public override IMessage InitializeMessage(Leaf leaf, OptimizationParameterList gaussianParameters)
{
if (IsMissing(leaf))
{
return(null);
}
//ConditionalGaussianDistribution distOrNull = GaussianDistribution.CreateDistributionGaussianOrNull(leaf, gaussianParameters, _caseNameToHasPredictor);
ConditionalGaussianDistributionParams distOrNull = GaussianDistribution.CreateDistributionGaussianOrNull(leaf, gaussianParameters, LeafToPredictorStatistics);
if (distOrNull.IsNull)
{
return(null);
}
MessageGaussian message = Initalize(distOrNull, leaf, gaussianParameters);
return(message);
}
private MessageGaussian Initalize(ConditionalGaussianDistributionParams dist, Leaf leaf, OptimizationParameterList gaussianParameters)
{
Debug.Assert(!LeafToTargetStatistics(leaf).IsMissing());
GaussianStatistics gaussianStatistics = (GaussianStatistics)LeafToTargetStatistics(leaf);
SpecialFunctions.CheckCondition(gaussianStatistics != null, "why is caseNameToTargetOrNull unknown?");
if (gaussianStatistics.SampleSize == 1)
{
double z = gaussianStatistics.Mean;
double logK = -Math.Log(dist.LinearCoefficient);
Debug.Assert(!double.IsNaN(logK)); // real assert - in release mode, the NaN is OK.
double a = (z - dist.Mean) / dist.LinearCoefficient;
double v = dist.Variance / Math.Pow(dist.LinearCoefficient, 2);
MessageGaussian message = MessageGaussian.GetInstance(logK, a, v);
return(message);
}
else
{
double vNoise = GaussianDistribution.GetSamplingVariance(gaussianParameters);
double logKMult = (
-Math.Log(gaussianStatistics.SampleSize)
- gaussianStatistics.SampleSize
* (gaussianStatistics.Variance + vNoise * Log2PI + vNoise * Math.Log(vNoise))
/ vNoise
+ Math.Log(2 * Math.PI * vNoise)
) / 2.0;
double aMult = gaussianStatistics.Mean;
double vMult = vNoise / (double)gaussianStatistics.SampleSize;
double logK = logKMult - Math.Log(dist.LinearCoefficient);
double a = (aMult - dist.Mean) / dist.LinearCoefficient;
double v = (vMult + dist.Variance) / Math.Pow(dist.LinearCoefficient, 2);
MessageGaussian message = MessageGaussian.GetInstance(logK, a, v);
return(message);
}
}