aGrUM 3.1.1
a C++ library for (probabilistic) graphical models
GibbsSampling_tpl.h
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40
41#pragma once
42
43
50
52
53#define GIBBS_SAMPLING_DEFAULT_EPSILON std::exp(-1.6)
54#define GIBBS_SAMPLING_DEFAULT_MIN_EPSILON_RATE std::exp(-5)
55#define GIBBS_SAMPLING_DEFAULT_BURNIN 300
56
57#define GIBBS_SAMPLING_POURCENT_DRAWN_SAMPLE 50 // percent drawn
58#define GIBBS_SAMPLING_DRAWN_AT_RANDOM true
59
60namespace gum {
61
63 template < GUM_Numeric GUM_SCALAR >
76
78 template < GUM_Numeric GUM_SCALAR >
82
83 template < GUM_Numeric GUM_SCALAR >
87
88 template < GUM_Numeric GUM_SCALAR >
90 // we initialize the nodes with hard evidence
91 // hypothesis : burnIn_ is called at the beginning of makeInference
93
95 if (this->burnIn() == 0) return Ip;
96
97 GUM_SCALAR w = 1.0f;
98 Ip = monteCarloSample_();
99 for (Size i = 1; i < this->burnIn(); i++)
100 Ip = this->draw_(&w, Ip);
101
102 return Ip;
103 }
104
106
107 template < GUM_Numeric GUM_SCALAR >
112
113 template < GUM_Numeric GUM_SCALAR >
117
118 template < GUM_Numeric GUM_SCALAR >
120 return this->burn_in_;
121 }
122
123} // namespace gum
This file contains Gibbs sampling class definition.
#define GIBBS_SAMPLING_DEFAULT_MIN_EPSILON_RATE
#define GIBBS_SAMPLING_DRAWN_AT_RANDOM
#define GIBBS_SAMPLING_POURCENT_DRAWN_SAMPLE
#define GIBBS_SAMPLING_DEFAULT_EPSILON
#define GIBBS_SAMPLING_DEFAULT_BURNIN
void setMinEpsilonRate(double rate) override
Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|).
Size burn_in_
Number of iterations before checking stopping criteria.
void setEpsilon(double eps) override
Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)|.
Instantiation nextSample(Instantiation prev)
draws next sample of Gibbs sampling
Instantiation monteCarloSample()
draws a Monte Carlo sample
GibbsOperator(const IBayesNet< GUM_SCALAR > &BN, const NodeProperty< Idx > *hardEv, Size nbr=1, bool atRandom=false)
constructor
~GibbsSampling() override
Destructor.
Instantiation draw_(GUM_SCALAR *w, Instantiation prev) override
draws a sample given previous one according to Gibbs sampling
Instantiation burnIn_() override
draws a defined number of samples without updating the estimators
Instantiation monteCarloSample_()
draws a Monte Carlo sample
void setBurnIn(Size b)
Number of burn in for one iteration.
Size burnIn() const
Returns the number of burn in.
GibbsSampling(const IBayesNet< GUM_SCALAR > *bn)
Default constructor.
const NodeProperty< Idx > & hardEvidence() const
indicate for each node with hard evidence which value it took
Class representing the minimal interface for Bayesian network with no numerical data.
Definition IBayesNet.h:75
Class for assigning/browsing values to tuples of discrete variables.
SamplingInference(const IBayesNet< GUM_SCALAR > *bn)
default constructor
std::size_t Size
In aGrUM, hashed values are unsigned long int.
Definition types.h:74
gum is the global namespace for all aGrUM entities
Definition agrum.h:46