/// <summary>
/// Train the specified dataSet and priors for the specified number of iterations.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
/// <param name="numberOfIterations">Number of iterations.</param>
public Marginals Train(DataSet dataSet, Marginals priors, int numberOfIterations = 10)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions),
dataSet.Labels);
#if !USE_PRECOMPILED_ALGORITHM
engine.Algorithm.DefaultNumberOfIterations = numberOfIterations;
var posteriorWeights = engine.Infer <Gaussian[][]>(weights);
var posteriorWeightMeans = engine.Infer <Gaussian[]>(weightMeans);
var posteriorWeightPrecisions = engine.Infer <Gamma[]>(weightPrecisions);
#else
algorithm.Execute(numberOfIterations);
var posteriorWeights = algorithm.Marginal <Gaussian[][]>(weights.Name);
var posteriorWeightMeans = algorithm.Marginal <Gaussian[]>(weightMeans.Name);
var posteriorWeightPrecisions = algorithm.Marginal <Gamma[]>(weightPrecisions.Name);
#endif
return(new Marginals {
Weights = posteriorWeights, WeightMeans = posteriorWeightMeans, WeightPrecisions = posteriorWeightPrecisions
});
}
private void Execute(IGeneratedAlgorithm ca)
{
// If there is a message update listener, try to add in the engine to listen to messages.
if (this.MessageUpdated != null)
{
DebuggingSupport.TryAddRemoveEventListenerDynamic(ca, OnMessageUpdated, add: true);
}
// Register the ProgressChanged handler only while doing inference within InferenceEngine.
// We do not want the handler to run if the user accesses the GeneratedAlgorithms directly.
ca.ProgressChanged += OnProgressChanged;
try
{
Stopwatch s = null;
if (ShowTimings)
{
s = new Stopwatch();
s.Start();
FileStats.Clear();
}
if (ResetOnObservedValueChanged)
{
ca.Execute(NumberOfIterations);
}
else
{
ca.Update(NumberOfIterations - ca.NumberOfIterationsDone);
}
if (s != null)
{
long elapsed = s.ElapsedMilliseconds;
Console.WriteLine("Inference time was {1}ms (max {0} iterations)",
NumberOfIterations, elapsed);
if (FileStats.ReadCount > 0 || FileStats.WriteCount > 0)
{
Console.WriteLine("{0} file reads {1} file writes", FileStats.ReadCount, FileStats.WriteCount);
}
}
}
finally
{
ca.ProgressChanged -= OnProgressChanged;
if (this.MessageUpdated != null)
{
DebuggingSupport.TryAddRemoveEventListenerDynamic(ca, OnMessageUpdated, add: false);
}
}
}