com.expleague.ml.data.softBorders.GibbsExpWeightedPermutationsWalker Maven / Gradle / Ivy
package com.expleague.ml.data.softBorders;
import com.expleague.commons.random.FastRandom;
import com.expleague.commons.util.ArrayTools;
import com.expleague.commons.util.Combinatorics;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;
/**
* Created by noxoomo on 06/11/2016.
*/
public class GibbsExpWeightedPermutationsWalker implements Sampler {
private final int blockSize;
private final double lambda;
private final List blockPermutations;
private final double[] localWeights;
private final int[] localRanks;
private final FastRandom random = new FastRandom();
private final double[] rankWeights;
private final int[] cursor;
public GibbsExpWeightedPermutationsWalker(final int n,
final double lambda) {
this(n, lambda, null);
}
public GibbsExpWeightedPermutationsWalker(final int n,
final double lambda,
final double[] rankWeights) {
this.blockSize = Math.min(4, n);
this.cursor = ArrayTools.sequence(0, n);
if (rankWeights != null) {
assert (rankWeights.length == n);
this.rankWeights = rankWeights;
} else {
this.rankWeights = new double[n];
ArrayTools.fill(this.rankWeights, 1.0);
}
for (int i = 1; i < n; ++i) {
this.rankWeights[i] += this.rankWeights[i - 1];
}
this.lambda = lambda;
this.blockPermutations = new ArrayList<>();
Combinatorics.Permutations permutations = new Combinatorics.Permutations(blockSize);
while (permutations.hasNext()) {
blockPermutations.add(permutations.next());
}
this.localWeights = new double[blockPermutations.size()];
this.localRanks = new int[blockSize];
}
private void sampleBlock(int start) {
System.arraycopy(cursor, start, localRanks, 0, blockSize);
double totalWeight = 0;
for (int idx = 0; idx < blockPermutations.size(); ++idx) {
final int[] permutation = blockPermutations.get(idx);
double permutationWeight = 0;
for (int j = 0; j < blockSize; ++j) {
final int rk = localRanks[permutation[j]];
final double weightDiff = Math.abs(rankWeights[rk] - rankWeights[start + j]);
permutationWeight += weightDiff;
}
permutationWeight *= lambda;
localWeights[idx] = Math.exp(-permutationWeight);
totalWeight += localWeights[idx];
}
double gain = random.nextDouble() * totalWeight;
int takenIdx = -1;
while (gain > 0) {
gain -= localWeights[++takenIdx];
}
final int[] permutation = blockPermutations.get(takenIdx);
for (int i = 0; i < blockSize; ++i) {
cursor[start + i] = localRanks[permutation[i]];
}
}
public int[] sample() {
for (int iter = 0; iter < cursor.length; ++iter) {
sampleBlock(random.nextInt(cursor.length - blockSize + 1));
}
return cursor;
}
public static void main(final String[] args) {
final GibbsExpWeightedPermutationsWalker permutations = new GibbsExpWeightedPermutationsWalker(20, 0.5);
for (int i = 0; i < 50; ++i) {
System.out.println(Arrays.toString(permutations.sample()));
}
}
}
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