public static RpropBufferData BufferTGa([NoInit] TruncatedGamma use, TruncatedGamma def, TruncatedGamma to_marginal, RpropBufferData bufferTGa)
{
var currDist = use * def;
if (currDist.IsPointMass)
{
if (double.IsInfinity(currDist.Point) || double.IsNaN(currDist.Point))
{
throw new ArgumentOutOfRangeException();
}
if (VariablePointOp_RpropGamma.UseMean)
{
bufferTGa.nextPoint = Math.Log(currDist.Point);
}
else
{
bufferTGa.nextPoint = currDist.Point;
}
return(bufferTGa);
}
// cannot use buffer.nextPoint as currPoint since Marginal could be initialized by user
double currPoint;
if (to_marginal.IsPointMass)
{
currPoint = to_marginal.Point;
}
else
{
currPoint = currDist.GetMean();
}
double currDeriv, currDeriv2;
if (VariablePointOp_RpropGamma.UseMean)
{
bufferTGa.lowerBound = Math.Log(currDist.LowerBound);
bufferTGa.upperBound = Math.Log(currDist.UpperBound);
currDeriv = currDist.Gamma.Shape - currDist.Gamma.Rate * currPoint;
//Trace.WriteLine($"use deriv = {(use.Gamma.Shape-1) - use.Gamma.Rate*currPoint} def deriv = {def.Gamma.Shape - def.Gamma.Rate*currPoint} total deriv = {currDeriv}");
if (currPoint <= 0)
{
throw new ArgumentException($"currPoint ({currPoint}) <= 0");
}
bufferTGa.SetNextPoint(Math.Log(currPoint), currDeriv);
}
else
{
bufferTGa.lowerBound = currDist.LowerBound;
bufferTGa.upperBound = currDist.UpperBound;
currDist.Gamma.GetDerivatives(currPoint, out currDeriv, out currDeriv2);
bufferTGa.SetNextPoint(currPoint, currDeriv);
}
return(bufferTGa);
}
public static RpropBufferData BufferBeta([NoInit] Beta use, Beta def, Beta to_marginal, RpropBufferData bufferBeta)
{
var currDist = use * def;
if (currDist.IsPointMass)
{
bufferBeta.nextPoint = currDist.Point;
return(bufferBeta);
}
// cannot use buffer.nextPoint as currPoint since Marginal could be initialized by user
double currPoint;
if (to_marginal.IsPointMass)
{
currPoint = to_marginal.Point;
}
else
{
currPoint = currDist.GetMean();
}
double currDeriv, currDeriv2;
currDist.GetDerivatives(currPoint, out currDeriv, out currDeriv2);
bufferBeta.SetNextPoint(currPoint, currDeriv);
return(bufferBeta);
}
public static RpropBufferData BufferTG([NoInit] TruncatedGaussian use, TruncatedGaussian def, TruncatedGaussian to_marginal, RpropBufferData bufferTG)
{
var currDist = use * def;
if (currDist.IsPointMass)
{
if (double.IsInfinity(currDist.Point))
{
throw new ArgumentOutOfRangeException(nameof(use), "infinite point mass");
}
bufferTG.nextPoint = currDist.Point;
return(bufferTG);
}
// cannot use buffer.nextPoint as currPoint since Marginal could be initialized by user
double currPoint;
if (to_marginal.IsPointMass)
{
currPoint = to_marginal.Point;
}
else
{
currPoint = currDist.GetMean();
}
// deriv of -0.5*prec*x^2+pm*x
// is -prec*x + pm
double currDeriv = currDist.Gaussian.MeanTimesPrecision - currDist.Gaussian.Precision * currPoint;
bufferTG.lowerBound = currDist.LowerBound;
bufferTG.upperBound = currDist.UpperBound;
bufferTG.SetNextPoint(currPoint, currDeriv);
return(bufferTG);
}
public static RpropBufferData Buffer([NoInit] Gaussian use, Gaussian def, Gaussian to_marginal, RpropBufferData buffer)
{
var currDist = use * def;
if (currDist.IsPointMass)
{
buffer.nextPoint = currDist.Point;
return(buffer);
}
// cannot use buffer.nextPoint as currPoint since Marginal could be initialized by user
double currPoint;
if (to_marginal.IsPointMass)
{
currPoint = to_marginal.Point;
}
else
{
currPoint = currDist.GetMean();
}
// deriv of -0.5*prec*x^2+pm*x
// is -prec*x + pm
double currDeriv = currDist.MeanTimesPrecision - currDist.Precision * currPoint;
buffer.SetNextPoint(currPoint, currDeriv);
return(buffer);
}
public static RpropBufferData Buffer0([NoInit] Gamma use, Gamma def, Gamma to_marginal, RpropBufferData buffer0)
{
var currDist = use * def;
if (currDist.IsPointMass)
{
if (UseMean)
{
buffer0.nextPoint = Math.Log(currDist.Point);
}
else
{
buffer0.nextPoint = currDist.Point;
}
return(buffer0);
}
// cannot use buffer.nextPoint as currPoint since Marginal could be initialized by user
double currPoint;
if (to_marginal.IsPointMass)
{
currPoint = to_marginal.Point;
}
else
{
currPoint = currDist.GetMean();
}
double currDeriv, currDeriv2;
if (UseMean)
{
currDeriv = currDist.Shape - currDist.Rate * currPoint;
if (currPoint <= 0)
{
throw new ArgumentException($"currPoint ({currPoint}) <= 0");
}
buffer0.SetNextPoint(Math.Log(currPoint), currDeriv);
}
else
{
currDist.GetDerivatives(currPoint, out currDeriv, out currDeriv2);
buffer0.SetNextPoint(currPoint, currDeriv);
}
return(buffer0);
}