def makeConsistent(self):
weight = 0
for node, val in self.unpropagatedObservations.iteritems():
appNode = self.getConstrainableNode(node)
# print "PROPAGATE", node, appNode
scaffold = constructScaffold(self, [OrderedSet([appNode])])
rhoWeight, _ = detachAndExtract(self, scaffold)
scaffold.lkernels[appNode] = DeterministicLKernel(
self.pspAt(appNode), val)
xiWeight = regenAndAttach(self, scaffold, False, OmegaDB(),
OrderedDict())
# If xiWeight is -inf, we are in an impossible state, but that might be ok.
# Finish constraining, to avoid downstream invariant violations.
node.observe(val)
constrain(self, appNode, node.observedValue)
weight += xiWeight
weight -= rhoWeight
self.unpropagatedObservations.clear()
if not math.isnan(weight):
# Note: +inf weight is possible at spikes in density against
# Lebesgue measure.
return weight
else:
# How could we get a NaN here?
# If one observation made the state inconsistent, the rhoWeight
# of another might conceivably be infinite, possibly leading to
# a nan weight. I want to normalize these to indicating that
# the resulting state is impossible.
return float("-inf")
def likelihood_weight(self):
# TODO This is a different control path from primitive_infer
# because it needs to return the weight, and that didn't used to
# return values when this was writen.
scaffold = BlockScaffoldIndexer("default", "all").sampleIndex(self)
(_rhoWeight, rhoDB) = detachAndExtract(self, scaffold)
xiWeight = regenAndAttach(self, scaffold, False, rhoDB, OrderedDict())
# Always "accept"
return xiWeight
def detach_for_proposal(self, scaffold):
pnodes = scaffold.getPrincipalNodes()
currentValues = infer.getCurrentValues(self, pnodes)
infer.registerDeterministicLKernels(self, scaffold, pnodes,
currentValues)
rhoWeight, rhoDB = detachAndExtract(self, scaffold)
infer.unregisterDeterministicLKernels(
self, scaffold, pnodes
) # de-mutate the scaffold in case it is used for subsequent operations
return rhoWeight, rhoDB
def log_likelihood_at(trace, args):
(scaffolders, transitions, _) = dispatch_arguments(trace, ("bogon",) + args)
if transitions > 0:
# Don't want to think about the interaction between 'each' and the
# value this is supposed to return.
assert len(scaffolders) == 1, "log_likelihood_at doesn't support 'each'"
scaffold = scaffolders[0].sampleIndex(trace)
(_rhoWeight, rhoDB) = detachAndExtract(trace, scaffold)
xiWeight = regenAndAttach(trace, scaffold, True, rhoDB, OrderedDict())
# Old state restored, don't need to do anything else
return xiWeight
else:
return 0.0
def log_joint_at(trace, args):
(scaffolders, transitions, _) = dispatch_arguments(trace, ("bogon",) + args)
if transitions > 0:
# Don't want to think about the interaction between 'each' and the
# value this is supposed to return.
assert len(scaffolders) == 1, "log_joint_at doesn't support 'each'"
scaffold = scaffolders[0].sampleIndex(trace)
pnodes = scaffold.getPrincipalNodes()
currentValues = getCurrentValues(trace, pnodes)
registerDeterministicLKernels(trace, scaffold, pnodes, currentValues,
unconditional=True)
(_rhoWeight, rhoDB) = detachAndExtract(trace, scaffold)
xiWeight = regenAndAttach(trace, scaffold, True, rhoDB, OrderedDict())
# Old state restored, don't need to do anything else
return xiWeight
else:
return 0.0
def __call__(self, trace, scaffolder):
# CONSDIER how to unify this code with EnumerativeGibbsOperator.
# Problems:
# - a torus cannot be copied by copy_trace
# - a particle cannot be copied by copy_trace either
# - copy_trace undoes incorporation (on Lite traces)
scaffold = scaffolder.sampleIndex(trace)
assertTrace(trace, scaffold)
pnodes = scaffold.getPrincipalNodes()
allSetsOfValues = \
getCartesianProductOfEnumeratedValuesWithAddresses(trace, pnodes)
xiWeights = []
xiParticles = []
for newValuesWithAddresses in allSetsOfValues:
xiParticle = self.copy_trace(trace)
# CONSIDER what to do with the weight from this
xiParticle.makeConsistent()
# Impossible original state is probably fine
# ASSUME the scaffolder is deterministic. Have to make the
# scaffold again b/c detach mutates it, and b/c it may not work
# across copies of the trace.
scaffold = scaffolder.sampleIndex(xiParticle)
(rhoWeight, _) = detachAndExtract(xiParticle, scaffold)
assertTorus(scaffold)
registerDeterministicLKernelsByAddress(xiParticle, scaffold,
newValuesWithAddresses)
xiWeight = regenAndAttach(xiParticle, scaffold, False, OmegaDB(),
OrderedDict())
xiParticles.append(xiParticle)
# CONSIDER What to do with the rhoWeight. Subtract off the
# likelihood? Subtract off the prior and the likelihood? Do
# nothing? Subtracting off the likelihood makes
# hmm-approx-filter.vnt from ppaml-cps/cp4/p3_hmm be
# deterministic (except roundoff effects), but that may be an
# artifact of the way that program is written.
xiWeights.append(xiWeight - rhoWeight)
return (xiParticles, xiWeights)
def compute_particles(self, trace, scaffold):
assertTrace(trace, scaffold)
pnodes = scaffold.getPrincipalNodes()
currentValues = getCurrentValues(trace, pnodes)
registerDeterministicLKernels(trace, scaffold, pnodes, currentValues)
rhoWeight, self.rhoDB = detachAndExtract(trace, scaffold)
xiWeights = []
xiParticles = []
allSetsOfValues = getCartesianProductOfEnumeratedValues(trace, pnodes)
for newValues in allSetsOfValues:
if newValues == currentValues:
# If there are random choices downstream, keep their current values.
# This follows the auxiliary variable method in Neal 2000,
# "Markov Chain Sampling Methods for Dirichlet Process Models"
# (Algorithm 8 with m = 1).
# Otherwise, we may target the wrong stationary distribution.
# See testEnumerativeGibbsBrushRandomness in
# test/inference_language/test_enumerative_gibbs.py for an
# example.
shouldRestore = True
omegaDB = self.rhoDB
else:
shouldRestore = False
omegaDB = OmegaDB()
xiParticle = self.copy_trace(trace)
assertTorus(scaffold)
registerDeterministicLKernels(trace, scaffold, pnodes, newValues)
xiParticles.append(xiParticle)
xiWeights.append(
regenAndAttach(xiParticle, scaffold, shouldRestore, omegaDB,
OrderedDict()))
# if shouldRestore:
# assert_almost_equal(xiWeights[-1], rhoWeight)
return (xiParticles, xiWeights)
def checkInvariants(self):
# print "Begin invariant check"
assert len(self.unpropagatedObservations) == 0, \
"Don't checkInvariants with unpropagated observations"
rcs = copy.copy(self.rcs)
ccs = copy.copy(self.ccs)
aes = copy.copy(self.aes)
scopes = OrderedDict()
for (scope_name, scope) in self.scopes.iteritems():
new_scope = SamplableMap()
for (block_name, block) in scope.iteritems():
new_scope[block_name] = copy.copy(block)
scopes[scope_name] = new_scope
scaffold = BlockScaffoldIndexer("default", "all").sampleIndex(self)
rhoWeight, rhoDB = detachAndExtract(self, scaffold)
assert len(
self.rcs) == 0, "Global detach left random choices registered"
# TODO What if an observed random choice had registered an
# AEKernel? Will that be left here?
assert len(self.aes) == 0, "Global detach left AEKernels registered"
assert len(
self.scopes
) == 1, "Global detach left random choices in non-default scope %s" % self.scopes
assert len(
self.scopes['default']
) == 0, "Global detach left random choices in default scope %s" % self.scopes[
'default']
xiWeight = regenAndAttach(self, scaffold, True, rhoDB, OrderedDict())
# XXX Apparently detach/regen sometimes has the effect of changing
# the order of rcs.
assert set(rcs) == set(
self.rcs
), "Global detach/restore changed the registered random choices from %s to %s" % (
rcs, self.rcs)
assert ccs == self.ccs, "Global detach/restore changed the registered constrained choices from %s to %s" % (
ccs, self.ccs)
assert aes == self.aes, "Global detach/restore changed the registered AEKernels from %s to %s" % (
aes, self.aes)
for scope_name in OrderedSet(scopes.keys()).union(self.scopes.keys()):
if scope_name in scopes and scope_name not in self.scopes:
assert False, "Global detach/restore destroyed scope %s with blocks %s" % (
scope_name, scopes[scope_name])
if scope_name not in scopes and scope_name in self.scopes:
assert False, "Global detach/restore created scope %s with blocks %s" % (
scope_name, self.scopes[scope_name])
scope = scopes[scope_name]
new_scope = self.scopes[scope_name]
for block_name in OrderedSet(scope.keys()).union(new_scope.keys()):
if block_name in scope and block_name not in new_scope:
assert False, "Global detach/restore destroyed block %s, %s with nodes %s" % (
scope_name, block_name, scope[block_name])
if block_name not in scope and block_name in new_scope:
assert False, "Global detach/restore created block %s, %s with nodes %s" % (
scope_name, block_name, new_scope[block_name])
assert scope[block_name] == new_scope[
block_name], "Global detach/restore changed the addresses in block %s, %s from %s to %s" % (
scope_name, block_name, scope[block_name],
new_scope[block_name])
assert_allclose(
rhoWeight,
xiWeight,
err_msg="Global restore gave different weight from detach")
def just_detach(self, scaffold):
return detachAndExtract(self, scaffold)
