aGrUM  0.14.2
gum::GibbsBNdistance< GUM_SCALAR > Class Template Reference

GibbsKL computes the KL divergence betweens 2 BNs using an approximation pattern: GIBBS sampling. More...

#include <GibbsBNdistance.h>

+ Inheritance diagram for gum::GibbsBNdistance< GUM_SCALAR >:
+ Collaboration diagram for gum::GibbsBNdistance< GUM_SCALAR >:

Public Attributes

Signaler3< Size, double, doubleonProgress
 Progression, error and time. More...
 
Signaler1< std::string > onStop
 Criteria messageApproximationScheme. More...
 

Public Member Functions

 GibbsBNdistance (const IBayesNet< GUM_SCALAR > &P, const IBayesNet< GUM_SCALAR > &Q)
 constructor must give 2 BNs More...
 
 GibbsBNdistance (const BNdistance< GUM_SCALAR > &kl)
 copy constructor More...
 
 ~GibbsBNdistance ()
 destructor More...
 
void setBurnIn (Size b)
 Number of burn in for one iteration. More...
 
Size burnIn () const
 Returns the number of burn in. More...
 
Complexity difficulty () const
 return KL::Complexity::Heavy,KL::Complexity::Difficult,KL::Complexity::Correct depending on the BNs __p and __q More...
 
Size nbrDrawnVar () const
 Getters and setters. More...
 
void setNbrDrawnVar (Size nbr)
 
bool isDrawnAtRandom () const
 
void setDrawnAtRandom (bool atRandom)
 
Instantiation monteCarloSample ()
 draws a Monte Carlo sample More...
 
Instantiation nextSample (Instantiation prev)
 draws next sample of Gibbs sampling More...
 
Accessors to results. The first call do the computations. The

others do not.

double klPQ ()
 
Size errorPQ ()
 
double klQP ()
 
Size errorQP ()
 
double hellinger ()
 
double bhattacharya ()
 
double jsd ()
 
const IBayesNet< GUM_SCALAR > & p () const
 
const IBayesNet< GUM_SCALAR > & q () const
 
Getters and setters
void setEpsilon (double eps)
 Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)|. More...
 
double epsilon () const
 Returns the value of epsilon. More...
 
void disableEpsilon ()
 Disable stopping criterion on epsilon. More...
 
void enableEpsilon ()
 Enable stopping criterion on epsilon. More...
 
bool isEnabledEpsilon () const
 Returns true if stopping criterion on epsilon is enabled, false otherwise. More...
 
void setMinEpsilonRate (double rate)
 Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|). More...
 
double minEpsilonRate () const
 Returns the value of the minimal epsilon rate. More...
 
void disableMinEpsilonRate ()
 Disable stopping criterion on epsilon rate. More...
 
void enableMinEpsilonRate ()
 Enable stopping criterion on epsilon rate. More...
 
bool isEnabledMinEpsilonRate () const
 Returns true if stopping criterion on epsilon rate is enabled, false otherwise. More...
 
void setMaxIter (Size max)
 Stopping criterion on number of iterations. More...
 
Size maxIter () const
 Returns the criterion on number of iterations. More...
 
void disableMaxIter ()
 Disable stopping criterion on max iterations. More...
 
void enableMaxIter ()
 Enable stopping criterion on max iterations. More...
 
bool isEnabledMaxIter () const
 Returns true if stopping criterion on max iterations is enabled, false otherwise. More...
 
void setMaxTime (double timeout)
 Stopping criterion on timeout. More...
 
double maxTime () const
 Returns the timeout (in seconds). More...
 
double currentTime () const
 Returns the current running time in second. More...
 
void disableMaxTime ()
 Disable stopping criterion on timeout. More...
 
void enableMaxTime ()
 Enable stopping criterion on timeout. More...
 
bool isEnabledMaxTime () const
 Returns true if stopping criterion on timeout is enabled, false otherwise. More...
 
void setPeriodSize (Size p)
 How many samples between two stopping is enable. More...
 
Size periodSize () const
 Returns the period size. More...
 
void setVerbosity (bool v)
 Set the verbosity on (true) or off (false). More...
 
bool verbosity () const
 Returns true if verbosity is enabled. More...
 
ApproximationSchemeSTATE stateApproximationScheme () const
 Returns the approximation scheme state. More...
 
Size nbrIterations () const
 Returns the number of iterations. More...
 
const std::vector< double > & history () const
 Returns the scheme history. More...
 
void initApproximationScheme ()
 Initialise the scheme. More...
 
bool startOfPeriod ()
 Returns true if we are at the beginning of a period (compute error is mandatory). More...
 
void updateApproximationScheme (unsigned int incr=1)
 Update the scheme w.r.t the new error and increment steps. More...
 
Size remainingBurnIn ()
 Returns the remaining burn in. More...
 
void stopApproximationScheme ()
 Stop the approximation scheme. More...
 
bool continueApproximationScheme (double error)
 Update the scheme w.r.t the new error. More...
 
Getters and setters
std::string messageApproximationScheme () const
 Returns the approximation scheme message. More...
 

Public Types

enum  ApproximationSchemeSTATE : char {
  ApproximationSchemeSTATE::Undefined, ApproximationSchemeSTATE::Continue, ApproximationSchemeSTATE::Epsilon, ApproximationSchemeSTATE::Rate,
  ApproximationSchemeSTATE::Limit, ApproximationSchemeSTATE::TimeLimit, ApproximationSchemeSTATE::Stopped
}
 The different state of an approximation scheme. More...
 

Protected Attributes

const IBayesNet< GUM_SCALAR > & _p
 
const IBayesNet< GUM_SCALAR > & _q
 
GUM_SCALAR _klPQ
 
GUM_SCALAR _klQP
 
GUM_SCALAR _hellinger
 
GUM_SCALAR _bhattacharya
 
GUM_SCALAR _jsd
 
Size _errorPQ
 
Size _errorQP
 
double _current_epsilon
 Current epsilon. More...
 
double _last_epsilon
 Last epsilon value. More...
 
double _current_rate
 Current rate. More...
 
Size _current_step
 The current step. More...
 
Timer _timer
 The timer. More...
 
ApproximationSchemeSTATE _current_state
 The current state. More...
 
std::vector< double_history
 The scheme history, used only if verbosity == true. More...
 
double _eps
 Threshold for convergence. More...
 
bool _enabled_eps
 If true, the threshold convergence is enabled. More...
 
double _min_rate_eps
 Threshold for the epsilon rate. More...
 
bool _enabled_min_rate_eps
 If true, the minimal threshold for epsilon rate is enabled. More...
 
double _max_time
 The timeout. More...
 
bool _enabled_max_time
 If true, the timeout is enabled. More...
 
Size _max_iter
 The maximum iterations. More...
 
bool _enabled_max_iter
 If true, the maximum iterations stopping criterion is enabled. More...
 
Size _burn_in
 Number of iterations before checking stopping criteria. More...
 
Size _period_size
 Checking criteria frequency. More...
 
bool _verbosity
 If true, verbosity is enabled. More...
 
Size _counting
 number of samples drawn More...
 
const IBayesNet< GUM_SCALAR > & _sampling_bn
 
const NodeProperty< Idx > * _hardEv
 
Sequence< NodeId_samplingNodes
 
Size _nbr
 
bool _atRandom
 

Protected Member Functions

void _computeKL () final
 
void _process ()
 

Detailed Description

template<typename GUM_SCALAR>
class gum::GibbsBNdistance< GUM_SCALAR >

GibbsKL computes the KL divergence betweens 2 BNs using an approximation pattern: GIBBS sampling.

KL.process() computes KL(P||Q) using klPQ() and KL(Q||P) using klQP(). The computations are made once. The second is for free :) GibbsKL allows as well to compute in the same time the Hellinger distance ( \( *\sqrt{\sum_i (\sqrt{p_i}-\sqrt{q_i})^2}\)) (Kokolakis and Nanopoulos, 2001) and Bhattacharya distance (Kaylath,T. 1967)

It may happen that P*ln(P/Q) is not computable (Q=0 and P!=0). In such a case, KL keeps working but trace this error (errorPQ() and errorQP()). In those cases, Hellinger distance approximation is under-evaluated.

Warning
: convergence and stop criteria are designed w.r.t the main computation : KL(P||Q). The 3 others have no guarantee.

snippets :

gum::KL base_kl(net1,net2);
if (base_kl.difficulty()!=KL::HEAVY) {
gum::ExactBNdistance kl(base_kl);
std::cout<<"KL net1||net2 :"<<kl.klPQ()<<std::endl;
} else {
gum::GibbsBNdistance kl(base_kl);
std::cout<<"KL net1||net2 :"<<kl.klPQ()<<std::endl;
}

Definition at line 76 of file GibbsBNdistance.h.

Member Enumeration Documentation

◆ ApproximationSchemeSTATE

The different state of an approximation scheme.

Enumerator
Undefined 
Continue 
Epsilon 
Rate 
Limit 
TimeLimit 
Stopped 

Definition at line 63 of file IApproximationSchemeConfiguration.h.

63  : char {
64  Undefined,
65  Continue,
66  Epsilon,
67  Rate,
68  Limit,
69  TimeLimit,
70  Stopped
71  };

Constructor & Destructor Documentation

◆ GibbsBNdistance() [1/2]

template<typename GUM_SCALAR >
gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance ( const IBayesNet< GUM_SCALAR > &  P,
const IBayesNet< GUM_SCALAR > &  Q 
)

constructor must give 2 BNs

Exceptions
gum::OperationNotAllowedif the 2 BNs have not the same domainSize or compatible node sets.

Definition at line 49 of file GibbsKL_tpl.h.

References GIBBSKL_DEFAULT_BURNIN, GIBBSKL_DEFAULT_EPSILON, GIBBSKL_DEFAULT_MAXITER, GIBBSKL_DEFAULT_MIN_EPSILON_RATE, GIBBSKL_DEFAULT_PERIOD_SIZE, GIBBSKL_DEFAULT_TIMEOUT, GIBBSKL_DEFAULT_VERBOSITY, gum::GibbsBNdistance< GUM_SCALAR >::setBurnIn(), gum::ApproximationScheme::setEpsilon(), gum::ApproximationScheme::setMaxIter(), gum::ApproximationScheme::setMaxTime(), gum::ApproximationScheme::setMinEpsilonRate(), gum::ApproximationScheme::setPeriodSize(), and gum::ApproximationScheme::setVerbosity().

50  :
51  BNdistance< GUM_SCALAR >(P, Q),
53  GibbsOperator< GUM_SCALAR >(
54  P,
55  nullptr,
56  1 + (P.size() * GIBBSKL_POURCENT_DRAWN_SAMPLE / 100),
58  GUM_CONSTRUCTOR(GibbsBNdistance);
59 
67  }
#define GIBBSKL_DEFAULT_TIMEOUT
Definition: GibbsKL_tpl.h:40
#define GIBBSKL_DRAWN_AT_RANDOM
Definition: GibbsKL_tpl.h:43
#define GIBBSKL_DEFAULT_BURNIN
Definition: GibbsKL_tpl.h:39
void setPeriodSize(Size p)
How many samples between two stopping is enable.
#define GIBBSKL_POURCENT_DRAWN_SAMPLE
Definition: GibbsKL_tpl.h:42
void setMinEpsilonRate(double rate)
Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|).
void setVerbosity(bool v)
Set the verbosity on (true) or off (false).
void setMaxTime(double timeout)
Stopping criterion on timeout.
#define GIBBSKL_DEFAULT_EPSILON
Definition: GibbsKL_tpl.h:35
#define GIBBSKL_DEFAULT_PERIOD_SIZE
Definition: GibbsKL_tpl.h:37
void setBurnIn(Size b)
Number of burn in for one iteration.
Definition: GibbsKL_tpl.h:181
void setMaxIter(Size max)
Stopping criterion on number of iterations.
#define GIBBSKL_DEFAULT_MIN_EPSILON_RATE
Definition: GibbsKL_tpl.h:36
void setEpsilon(double eps)
Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)|.
#define GIBBSKL_DEFAULT_VERBOSITY
Definition: GibbsKL_tpl.h:38
GibbsBNdistance(const IBayesNet< GUM_SCALAR > &P, const IBayesNet< GUM_SCALAR > &Q)
constructor must give 2 BNs
Definition: GibbsKL_tpl.h:49
#define GIBBSKL_DEFAULT_MAXITER
Definition: GibbsKL_tpl.h:34
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◆ GibbsBNdistance() [2/2]

template<typename GUM_SCALAR >
gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance ( const BNdistance< GUM_SCALAR > &  kl)
explicit

copy constructor

Definition at line 70 of file GibbsKL_tpl.h.

References GIBBSKL_DEFAULT_BURNIN, GIBBSKL_DEFAULT_EPSILON, GIBBSKL_DEFAULT_MAXITER, GIBBSKL_DEFAULT_MIN_EPSILON_RATE, GIBBSKL_DEFAULT_PERIOD_SIZE, GIBBSKL_DEFAULT_TIMEOUT, GIBBSKL_DEFAULT_VERBOSITY, gum::GibbsBNdistance< GUM_SCALAR >::setBurnIn(), gum::ApproximationScheme::setEpsilon(), gum::ApproximationScheme::setMaxIter(), gum::ApproximationScheme::setMaxTime(), gum::ApproximationScheme::setMinEpsilonRate(), gum::ApproximationScheme::setPeriodSize(), and gum::ApproximationScheme::setVerbosity().

71  :
72  BNdistance< GUM_SCALAR >(kl),
74  // Gibbs operator with 10% of nodes changes at random between each samples
75  ,
76  GibbsOperator< GUM_SCALAR >(
77  kl.p(),
78  nullptr,
79  1 + (kl.p().size() * GIBBSKL_POURCENT_DRAWN_SAMPLE / 100),
80  true) {
81  GUM_CONSTRUCTOR(GibbsBNdistance);
82 
90  }
#define GIBBSKL_DEFAULT_TIMEOUT
Definition: GibbsKL_tpl.h:40
#define GIBBSKL_DEFAULT_BURNIN
Definition: GibbsKL_tpl.h:39
void setPeriodSize(Size p)
How many samples between two stopping is enable.
#define GIBBSKL_POURCENT_DRAWN_SAMPLE
Definition: GibbsKL_tpl.h:42
void setMinEpsilonRate(double rate)
Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|).
void setVerbosity(bool v)
Set the verbosity on (true) or off (false).
void setMaxTime(double timeout)
Stopping criterion on timeout.
#define GIBBSKL_DEFAULT_EPSILON
Definition: GibbsKL_tpl.h:35
#define GIBBSKL_DEFAULT_PERIOD_SIZE
Definition: GibbsKL_tpl.h:37
void setBurnIn(Size b)
Number of burn in for one iteration.
Definition: GibbsKL_tpl.h:181
void setMaxIter(Size max)
Stopping criterion on number of iterations.
#define GIBBSKL_DEFAULT_MIN_EPSILON_RATE
Definition: GibbsKL_tpl.h:36
void setEpsilon(double eps)
Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)|.
#define GIBBSKL_DEFAULT_VERBOSITY
Definition: GibbsKL_tpl.h:38
GibbsBNdistance(const IBayesNet< GUM_SCALAR > &P, const IBayesNet< GUM_SCALAR > &Q)
constructor must give 2 BNs
Definition: GibbsKL_tpl.h:49
#define GIBBSKL_DEFAULT_MAXITER
Definition: GibbsKL_tpl.h:34
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◆ ~GibbsBNdistance()

template<typename GUM_SCALAR >
gum::GibbsBNdistance< GUM_SCALAR >::~GibbsBNdistance ( )

destructor

Definition at line 93 of file GibbsKL_tpl.h.

93  {
94  GUM_DESTRUCTOR(GibbsBNdistance);
95  }
GibbsBNdistance(const IBayesNet< GUM_SCALAR > &P, const IBayesNet< GUM_SCALAR > &Q)
constructor must give 2 BNs
Definition: GibbsKL_tpl.h:49

Member Function Documentation

◆ _computeKL()

template<typename GUM_SCALAR >
void gum::GibbsBNdistance< GUM_SCALAR >::_computeKL ( )
finalprotectedvirtual

Reimplemented from gum::BNdistance< GUM_SCALAR >.

Definition at line 98 of file GibbsKL_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_bhattacharya, gum::BNdistance< GUM_SCALAR >::_errorPQ, gum::BNdistance< GUM_SCALAR >::_errorQP, gum::BNdistance< GUM_SCALAR >::_hellinger, gum::BNdistance< GUM_SCALAR >::_jsd, gum::BNdistance< GUM_SCALAR >::_klPQ, gum::BNdistance< GUM_SCALAR >::_klQP, gum::BNdistance< GUM_SCALAR >::_p, gum::BNdistance< GUM_SCALAR >::_q, gum::GibbsBNdistance< GUM_SCALAR >::burnIn(), gum::ApproximationScheme::continueApproximationScheme(), gum::ApproximationScheme::disableMinEpsilonRate(), gum::ApproximationScheme::enableMinEpsilonRate(), gum::ApproximationScheme::initApproximationScheme(), gum::HashTable< Key, Val, Alloc >::insert(), gum::ApproximationScheme::isEnabledMinEpsilonRate(), gum::GibbsOperator< GUM_SCALAR >::monteCarloSample(), gum::Variable::name(), gum::Instantiation::nbrDim(), gum::ApproximationScheme::nbrIterations(), gum::GibbsOperator< GUM_SCALAR >::nextSample(), gum::ApproximationScheme::updateApproximationScheme(), and gum::Instantiation::variable().

98  {
99  auto Iq = _q.completeInstantiation();
100 
103 
104  // map between particle() variables and _q variables (using name of vars)
105  HashTable< const DiscreteVariable*, const DiscreteVariable* > map;
106 
107  for (Idx ite = 0; ite < I.nbrDim(); ++ite) {
108  map.insert(&I.variable(ite), &_q.variableFromName(I.variable(ite).name()));
109  }
110 
111  // BURN IN
112  for (Idx i = 0; i < burnIn(); i++)
113  I = this->nextSample(I);
114 
115  // SAMPLING
116  _klPQ = _klQP = _hellinger = _jsd = (GUM_SCALAR)0.0;
117  _errorPQ = _errorQP = 0;
119  GUM_SCALAR delta, ratio, error;
120  delta = ratio = error = (GUM_SCALAR)-1;
121  GUM_SCALAR oldPQ = 0.0;
122  GUM_SCALAR pp, pq, pmid;
123 
124  do {
125  this->disableMinEpsilonRate();
126  I = this->nextSample(I);
128 
129  //_p.synchroInstantiations( Ip,I);
130  Iq.setValsFrom(map, I);
131 
132  pp = _p.jointProbability(I);
133  pq = _q.jointProbability(Iq);
134  pmid = (pp + pq) / 2.0;
135 
136  if (pp != (GUM_SCALAR)0.0) {
137  _hellinger += std::pow(std::sqrt(pp) - std::sqrt(pq), 2) / pp;
138 
139  if (pq != (GUM_SCALAR)0.0) {
140  _bhattacharya += std::sqrt(pq / pp); // std::sqrt(pp*pq)/pp
142  this->enableMinEpsilonRate(); // replace check_rate=true;
143  ratio = pq / pp;
144  delta = (GUM_SCALAR)log2(ratio);
145  _klPQ += delta;
146 
147  // pmid!=0
148  _jsd -= log2(pp / pmid) + ratio * log2(pq / pmid);
149  } else {
150  _errorPQ++;
151  }
152  }
153 
154  if (pq != (GUM_SCALAR)0.0) {
155  if (pp != (GUM_SCALAR)0.0) {
156  // if we are here, it is certain that delta and ratio have been
157  // computed
158  // further lines above. (for now #112-113)
159  _klQP += (GUM_SCALAR)(-delta * ratio);
160  } else {
161  _errorQP++;
162  }
163  }
164 
165  if (this->isEnabledMinEpsilonRate()) { // replace check_rate
166  // delta is used as a temporary variable
167  delta = _klPQ / nbrIterations();
168  error = (GUM_SCALAR)std::abs(delta - oldPQ);
169  oldPQ = delta;
170  }
171  } while (continueApproximationScheme(error)); //
172 
173  _klPQ = -_klPQ / (nbrIterations());
174  _klQP = -_klQP / (nbrIterations());
175  _jsd = -0.5 * _jsd / (nbrIterations());
176  _hellinger = std::sqrt(_hellinger / nbrIterations());
177  _bhattacharya = -std::log(_bhattacharya / (nbrIterations()));
178  }
void disableMinEpsilonRate()
Disable stopping criterion on epsilon rate.
GUM_SCALAR _klPQ
Definition: BNdistance.h:136
GUM_SCALAR _bhattacharya
Definition: BNdistance.h:139
Idx nbrDim() const final
Returns the number of variables in the Instantiation.
const IBayesNet< GUM_SCALAR > & _p
Definition: BNdistance.h:133
void enableMinEpsilonRate()
Enable stopping criterion on epsilon rate.
GUM_SCALAR _jsd
Definition: BNdistance.h:140
void initApproximationScheme()
Initialise the scheme.
Size nbrIterations() const
Returns the number of iterations.
const IBayesNet< GUM_SCALAR > & _q
Definition: BNdistance.h:134
bool continueApproximationScheme(double error)
Update the scheme w.r.t the new error.
GUM_SCALAR _hellinger
Definition: BNdistance.h:138
bool isEnabledMinEpsilonRate() const
Returns true if stopping criterion on epsilon rate is enabled, false otherwise.
Instantiation nextSample(Instantiation prev)
draws next sample of Gibbs sampling
Size burnIn() const
Returns the number of burn in.
Definition: GibbsKL_tpl.h:186
Class for assigning/browsing values to tuples of discrete variables.
Definition: instantiation.h:80
GUM_SCALAR _klQP
Definition: BNdistance.h:137
Instantiation monteCarloSample()
draws a Monte Carlo sample
const std::string & name() const
returns the name of the variable
const DiscreteVariable & variable(Idx i) const final
Returns the variable at position i in the tuple.
void updateApproximationScheme(unsigned int incr=1)
Update the scheme w.r.t the new error and increment steps.
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◆ _process()

template<typename GUM_SCALAR >
void gum::BNdistance< GUM_SCALAR >::_process ( )
protectedinherited

Definition at line 175 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::__done, and gum::BNdistance< GUM_SCALAR >::_computeKL().

Referenced by gum::BNdistance< GUM_SCALAR >::bhattacharya(), gum::BNdistance< GUM_SCALAR >::errorPQ(), gum::BNdistance< GUM_SCALAR >::errorQP(), gum::BNdistance< GUM_SCALAR >::hellinger(), gum::BNdistance< GUM_SCALAR >::jsd(), gum::BNdistance< GUM_SCALAR >::klPQ(), and gum::BNdistance< GUM_SCALAR >::klQP().

175  {
176  if (!__done) {
177  _computeKL();
178  __done = true;
179  }
180  }
virtual void _computeKL()
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◆ bhattacharya()

template<typename GUM_SCALAR >
INLINE double gum::BNdistance< GUM_SCALAR >::bhattacharya ( )
inherited
Returns
Bhattacharya distance (
See also
http://en.wikipedia.org/wiki/Bhattacharya_distance)

Definition at line 90 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_bhattacharya, and gum::BNdistance< GUM_SCALAR >::_process().

90  {
91  _process();
92  return _bhattacharya;
93  }
GUM_SCALAR _bhattacharya
Definition: BNdistance.h:139
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◆ burnIn()

template<typename GUM_SCALAR >
Size gum::GibbsBNdistance< GUM_SCALAR >::burnIn ( ) const

Returns the number of burn in.

Returns
Returns the number of burn in.

Definition at line 186 of file GibbsKL_tpl.h.

References gum::ApproximationScheme::_burn_in.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL().

186  {
187  return this->_burn_in;
188  }
Size _burn_in
Number of iterations before checking stopping criteria.
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◆ continueApproximationScheme()

INLINE bool gum::ApproximationScheme::continueApproximationScheme ( double  error)
inherited

Update the scheme w.r.t the new error.

Test the stopping criterion that are enabled.

Parameters
errorThe new error value.
Returns
false if state become != ApproximationSchemeSTATE::Continue
Exceptions
OperationNotAllowedRaised if state != ApproximationSchemeSTATE::Continue.

Definition at line 225 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_epsilon, gum::ApproximationScheme::_current_rate, gum::ApproximationScheme::_current_state, gum::ApproximationScheme::_current_step, gum::ApproximationScheme::_enabled_eps, gum::ApproximationScheme::_enabled_max_iter, gum::ApproximationScheme::_enabled_max_time, gum::ApproximationScheme::_enabled_min_rate_eps, gum::ApproximationScheme::_eps, gum::ApproximationScheme::_history, gum::ApproximationScheme::_last_epsilon, gum::ApproximationScheme::_max_iter, gum::ApproximationScheme::_max_time, gum::ApproximationScheme::_min_rate_eps, gum::ApproximationScheme::_stopScheme(), gum::ApproximationScheme::_timer, gum::IApproximationSchemeConfiguration::Continue, gum::IApproximationSchemeConfiguration::Epsilon, GUM_EMIT3, GUM_ERROR, gum::IApproximationSchemeConfiguration::Limit, gum::IApproximationSchemeConfiguration::messageApproximationScheme(), gum::IApproximationSchemeConfiguration::onProgress, gum::IApproximationSchemeConfiguration::Rate, gum::ApproximationScheme::startOfPeriod(), gum::ApproximationScheme::stateApproximationScheme(), gum::Timer::step(), gum::IApproximationSchemeConfiguration::TimeLimit, and gum::ApproximationScheme::verbosity().

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::SamplingInference< GUM_SCALAR >::_loopApproxInference(), gum::learning::DAG2BNLearner< ALLOC >::createBN(), gum::learning::GreedyHillClimbing::learnStructure(), gum::learning::LocalSearchWithTabuList::learnStructure(), and gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::makeInference().

225  {
226  // For coherence, we fix the time used in the method
227 
228  double timer_step = _timer.step();
229 
230  if (_enabled_max_time) {
231  if (timer_step > _max_time) {
233  return false;
234  }
235  }
236 
237  if (!startOfPeriod()) { return true; }
238 
240  GUM_ERROR(OperationNotAllowed,
241  "state of the approximation scheme is not correct : "
243  }
244 
245  if (verbosity()) { _history.push_back(error); }
246 
247  if (_enabled_max_iter) {
248  if (_current_step > _max_iter) {
250  return false;
251  }
252  }
253 
255  _current_epsilon = error; // eps rate isEnabled needs it so affectation was
256  // moved from eps isEnabled below
257 
258  if (_enabled_eps) {
259  if (_current_epsilon <= _eps) {
261  return false;
262  }
263  }
264 
265  if (_last_epsilon >= 0.) {
266  if (_current_epsilon > .0) {
267  // ! _current_epsilon can be 0. AND epsilon
268  // isEnabled can be disabled !
269  _current_rate =
271  }
272  // limit with current eps ---> 0 is | 1 - ( last_eps / 0 ) | --->
273  // infinity the else means a return false if we isEnabled the rate below,
274  // as we would have returned false if epsilon isEnabled was enabled
275  else {
277  }
278 
279  if (_enabled_min_rate_eps) {
280  if (_current_rate <= _min_rate_eps) {
282  return false;
283  }
284  }
285  }
286 
288  if (onProgress.hasListener()) {
290  }
291 
292  return true;
293  } else {
294  return false;
295  }
296  }
double step() const
Returns the delta time between now and the last reset() call (or the constructor).
Definition: timer_inl.h:39
Signaler3< Size, double, double > onProgress
Progression, error and time.
bool _enabled_max_iter
If true, the maximum iterations stopping criterion is enabled.
bool _enabled_eps
If true, the threshold convergence is enabled.
void _stopScheme(ApproximationSchemeSTATE new_state)
Stop the scheme given a new state.
double _current_epsilon
Current epsilon.
bool _enabled_min_rate_eps
If true, the minimal threshold for epsilon rate is enabled.
bool startOfPeriod()
Returns true if we are at the beginning of a period (compute error is mandatory). ...
double _eps
Threshold for convergence.
double _current_rate
Current rate.
bool _enabled_max_time
If true, the timeout is enabled.
Size _current_step
The current step.
std::vector< double > _history
The scheme history, used only if verbosity == true.
double _min_rate_eps
Threshold for the epsilon rate.
ApproximationSchemeSTATE stateApproximationScheme() const
Returns the approximation scheme state.
bool verbosity() const
Returns true if verbosity is enabled.
std::string messageApproximationScheme() const
Returns the approximation scheme message.
double _last_epsilon
Last epsilon value.
Size _max_iter
The maximum iterations.
#define GUM_EMIT3(signal, arg1, arg2, arg3)
Definition: signaler3.h:40
ApproximationSchemeSTATE _current_state
The current state.
double _max_time
The timeout.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ currentTime()

INLINE double gum::ApproximationScheme::currentTime ( ) const
virtualinherited

Returns the current running time in second.

Returns
Returns the current running time in second.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 126 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_timer, and gum::Timer::step().

Referenced by gum::learning::genericBNLearner::currentTime().

126 { return _timer.step(); }
double step() const
Returns the delta time between now and the last reset() call (or the constructor).
Definition: timer_inl.h:39
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◆ difficulty()

template<typename GUM_SCALAR >
Complexity gum::BNdistance< GUM_SCALAR >::difficulty ( ) const
inherited

return KL::Complexity::Heavy,KL::Complexity::Difficult,KL::Complexity::Correct depending on the BNs __p and __q

Definition at line 67 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::__difficulty.

67  {
68  return __difficulty;
69  }
Complexity __difficulty
Definition: BNdistance.h:147

◆ disableEpsilon()

INLINE void gum::ApproximationScheme::disableEpsilon ( )
virtualinherited

Disable stopping criterion on epsilon.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 52 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_eps.

Referenced by gum::learning::genericBNLearner::disableEpsilon().

52 { _enabled_eps = false; }
bool _enabled_eps
If true, the threshold convergence is enabled.
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◆ disableMaxIter()

INLINE void gum::ApproximationScheme::disableMaxIter ( )
virtualinherited

Disable stopping criterion on max iterations.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 103 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_iter.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::__mcInitApproximationScheme(), gum::learning::genericBNLearner::disableMaxIter(), and gum::learning::GreedyHillClimbing::GreedyHillClimbing().

103 { _enabled_max_iter = false; }
bool _enabled_max_iter
If true, the maximum iterations stopping criterion is enabled.
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◆ disableMaxTime()

INLINE void gum::ApproximationScheme::disableMaxTime ( )
virtualinherited

Disable stopping criterion on timeout.

Returns
Disable stopping criterion on timeout.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 129 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_time.

Referenced by gum::learning::genericBNLearner::disableMaxTime(), and gum::learning::GreedyHillClimbing::GreedyHillClimbing().

129 { _enabled_max_time = false; }
bool _enabled_max_time
If true, the timeout is enabled.
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◆ disableMinEpsilonRate()

INLINE void gum::ApproximationScheme::disableMinEpsilonRate ( )
virtualinherited

Disable stopping criterion on epsilon rate.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 77 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_min_rate_eps.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::__mcInitApproximationScheme(), gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::learning::genericBNLearner::disableMinEpsilonRate(), and gum::learning::GreedyHillClimbing::GreedyHillClimbing().

77  {
78  _enabled_min_rate_eps = false;
79  }
bool _enabled_min_rate_eps
If true, the minimal threshold for epsilon rate is enabled.
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◆ enableEpsilon()

INLINE void gum::ApproximationScheme::enableEpsilon ( )
virtualinherited

Enable stopping criterion on epsilon.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 55 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_eps.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::__mcInitApproximationScheme(), and gum::learning::genericBNLearner::enableEpsilon().

55 { _enabled_eps = true; }
bool _enabled_eps
If true, the threshold convergence is enabled.
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◆ enableMaxIter()

INLINE void gum::ApproximationScheme::enableMaxIter ( )
virtualinherited

Enable stopping criterion on max iterations.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 106 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_iter.

Referenced by gum::learning::genericBNLearner::enableMaxIter().

106 { _enabled_max_iter = true; }
bool _enabled_max_iter
If true, the maximum iterations stopping criterion is enabled.
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◆ enableMaxTime()

INLINE void gum::ApproximationScheme::enableMaxTime ( )
virtualinherited

Enable stopping criterion on timeout.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 132 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_time.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::CNMonteCarloSampling(), and gum::learning::genericBNLearner::enableMaxTime().

132 { _enabled_max_time = true; }
bool _enabled_max_time
If true, the timeout is enabled.
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◆ enableMinEpsilonRate()

INLINE void gum::ApproximationScheme::enableMinEpsilonRate ( )
virtualinherited

Enable stopping criterion on epsilon rate.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 82 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_min_rate_eps.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), and gum::learning::genericBNLearner::enableMinEpsilonRate().

82  {
83  _enabled_min_rate_eps = true;
84  }
bool _enabled_min_rate_eps
If true, the minimal threshold for epsilon rate is enabled.
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◆ epsilon()

INLINE double gum::ApproximationScheme::epsilon ( ) const
virtualinherited

Returns the value of epsilon.

Returns
Returns the value of epsilon.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 49 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_eps.

Referenced by gum::ImportanceSampling< GUM_SCALAR >::_onContextualize(), and gum::learning::genericBNLearner::epsilon().

49 { return _eps; }
double _eps
Threshold for convergence.
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◆ errorPQ()

template<typename GUM_SCALAR >
INLINE Size gum::BNdistance< GUM_SCALAR >::errorPQ ( )
inherited
Returns
the number of errors while processing divergence KL(P||Q)

Definition at line 102 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_errorPQ, and gum::BNdistance< GUM_SCALAR >::_process().

102  {
103  _process();
104  return _errorPQ;
105  }
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◆ errorQP()

template<typename GUM_SCALAR >
INLINE Size gum::BNdistance< GUM_SCALAR >::errorQP ( )
inherited
Returns
the number of errors while processing divergence KL(Q||P)

Definition at line 108 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_errorQP, and gum::BNdistance< GUM_SCALAR >::_process().

108  {
109  _process();
110  return _errorQP;
111  }
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◆ hellinger()

template<typename GUM_SCALAR >
INLINE double gum::BNdistance< GUM_SCALAR >::hellinger ( )
inherited
Returns
hellinger distance (
See also
http://en.wikipedia.org/wiki/Hellinger_distance)

Definition at line 84 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_hellinger, and gum::BNdistance< GUM_SCALAR >::_process().

84  {
85  _process();
86  return _hellinger;
87  }
GUM_SCALAR _hellinger
Definition: BNdistance.h:138
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◆ history()

INLINE const std::vector< double > & gum::ApproximationScheme::history ( ) const
virtualinherited

Returns the scheme history.

Returns
Returns the scheme history.
Exceptions
OperationNotAllowedRaised if the scheme did not performed or if verbosity is set to false.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 171 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_history, GUM_ERROR, gum::ApproximationScheme::stateApproximationScheme(), gum::IApproximationSchemeConfiguration::Undefined, and gum::ApproximationScheme::verbosity().

Referenced by gum::learning::genericBNLearner::history().

171  {
173  GUM_ERROR(OperationNotAllowed,
174  "state of the approximation scheme is udefined");
175  }
176 
177  if (verbosity() == false) {
178  GUM_ERROR(OperationNotAllowed, "No history when verbosity=false");
179  }
180 
181  return _history;
182  }
std::vector< double > _history
The scheme history, used only if verbosity == true.
ApproximationSchemeSTATE stateApproximationScheme() const
Returns the approximation scheme state.
bool verbosity() const
Returns true if verbosity is enabled.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ initApproximationScheme()

INLINE void gum::ApproximationScheme::initApproximationScheme ( )
inherited

Initialise the scheme.

Definition at line 185 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_epsilon, gum::ApproximationScheme::_current_rate, gum::ApproximationScheme::_current_state, gum::ApproximationScheme::_current_step, gum::ApproximationScheme::_history, gum::ApproximationScheme::_timer, gum::IApproximationSchemeConfiguration::Continue, and gum::Timer::reset().

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::__mcInitApproximationScheme(), gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::SamplingInference< GUM_SCALAR >::_loopApproxInference(), gum::SamplingInference< GUM_SCALAR >::_onStateChanged(), gum::learning::DAG2BNLearner< ALLOC >::createBN(), gum::learning::GreedyHillClimbing::learnStructure(), and gum::learning::LocalSearchWithTabuList::learnStructure().

185  {
187  _current_step = 0;
189  _history.clear();
190  _timer.reset();
191  }
double _current_epsilon
Current epsilon.
void reset()
Reset the timer.
Definition: timer_inl.h:29
double _current_rate
Current rate.
Size _current_step
The current step.
std::vector< double > _history
The scheme history, used only if verbosity == true.
ApproximationSchemeSTATE _current_state
The current state.
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◆ isDrawnAtRandom()

template<typename GUM_SCALAR >
bool gum::GibbsOperator< GUM_SCALAR >::isDrawnAtRandom ( ) const
inlineinherited

Definition at line 67 of file gibbsOperator.h.

References gum::GibbsOperator< GUM_SCALAR >::_atRandom.

67 { return _atRandom; }

◆ isEnabledEpsilon()

INLINE bool gum::ApproximationScheme::isEnabledEpsilon ( ) const
virtualinherited

Returns true if stopping criterion on epsilon is enabled, false otherwise.

Returns
Returns true if stopping criterion on epsilon is enabled, false otherwise.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 59 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_eps.

Referenced by gum::learning::genericBNLearner::isEnabledEpsilon().

59  {
60  return _enabled_eps;
61  }
bool _enabled_eps
If true, the threshold convergence is enabled.
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◆ isEnabledMaxIter()

INLINE bool gum::ApproximationScheme::isEnabledMaxIter ( ) const
virtualinherited

Returns true if stopping criterion on max iterations is enabled, false otherwise.

Returns
Returns true if stopping criterion on max iterations is enabled, false otherwise.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 110 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_iter.

Referenced by gum::learning::genericBNLearner::isEnabledMaxIter().

110  {
111  return _enabled_max_iter;
112  }
bool _enabled_max_iter
If true, the maximum iterations stopping criterion is enabled.
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◆ isEnabledMaxTime()

INLINE bool gum::ApproximationScheme::isEnabledMaxTime ( ) const
virtualinherited

Returns true if stopping criterion on timeout is enabled, false otherwise.

Returns
Returns true if stopping criterion on timeout is enabled, false otherwise.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 136 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_time.

Referenced by gum::learning::genericBNLearner::isEnabledMaxTime().

136  {
137  return _enabled_max_time;
138  }
bool _enabled_max_time
If true, the timeout is enabled.
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◆ isEnabledMinEpsilonRate()

INLINE bool gum::ApproximationScheme::isEnabledMinEpsilonRate ( ) const
virtualinherited

Returns true if stopping criterion on epsilon rate is enabled, false otherwise.

Returns
Returns true if stopping criterion on epsilon rate is enabled, false otherwise.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 88 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_min_rate_eps.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), and gum::learning::genericBNLearner::isEnabledMinEpsilonRate().

88  {
89  return _enabled_min_rate_eps;
90  }
bool _enabled_min_rate_eps
If true, the minimal threshold for epsilon rate is enabled.
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◆ jsd()

template<typename GUM_SCALAR >
INLINE double gum::BNdistance< GUM_SCALAR >::jsd ( )
inherited
Returns
Jensen-Shannon divergence(
See also
https://en.wikipedia.org/wiki/Jensen%E2%80%93Shannon_divergence)

Definition at line 96 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_jsd, and gum::BNdistance< GUM_SCALAR >::_process().

96  {
97  _process();
98  return _jsd;
99  }
GUM_SCALAR _jsd
Definition: BNdistance.h:140
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◆ klPQ()

template<typename GUM_SCALAR >
INLINE double gum::BNdistance< GUM_SCALAR >::klPQ ( )
inherited
Returns
divergence KL(P||Q)

Definition at line 72 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_klPQ, and gum::BNdistance< GUM_SCALAR >::_process().

72  {
73  _process();
74  return _klPQ;
75  }
GUM_SCALAR _klPQ
Definition: BNdistance.h:136
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◆ klQP()

template<typename GUM_SCALAR >
INLINE double gum::BNdistance< GUM_SCALAR >::klQP ( )
inherited
Returns
divergence KL(Q||P)

Definition at line 78 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_klQP, and gum::BNdistance< GUM_SCALAR >::_process().

78  {
79  _process();
80  return _klQP;
81  }
GUM_SCALAR _klQP
Definition: BNdistance.h:137
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◆ maxIter()

INLINE Size gum::ApproximationScheme::maxIter ( ) const
virtualinherited

Returns the criterion on number of iterations.

Returns
Returns the criterion on number of iterations.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 100 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_max_iter.

Referenced by gum::learning::genericBNLearner::maxIter().

100 { return _max_iter; }
Size _max_iter
The maximum iterations.
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◆ maxTime()

INLINE double gum::ApproximationScheme::maxTime ( ) const
virtualinherited

Returns the timeout (in seconds).

Returns
Returns the timeout (in seconds).

Implements gum::IApproximationSchemeConfiguration.

Definition at line 123 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_max_time.

Referenced by gum::learning::genericBNLearner::maxTime().

123 { return _max_time; }
double _max_time
The timeout.
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◆ messageApproximationScheme()

INLINE std::string gum::IApproximationSchemeConfiguration::messageApproximationScheme ( ) const
inherited

Returns the approximation scheme message.

Returns
Returns the approximation scheme message.

Definition at line 38 of file IApproximationSchemeConfiguration_inl.h.

References gum::IApproximationSchemeConfiguration::Continue, gum::IApproximationSchemeConfiguration::Epsilon, gum::IApproximationSchemeConfiguration::epsilon(), gum::IApproximationSchemeConfiguration::Limit, gum::IApproximationSchemeConfiguration::maxIter(), gum::IApproximationSchemeConfiguration::maxTime(), gum::IApproximationSchemeConfiguration::minEpsilonRate(), gum::IApproximationSchemeConfiguration::Rate, gum::IApproximationSchemeConfiguration::stateApproximationScheme(), gum::IApproximationSchemeConfiguration::Stopped, gum::IApproximationSchemeConfiguration::TimeLimit, and gum::IApproximationSchemeConfiguration::Undefined.

Referenced by gum::ApproximationScheme::_stopScheme(), gum::ApproximationScheme::continueApproximationScheme(), and gum::credal::InferenceEngine< GUM_SCALAR >::getApproximationSchemeMsg().

38  {
39  std::stringstream s;
40 
41  switch (stateApproximationScheme()) {
42  case ApproximationSchemeSTATE::Continue: s << "in progress"; break;
43 
45  s << "stopped with epsilon=" << epsilon();
46  break;
47 
49  s << "stopped with rate=" << minEpsilonRate();
50  break;
51 
53  s << "stopped with max iteration=" << maxIter();
54  break;
55 
57  s << "stopped with timeout=" << maxTime();
58  break;
59 
60  case ApproximationSchemeSTATE::Stopped: s << "stopped on request"; break;
61 
62  case ApproximationSchemeSTATE::Undefined: s << "undefined state"; break;
63  };
64 
65  return s.str();
66  }
virtual double epsilon() const =0
Returns the value of epsilon.
virtual ApproximationSchemeSTATE stateApproximationScheme() const =0
Returns the approximation scheme state.
virtual double maxTime() const =0
Returns the timeout (in seconds).
virtual Size maxIter() const =0
Returns the criterion on number of iterations.
virtual double minEpsilonRate() const =0
Returns the value of the minimal epsilon rate.
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◆ minEpsilonRate()

INLINE double gum::ApproximationScheme::minEpsilonRate ( ) const
virtualinherited

Returns the value of the minimal epsilon rate.

Returns
Returns the value of the minimal epsilon rate.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 72 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_min_rate_eps.

Referenced by gum::learning::genericBNLearner::minEpsilonRate().

72  {
73  return _min_rate_eps;
74  }
double _min_rate_eps
Threshold for the epsilon rate.
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◆ monteCarloSample()

template<typename GUM_SCALAR >
Instantiation gum::GibbsOperator< GUM_SCALAR >::monteCarloSample ( )
inherited

draws a Monte Carlo sample

returns a MC sample This is not a really sample since we take into account evidence without care about parent of evidence, etc. This is just a not-so-bad first sample for GibbsSampler

Definition at line 67 of file gibbsOperator_tpl.h.

References gum::GibbsOperator< GUM_SCALAR >::__drawVarMonteCarlo(), gum::GibbsOperator< GUM_SCALAR >::_hardEv, gum::GibbsOperator< GUM_SCALAR >::_sampling_bn, gum::Instantiation::add(), and gum::Instantiation::chgVal().

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::GibbsSampling< GUM_SCALAR >::_monteCarloSample(), and gum::GibbsOperator< GUM_SCALAR >::setDrawnAtRandom().

67  {
69 
70  for (const auto nod : _sampling_bn.topologicalOrder()) {
71  I.add(_sampling_bn.variable(nod));
72  if (_hardEv != nullptr && _hardEv->exists(nod)) {
73  I.chgVal(_sampling_bn.variable(nod), (*_hardEv)[nod]);
74  } else {
75  __drawVarMonteCarlo(nod, &I);
76  }
77  }
78  return I;
79  }
void __drawVarMonteCarlo(NodeId nod, Instantiation *I)
Instantiation & chgVal(const DiscreteVariable &v, Idx newval)
Assign newval to variable v in the Instantiation.
const IBayesNet< GUM_SCALAR > & _sampling_bn
Definition: gibbsOperator.h:80
const NodeProperty< Idx > * _hardEv
Definition: gibbsOperator.h:81
Class for assigning/browsing values to tuples of discrete variables.
Definition: instantiation.h:80
void add(const DiscreteVariable &v) final
Adds a new variable in the Instantiation.
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◆ nbrDrawnVar()

template<typename GUM_SCALAR >
Size gum::GibbsOperator< GUM_SCALAR >::nbrDrawnVar ( ) const
inlineinherited

Getters and setters.

Definition at line 63 of file gibbsOperator.h.

References gum::GibbsOperator< GUM_SCALAR >::_nbr.

63 { return _nbr; }

◆ nbrIterations()

INLINE Size gum::ApproximationScheme::nbrIterations ( ) const
virtualinherited

Returns the number of iterations.

Returns
Returns the number of iterations.
Exceptions
OperationNotAllowedRaised if the scheme did not perform.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 161 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_step, GUM_ERROR, gum::ApproximationScheme::stateApproximationScheme(), and gum::IApproximationSchemeConfiguration::Undefined.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), and gum::learning::genericBNLearner::nbrIterations().

161  {
163  GUM_ERROR(OperationNotAllowed,
164  "state of the approximation scheme is undefined");
165  }
166 
167  return _current_step;
168  }
Size _current_step
The current step.
ApproximationSchemeSTATE stateApproximationScheme() const
Returns the approximation scheme state.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ nextSample()

template<typename GUM_SCALAR >
Instantiation gum::GibbsOperator< GUM_SCALAR >::nextSample ( Instantiation  prev)
inherited

draws next sample of Gibbs sampling

Definition at line 92 of file gibbsOperator_tpl.h.

References gum::GibbsOperator< GUM_SCALAR >::__GibbsSample(), gum::GibbsOperator< GUM_SCALAR >::_atRandom, gum::GibbsOperator< GUM_SCALAR >::_counting, gum::GibbsOperator< GUM_SCALAR >::_nbr, gum::GibbsOperator< GUM_SCALAR >::_samplingNodes, gum::randomValue(), and gum::SequenceImplementation< Key, Alloc, Gen >::size().

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::GibbsSampling< GUM_SCALAR >::_draw(), and gum::GibbsOperator< GUM_SCALAR >::setDrawnAtRandom().

92  {
93  for (Idx i = 0; i < _nbr; i++) {
96  this->__GibbsSample(_samplingNodes[pos], &prev);
97  _counting++;
98  }
99  return prev;
100  }
Idx randomValue(const Size max=2)
Returns a random Idx between 0 and max-1 included.
Size size() const noexcept
Returns the size of the sequence.
Definition: sequence_tpl.h:35
Sequence< NodeId > _samplingNodes
Definition: gibbsOperator.h:82
Size _counting
number of samples drawn
Definition: gibbsOperator.h:79
void __GibbsSample(NodeId id, Instantiation *I)
change in Instantiation I a new drawn value for id
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◆ p()

template<typename GUM_SCALAR >
INLINE const IBayesNet< GUM_SCALAR > & gum::BNdistance< GUM_SCALAR >::p ( ) const
inherited
Returns
p

Definition at line 114 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_p.

114  {
115  return _p;
116  }
const IBayesNet< GUM_SCALAR > & _p
Definition: BNdistance.h:133

◆ periodSize()

INLINE Size gum::ApproximationScheme::periodSize ( ) const
virtualinherited

Returns the period size.

Returns
Returns the period size.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 147 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_period_size.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::makeInference(), and gum::learning::genericBNLearner::periodSize().

147 { return _period_size; }
Size _period_size
Checking criteria frequency.
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◆ q()

template<typename GUM_SCALAR >
INLINE const IBayesNet< GUM_SCALAR > & gum::BNdistance< GUM_SCALAR >::q ( ) const
inherited
Returns
q

Definition at line 119 of file BNdistance_tpl.h.

References gum::BNdistance< GUM_SCALAR >::_q.

119  {
120  return _q;
121  }
const IBayesNet< GUM_SCALAR > & _q
Definition: BNdistance.h:134

◆ remainingBurnIn()

INLINE Size gum::ApproximationScheme::remainingBurnIn ( )
inherited

Returns the remaining burn in.

Returns
Returns the remaining burn in.

Definition at line 208 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_burn_in, and gum::ApproximationScheme::_current_step.

208  {
209  if (_burn_in > _current_step) {
210  return _burn_in - _current_step;
211  } else {
212  return 0;
213  }
214  }
Size _burn_in
Number of iterations before checking stopping criteria.
Size _current_step
The current step.

◆ setBurnIn()

template<typename GUM_SCALAR >
void gum::GibbsBNdistance< GUM_SCALAR >::setBurnIn ( Size  b)

Number of burn in for one iteration.

Parameters
bThe number of burn in.
Exceptions
OutOfLowerBoundRaised if b < 1.

Definition at line 181 of file GibbsKL_tpl.h.

References gum::ApproximationScheme::_burn_in.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance().

181  {
182  this->_burn_in = b;
183  }
Size _burn_in
Number of iterations before checking stopping criteria.
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◆ setDrawnAtRandom()

template<typename GUM_SCALAR >
void gum::GibbsOperator< GUM_SCALAR >::setDrawnAtRandom ( bool  atRandom)
inlineinherited

Definition at line 69 of file gibbsOperator.h.

References gum::GibbsOperator< GUM_SCALAR >::_atRandom, gum::GibbsOperator< GUM_SCALAR >::monteCarloSample(), and gum::GibbsOperator< GUM_SCALAR >::nextSample().

69 { _atRandom = atRandom; }
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◆ setEpsilon()

INLINE void gum::ApproximationScheme::setEpsilon ( double  eps)
virtualinherited

Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)|.

If the criterion was disabled it will be enabled.

Parameters
epsThe new epsilon value.
Exceptions
OutOfLowerBoundRaised if eps < 0.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 41 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_eps, gum::ApproximationScheme::_eps, and GUM_ERROR.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::__mcInitApproximationScheme(), gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::GibbsSampling< GUM_SCALAR >::GibbsSampling(), gum::learning::GreedyHillClimbing::GreedyHillClimbing(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setEpsilon().

41  {
42  if (eps < 0.) { GUM_ERROR(OutOfLowerBound, "eps should be >=0"); }
43 
44  _eps = eps;
45  _enabled_eps = true;
46  }
bool _enabled_eps
If true, the threshold convergence is enabled.
double _eps
Threshold for convergence.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ setMaxIter()

INLINE void gum::ApproximationScheme::setMaxIter ( Size  max)
virtualinherited

Stopping criterion on number of iterations.

If the criterion was disabled it will be enabled.

Parameters
maxThe maximum number of iterations.
Exceptions
OutOfLowerBoundRaised if max <= 1.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 93 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_iter, gum::ApproximationScheme::_max_iter, and GUM_ERROR.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setMaxIter().

93  {
94  if (max < 1) { GUM_ERROR(OutOfLowerBound, "max should be >=1"); }
95  _max_iter = max;
96  _enabled_max_iter = true;
97  }
bool _enabled_max_iter
If true, the maximum iterations stopping criterion is enabled.
Size _max_iter
The maximum iterations.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ setMaxTime()

INLINE void gum::ApproximationScheme::setMaxTime ( double  timeout)
virtualinherited

Stopping criterion on timeout.

If the criterion was disabled it will be enabled.

Parameters
timeoutThe timeout value in seconds.
Exceptions
OutOfLowerBoundRaised if timeout <= 0.0.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 116 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_max_time, gum::ApproximationScheme::_max_time, and GUM_ERROR.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::CNMonteCarloSampling(), gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setMaxTime().

116  {
117  if (timeout <= 0.) { GUM_ERROR(OutOfLowerBound, "timeout should be >0."); }
118  _max_time = timeout;
119  _enabled_max_time = true;
120  }
bool _enabled_max_time
If true, the timeout is enabled.
double _max_time
The timeout.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ setMinEpsilonRate()

INLINE void gum::ApproximationScheme::setMinEpsilonRate ( double  rate)
virtualinherited

Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|).

If the criterion was disabled it will be enabled

Parameters
rateThe minimal epsilon rate.
Exceptions
OutOfLowerBoundif rate<0

Implements gum::IApproximationSchemeConfiguration.

Definition at line 64 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_enabled_min_rate_eps, gum::ApproximationScheme::_min_rate_eps, and GUM_ERROR.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::GibbsSampling< GUM_SCALAR >::GibbsSampling(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setMinEpsilonRate().

64  {
65  if (rate < 0) { GUM_ERROR(OutOfLowerBound, "rate should be >=0"); }
66 
67  _min_rate_eps = rate;
68  _enabled_min_rate_eps = true;
69  }
bool _enabled_min_rate_eps
If true, the minimal threshold for epsilon rate is enabled.
double _min_rate_eps
Threshold for the epsilon rate.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ setNbrDrawnVar()

template<typename GUM_SCALAR >
void gum::GibbsOperator< GUM_SCALAR >::setNbrDrawnVar ( Size  nbr)
inlineinherited

Definition at line 65 of file gibbsOperator.h.

References gum::GibbsOperator< GUM_SCALAR >::_nbr.

65 { _nbr = nbr; }

◆ setPeriodSize()

INLINE void gum::ApproximationScheme::setPeriodSize ( Size  p)
virtualinherited

How many samples between two stopping is enable.

Parameters
pThe new period value.
Exceptions
OutOfLowerBoundRaised if p < 1.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 141 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_period_size, and GUM_ERROR.

Referenced by gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::CNMonteCarloSampling(), gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setPeriodSize().

141  {
142  if (p < 1) { GUM_ERROR(OutOfLowerBound, "p should be >=1"); }
143 
144  _period_size = p;
145  }
Size _period_size
Checking criteria frequency.
#define GUM_ERROR(type, msg)
Definition: exceptions.h:52
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◆ setVerbosity()

INLINE void gum::ApproximationScheme::setVerbosity ( bool  v)
virtualinherited

Set the verbosity on (true) or off (false).

Parameters
vIf true, then verbosity is turned on.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 150 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_verbosity.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(), gum::SamplingInference< GUM_SCALAR >::SamplingInference(), and gum::learning::genericBNLearner::setVerbosity().

150 { _verbosity = v; }
bool _verbosity
If true, verbosity is enabled.
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◆ startOfPeriod()

INLINE bool gum::ApproximationScheme::startOfPeriod ( )
inherited

Returns true if we are at the beginning of a period (compute error is mandatory).

Returns
Returns true if we are at the beginning of a period (compute error is mandatory).

Definition at line 195 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_burn_in, gum::ApproximationScheme::_current_step, and gum::ApproximationScheme::_period_size.

Referenced by gum::ApproximationScheme::continueApproximationScheme().

195  {
196  if (_current_step < _burn_in) { return false; }
197 
198  if (_period_size == 1) { return true; }
199 
200  return ((_current_step - _burn_in) % _period_size == 0);
201  }
Size _burn_in
Number of iterations before checking stopping criteria.
Size _current_step
The current step.
Size _period_size
Checking criteria frequency.
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◆ stateApproximationScheme()

INLINE IApproximationSchemeConfiguration::ApproximationSchemeSTATE gum::ApproximationScheme::stateApproximationScheme ( ) const
virtualinherited

Returns the approximation scheme state.

Returns
Returns the approximation scheme state.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 156 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_state.

Referenced by gum::ApproximationScheme::continueApproximationScheme(), gum::ApproximationScheme::history(), gum::ApproximationScheme::nbrIterations(), and gum::learning::genericBNLearner::stateApproximationScheme().

156  {
157  return _current_state;
158  }
ApproximationSchemeSTATE _current_state
The current state.
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◆ stopApproximationScheme()

INLINE void gum::ApproximationScheme::stopApproximationScheme ( )
inherited

Stop the approximation scheme.

Definition at line 217 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_state, gum::ApproximationScheme::_stopScheme(), gum::IApproximationSchemeConfiguration::Continue, and gum::IApproximationSchemeConfiguration::Stopped.

Referenced by gum::learning::DAG2BNLearner< ALLOC >::createBN(), gum::learning::GreedyHillClimbing::learnStructure(), and gum::learning::LocalSearchWithTabuList::learnStructure().

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◆ updateApproximationScheme()

INLINE void gum::ApproximationScheme::updateApproximationScheme ( unsigned int  incr = 1)
inherited

Update the scheme w.r.t the new error and increment steps.

Parameters
incrThe new increment steps.

Definition at line 204 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_current_step.

Referenced by gum::GibbsBNdistance< GUM_SCALAR >::_computeKL(), gum::SamplingInference< GUM_SCALAR >::_loopApproxInference(), gum::learning::DAG2BNLearner< ALLOC >::createBN(), gum::learning::GreedyHillClimbing::learnStructure(), gum::learning::LocalSearchWithTabuList::learnStructure(), and gum::credal::CNMonteCarloSampling< GUM_SCALAR, BNInferenceEngine >::makeInference().

204  {
205  _current_step += incr;
206  }
Size _current_step
The current step.
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◆ verbosity()

INLINE bool gum::ApproximationScheme::verbosity ( ) const
virtualinherited

Returns true if verbosity is enabled.

Returns
Returns true if verbosity is enabled.

Implements gum::IApproximationSchemeConfiguration.

Definition at line 152 of file approximationScheme_inl.h.

References gum::ApproximationScheme::_verbosity.

Referenced by gum::ApproximationScheme::continueApproximationScheme(), gum::ApproximationScheme::history(), and gum::learning::genericBNLearner::verbosity().

152 { return _verbosity; }
bool _verbosity
If true, verbosity is enabled.
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Member Data Documentation

◆ _atRandom

template<typename GUM_SCALAR >
bool gum::GibbsOperator< GUM_SCALAR >::_atRandom
protectedinherited

◆ _bhattacharya

template<typename GUM_SCALAR>
GUM_SCALAR gum::BNdistance< GUM_SCALAR >::_bhattacharya
protectedinherited

◆ _burn_in

◆ _counting

template<typename GUM_SCALAR >
Size gum::GibbsOperator< GUM_SCALAR >::_counting
protectedinherited

number of samples drawn

Definition at line 79 of file gibbsOperator.h.

Referenced by gum::GibbsOperator< GUM_SCALAR >::nextSample().

◆ _current_epsilon

double gum::ApproximationScheme::_current_epsilon
protectedinherited

◆ _current_rate

double gum::ApproximationScheme::_current_rate
protectedinherited

◆ _current_state

◆ _current_step

◆ _enabled_eps

◆ _enabled_max_iter

bool gum::ApproximationScheme::_enabled_max_iter
protectedinherited

◆ _enabled_max_time

◆ _enabled_min_rate_eps

bool gum::ApproximationScheme::_enabled_min_rate_eps
protectedinherited

◆ _eps

double gum::ApproximationScheme::_eps
protectedinherited

◆ _errorPQ

template<typename GUM_SCALAR>
Size gum::BNdistance< GUM_SCALAR >::_errorPQ
protectedinherited

◆ _errorQP

template<typename GUM_SCALAR>
Size gum::BNdistance< GUM_SCALAR >::_errorQP
protectedinherited

◆ _hardEv

template<typename GUM_SCALAR >
const NodeProperty< Idx >* gum::GibbsOperator< GUM_SCALAR >::_hardEv
protectedinherited

◆ _hellinger

template<typename GUM_SCALAR>
GUM_SCALAR gum::BNdistance< GUM_SCALAR >::_hellinger
protectedinherited

◆ _history

std::vector< double > gum::ApproximationScheme::_history
protectedinherited

◆ _jsd

template<typename GUM_SCALAR>
GUM_SCALAR gum::BNdistance< GUM_SCALAR >::_jsd
protectedinherited

◆ _klPQ

template<typename GUM_SCALAR>
GUM_SCALAR gum::BNdistance< GUM_SCALAR >::_klPQ
protectedinherited

◆ _klQP

template<typename GUM_SCALAR>
GUM_SCALAR gum::BNdistance< GUM_SCALAR >::_klQP
protectedinherited

◆ _last_epsilon

double gum::ApproximationScheme::_last_epsilon
protectedinherited

Last epsilon value.

Definition at line 370 of file approximationScheme.h.

Referenced by gum::ApproximationScheme::continueApproximationScheme().

◆ _max_iter

Size gum::ApproximationScheme::_max_iter
protectedinherited

◆ _max_time

double gum::ApproximationScheme::_max_time
protectedinherited

◆ _min_rate_eps

double gum::ApproximationScheme::_min_rate_eps
protectedinherited

◆ _nbr

◆ _p

◆ _period_size

Size gum::ApproximationScheme::_period_size
protectedinherited

◆ _q

◆ _sampling_bn

◆ _samplingNodes

template<typename GUM_SCALAR >
Sequence< NodeId > gum::GibbsOperator< GUM_SCALAR >::_samplingNodes
protectedinherited

◆ _timer

◆ _verbosity

bool gum::ApproximationScheme::_verbosity
protectedinherited

If true, verbosity is enabled.

Definition at line 418 of file approximationScheme.h.

Referenced by gum::ApproximationScheme::setVerbosity(), and gum::ApproximationScheme::verbosity().

◆ onProgress

◆ onStop

Signaler1< std::string > gum::IApproximationSchemeConfiguration::onStop
inherited

Criteria messageApproximationScheme.

Definition at line 60 of file IApproximationSchemeConfiguration.h.

Referenced by gum::ApproximationScheme::_stopScheme(), and gum::learning::genericBNLearner::distributeStop().


The documentation for this class was generated from the following files: