Created
March 27, 2018 16:14
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using StatsFuns.RFunctions: betarand, gammarand | |
using LogProbs | |
function categorical_sample(tokens, weights) | |
x = rand() * sum(weights) | |
cum_weights = zero(eltype(weights)) | |
for (t, w) in zip(tokens, weights) | |
cum_weights += w | |
if cum_weights > x | |
return t | |
end | |
end | |
end | |
categorical_sample(d::Dict) = categorical_sample(keys(d), values(d)) | |
categorical_sample(v::Vector) = categorical_sample(1:length(v), v) | |
mutable struct DirCat{T, C} | |
counts :: Dict{T, C} | |
end | |
DirCat(support, priors) = DirCat(Dict(x => p for (x,p) in zip(support, priors))) | |
support(dc::DirCat) = keys(dc.counts) | |
function sample(dc::DirCat) | |
weights = [gammarand(c, 1) for c in values(dc.counts)] | |
categorical_sample(keys(dc.counts), weights) | |
end | |
function logscore(dc::DirCat, obs) | |
LogProb(lbeta(sum(values(dc.counts)), 1) - lbeta(dc.counts[obs], 1)) | |
end | |
function add_obs!(dc::DirCat, obs) | |
dc.counts[obs] += 1 | |
end | |
function rm_obs!(dc::DirCat, obs) | |
dc.counts[obs] -= 1 | |
end | |
mutable struct DirMul{T, C} | |
counts :: Dict{T, C} | |
end | |
DirMul(support) = DirMul(Dict(x => 1.0 for x in support)) | |
support(dm::DirMul) = keys(dm.counts) | |
function sample(dm::DirMul, n) | |
weights = [gammarand(c, 1) for c in values(dm.counts)] | |
d = Dict(k=>0 for k in keys(dm.counts)) | |
for i in 1:n | |
d[categorical_sample(keys(dm.counts), weights)] += 1 | |
end | |
d | |
end | |
function logscore(dm::DirMul, obs::Associative) | |
n = sum(values(obs)) | |
LogProb( | |
log(n) + lbeta(sum(values(dm.counts)), n) - | |
sum( | |
log(obs[x]) + lbeta(dm.counts[x], obs[x]) | |
for x in keys(dm.counts) if obs[x] > 0 | |
) | |
) | |
end | |
function add_obs!(dm::DirMul, obs::Associative) | |
for x in keys(obs) | |
dm.counts[x] += obs[x] | |
end | |
end | |
function rm_obs!(dm::DirMul, obs::Associative) | |
for x in keys(obs) | |
dm.counts[x] -= obs[x] | |
end | |
end | |
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