L.add ( r,name+"mean_" );
    00742                 if (LFlags(1)) LIDs ( 1 ) =L.add ( r,name+"lb_" );
    00743                 if (LFlags(2)) LIDs ( 2 ) =L.add ( r,name+"ub_" );
    00744                 if (LFlags(3)) LIDs ( 3 ) =L.add ( RV("ll",1),name ); //TODO: "local" RV
    00745         }
    00746         virtual void logit ( logger &L ) {
    00747                 L.logit ( LIDs ( 0 ), posterior().mean() );
    00748                 if ( LFlags(1) || LFlags(2)) { //if one of them is off, its LID==-1 and will not be stored
    00749                         vec ub,lb;
    00750                         posterior().qbounds ( lb,ub );
    00751                         L.logit ( LIDs ( 1 ), lb );
    00752                         L.logit ( LIDs ( 2 ), ub );
    00753                 }
    00754                 if (LFlags(3)) L.logit ( LIDs ( 3 ), ll );
    00755         }
    00757 };
    00758
    00759
    00760 }; //namespace
    00761 #endif // BM_H