approximationScheme_inl.h

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#include <agrum/agrum.h>
// To help IDE parser
#include <agrum/core/approximations/approximationScheme.h>

namespace gum {

  // Given that we approximate f(t), stopping criterion on |f(t+1)-f(t)| If
  // the criterion was disabled it will be enabled
  INLINE void ApproximationScheme::setEpsilon(double eps) {
    if (eps < 0.) { GUM_ERROR(OutOfLowerBound, "eps should be >=0"); }

    _eps = eps;
    _enabled_eps = true;
  }

  // Get the value of epsilon
  INLINE double ApproximationScheme::epsilon() const { return _eps; }

  // Disable stopping criterion on epsilon
  INLINE void ApproximationScheme::disableEpsilon() { _enabled_eps = false; }

  // Enable stopping criterion on epsilon
  INLINE void ApproximationScheme::enableEpsilon() { _enabled_eps = true; }

  // @return true if stopping criterion on epsilon is enabled, false
  // otherwise
  INLINE bool ApproximationScheme::isEnabledEpsilon() const {
    return _enabled_eps;
  }

  // Given that we approximate f(t), stopping criterion on d/dt(|f(t+1)-f(t)|)
  INLINE void ApproximationScheme::setMinEpsilonRate(double rate) {
    if (rate < 0) { GUM_ERROR(OutOfLowerBound, "rate should be >=0"); }

    _min_rate_eps = rate;
    _enabled_min_rate_eps = true;
  }

  // Get the value of the minimal epsilon rate
  INLINE double ApproximationScheme::minEpsilonRate() const {
    return _min_rate_eps;
  }

  // Disable stopping criterion on epsilon rate
  INLINE void ApproximationScheme::disableMinEpsilonRate() {
    _enabled_min_rate_eps = false;
  }

  // Enable stopping criterion on epsilon rate
  INLINE void ApproximationScheme::enableMinEpsilonRate() {
    _enabled_min_rate_eps = true;
  }

  // @return true if stopping criterion on epsilon rate is enabled, false
  // otherwise
  INLINE bool ApproximationScheme::isEnabledMinEpsilonRate() const {
    return _enabled_min_rate_eps;
  }

  // stopping criterion on number of iterations
  INLINE void ApproximationScheme::setMaxIter(Size max) {
    if (max < 1) { GUM_ERROR(OutOfLowerBound, "max should be >=1"); }
    _max_iter = max;
    _enabled_max_iter = true;
  }

  // @return the criterion on number of iterations
  INLINE Size ApproximationScheme::maxIter() const { return _max_iter; }

  // Disable stopping criterion on max iterations
  INLINE void ApproximationScheme::disableMaxIter() { _enabled_max_iter = false; }

  // Enable stopping criterion on max iterations
  INLINE void ApproximationScheme::enableMaxIter() { _enabled_max_iter = true; }

  // @return true if stopping criterion on max iterations is enabled, false
  // otherwise
  INLINE bool ApproximationScheme::isEnabledMaxIter() const {
    return _enabled_max_iter;
  }

  // stopping criterion on timeout (in seconds)
  // If the criterion was disabled it will be enabled
  INLINE void ApproximationScheme::setMaxTime(double timeout) {
    if (timeout <= 0.) { GUM_ERROR(OutOfLowerBound, "timeout should be >0."); }
    _max_time = timeout;
    _enabled_max_time = true;
  }

  // returns the timeout (in seconds)
  INLINE double ApproximationScheme::maxTime() const { return _max_time; }

  // get the current running time in second (double)
  INLINE double ApproximationScheme::currentTime() const { return _timer.step(); }

  // Disable stopping criterion on timeout
  INLINE void ApproximationScheme::disableMaxTime() { _enabled_max_time = false; }

  // Enable stopping criterion on timeout
  INLINE void ApproximationScheme::enableMaxTime() { _enabled_max_time = true; }

  // @return true if stopping criterion on timeout is enabled, false
  // otherwise
  INLINE bool ApproximationScheme::isEnabledMaxTime() const {
    return _enabled_max_time;
  }

  // how many samples between 2 stopping isEnableds
  INLINE void ApproximationScheme::setPeriodSize(Size p) {
    if (p < 1) { GUM_ERROR(OutOfLowerBound, "p should be >=1"); }

    _period_size = p;
  }

  INLINE Size ApproximationScheme::periodSize() const { return _period_size; }

  // verbosity
  INLINE void ApproximationScheme::setVerbosity(bool v) { _verbosity = v; }

  INLINE bool ApproximationScheme::verbosity() const { return _verbosity; }

  // history
  INLINE IApproximationSchemeConfiguration::ApproximationSchemeSTATE
         ApproximationScheme::stateApproximationScheme() const {
    return _current_state;
  }

  // @throw OperationNotAllowed if scheme not performed
  INLINE Size ApproximationScheme::nbrIterations() const {
    if (stateApproximationScheme() == ApproximationSchemeSTATE::Undefined) {
      GUM_ERROR(OperationNotAllowed,
                "state of the approximation scheme is undefined");
    }

    return _current_step;
  }

  // @throw OperationNotAllowed if scheme not performed or verbosity=false
  INLINE const std::vector< double >& ApproximationScheme::history() const {
    if (stateApproximationScheme() == ApproximationSchemeSTATE::Undefined) {
      GUM_ERROR(OperationNotAllowed,
                "state of the approximation scheme is udefined");
    }

    if (verbosity() == false) {
      GUM_ERROR(OperationNotAllowed, "No history when verbosity=false");
    }

    return _history;
  }

  // initialise the scheme
  INLINE void ApproximationScheme::initApproximationScheme() {
    _current_state = ApproximationSchemeSTATE::Continue;
    _current_step = 0;
    _current_epsilon = _current_rate = -1.0;
    _history.clear();
    _timer.reset();
  }

  // @return true if we are at the beginning of a period (compute error is
  // mandatory)
  INLINE bool ApproximationScheme::startOfPeriod() {
    if (_current_step < _burn_in) { return false; }

    if (_period_size == 1) { return true; }

    return ((_current_step - _burn_in) % _period_size == 0);
  }

  // update the scheme w.r.t the new error and incr steps
  INLINE void ApproximationScheme::updateApproximationScheme(unsigned int incr) {
    _current_step += incr;
  }

  INLINE Size ApproximationScheme::remainingBurnIn() {
    if (_burn_in > _current_step) {
      return _burn_in - _current_step;
    } else {
      return 0;
    }
  }

  // stop approximation scheme by user request.
  INLINE void ApproximationScheme::stopApproximationScheme() {
    if (_current_state == ApproximationSchemeSTATE::Continue) {
      _stopScheme(ApproximationSchemeSTATE::Stopped);
    }
  }

  // update the scheme w.r.t the new error. Test the stopping criterions that
  // are enabled
  INLINE bool ApproximationScheme::continueApproximationScheme(double error) {
    // For coherence, we fix the time used in the method

    double timer_step = _timer.step();

    if (_enabled_max_time) {
      if (timer_step > _max_time) {
        _stopScheme(ApproximationSchemeSTATE::TimeLimit);
        return false;
      }
    }

    if (!startOfPeriod()) { return true; }

    if (_current_state != ApproximationSchemeSTATE::Continue) {
      GUM_ERROR(OperationNotAllowed,
                "state of the approximation scheme is not correct : "
                   + messageApproximationScheme());
    }

    if (verbosity()) { _history.push_back(error); }

    if (_enabled_max_iter) {
      if (_current_step > _max_iter) {
        _stopScheme(ApproximationSchemeSTATE::Limit);
        return false;
      }
    }

    _last_epsilon = _current_epsilon;
    _current_epsilon = error;   // eps rate isEnabled needs it so affectation was
    // moved from eps isEnabled below

    if (_enabled_eps) {
      if (_current_epsilon <= _eps) {
        _stopScheme(ApproximationSchemeSTATE::Epsilon);
        return false;
      }
    }

    if (_last_epsilon >= 0.) {
      if (_current_epsilon > .0) {
        // ! _current_epsilon can be 0. AND epsilon
        // isEnabled can be disabled !
        _current_rate =
           std::fabs((_current_epsilon - _last_epsilon) / _current_epsilon);
      }
      // limit with current eps ---> 0 is | 1 - ( last_eps / 0 ) | --->
      // infinity the else means a return false if we isEnabled the rate below,
      // as we would have returned false if epsilon isEnabled was enabled
      else {
        _current_rate = _min_rate_eps;
      }

      if (_enabled_min_rate_eps) {
        if (_current_rate <= _min_rate_eps) {
          _stopScheme(ApproximationSchemeSTATE::Rate);
          return false;
        }
      }
    }

    if (stateApproximationScheme() == ApproximationSchemeSTATE::Continue) {
      if (onProgress.hasListener()) {
        GUM_EMIT3(onProgress, _current_step, _current_epsilon, timer_step);
      }

      return true;
    } else {
      return false;
    }
  }

  INLINE void
     ApproximationScheme::_stopScheme(ApproximationSchemeSTATE new_state) {
    if (new_state == ApproximationSchemeSTATE::Continue) { return; }

    if (new_state == ApproximationSchemeSTATE::Undefined) { return; }

    _current_state = new_state;
    _timer.pause();

    if (onStop.hasListener()) { GUM_EMIT1(onStop, messageApproximationScheme()); }
  }

}   // namespace gum