public override void Execute(object parameter)
{
string[] parameters = ((object[])parameter).Select(p => p.ToString()).ToArray();
MetropolisHastings metropolisHastings = new MetropolisHastings()
{
WalksCount = int.Parse(parameters[0]),
Ns = int.Parse(parameters[1]),
C = double.Parse(parameters[2]),
S_0 = double.Parse(parameters[3]),
MinK = Math.Pow(10.0, -15) * double.Parse(parameters[4]),
MaxK = Math.Pow(10.0, -15) * double.Parse(parameters[5]),
MinKappa = (1.0 / 3600.0) * double.Parse(parameters[6]),
MaxKappa = (1.0 / 3600.0) * double.Parse(parameters[7]),
MinKsi = double.Parse(parameters[8]),
MaxKsi = double.Parse(parameters[9]),
MinP0 = Math.Pow(10.0, 6) * double.Parse(parameters[10]),
MaxP0 = Math.Pow(10.0, 6) * double.Parse(parameters[11]),
IncludedK = bool.Parse(parameters[12]),
IncludedKappa = bool.Parse(parameters[13]),
IncludedKsi = bool.Parse(parameters[14]),
IncludedP0 = bool.Parse(parameters[15]),
StepK = Math.Pow(10.0, -15) * double.Parse(parameters[16]),
StepKappa = (1.0 / 3600.0) * double.Parse(parameters[17]),
StepKsi = double.Parse(parameters[18]),
StepP0 = Math.Pow(10.0, 6) * double.Parse(parameters[19]),
Mode = mhvm.Mode,
SelectLogic = SelectLogic.AcceptAll,
MoveLogic = MoveLogic.Cyclic,
};
mhvm.MetropolisHastings = metropolisHastings;
}
public void Metropolis_ConditionalDice()
{
var dice = Dice.ConditionalDie(2);
var mh = MetropolisHastings.MHPrior(dice, 1000);
var samples = mh.SampleNParallel(100);
var sumDist = from outer in samples
from inner in outer
select(double) inner;
Debug.WriteLine(Histogram.Unweighted(sumDist));
}
public void Metropolis_BayesPointMachine()
{
var posterior = BpmUpdate(BpmPrior, BpmObserved);
var samples = Samples(MetropolisHastings.MHPrior(posterior, 100)
.SampleNParallel(10000)
.SelectMany(d => d)
.Select(d => ItemProb(d, Prob(1))));
var approxPosterior = CategoricalF(samples.Normalize());
Debug.WriteLine(BpmPredict(approxPosterior, Person1));
Debug.WriteLine(BpmPredict(approxPosterior, Person2));
Debug.WriteLine(BpmPredict(approxPosterior, Person3));
}
public void WriteMHInfo(MetropolisHastings mh, List <AcceptedValueMH> acceptedValues)
{
var dir = Path.Combine(root, string.Format(dailyFolderFormat, DateTime.Now));
CheckCreated(dir);
var expFolderName = string.Format(experimentFolderFormatGuid, DateTime.Now, Guid.NewGuid());
//var expFolderName = string.Format(experimentFolderFormat, DateTime.Now,
// Calculs.Converter.ConvertBack(mh.MinK,Calculs.ValueType.K) , Calculs.Converter.ConvertBack(mh.MaxK, Calculs.ValueType.K), mh.StepK, mh.IncludedK,
// Calculs.Converter.ConvertBack(mh.MinKappa, Calculs.ValueType.Kappa), Calculs.Converter.ConvertBack(mh.MaxKappa, Calculs.ValueType.Kappa), mh.StepKappa, mh.IncludedKappa,
// mh.MinKsi, mh.MaxKsi, mh.StepKsi, mh.IncludedKsi,
// Calculs.Converter.ConvertBack(mh.MinP0, Calculs.ValueType.P), Calculs.Converter.ConvertBack(mh.MaxP0, Calculs.ValueType.P), mh.StepP0, mh.IncludedP0,
// mh.WalksCount, mh.S_0, mh.Mode, mh.SelectLogic, mh.MoveLogic);
var expFolderDir = Path.Combine(dir, expFolderName);
CheckCreated(expFolderDir);
WrapAndWriteJson <MetropolisHastings>(mh.GetNormalized(), expFolderDir, mhParamsNameAndExt);
var result = acceptedValues.SingleOrDefault(x => x.Fmin == acceptedValues.Select(x => x.Fmin).Min()).GetNormalized();
result.AcceptedCount = acceptedValues.Last().AcceptedCount;
WrapAndWriteJson <AcceptedValueMH>(result, expFolderDir, mhAcceptedNameAndExt);
if (mh.IncludedK)
{
WriteValues(acceptedValues.Select(a => a.K).ToList(), Math.Pow(10.0, 15), expFolderDir, KValsNameAndExt);
}
if (mh.IncludedKappa)
{
WriteValues(acceptedValues.Select(a => a.Kappa).ToList(), 3600.0, expFolderDir, KappaValsNameAndExt);
}
if (mh.IncludedKsi)
{
WriteValues(acceptedValues.Select(a => a.Ksi).ToList(), 1, expFolderDir, KsiValsNameAndExt);
}
if (mh.IncludedP0)
{
WriteValues(acceptedValues.Select(a => a.P0).ToList(), Math.Pow(10.0, -6), expFolderDir, P0ValsNameAndExt);
}
WriteValues(acceptedValues.Select(a => a.Fmin).ToList(), 1, expFolderDir, FminValsNameAndExt);
}
public void Metropolis_LinReg()
{
// Define a prior with heavy tails
var prior = from a in Normal(0, 100)
from b in Normal(0, 100)
select new Param(a, b);
var linReg = LinearRegression.CreateLinearRegression(prior, LinearRegression.BeachSandData);
var mh = MetropolisHastings.MHPrior(linReg, 1000);
var samples = mh.SampleNParallel(100);
var paramA = from outer in samples
from inner in outer
select inner.a;
var paramB = from outer in samples
from inner in outer
select inner.b;
Debug.WriteLine(Histogram.Unweighted(paramA));
Debug.WriteLine(Histogram.Unweighted(paramB));
}
