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hyperrogue/rogueviz/dhrg/loglik.cpp
2023-01-08 16:03:20 +01:00

433 lines
12 KiB
C++

// log-likelihood computation
#include <thread>
#define USE_THREADS
namespace dhrg {
int threads = 32;
ld llcont_approx_prec = 10000;
// tally edges of the given vertex at the given index
int edgetally[MAXDIST];
void tallyedgesof(int i, int delta, mycell *mc) {
using namespace rogueviz;
for(auto p: vdata[i].edges) {
int j = p.second->i ^ p.second->j ^ i;
if(j==i) printf("LOOP!\n");
edgetally[quickdist(mc, vertices[j], 0)] += delta;
}
}
// --- count all edge tallies
void counttallies() {
using namespace rogueviz;
{
progressbar pb(N, "Tallying pairs");
for(int i=0; i<N; i++) {
mycell* mc = vertices[i];
add_to_tally(mc, 1, 0);
add_to_set(mc, 1, 0); pb++;
if(i % ((N/10)+1) == 0) {
memoryInfo();
}
}
}
{
progressbar pb(M, "Tallying edges");
for(int u=0; u<MAXDIST; u++) edgetally[u] = 0;
for(int i=0; i<N; i++) for(auto p: vdata[i].edges) {
int j = p.second->i ^ p.second->j ^ i;
if(j < i) { edgetally[quickdist(vertices[i], vertices[j], 0)]++; pb++; }
}
}
}
void destroytallies() {
progressbar pb(N, "Destroying tallies");
for(int i=0; i<N; i++) add_to_set(vertices[i], -1, 0), pb++;
for(int i=0; i<MAXDIST; i++)
tally[i] = edgetally[i] = 0;
}
// log likelihood utilities
//--------------------------
// MLE of the binomial distribution (a successes, b failures)
ld bestll(ld a, ld b) {
if(a == 0 || b == 0) return 0;
return a * log(a/(a+b)) + b * log(b/(a+b));
}
// a successes, ab total
ld bestll2(ld a, ld ab) { return bestll(a, ab-a); }
// various methods of loglikelihood computation
template<class T> void fix_logistic_parameters(logistic& l, const T& f, const char *name, ld eps) {
indenter_finish im("fix_logistic_parameters");
ld cur = f(l);
println(hlog, format("%s = %20.10" PLDF " (R=%10.5" PLDF " T=%" PLDF ")", name, cur, l.R, l.T));
for(ld step=1; step>eps; step /= 2) {
while(true) { l.R += step; ld t = f(l); if(t <= cur) break; cur = t; }
l.R -= step;
while(true) { l.R -= step; ld t = f(l); if(t <= cur) break; cur = t; }
l.R += step;
while(true) { l.T += step; ld t = f(l); if(t <= cur) break; cur = t; }
l.T -= step;
while(true) { l.T -= step; ld t = f(l); if(t <= cur) break; cur = t; }
l.T += step;
println(hlog, format("%s = %20.10" PLDF " (R=%10.5" PLDF " T=%10.5" PLDF ")", name, cur, l.R, l.T));
fflush(stdout);
}
}
logistic current_logistic;
logistic saved_logistic;
logistic cont_logistic;
// --- continuous logistic loglikelihood
// --------------------------------------
vector<hyperpoint> vertexcoords;
// compute vertexcoords from the original embedding data
void origcoords() {
indenter_finish im("origcoords");
using namespace rogueviz;
vertexcoords.resize(N);
for(int i=0; i<N; i++)
vertexcoords[i] = spin(coords[i].second * degree) * xpush(coords[i].first) * C0;
}
// compute vertexcoords from the RogueViz representation
void rvcoords() {
indenter_finish im("rvcoords");
using namespace rogueviz;
vertexcoords.resize(N);
for(int i=0; i<N; i++)
vertexcoords[i] = calc_relative_matrix(rogueviz::vdata[i].m->base, currentmap->gamestart(), C0) * rogueviz::vdata[i].m->at * C0;
}
// compute vertexcoords from vertices
void cellcoords() {
indenter_finish im("cellcoords");
vertexcoords.resize(N);
for(int i=0; i<N; i++) {
vertexcoords[i] = celltopoint(vertices[i]->ascell()); // calc_relative_matrix(vertices[i]->ascell(), currentmap->gamestart(), C0) * C0;
if(isnan(vertexcoords[i][0])) println(hlog, "got NAN for i=", i, " in lev= ", vertices[i]->lev);
}
}
// needs cellcoords/rvcoords/origcoords
void build_disttable() {
indenter_finish im("build_disttable");
int tab[N];
for(int i=0; i<N; i++) tab[i] = N;
disttable0.clear();
disttable1.clear();
using namespace rogueviz;
for(int i=0; i<N; i++) {
for(auto p: vdata[i].edges) {
int j = p.second->i ^ p.second->j ^ i;
if(j<i) tab[j] = i;
}
for(int j=0; j<i; j++) {
ld dist = hdist(vertexcoords[i], vertexcoords[j]);
if(dist < 0) continue;
(tab[j] == i ? disttable1:disttable0).push_back(dist);
}
}
sort(disttable0.begin(), disttable0.end());
sort(disttable1.begin(), disttable1.end());
}
// needs build_disttable
ld loglik_cont(logistic& l = current_logistic) {
ld llh = 1;
for(auto p: disttable1) llh += l.lyes(p);
for(auto p: disttable0) {
ld lp = l.lno(p);
llh += lp;
if(lp > -1e-10) break;
}
return llh;
}
// --- placement loglikelihood
ld loglik_placement() {
mycell *root = mroot;
ld placement_loglik = 0;
auto seg = getsegment(root,root,0);
for(int j=0; j<BOXSIZE; j++) {
int qj = seg->qty[j];
if(!qj) continue;
placement_loglik += qj * (log(qj*1./N) - cgi.expansion->get_descendants(j).log_approx());
}
return placement_loglik;
}
// --- logistic loglikelihood
ld loglik_logistic(logistic& l = current_logistic) {
ld result = 0;
for(int u=0; u<MAXDIST; u++) if(edgetally[u] && tally[u]-edgetally[u]) {
result += edgetally[u] * l.lyes(u) +
(tally[u]-edgetally[u]) * l.lno(u);
}
return result;
}
// --- optimal loglikelihood
ld loglikopt() {
ld result = 0;
for(int u=0; u<MAXDIST; u++) result += bestll2(edgetally[u], tally[u]);
return result;
}
// --- optimal monotonic loglikelihood
ld loglikopt_mono() {
vector<pair<ld, ld> > pairs;
ld result = 0;
for(int u=0; u<MAXDIST; u++) {
auto p = make_pair<ld,ld> (edgetally[u], tally[u]);
if(p.second == 0) continue;
while(isize(pairs)) {
auto pb = pairs.back();
if(p.first / p.second > pb.first / pb.second)
p.first += pb.first, p.second += pb.second, pairs.pop_back();
else break;
}
pairs.push_back(p);
}
for(auto p: pairs)
result += bestll2(p.first, p.second);
return result;
}
// --- compute loglikelihood according to current method
char lc_type = 'R';
ld loglik_chosen() {
switch(lc_type) {
case 'O':
return loglikopt();
case 'R':
return loglik_logistic();
case 'M':
return loglikopt_mono();
case 'C':
return loglikopt() + loglik_placement();
case 'D':
return loglikopt_mono() + loglik_placement();
default:
return loglikopt();
}
}
// 1e-3 (cont), 1e-6 (normal)
// statistics
void writestats() {
indenter_finish im("writestats");
memoryInfo();
println(hlog, "Vertices by distance (N = ", N, "):");
mycell *root = mroot;
for(int j=0; j<BOXSIZE; j++) {
int qj = getsegment(root,root,0)->qty[j];
if(!qj) continue;
print(hlog, " ", j, ":", qj);
}
println(hlog);
ld placement_loglik = loglik_placement();
for(int u=0; u<MAXDIST; u++) if(tally[u]) {
println(hlog, format("* %4d: %8d / %12Ld = %lf %.10" PLDF " %.10" PLDF,
u, edgetally[u], tally[u], double(edgetally[u]) / tally[u],
saved_logistic.yes(u), current_logistic.yes(u)));
}
println(hlog, "log likelihood\n");
ld loglik_chaos = bestll2(M, N*(N-1)/2);
ld loglik_opt = loglikopt();
ld loglik_mono = loglikopt_mono();
ld loglik_rt = loglik_logistic();
println(hlog, " placement = ", placement_loglik);
println(hlog, " chaos = ", loglik_chaos);
println(hlog, " optimal any = ", loglik_opt);
println(hlog, " optimal mono = ", loglik_mono);
println(hlog, " estimated R/T = ", loglik_logistic(saved_logistic), " (R=", saved_logistic.R, " T=", saved_logistic.T);
println(hlog, " optimal R/T = ", loglik_rt, " (R=", current_logistic.R, " T=", current_logistic.T);
println(hlog, "Compression ratio = %", (placement_loglik+loglik_opt)/loglik_chaos);
}
template<class T> auto parallelize(long long N, T action) -> decltype(action(0,0)) {
#ifndef USE_THREADS
return action(0,N);
#else
if(threads == 1) return action(0,N);
std::vector<std::thread> v;
typedef decltype(action(0,0)) Res;
std::vector<Res> results(threads);
for(int k=0; k<threads; k++)
v.emplace_back([&,k] () {
results[k] = action(N*k/threads, N*(k+1)/threads);
});
for(std::thread& t:v) t.join();
Res res = 0;
for(Res r: results) res += r;
return res;
#endif
}
vector<array<ll, 2>> disttable_approx;
ld precise_hdist(hyperpoint vi, hyperpoint vj) {
ld da = acosh(vi[2]);
ld db = acosh(vj[2]);
ld phia = atan2(vi[0], vi[1]);
ld phib = atan2(vj[0], vj[1]);
ld co = sinh(da) * sinh(db) * (1 - cos(phia-phib));
// - (vi[0]*vj[0] + vi[1]*vj[1]);
ld v = cosh(da - db) + co;
if(v < 1) return 0;
return acosh(v);
}
void build_disttable_approx() {
indenter_finish im("build_disttable_approx");
array<ll, 2> zero = {0, 0};
using namespace rogueviz;
std::vector<vector<array<ll, 2>>> results(threads);
std::vector<std::thread> v;
for(int k=0; k<threads; k++)
v.emplace_back([&,k] () {
auto& dt = results[k];
int tab[N];
for(int i=0; i<N; i++) tab[i] = N;
auto p = k ? nullptr : new progressbar(N/threads, "build_disttable_approx");
for(int i=k; i<N; i+=threads) {
if(p) (*p)++;
for(auto p: vdata[i].edges) {
int j = p.second->i ^ p.second->j ^ i;
if(j<i) tab[j] = i;
}
for(int j=0; j<i; j++) {
ld dist = precise_hdist(vertexcoords[i], vertexcoords[j]);
if(dist < 0) continue;
int dista = dist * llcont_approx_prec;
if(isize(dt) < dista+1)
dt.resize(dista+1, zero);
dt[dista][(tab[j] == i) ? 1 : 0]++;
}
}
if(p) delete p;
});
for(std::thread& t:v) t.join();
int mx = 0;
for(auto& r: results) mx = max(mx, isize(r));
disttable_approx.clear();
disttable_approx.resize(mx, zero);
for(auto& r: results)
for(int i=0; i<isize(r); i++)
for(int j=0; j<2; j++)
disttable_approx[i][j] += r[i][j];
}
ld loglik_cont_approx(logistic& l) {
ld llh = 0;
int N = isize(disttable_approx);
for(int i=0; i<N; i++) {
if(disttable_approx[i][0])
llh += l.lno((i+.5)/llcont_approx_prec) * disttable_approx[i][0];
if(disttable_approx[i][1])
llh += l.lyes((i+.5)/llcont_approx_prec) * disttable_approx[i][1];
}
return llh;
}
using logisticfun = std::function<ld(logistic&)>;
int max_steps = 100000;
void fast_loglik_cont(logistic& l, const logisticfun& f, const char *name, ld start, ld eps) {
if(name) println(hlog, "fix_logistic_parameters");
indenter_finish im(name);
ld cur = f(l);
if(name) println(hlog, format("%s = %20.10" PLDF " (R=%10.5" PLDF " T=%" PLDF ")", name, cur, l.R, l.T));
map<pair<double, double>, double> memo;
auto ff = [&] () {
if(l.T < -5) exit(1);
if(memo.count(make_pair(l.R, l.T)))
return memo[make_pair(l.R, l.T)];
return memo[make_pair(l.R, l.T)] = f(l);
};
int steps = 0;
for(ld step=start; step>eps; step /= 2) {
loop:
bool changed = false;
while(true) { steps++; l.R += step; ld t = ff(); if(t <= cur || steps > max_steps) break; cur = t; changed = true; }
l.R -= step;
while(true) { steps++; l.R -= step; ld t = ff(); if(t <= cur || steps > max_steps) break; cur = t; changed = true; }
l.R += step;
while(true) { steps++; l.T += step; ld t = ff(); if(t <= cur || steps > max_steps) break; cur = t; changed = true; }
l.T -= step;
while(true) { steps++; l.T -= step; ld t = ff(); if(t <= cur || l.T < 1e-3 || steps > max_steps) break; cur = t; changed = true; }
l.T += step;
if(changed) goto loop;
if(name) println(hlog, format("%s = %20.10" PLDF " (R=%10.5" PLDF " T=%10.5" PLDF ")", name, cur, l.R, l.T));
fflush(stdout);
}
}
}