private static GaussianGamma DistributionTimesFactor(double point, GaussianGamma shapeParamsDistr)
{
GaussianGamma factorAsDistr = new GaussianGamma(Vector.FromArray(0, -0.5 * point * point, point, -0.5));
GaussianGamma result = new GaussianGamma();
result.SetToProduct(factorAsDistr, shapeParamsDistr);
return result;
}
private static GaussianGamma ShapeParamsAverageConditional(
double coord, double otherCoord, Bernoulli label, GaussianGamma shapeParamsDistr, GaussianGamma otherShapeParamsDistr, GaussianGamma result)
{
GaussianGamma shapeParamsDistrTimesFactor = DistributionTimesFactor(coord, shapeParamsDistr);
GaussianGamma otherShapeParamsDistrTimesFactor = DistributionTimesFactor(otherCoord, otherShapeParamsDistr);
double labelProbFalse = label.GetProbFalse();
double weight1 = labelProbFalse;
double weight2 = Math.Exp(
shapeParamsDistrTimesFactor.GetLogNormalizer() - shapeParamsDistr.GetLogNormalizer() +
otherShapeParamsDistrTimesFactor.GetLogNormalizer() - otherShapeParamsDistr.GetLogNormalizer()) *
(1 - 2 * labelProbFalse);
var projectionOfSum = new GaussianGamma();
projectionOfSum.SetToSum(weight1, shapeParamsDistr, weight2, shapeParamsDistrTimesFactor);
result.SetToRatio(projectionOfSum, shapeParamsDistr);
return result;
}
private static double CalcLogLabelMessageForSingleCoord(double point, GaussianGamma shapeParamsDistr)
{
GaussianGamma shapeParamsDistrTimesFactor = DistributionTimesFactor(point, shapeParamsDistr);
return shapeParamsDistrTimesFactor.GetLogNormalizer() - shapeParamsDistr.GetLogNormalizer();
}
public static GaussianGamma ShapeParamsYAverageConditional(
Vector point, Bernoulli label, GaussianGamma shapeParamsX, GaussianGamma shapeParamsY, GaussianGamma result)
{
return ShapeParamsAverageConditional(point[1], point[0], label, shapeParamsY, shapeParamsX, result);
}
public static double LogEvidenceRatio(
Bernoulli label, Bernoulli to_label, Vector point, GaussianGamma shapeParamsX, GaussianGamma shapeParamsY)
{
return LogAverageFactor(label, point, shapeParamsX, shapeParamsY) - label.GetLogAverageOf(to_label);
}
public static double LogAverageFactor(Bernoulli label, Vector point, GaussianGamma shapeParamsX, GaussianGamma shapeParamsY)
{
GaussianGamma shapeParamsXDistrTimesFactor = DistributionTimesFactor(point[0], shapeParamsX);
GaussianGamma shapeParamsYDistrTimesFactor = DistributionTimesFactor(point[1], shapeParamsY);
double labelProbFalse = label.GetProbFalse();
double normalizerProduct = Math.Exp(
shapeParamsXDistrTimesFactor.GetLogNormalizer() - shapeParamsX.GetLogNormalizer() +
shapeParamsYDistrTimesFactor.GetLogNormalizer() - shapeParamsY.GetLogNormalizer());
double averageFactor = labelProbFalse + (1 - 2 * labelProbFalse) * normalizerProduct;
Debug.Assert(averageFactor > 0);
return Math.Log(averageFactor);
}
public static Bernoulli LabelAverageConditional(Vector point, GaussianGamma shapeParamsX, GaussianGamma shapeParamsY)
{
double logProbTrue =
CalcLogLabelMessageForSingleCoord(point[0], shapeParamsX) +
CalcLogLabelMessageForSingleCoord(point[1], shapeParamsY);
return new Bernoulli(Math.Exp(logProbTrue));
}
