static void Main(){
Stopwatch timer = new Stopwatch();
timer.Start();
Alpha oAlpha = new Alpha();
Beta oBeta = new Beta();
// create the threads
Thread aThread = new Thread(new ThreadStart(oAlpha.Counter));
Thread bThread = new Thread(new ThreadStart(oBeta.Counter));
// start the threads
aThread.Start();
bThread.Start();
// spin until both threads have finished
while(aThread.IsAlive && bThread.IsAlive);
timer.Stop();
TimeSpan ts = timer.Elapsed;
Console.WriteLine("Execution Time: " + ts);
}
static void Main()
{
Alpha objA = new Alpha(4);
Beta objВ = new Beta (9);
// Продемонстрировать сначала контравариантность.
// Объявить делегат SomeOp<Alpha> и задать для него метод IsEven.
SomeOp<Alpha> checklt = IsEven;
// Объявить делегат SomeOp<Beta>.
SomeOp<Beta> checklt2;
//А теперь- присвоить делегат SomeOp<Alpha> делегату SomeOp<Beta>.
// *** Это допустимо только благодаря контравариантности. ***
checklt2 = checklt;
// Вызвать метод через делегат.
Console.WriteLine(checklt2(objВ));
// Далее, продемонстрировать контравариантность.
// Объявить сначала два делегата типа AnotherOp.
// Здесь возвращаемым типом является класс Beta,
//а параметром типа — класс Alpha.
// Обратите внимание на то, что для делегата modifylt
// задается метод Changelt.
AnotherOp<Beta, Alpha> modifylt = Changelt;
// Здесь возвращаемым типом является класс Alpha,
//а параметром типа — тот же класс Alpha.
AnotherOp<Alpha, Alpha> modifyIt2;
// А теперь присвоить делегат modifylt делегату modifyIt2.
// *** Это допустимо только благодаря ковариантности. ***
modifyIt2 = modifylt;
// Вызвать метод и вывести результаты на экран.
objA = modifyIt2(objA);
Console.WriteLine(objA.Val);
}
// Sample data from a DINA/NIDA model and then use Infer.NET to recover the parameters.
public void Run()
{
InferenceEngine engine = new InferenceEngine();
if (!(engine.Algorithm is ExpectationPropagation))
{
Console.WriteLine("This example only runs with Expectation Propagation");
return;
}
bool useDina = true;
Beta slipPrior = new Beta(1, 10);
Beta guessPrior = new Beta(1, 10);
Rand.Restart(0);
int nStudents = 100;
int nQuestions = 20;
int nSkills = 3;
int[][] skillsRequired = new int[nQuestions][];
for (int q = 0; q < nQuestions; q++) {
// each question requires a random set of skills
int[] skills = Rand.Perm(nSkills);
int n = Rand.Int(nSkills)+1;
skillsRequired[q] = Util.ArrayInit(n, i => skills[i]);
Console.WriteLine("skillsRequired[{0}] = {1}", q, Util.CollectionToString(skillsRequired[q]));
}
double[] pSkill, slip, guess;
bool[][] hasSkill;
VariableArray<double> slipVar, guessVar, pSkillVar;
VariableArray<VariableArray<bool>,bool[][]> hasSkillVar;
if (useDina) {
bool[][] responses = DinaSample(nStudents, nSkills, skillsRequired, slipPrior, guessPrior, out pSkill, out slip, out guess, out hasSkill);
DinaModel(responses, nSkills, skillsRequired, slipPrior, guessPrior, out pSkillVar, out slipVar, out guessVar, out hasSkillVar);
} else {
bool[][] responses = NidaSample(nStudents, nSkills, skillsRequired, slipPrior, guessPrior, out pSkill, out slip, out guess, out hasSkill);
NidaModel(responses, nSkills, skillsRequired, slipPrior, guessPrior, out pSkillVar, out slipVar, out guessVar, out hasSkillVar);
}
engine.NumberOfIterations = 10;
Bernoulli[][] hasSkillPost = engine.Infer<Bernoulli[][]>(hasSkillVar);
int numErrors = 0;
for (int i = 0; i < nStudents; i++) {
for (int s = 0; s < nSkills; s++) {
if (hasSkill[i][s] != (hasSkillPost[i][s].LogOdds > 0)) numErrors++;
}
}
Console.WriteLine("{0:0}% of skills recovered correctly", 100.0 - 100.0*numErrors/(nStudents*nSkills));
Beta[] pSkillPost = engine.Infer<Beta[]>(pSkillVar);
Beta[] slipPost = engine.Infer<Beta[]>(slipVar);
Beta[] guessPost = engine.Infer<Beta[]>(guessVar);
for (int s = 0; s < nSkills; s++) {
Console.WriteLine("pSkill[{0}] = {1} (sampled from {2})", s, pSkillPost[s], pSkill[s].ToString("g4"));
}
for (int i = 0; i < Math.Min(3,slipPost.Length); i++) {
Console.WriteLine("slip[{0}] = {1} (sampled from {2})", i, slipPost[i], slip[i].ToString("g4"));
}
for (int i = 0; i < Math.Min(3,guessPost.Length); i++) {
Console.WriteLine("guess[{0}] = {1} (sampled from {2})", i, guessPost[i], guess[i].ToString("g4"));
}
}
/// <summary>
/// Evidence message for EP
/// </summary>
/// <param name="sample">Constant value for 'sample'.</param>
/// <param name="p">Incoming message from 'p'.</param>
/// <param name="trialCount">Incoming message from 'trialCount'.</param>
/// <returns>Logarithm of the factor's average value across the given argument distributions</returns>
/// <remarks><para>
/// The formula for the result is <c>log(sum_(p,trialCount) p(p,trialCount) factor(sample,trialCount,p))</c>.
/// </para></remarks>
public static double LogAverageFactor(int sample, Beta p, Discrete trialCount)
{
double logZ = Double.NegativeInfinity;
for (int n = 0; n < trialCount.Dimension; n++)
{
logZ = MMath.LogSumExp(logZ, trialCount.GetLogProb(n) + LogAverageFactor(sample, p, n));
}
return logZ;
}
public void Infer(bool[] treated, bool[] placebo)
{
// Set the observed values
numberPlacebo.ObservedValue = placebo.Length;
numberTreated.ObservedValue = treated.Length;
placeboGroupOutcomes.ObservedValue = placebo;
treatedGroupOutcomes.ObservedValue = treated;
// Infer the hidden values
posteriorTreatmentIsEffective = engine.Infer<Bernoulli>(isEffective);
posteriorProbIfPlacebo = engine.Infer<Beta>(probIfPlacebo);
posteriorProbIfTreated = engine.Infer<Beta>(probIfTreated);
}
private static void drawBetaDistribution(ListBox lb, Beta dist)
{
lb.Items.Clear();
int numItems = (int)(lb.Width/2.0);
double max = 6.0;
double mult = ((double)lb.Height) / max;
double inc = 1.0 / ((double)(numItems-1));
double curr = 0.0;
lb.Margin = new Thickness(0);
for (int i=0; i < numItems; i++)
{
if (curr > 1.0)
curr = 1.0;
double d = Math.Exp(dist.GetLogProb(curr));
double height = mult * d;
lb.Items.Add(new Rectangle() {Margin = new Thickness(-2,0,0,0), Height=height, Width=2, Fill= Brushes.Yellow, ClipToBounds = true });
curr += inc;
}
}
private static void drawBetaDistribution(ListBox lb, Beta dist)
{
lb.Items.Clear();
int numItems = (int)(lb.ActualWidth/3.0);
double max = 6.0;
double mult = ((double)lb.ActualHeight) / max;
double inc = 1.0 / ((double)(numItems-1));
double curr = 0.0;
for (int i=0; i < numItems; i++)
{
if (curr > 1.0)
curr = 1.0;
double d = Math.Exp(dist.GetLogProb(curr));
double height = mult * d;
lb.Items.Add(new Rectangle() { Height=height, Width=2, Fill= Yellow, VerticalAlignment= VerticalAlignment.Bottom});
curr += inc;
}
}
private static void drawBetaDistribution(Rectangle rect, Beta dist)
{
GradientStopCollection gsc = new GradientStopCollection();
int numStops = 21;
double mean = dist.GetMean();
double meanDensity = Math.Exp(dist.GetLogProb(mean));
double inc = 1.0 / (numStops-1);
double curr = 0.0;
double maxLogProb = Double.MinValue;
double minLogProb = -5.0;
for (int i=0; i < numStops; i++)
{
double logProb = dist.GetLogProb(curr);
if (logProb > maxLogProb) maxLogProb = logProb;
curr += inc;
}
if (maxLogProb <= minLogProb)
maxLogProb = minLogProb + 1.0;
double diff = maxLogProb - minLogProb;
double mult = 1.0 / (maxLogProb - minLogProb);
curr = 0.0;
double blueLeft = 0; double blueRight = 0;
double redLeft = 255; double redRight = 255;
double greenLeft = 255; double greenRight = 255;
for (int i=0; i < numStops; i++)
{
double red, green, blue;
double logProb = dist.GetLogProb(curr);
if (logProb < minLogProb) logProb = minLogProb;
double level = mult * (logProb - minLogProb);
red = level * (mean * redRight + (1.0 - mean) * redLeft);
green = level * (mean * greenRight + (1.0 - mean) * greenLeft);
blue =level * (mean * blueRight + (1.0 - mean) * blueLeft);
byte redb = red < 0.0 ? (byte)0 : red > 255.0 ? (byte)255 : (byte)red;
byte greenb = green < 0.0 ? (byte)0 : green > 255.0 ? (byte)255 : (byte)green;
byte blueb = blue < 0.0 ? (byte)0 : blue > 255.0 ? (byte)255 : (byte)blue;
gsc.Add(new GradientStop { Color =new Color() { A = 255, R = redb, G = greenb, B = blueb } , Offset = curr});
curr += inc;
}
LinearGradientBrush brush = rect.Fill as LinearGradientBrush;
brush.GradientStops = gsc;
}
// Sample data from the DINA model
public static bool[][] DinaSample(int nStudents, int nSkills, int[][] skillsRequired, Beta slipPrior, Beta guessPrior,
out double[] pSkillOut, out double[] slip, out double[] guess, out bool[][] hasSkill)
{
int nQuestions = skillsRequired.Length;
double[] pSkill = Util.ArrayInit(nSkills, q => Rand.Double());
slip = Util.ArrayInit(nQuestions, q => slipPrior.Sample());
guess = Util.ArrayInit(nQuestions, q => guessPrior.Sample());
hasSkill = Util.ArrayInit(nStudents, t => Util.ArrayInit(nSkills, s => Rand.Double() < pSkill[s]));
bool[][] responses = new bool[nStudents][];
for (int t = 0; t < nStudents; t++) {
responses[t] = new bool[nQuestions];
for (int q = 0; q < nQuestions; q++) {
bool hasAllSkills = Factor.AllTrue(Factor.Subarray(hasSkill[t], skillsRequired[q]));
if (hasAllSkills) responses[t][q] = (Rand.Double() > slip[q]);
else responses[t][q] = (Rand.Double() < guess[q]);
}
}
pSkillOut = pSkill;
return responses;
}
public void ValidateToString()
{
var n = new Beta(1d, 2d);
Assert.AreEqual("Beta(α = 1, β = 2)", n.ToString());
}
/// <summary>Evidence message for EP.</summary>
/// <param name="logistic">Incoming message from <c>logistic</c>.</param>
/// <param name="x">Incoming message from <c>x</c>.</param>
/// <param name="falseMsg">Buffer <c>falseMsg</c>.</param>
/// <returns>Logarithm of the factor's average value across the given argument distributions.</returns>
/// <remarks>
/// <para>The formula for the result is <c>log(sum_(logistic,x) p(logistic,x) factor(logistic,x))</c>.</para>
/// </remarks>
public static double LogAverageFactor(Beta logistic, Gaussian x, Gaussian falseMsg)
{
// return log(int_y int_x delta(y - Logistic(x)) Beta(y) Gaussian(x) dx dy)
double m, v;
x.GetMeanAndVariance(out m, out v);
if (logistic.TrueCount == 2 && logistic.FalseCount == 1)
{
// shortcut for common case
return(Math.Log(2 * MMath.LogisticGaussian(m, v)));
}
else if (logistic.TrueCount == 1 && logistic.FalseCount == 2)
{
return(Math.Log(2 * MMath.LogisticGaussian(-m, v)));
}
else
{
// logistic(sigma(x)) N(x;m,v)
// = sigma(x)^(a-1) sigma(-x)^(b-1) N(x;m,v) gamma(a+b)/gamma(a)/gamma(b)
// = e^((a-1)x) sigma(-x)^(a+b-2) N(x;m,v)
// = sigma(-x)^(a+b-2) N(x;m+(a-1)v,v) exp((a-1)m + (a-1)^2 v/2)
// int_x logistic(sigma(x)) N(x;m,v) dx
// =approx (int_x sigma(-x)/falseMsg(x) falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v))^(a+b-2)
// * (int_x falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v))^(1 - (a+b-2))
// * exp((a-1)m + (a-1)^2 v/2) gamma(a+b)/gamma(a)/gamma(b)
// This formula comes from (66) in Minka (2005)
// Alternatively,
// =approx (int_x falseMsg(x)/sigma(-x) falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v))^(-(a+b-2))
// * (int_x falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v))^(1 + (a+b-2))
// * exp((a-1)m + (a-1)^2 v/2) gamma(a+b)/gamma(a)/gamma(b)
double tc1 = logistic.TrueCount - 1;
double fc1 = logistic.FalseCount - 1;
Gaussian prior = new Gaussian(m + tc1 * v, v);
if (tc1 + fc1 < 0)
{
// numerator2 = int_x falseMsg(x)^(a+b-1) N(x;m+(a-1)v,v) dx
double numerator2 = prior.GetLogAverageOfPower(falseMsg, tc1 + fc1 + 1);
Gaussian prior2 = prior * (falseMsg ^ (tc1 + fc1 + 1));
double mp, vp;
prior2.GetMeanAndVariance(out mp, out vp);
// numerator = int_x (1+exp(x)) falseMsg(x)^(a+b-1) N(x;m+(a-1)v,v) dx / int_x falseMsg(x)^(a+b-1) N(x;m+(a-1)v,v) dx
double numerator = Math.Log(1 + Math.Exp(mp + 0.5 * vp));
// denominator = int_x falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v) dx
double denominator = prior.GetLogAverageOfPower(falseMsg, tc1 + fc1);
return(-(tc1 + fc1) * (numerator + numerator2 - denominator) + denominator + (tc1 * m + tc1 * tc1 * v * 0.5) - logistic.GetLogNormalizer());
}
else
{
// numerator2 = int_x falseMsg(x)^(a+b-3) N(x;m+(a-1)v,v) dx
double numerator2 = prior.GetLogAverageOfPower(falseMsg, tc1 + fc1 - 1);
Gaussian prior2 = prior * (falseMsg ^ (tc1 + fc1 - 1));
double mp, vp;
prior2.GetMeanAndVariance(out mp, out vp);
// numerator = int_x sigma(-x) falseMsg(x)^(a+b-3) N(x;m+(a-1)v,v) dx / int_x falseMsg(x)^(a+b-3) N(x;m+(a-1)v,v) dx
double numerator = Math.Log(MMath.LogisticGaussian(-mp, vp));
// denominator = int_x falseMsg(x)^(a+b-2) N(x;m+(a-1)v,v) dx
double denominator = prior.GetLogAverageOfPower(falseMsg, tc1 + fc1);
return((tc1 + fc1) * (numerator + numerator2 - denominator) + denominator + (tc1 * m + tc1 * tc1 * v * 0.5) - logistic.GetLogNormalizer());
}
}
}
public static double LogEvidenceRatio(Bernoulli sample, Beta probTrue)
{
return 0.0;
}
public void ValidateToString()
{
var n = new Beta(1.0, 2.0);
Assert.AreEqual("Beta(A = 1, B = 2)", n.ToString());
}
public void ValidateDensity(
[Values(0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 9.0, 9.0, 9.0, 9.0, 9.0, 5.0, 5.0, 5.0, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity)] double a,
[Values(0.0, 0.0, 0.0, 0.1, 0.1, 0.1, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 100, 100, 100, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0)] double b,
[Values(0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, -1.0, 2.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0)] double x,
[Values(Double.PositiveInfinity, 0.0, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, 0.0, Double.PositiveInfinity, 1.0, 1.0, 1.0, 0.0, 0.03515625, 9.0, 0.0, 0.0, 0.0, 1.0881845516040810386311829462908430145307026037926335e-21, 0.0, Double.PositiveInfinity, 0.0, 0.0, 0.0, 0.0, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, 0.0, Double.PositiveInfinity)] double pdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdf, n.Density(x), 13);
}
public void SetShapeBFailsWithNegativeB()
{
var n = new Beta(1.0, 1.0);
Assert.Throws <ArgumentOutOfRangeException>(() => n.B = -1.0);
}
#pragma warning disable 429
#endif
/// <summary>VMP message to <c>x</c>.</summary>
/// <param name="logistic">Incoming message from <c>logistic</c>. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="x">Incoming message from <c>x</c>.</param>
/// <param name="to_x">Previous outgoing message to <c>x</c>.</param>
/// <param name="a">Buffer <c>a</c>.</param>
/// <returns>The outgoing VMP message to the <c>x</c> argument.</returns>
/// <remarks>
/// <para>The outgoing message is the factor viewed as a function of <c>x</c> with <c>logistic</c> integrated out. The formula is <c>sum_logistic p(logistic) factor(logistic,x)</c>.</para>
/// </remarks>
/// <exception cref="ImproperMessageException">
/// <paramref name="logistic" /> is not a proper distribution.</exception>
public static Gaussian XAverageLogarithm([SkipIfUniform] Beta logistic, /*[Proper, SkipIfUniform]*/ Gaussian x, Gaussian to_x, double a)
{
if (logistic.IsPointMass)
{
return(LogisticOp.XAverageLogarithm(logistic.Point));
}
// f(x) = sigma(x)^(a-1) sigma(-x)^(b-1)
// = sigma(x)^(a+b-2) exp(-x(b-1))
// since sigma(-x) = sigma(x) exp(-x)
double scale = logistic.TrueCount + logistic.FalseCount - 2;
if (scale == 0.0)
{
return(Gaussian.Uniform());
}
double shift = -(logistic.FalseCount - 1);
double m, v;
x.GetMeanAndVariance(out m, out v);
double sa;
if (double.IsPositiveInfinity(v))
{
a = 0.5;
sa = MMath.Logistic(m);
}
else
{
sa = MMath.Logistic(m + (1 - 2 * a) * v * 0.5);
}
double precision = a * a + (1 - 2 * a) * sa;
// meanTimesPrecision = m*a*a + 1-2*a*sa;
double meanTimesPrecision = m * precision + 1 - sa;
//double vf = 1/(a*a + (1-2*a)*sa);
//double mf = m + vf*(true ? 1-sa : sa);
//double precision = 1/vf;
//double meanTimesPrecision = mf*precision;
Gaussian result = Gaussian.FromNatural(scale * meanTimesPrecision + shift, scale * precision);
double step = (LogisticOp_SJ99.global_step == 0.0) ? 1.0 : (Rand.Double() * LogisticOp_SJ99.global_step);
// random damping helps convergence, especially with parallel updates
if (false && !x.IsPointMass)
{
// if the update would change the sign of 1-2*sa, send a message to make sa=0.5
double newPrec = x.Precision - to_x.Precision + result.Precision;
double newv = 1 / newPrec;
double newm = newv * (x.MeanTimesPrecision - to_x.MeanTimesPrecision + result.MeanTimesPrecision);
double newarg = newm + (1 - 2 * a) * newv * 0.5;
if ((sa < 0.5 && newarg > 0) || (sa > 0.5 && newarg < 0))
{
// send a message to make newarg=0
// it is sufficient to make (x.MeanTimesPrecision + step*(result.MeanTimesPrecision - to_x.MeanTimesPrecision) + 0.5-a) = 0
double mpOffset = x.MeanTimesPrecision + 0.5 - a;
double precOffset = x.Precision;
double mpScale = result.MeanTimesPrecision - to_x.MeanTimesPrecision;
double precScale = result.Precision - to_x.Precision;
double arg = m + (1 - 2 * a) * v * 0.5;
//arg = 0;
step = (arg * precOffset - mpOffset) / (mpScale - arg * precScale);
//step = (a-0.5-x.MeanTimesPrecision)/(result.MeanTimesPrecision - to_x.MeanTimesPrecision);
//Console.WriteLine(step);
}
}
if (step != 1.0)
{
result.Precision = step * result.Precision + (1 - step) * to_x.Precision;
result.MeanTimesPrecision = step * result.MeanTimesPrecision + (1 - step) * to_x.MeanTimesPrecision;
}
return(result);
}
public static Beta LogisticInit()
{
return(Beta.Uniform());
}
/// <summary>Evidence message for VMP.</summary>
/// <param name="logistic">Incoming message from <c>logistic</c>.</param>
/// <param name="x">Incoming message from <c>x</c>. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="to_logistic">Previous outgoing message to <c>logistic</c>.</param>
/// <param name="a">Buffer <c>a</c>.</param>
/// <returns>Zero.</returns>
/// <remarks>
/// <para>In Variational Message Passing, the evidence contribution of a deterministic factor is zero. Adding up these values across all factors and variables gives the log-evidence estimate for VMP.</para>
/// </remarks>
/// <exception cref="ImproperMessageException">
/// <paramref name="x" /> is not a proper distribution.</exception>
public static double AverageLogFactor(Beta logistic, [Proper, SkipIfUniform] Gaussian x, Beta to_logistic, double a)
{
double b = logistic.FalseCount;
double scale = logistic.TrueCount + b - 2;
double shift = -(b - 1);
double m, v;
x.GetMeanAndVariance(out m, out v);
double boundOnLog1PlusExp = a * a * v / 2.0 + MMath.Log1PlusExp(m + (1.0 - 2.0 * a) * v / 2.0);
double boundOnLogSigma = m - boundOnLog1PlusExp;
return(scale * boundOnLogSigma + shift * m - logistic.GetLogNormalizer() - to_logistic.GetAverageLog(logistic));
}
/// <summary>Evidence message for VMP.</summary>
/// <param name="logistic">Incoming message from <c>logistic</c>.</param>
/// <param name="x">Incoming message from <c>x</c>. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="to_logistic">Previous outgoing message to <c>logistic</c>.</param>
/// <returns>Zero.</returns>
/// <remarks>
/// <para>In Variational Message Passing, the evidence contribution of a deterministic factor is zero. Adding up these values across all factors and variables gives the log-evidence estimate for VMP.</para>
/// </remarks>
/// <exception cref="ImproperMessageException">
/// <paramref name="x" /> is not a proper distribution.</exception>
public static double AverageLogFactor(Beta logistic, [Proper, SkipIfUniform] Gaussian x, Beta to_logistic)
{
double a = logistic.TrueCount;
double b = logistic.FalseCount;
double scale = a + b - 2;
double shift = -(b - 1);
// sigma(x) >= sigma(t) exp((x-t)/2 - a/2*(x^2 - t^2))
double m, v;
x.GetMeanAndVariance(out m, out v);
double t = Math.Sqrt(m * m + v);
double lambda = (t == 0) ? 0.25 : Math.Tanh(t / 2) / (2 * t);
double boundOnLogSigma = MMath.LogisticLn(t) + (m - t) / 2.0 - .5 * lambda * (m * m + v - t * t);
return(scale * boundOnLogSigma + shift * m - logistic.GetLogNormalizer() - to_logistic.GetAverageLog(logistic));
}
/// <summary>Evidence message for EP.</summary>
/// <param name="logistic">Incoming message from <c>logistic</c>.</param>
/// <param name="x">Constant value for <c>x</c>.</param>
/// <returns>Logarithm of the factor's average value across the given argument distributions.</returns>
/// <remarks>
/// <para>The formula for the result is <c>log(sum_(logistic) p(logistic) factor(logistic,x))</c>.</para>
/// </remarks>
public static double LogAverageFactor(Beta logistic, double x)
{
return(logistic.GetLogProb(MMath.Logistic(x)));
}
//-- VMP -------------------------------------------------------------------------------------------------
/// <summary>Evidence message for VMP.</summary>
/// <param name="x">Incoming message from <c>x</c>. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="logistic">Incoming message from <c>logistic</c>.</param>
/// <param name="to_logistic">Previous outgoing message to <c>logistic</c>.</param>
/// <returns>Zero.</returns>
/// <remarks>
/// <para>In Variational Message Passing, the evidence contribution of a deterministic factor is zero. Adding up these values across all factors and variables gives the log-evidence estimate for VMP.</para>
/// </remarks>
/// <exception cref="ImproperMessageException">
/// <paramref name="x" /> is not a proper distribution.</exception>
//[Skip]
public static double AverageLogFactor([Proper, SkipIfUniform] Gaussian x, Beta logistic, Beta to_logistic)
{
double m, v;
x.GetMeanAndVariance(out m, out v);
double l1pe = v == 0 ? MMath.Log1PlusExp(m) : MMath.Log1PlusExpGaussian(m, v);
return((logistic.TrueCount - 1.0) * (m - l1pe) + (logistic.FalseCount - 1.0) * (-l1pe) - logistic.GetLogNormalizer() - to_logistic.GetAverageLog(logistic));
}
public void ValidateMedianThrowsNotSupportedException()
{
var n = new Beta(0.0, 1.0);
Assert.Throws<NotSupportedException>(() => { var m = n.Median; });
}
public void CanSample()
{
var n = new Beta(2.0, 3.0);
n.Sample();
}
public void ValidateMean(double a, double b, double mean)
{
var n = new Beta(a, b);
Assert.AreEqual(mean, n.Mean);
}
public void ValidateCumulativeDistribution(
[Values(0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 9.0, 9.0, 9.0, 5.0, 5.0, 5.0, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity)] double a,
[Values(0.0, 0.0, 0.0, 0.1, 0.1, 0.1, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 100, 100, 100, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0)] double b,
[Values(0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0)] double x,
[Values(0.5, 0.5, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 1.0, 0.0, 0.5, 1.0, 0.0, 0.001953125, 1.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 0.0, 0.0, 1.0)] double cdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 13);
}
public void ValidateEntropy(double a, double b, double entropy)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(entropy, n.Entropy, 14);
}
public static Beta LogisticAverageConditionalInit()
{
return(Beta.Uniform());
}
public void ValidateSkewness(double a, double b, double skewness)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(skewness, n.Skewness, 15);
}
/// <summary>
/// Evidence message for EP
/// </summary>
/// <param name="sample">Constant value for 'sample'.</param>
/// <param name="probTrue">Incoming message from 'probTrue'.</param>
/// <returns>Logarithm of the factor's average value across the given argument distributions</returns>
/// <remarks><para>
/// The formula for the result is <c>log(sum_(probTrue) p(probTrue) factor(sample,probTrue))</c>.
/// </para></remarks>
public static double LogAverageFactor(bool sample, Beta probTrue)
{
Bernoulli to_sample = SampleAverageConditional(probTrue);
return to_sample.GetLogProb(sample);
}
public void ValidateMode(double a, double b, double mode)
{
var n = new Beta(a, b);
Assert.AreEqual(mode, n.Mode);
}
/// <include file='FactorDocs.xml' path='factor_docs/message_op_class[@name="BernoulliFromBetaOp"]/message_doc[@name="ProbTrueAverageConditional(Bernoulli, Beta)"]/*'/>
public static Beta ProbTrueAverageConditional([SkipIfUniform] Bernoulli sample, Beta probTrue)
{
// this code is similar to DiscreteFromDirichletOp.PAverageConditional()
if (probTrue.IsPointMass)
{
return(ProbTrueAverageConditional(sample, probTrue.Point));
}
if (sample.IsPointMass)
{
// shortcut
return(ProbTrueConditional(sample.Point));
}
if (!probTrue.IsProper())
{
throw new ImproperMessageException(probTrue);
}
// q(x) is the distribution stored in this.X.
// q(p) is the distribution stored in this.P.
// f(x,p) is the factor.
// Z = sum_x q(x) int_p f(x,p)*q(p) = q(false)*E[1-p] + q(true)*E[p]
// Ef[p] = 1/Z sum_x q(x) int_p p*f(x,p)*q(p) = 1/Z (q(false)*E[p(1-p)] + q(true)*E[p^2])
// Ef[p^2] = 1/Z sum_x q(x) int_p p^2*f(x,p)*q(p) = 1/Z (q(false)*E[p^2(1-p)] + q(true)*E[p^3])
// var_f(p) = Ef[p^2] - Ef[p]^2
double mo = probTrue.GetMean();
double m2o = probTrue.GetMeanSquare();
double pT = sample.GetProbTrue();
double pF = sample.GetProbFalse();
double Z = pF * (1 - mo) + pT * mo;
double m = pF * (mo - m2o) + pT * m2o;
m = m / Z;
if (!Beta.AllowImproperSum)
{
if (pT < 0.5)
{
double inc = probTrue.TotalCount * (mo / m - 1);
return(new Beta(1, 1 + inc));
}
else
{
double inc = probTrue.TotalCount * ((1 - mo) / (1 - m) - 1);
return(new Beta(1 + inc, 1));
}
}
else
{
double m3o = probTrue.GetMeanCube();
double m2 = pF * (m2o - m3o) + pT * m3o;
m2 = m2 / Z;
Beta result = Beta.FromMeanAndVariance(m, m2 - m * m);
result.SetToRatio(result, probTrue);
return(result);
}
}
public void ValidateMedianThrowsNotSupportedException()
{
var n = new Beta(0.0, 1.0);
Assert.Throws <NotSupportedException>(() => { var m = n.Median; });
}
public void ValidateMaximum()
{
var n = new Beta(1.0, 1.0);
Assert.AreEqual(1.0, n.Maximum);
}
public void CanSampleStatic()
{
Beta.Sample(new Random(), 2.0, 3.0);
}
/// <summary>
/// Returns a hash code for this instance.
/// </summary>
/// <returns>A hash code for this instance, suitable for use in hashing algorithms and data structures like a hash table.</returns>
public override int GetHashCode()
{
return(Alpha.GetHashCode() ^ Beta.GetHashCode() ^ Gamma.GetHashCode());
}
public void CanSampleSequenceStatic()
{
var ied = Beta.Samples(new Random(), 2.0, 3.0);
ied.Take(5).ToArray();
}
public void FailSampleSequenceStatic()
{
Assert.That(() => Beta.Samples(new Random(0), 1.0, -1.0).First(), Throws.ArgumentException);
}
public void FailSampleSequenceStatic()
{
Assert.Throws <ArgumentOutOfRangeException>(() => Beta.Samples(new Random(), 1.0, -1.0).First());
}
public void ValidateMaximum()
{
var n = new Beta(1.0, 1.0);
Assert.AreEqual(1.0, n.Maximum);
}
/// <summary>
/// VMP message to 'mean'
/// </summary>
/// <param name="mean">Incoming message from 'mean'. Must be a proper distribution. If uniform, the result will be uniform. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="totalCount">Constant value for 'totalCount'.</param>
/// <param name="prob">Constant value for 'prob'.</param>
/// <param name="to_mean">Previous outgoing message to 'Mean'.</param>
/// <returns>The outgoing VMP message to the 'mean' argument</returns>
/// <remarks><para>
/// The outgoing message is the factor viewed as a function of 'mean' conditioned on the given values.
/// </para></remarks>
/// <exception cref="ImproperMessageException"><paramref name="mean"/> is not a proper distribution</exception>
public static Beta MeanAverageLogarithm([Proper] Beta mean, double totalCount, double prob, Beta to_mean)
{
return MeanAverageLogarithm(mean, Gamma.PointMass(totalCount), Beta.PointMass(prob), to_mean);
}
public void CanSampleSequence()
{
var n = new Beta(2.0, 3.0);
var ied = n.Samples();
ied.Take(5).ToArray();
}
/// <summary>
/// VMP message to 'mean'
/// </summary>
/// <param name="mean">Incoming message from 'mean'. Must be a proper distribution. If uniform, the result will be uniform. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="totalCount">Incoming message from 'totalCount'. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="prob">Incoming message from 'prob'. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="to_mean">Previous outgoing message to 'Mean'.</param>
/// <returns>The outgoing VMP message to the 'mean' argument</returns>
/// <remarks><para>
/// The outgoing message is the exponential of the average log-factor value, where the average is over all arguments except 'mean'.
/// The formula is <c>exp(sum_(totalCount,prob) p(totalCount,prob) log(factor(prob,mean,totalCount)))</c>.
/// </para></remarks>
/// <exception cref="ImproperMessageException"><paramref name="mean"/> is not a proper distribution</exception>
/// <exception cref="ImproperMessageException"><paramref name="totalCount"/> is not a proper distribution</exception>
/// <exception cref="ImproperMessageException"><paramref name="prob"/> is not a proper distribution</exception>
public static Beta MeanAverageLogarithm([Proper] Beta mean, [Proper] Gamma totalCount, [SkipIfUniform] Beta prob, Beta to_mean)
{
// Calculate gradient using method for DirichletOp
double ELogP, ELogOneMinusP;
prob.GetMeanLogs(out ELogP, out ELogOneMinusP);
Vector gradS = DirichletOp.CalculateGradientForMean(
Vector.FromArray(new double[] { mean.TrueCount, mean.FalseCount }),
totalCount,
Vector.FromArray(new double[] { ELogP, ELogOneMinusP }));
// Project onto a Beta distribution
Matrix A = new Matrix(2, 2);
double c = MMath.Trigamma(mean.TotalCount);
A[0, 0] = MMath.Trigamma(mean.TrueCount) - c;
A[1, 0] = A[0, 1] = -c;
A[1, 1] = MMath.Trigamma(mean.FalseCount) - c;
Vector theta = GammaFromShapeAndRateOp.twoByTwoInverse(A)*gradS;
Beta approximateFactor = new Beta(theta[0] + 1, theta[1] + 1);
if (damping == 0.0)
return approximateFactor;
else
return (approximateFactor^(1-damping)) * (to_mean ^ damping);
}
public void ValidateDensityLn(
[Values(0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 9.0, 9.0, 9.0, 9.0, 9.0, 5.0, 5.0, 5.0, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity)] double a,
[Values(0.0, 0.0, 0.0, 0.1, 0.1, 0.1, 0.0, 0.0, 0.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 100, 100, 100, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 1.0, 1.0, 1.0, Double.PositiveInfinity, Double.PositiveInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0)] double b,
[Values(0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, -1.0, 2.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0, 0.0, 0.5, 1.0)] double x,
[Values(Double.PositiveInfinity, Double.NegativeInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.PositiveInfinity, 0.0, 0.0, 0.0, Double.NegativeInfinity, -3.3479528671433430925473664978203611353090199592365458, 2.1972245773362193827904904738450514092949811156454996, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, -51.447830024537682154565870837960406410586196074573801, Double.NegativeInfinity, Double.PositiveInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.PositiveInfinity, Double.PositiveInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.NegativeInfinity, Double.PositiveInfinity)] double pdfln)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
public static double LogEvidenceRatio(Beta sample, double trueCount, double falseCount) { return 0.0; }
public void CanCreateBeta([Values(0.0, 0.0, 1.0, 1.0, 9.0, 5.0, 1.0, Double.PositiveInfinity, 0.0, Double.PositiveInfinity)] double a, [Values(0.0, 0.1, 0.0, 1.0, 1.0, 100.0, Double.PositiveInfinity, 1.0, Double.PositiveInfinity, 0.0)] double b)
{
var n = new Beta(a, b);
Assert.AreEqual(a, n.A);
Assert.AreEqual(b, n.B);
}
public static double LogEvidenceRatio(Beta sample, double mean, double variance) { return 0.0; }
public void CanSample()
{
var n = new Beta(2.0, 3.0);
n.Sample();
}
public static double LogEvidenceRatio(Beta logistic, Gaussian x, Gaussian falseMsg, [Fresh] Beta to_logistic)
{
// always zero when using the stabilized message from LogisticAverageConditional
return(0.0);
//return LogAverageFactor(logistic, x, falseMsg) - to_logistic.GetLogAverageOf(logistic);
}
/// <summary>
/// VMP message to 'mean'
/// </summary>
/// <param name="mean">Incoming message from 'mean'. Must be a proper distribution. If uniform, the result will be uniform. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="totalCount">Constant value for 'totalCount'.</param>
/// <param name="prob">Incoming message from 'prob'. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="to_mean">Previous outgoing message to 'Mean'.</param>
/// <returns>The outgoing VMP message to the 'mean' argument</returns>
/// <remarks><para>
/// The outgoing message is the exponential of the average log-factor value, where the average is over all arguments except 'mean'.
/// The formula is <c>exp(sum_(prob) p(prob) log(factor(prob,mean,totalCount)))</c>.
/// </para></remarks>
/// <exception cref="ImproperMessageException"><paramref name="mean"/> is not a proper distribution</exception>
/// <exception cref="ImproperMessageException"><paramref name="prob"/> is not a proper distribution</exception>
public static Beta MeanAverageLogarithm([Proper] Beta mean, double totalCount, [SkipIfUniform] Beta prob, Beta to_mean)
{
return MeanAverageLogarithm(mean, Gamma.PointMass(totalCount), prob, to_mean);
}
public void ValidateDensity(double a, double b, double x, double pdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdf, n.Density(x), 13);
}
/// <summary>
/// Evidence message for EP.
/// </summary>
/// <param name="prob">Incoming message from 'prob'.</param>
/// <param name="mean">Constant value for 'mean'.</param>
/// <param name="totalCount">Constant value for 'totalCount'.</param>
/// <returns>Logarithm of the factor's average value across the given argument distributions.</returns>
/// <remarks><para>
/// The formula for the result is <c>log(sum_(prob) p(prob) factor(prob,mean,totalCount))</c>.
/// </para></remarks>
public static double LogAverageFactor(Beta prob, double mean, double totalCount)
{
var g = new Beta(mean*totalCount, (1-mean)*totalCount);
return g.GetLogAverageOf(prob);
}
public void ValidateDensityLn(double a, double b, double x, double pdfln)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(pdfln, n.DensityLn(x), 14);
}
/// <summary>
/// Evidence message for VMP
/// </summary>
/// <param name="sample">Incoming message from 'sample'.</param>
/// <param name="trueCount">Constant value for 'trueCount'.</param>
/// <param name="falseCount">Constant value for 'falseCount'.</param>
/// <param name="to_sample">Outgoing message to 'sample'.</param>
/// <returns>Average of the factor's log-value across the given argument distributions</returns>
/// <remarks><para>
/// The formula for the result is <c>sum_(sample) p(sample) log(factor(sample,trueCount,falseCount))</c>.
/// Adding up these values across all factors and variables gives the log-evidence estimate for VMP.
/// </para></remarks>
public static double AverageLogFactor(Beta sample, double trueCount, double falseCount, [Fresh] Beta to_sample)
{
return to_sample.GetAverageLog(sample);
}
public void ValidateCumulativeDistribution(double a, double b, double x, double cdf)
{
var n = new Beta(a, b);
AssertHelpers.AlmostEqual(cdf, n.CumulativeDistribution(x), 13);
}
/// <summary>
/// Evidence message for VMP
/// </summary>
/// <param name="sample">Incoming message from 'sample'.</param>
/// <param name="mean">Constant value for 'mean'.</param>
/// <param name="variance">Constant value for 'variance'.</param>
/// <param name="to_sample">Outgoing message to 'sample'.</param>
/// <returns>Average of the factor's log-value across the given argument distributions</returns>
/// <remarks><para>
/// The formula for the result is <c>sum_(sample) p(sample) log(factor(sample,mean,variance))</c>.
/// Adding up these values across all factors and variables gives the log-evidence estimate for VMP.
/// </para></remarks>
public static double AverageLogFactor(Beta sample, double mean, double variance, [Fresh] Beta to_sample)
{
return to_sample.GetAverageLog(sample);
}
public void ValidateToString()
{
var n = new Beta(1.0, 2.0);
Assert.AreEqual("Beta(A = 1, B = 2)", n.ToString());
}
/// <summary>
/// EP message to 'probTrue'
/// </summary>
/// <param name="sample">Incoming message from 'sample'. Must be a proper distribution. If uniform, the result will be uniform.</param>
/// <param name="probTrue">Incoming message from 'probTrue'.</param>
/// <returns>The outgoing EP message to the 'probTrue' argument</returns>
/// <remarks><para>
/// The outgoing message is a distribution matching the moments of 'probTrue' as the random arguments are varied.
/// The formula is <c>proj[p(probTrue) sum_(sample) p(sample) factor(sample,probTrue)]/p(probTrue)</c>.
/// </para></remarks>
/// <exception cref="ImproperMessageException"><paramref name="sample"/> is not a proper distribution</exception>
public static Beta ProbTrueAverageConditional([SkipIfUniform] Bernoulli sample, Beta probTrue)
{
// this code is similar to DiscreteFromDirichletOp.PAverageConditional()
if (probTrue.IsPointMass) {
return Beta.Uniform();
}
if (sample.IsPointMass) {
// shortcut
return ProbTrueConditional(sample.Point);
}
if (!probTrue.IsProper()) throw new ImproperMessageException(probTrue);
// q(x) is the distribution stored in this.X.
// q(p) is the distribution stored in this.P.
// f(x,p) is the factor.
// Z = sum_x q(x) int_p f(x,p)*q(p) = q(false)*E[1-p] + q(true)*E[p]
// Ef[p] = 1/Z sum_x q(x) int_p p*f(x,p)*q(p) = 1/Z (q(false)*E[p(1-p)] + q(true)*E[p^2])
// Ef[p^2] = 1/Z sum_x q(x) int_p p^2*f(x,p)*q(p) = 1/Z (q(false)*E[p^2(1-p)] + q(true)*E[p^3])
// var_f(p) = Ef[p^2] - Ef[p]^2
double mo = probTrue.GetMean();
double m2o = probTrue.GetMeanSquare();
double pT = sample.GetProbTrue();
double pF = sample.GetProbFalse();
double Z = pF * (1 - mo) + pT * mo;
double m = pF * (mo - m2o) + pT * m2o;
m = m / Z;
if (!Beta.AllowImproperSum) {
if (pT < 0.5) {
double inc = probTrue.TotalCount * (mo / m - 1);
return new Beta(1, 1 + inc);
} else {
double inc = probTrue.TotalCount * ((1 - mo) / (1 - m) - 1);
return new Beta(1 + inc, 1);
}
} else {
double m3o = probTrue.GetMeanCube();
double m2 = pF * (m2o - m3o) + pT * m3o;
m2 = m2 / Z;
Beta result = Beta.FromMeanAndVariance(m, m2 - m * m);
result.SetToRatio(result, probTrue);
return result;
}
}
// Sample data from a DINA/NIDA model and then use Infer.NET to recover the parameters.
public void Run()
{
InferenceEngine engine = new InferenceEngine();
if (!(engine.Algorithm is Algorithms.ExpectationPropagation))
{
Console.WriteLine("This example only runs with Expectation Propagation");
return;
}
bool useDina = true;
Beta slipPrior = new Beta(1, 10);
Beta guessPrior = new Beta(1, 10);
Rand.Restart(0);
int nStudents = 100;
int nQuestions = 20;
int nSkills = 3;
int[][] skillsRequired = new int[nQuestions][];
for (int q = 0; q < nQuestions; q++)
{
// each question requires a random set of skills
int[] skills = Rand.Perm(nSkills);
int n = Rand.Int(nSkills) + 1;
skillsRequired[q] = Util.ArrayInit(n, i => skills[i]);
Console.WriteLine("skillsRequired[{0}] = {1}", q, Util.CollectionToString(skillsRequired[q]));
}
double[] pSkill, slip, guess;
bool[][] hasSkill;
VariableArray <double> slipVar, guessVar, pSkillVar;
VariableArray <VariableArray <bool>, bool[][]> hasSkillVar;
if (useDina)
{
bool[][] responses = DinaSample(nStudents, nSkills, skillsRequired, slipPrior, guessPrior, out pSkill, out slip, out guess, out hasSkill);
DinaModel(responses, nSkills, skillsRequired, slipPrior, guessPrior, out pSkillVar, out slipVar, out guessVar, out hasSkillVar);
}
else
{
bool[][] responses = NidaSample(nStudents, nSkills, skillsRequired, slipPrior, guessPrior, out pSkill, out slip, out guess, out hasSkill);
NidaModel(responses, nSkills, skillsRequired, slipPrior, guessPrior, out pSkillVar, out slipVar, out guessVar, out hasSkillVar);
}
engine.NumberOfIterations = 10;
Bernoulli[][] hasSkillPost = engine.Infer <Bernoulli[][]>(hasSkillVar);
int numErrors = 0;
for (int i = 0; i < nStudents; i++)
{
for (int s = 0; s < nSkills; s++)
{
if (hasSkill[i][s] != (hasSkillPost[i][s].LogOdds > 0))
{
numErrors++;
}
}
}
Console.WriteLine("{0:0}% of skills recovered correctly", 100.0 - 100.0 * numErrors / (nStudents * nSkills));
Beta[] pSkillPost = engine.Infer <Beta[]>(pSkillVar);
Beta[] slipPost = engine.Infer <Beta[]>(slipVar);
Beta[] guessPost = engine.Infer <Beta[]>(guessVar);
for (int s = 0; s < nSkills; s++)
{
Console.WriteLine("pSkill[{0}] = {1} (sampled from {2})", s, pSkillPost[s], pSkill[s].ToString("g4"));
}
for (int i = 0; i < System.Math.Min(3, slipPost.Length); i++)
{
Console.WriteLine("slip[{0}] = {1} (sampled from {2})", i, slipPost[i], slip[i].ToString("g4"));
}
for (int i = 0; i < System.Math.Min(3, guessPost.Length); i++)
{
Console.WriteLine("guess[{0}] = {1} (sampled from {2})", i, guessPost[i], guess[i].ToString("g4"));
}
}
/// <summary>
/// Evidence message for EP
/// </summary>
/// <param name="sample">Constant value for 'sample'.</param>
/// <param name="probTrue">Incoming message from 'probTrue'.</param>
/// <returns>Logarithm of the factor's contribution the EP model evidence</returns>
/// <remarks><para>
/// The formula for the result is <c>log(sum_(probTrue) p(probTrue) factor(sample,probTrue))</c>.
/// Adding up these values across all factors and variables gives the log-evidence estimate for EP.
/// </para></remarks>
public static double LogEvidenceRatio(bool sample, Beta probTrue)
{
return LogAverageFactor(sample, probTrue);
}
// Construct a NIDA model in Infer.NET
public static void NidaModel(
bool[][] responsesData,
int nSkills,
int[][] skillsRequired,
Beta slipPrior,
Beta guessPrior,
out VariableArray <double> pSkill,
out VariableArray <double> slip,
out VariableArray <double> guess,
out VariableArray <VariableArray <bool>, bool[][]> hasSkill)
{
// The Infer.NET model follows the same structure as the sampler above, but using Variables and Ranges
int nStudents = responsesData.Length;
int nQuestions = responsesData[0].Length;
Range student = new Range(nStudents);
Range question = new Range(nQuestions);
Range skill = new Range(nSkills);
var responses = Variable.Array(Variable.Array <bool>(question), student).Named("responses");
responses.ObservedValue = responsesData;
pSkill = Variable.Array <double>(skill).Named("pSkill");
pSkill[skill] = Variable.Beta(1, 1).ForEach(skill);
slip = Variable.Array <double>(skill).Named("slip");
slip[skill] = Variable.Random(slipPrior).ForEach(skill);
guess = Variable.Array <double>(skill).Named("guess");
guess[skill] = Variable.Random(guessPrior).ForEach(skill);
hasSkill = Variable.Array(Variable.Array <bool>(skill), student).Named("hasSkill");
hasSkill[student][skill] = Variable.Bernoulli(pSkill[skill]).ForEach(student);
VariableArray <int> nSkillsRequired = Variable.Array <int>(question).Named("nSkillsRequired");
nSkillsRequired.ObservedValue = Util.ArrayInit(nQuestions, q => skillsRequired[q].Length);
Range skillForQuestion = new Range(nSkillsRequired[question]).Named("skillForQuestion");
var skillsRequiredForQuestion = Variable.Array(Variable.Array <int>(skillForQuestion), question).Named("skillsRequiredForQuestion");
skillsRequiredForQuestion.ObservedValue = skillsRequired;
skillsRequiredForQuestion.SetValueRange(skill);
using (Variable.ForEach(student))
{
using (Variable.ForEach(question))
{
VariableArray <bool> hasSkills = Variable.Subarray(hasSkill[student], skillsRequiredForQuestion[question]);
VariableArray <double> slipSkill = Variable.Subarray(slip, skillsRequiredForQuestion[question]);
VariableArray <double> guessSkill = Variable.Subarray(guess, skillsRequiredForQuestion[question]);
VariableArray <bool> exhibitsSkill = Variable.Array <bool>(skillForQuestion).Named("exhibitsSkill");
using (Variable.ForEach(skillForQuestion))
{
using (Variable.If(hasSkills[skillForQuestion]))
{
exhibitsSkill[skillForQuestion] = !Variable.Bernoulli(slipSkill[skillForQuestion]);
}
using (Variable.IfNot(hasSkills[skillForQuestion]))
{
exhibitsSkill[skillForQuestion] = Variable.Bernoulli(guessSkill[skillForQuestion]);
}
}
responses[student][question] = Variable.AllTrue(exhibitsSkill);
}
}
}
