private ValueCandidate(NumDataColumn column, Arr <ISymbolInfo> symbolInfos)
{
Name = column.Name;
ElementCandidates = Array(
new ElementCandidate(column.Name, column.Data.ToArr(), symbolInfos)
);
}
internal bool Propose(
NumDataColumn independentData,
Arr <NumDataColumn> outputData,
out IterationState iterationState
)
{
RequireTrue(_currentIteration >= 0);
RequireTrue(_currentIteration == 0 || !IsNaN(_currentLogLikelihood));
RequireFalse(IsComplete);
double proposedLogLikelihood;
try
{
proposedLogLikelihood = GetProposalLogLikelihood(
independentData,
outputData
);
}
catch (Exception ex)
{
FaultChain(ex);
iterationState = default;
return(false);
}
ProcessCurrentProposal(proposedLogLikelihood); // M-H + bookkeeping (parameters)
var currentChainDataRow = _chainData.Rows[_currentIteration];
var indexNextModelParameter = _currentIteration == 0
? NOT_FOUND
: _modelParameters.FindIndex(
mp => IsNaN(currentChainDataRow.Field <double>(ToAcceptColumnName(mp.Name)))
);
var isIterationComplete = indexNextModelParameter.IsntFound();
if (isIterationComplete)
{
StorePosterior(); // model outputs collected
}
var isLastIteration = (_currentIteration + 1) == _iterations;
if (isIterationComplete && isLastIteration)
{
++_currentIteration;
var currentValues = _modelParameters
.Select(mp => (mp.Name, Value: currentChainDataRow.Field <double>(mp.Name)))
.ToArr();
iterationState = (_currentIteration, currentValues, default);
return(false);
}
if (isIterationComplete)
{
UpdateModelOutputs(); // M-H + bookkeeping (error models)
var doAdjustForAcceptRate =
!IsNaN(_targetAcceptRate) &&
_currentIteration > _burnIn &&
_currentIteration % ACCEPT_RATE_ADJUST_INTERVAL == 0;
if (doAdjustForAcceptRate)
{
AdjustForAcceptRate();
}
// done - advance and initialize next iteration using current
++_currentIteration;
indexNextModelParameter = 0;
var nextChainDataRow = _chainData.Rows[_currentIteration];
_modelParameters.Iter(
mp => nextChainDataRow[mp.Name] = currentChainDataRow[mp.Name]
);
_modelParameters.Iter(
mp => nextChainDataRow[ToLLColumnName(mp.Name)] = currentChainDataRow[ToLLColumnName(mp.Name)]
);
currentChainDataRow = nextChainDataRow;
}
_currentProposal = _modelParameters[indexNextModelParameter].GetProposal();
var proposedValues = _modelParameters
.Select(mp => (
mp.Name,
Value: mp.Name == _currentProposal.Name
? _currentProposal.Value
: currentChainDataRow.Field <double>(mp.Name)
)
)
.ToArr();
if (isIterationComplete) // meaning was completed...
{
// ...so include update for client
var currentValues = _modelParameters
.Select(mp => (mp.Name, Value: currentChainDataRow.Field <double>(mp.Name)))
.ToArr();
iterationState = (_currentIteration, currentValues, proposedValues);
return(true);
}
iterationState = (_currentIteration, default, proposedValues);
