Repository navigation
Expand file tree
/
Copy pathtree_class.cpp
More file actions
694 lines (559 loc) · 26.9 KB
/
Copy pathtree_class.cpp
File metadata and controls
694 lines (559 loc) · 26.9 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
//
// tree_class.cpp
// Surfing
//
// Created by Meng Li on 7/15/16.
// Copyright © 2016 Meng Li. All rights reserved.
//
#include "tree_class.hpp"
#include "helper.hpp"
class_tree::class_tree (const vec& obs_input, uvec& dimension_input)
{
obs = obs_input;
dimension = dimension_input;
Col<uword> J_vec = log2(dimension);
uvec num_node = 2 * dimension - 1; //total number of nodes
N = prod(num_node);
m = J_vec.n_elem;
uvec rank = linspace<uvec>(1, N, N);
umat tube_rank = rank_vec2tube(rank, num_node); //intermediate step, will not output
umat tube_level = floor(log2(tube_rank)); //intermediate step, will not output
Mat<uword> rank_left_child(N, m), rank_right_child(N, m), rank_parent(N, m), dividible(N, m), root(N, m);
umat left_child = tube_rank - 2 * floor(tube_rank / 2); // (tube_rank % 2 == 0)
for (int d=0; d < m; d++)
{
tube_rank.col(d) *= 2;
rank_left_child.col(d) = rank_tube2vec(tube_rank, num_node);
tube_rank.col(d) += 1;
rank_right_child.col(d) = rank_tube2vec(tube_rank, num_node);
tube_rank.col(d) -= 1;
tube_rank.col(d) /= 2;
umat temp_temp = tube_rank;
temp_temp.col(d) /= 2;
rank_parent.col(d) = rank_tube2vec(floor(temp_temp), num_node);
dividible.col(d) = (tube_level.col(d) < J_vec(d));
root.col(d) = (tube_rank.col(d) == 0);
}
rank_left_child_2 = rank_left_child;
rank_right_child_2 = rank_right_child;
dividible_2 = dividible;
level = sum(tube_level, 1); // calculate grand level
num_child = sum(dividible, 1);
// uvec level = sum(tube_level, 1); // calculate grand level
// vec num_child = conv_to< vec >::from(sum(dividible, 1));
total_level = sum(J_vec);
// each level: return a field
F.set_size(total_level + 1);
// field<uvec> F(total_level + 1); // store level 0 to 'total_level'
for (int l = 0; l <= total_level; l++){
F(l) = (find(level == l));
};
// information for 'families': nodes that have (parents, children)
// initialize it at d = 0
// first generate N by d tube, then extract the 'temp' elements
// for high dimension: use loops over dimension and 'push.back' instead of expanding to tubes
uvec temp = find(dividible > 0);
umat temp_node_idx_d = repmat(rank - 1, 1, m);
node_idx_d = temp_node_idx_d(temp);
left_idx_d = rank_left_child(temp) - 1;
right_idx_d = rank_right_child(temp) - 1;
pair_N = temp.n_elem;
umat temp_direction = repmat(linspace<uvec>(0, m - 1, m), 1, N);
umat temp_directioin_2 = temp_direction.t();
pair_direction = temp_directioin_2(temp);
umat rep_level = repmat(level, 1, m);
pair_level = rep_level(temp);
// mat rep_num_child = repmat(num_child, 1, m);
// vec pair_num_child = rep_num_child(temp);
umat cum_sum_dividible = cumsum(dividible, 1); //cumsum of each row
uvec pair_cumsum_direction = cum_sum_dividible(temp); // temporary need - clean finally
uvec pair_dividible = dividible(temp);
// calculate F(l), flag_first, flag_not_first only for non-atom nodes
// use atom-nodes for initilization
// field<uvec> flag_first(total_level + 1, m + 1); // dth direction & first cut
// field<uvec> flag_not_first(total_level + 1, m); // dth direction & not first cut
flag_first.set_size((total_level + 1) * (m + 1));
flag_not_first.set_size((total_level + 1) * (m + 1));
// R <-> cpp: transfer: as<field>: there is a bug
// such that flag_first becomes a field with 1 column
// we vectorize the index
// (x, y) -> x + y * (total_level + 1)
for (int l = 0; l <= total_level; l++){
for (int d = 0; d < m; d++)
{
flag_first(l + d * (total_level + 1)) = find((pair_level == l) % (pair_direction == d) % (pair_cumsum_direction == 1));
flag_not_first(l + d * (total_level + 1)) = find((pair_level == l) % (pair_direction == d) % (pair_cumsum_direction > 1));
};
// uvec flag_first_temp = flag_first(l);
// for (int d = 1; d < m; d++)
// {
// flag_first_temp.insert_rows(flag_first_temp.n_elem, flag_first(l + d * (total_level + 1)));
// };
flag_first(l + m * (total_level + 1)) = find((pair_level == l) % (pair_cumsum_direction == 1));
flag_not_first(l + m * (total_level + 1)) = find(pair_level == l);
};
// 'rank' of node is not sorted by 'level'; we need to create a map to find the index of parent nodes
uvec atom_indicator = (num_child > 0);
compact_idx_map = cumsum(atom_indicator) - 1;
compact_idx_map(find(num_child == 0)).fill(-1); // '-1' is not supposed to be used; put here to detect bugs
// all nodes: N; nodes that are d-type parent(family) - pair_N; nodes that are parent - N_prime;
// pair_N is more than N_prime: in pair_N, nodes replicated if they are different types of parent
N_prime = N - prod(dimension); // number of nodes except the last level
vec v1 = arma::conv_to< vec >::from(total_level - level);
n_A = exp2(v1);
// v = sqrt(n_A);
num_child_double = arma::conv_to< vec >::from(num_child);
// rescale sum
rescale_sum = accu(obs) / sqrt(obs.n_elem);
// calculate 'obs' (y), 'ss' (ss), 'w_d' (w) for each node - bottom up
y.set_size(N); ss.set_size(N);
// vec y(N, fill::zeros), ss(N, fill::zeros);
y(F(total_level)) = obs;
ss(F(total_level)) = obs % obs;
for (int l = total_level - 1; l >= 0;l --){ // current level
uvec index = flag_first(l + m * (total_level + 1)); // select the current node has dth cut & first cut
uvec left_index = left_idx_d(index);
uvec right_index = right_idx_d(index);
uvec idx_node = node_idx_d(index);
y(idx_node) = y(left_index) + y(right_index);
ss(idx_node) = ss(left_index) + ss(right_index);
}
ss_adjust_orig = ss - ((y % y) / n_A);
w_d_orig = y(left_idx_d) - y(right_idx_d);
w_d_orig.each_col() /= sqrt(n_A(node_idx_d));
}
vec class_tree::get_phi_map(const mat& par, const vec& w_d, const vec& ss_adjust)
{
// parameters: 3 rows by (total_level + 1): last element is sigma
vec rho_vec = par.col(0);
vec tau_vec = par.col(1);
vec eta_vec = par.col(2);
double sigma = eta_vec(total_level);
eta_vec.shed_row(total_level);
vec M_d(pair_N);
vec log_rho = log(rho_vec);
vec log_rho_c = log(1 - rho_vec);
for (int i = 0; i < pair_N; i++)
{
M_d(i) = log_exp_x_plus_exp_y(log_rho(pair_level(i)) + log_ratio_function(w_d(i) / sigma, tau_vec(pair_level(i))),
log_rho_c(pair_level(i)) ) + normal_logpdf(w_d(i), sigma);
};
vec log_Phi(N_prime); // from node 0 to node (N_prime - 1);
vec log_p0 = (n_A - 1) * (log_inv_sqrt_2pi - log(sigma)) - (0.5 * (1/sigma) * (1/sigma)) * ss_adjust;
// eta_vec(total_level - 1) not used at all
for (int l = total_level - 1; l >= 0; l --) // current level
{
double eta = eta_vec(l);
if (l == (total_level - 1))
// initialize log_Phi: level (J - 1)
// features: children levels log_Phi = 0;
// nodes (current level) only has 1 cut direction -> lambda_d = 1, num_child = 1
{
for (int d = 0; d < m; d++)
{
uvec idx_d = flag_first(l + d * (total_level + 1)); // if the current node has dth cut & first cut
uvec idx_node = compact_idx_map(node_idx_d(idx_d));
log_Phi(idx_node) = M_d(idx_d);
};
}
else
{
// update log_Phi
for (int d = 0; d < m; d++)
{
uvec index = flag_first(l + d * (total_level + 1)); // if the current node has dth cut & first cut
uvec left_index = compact_idx_map(left_idx_d(index));
uvec right_index = compact_idx_map(right_idx_d(index));
uvec idx_node = compact_idx_map(node_idx_d(index));
log_Phi(idx_node) = log_Phi(left_index) + log_Phi(right_index) + M_d(index);
index = flag_not_first(l + d * (total_level + 1)); // if the current node has more than dth cut
left_index = compact_idx_map(left_idx_d(index));
right_index = compact_idx_map(right_idx_d(index));
idx_node = compact_idx_map(node_idx_d(index));
log_Phi(idx_node) = log_exp_x_plus_exp_y_vec(log_Phi(idx_node),
log_Phi(left_index) + log_Phi(right_index) + M_d(index));
};
}
uvec idx_node = F(l);
uvec compact_idx_node = compact_idx_map(idx_node);
log_Phi(compact_idx_node) -= log(num_child_double(idx_node));
log_Phi(compact_idx_node) = log_exp_x_plus_exp_y_vec(log(eta) + log_p0(idx_node), log(1 - eta) + log_Phi(compact_idx_node));
};
return log_Phi;
};
// [[Rcpp::export]]
double class_tree::marginal_likelihood(const mat& par)
{
// parameters: 3 rows by (total_level + 1): last element is sigma
vec rho_vec = par.col(0);
vec tau_vec = par.col(1);
vec eta_vec = par.col(2);
double sigma = eta_vec(total_level);
eta_vec.shed_row(total_level);
vec M_d(pair_N);
vec log_rho = log(rho_vec);
vec log_rho_c = log(1 - rho_vec);
vec w_d(N, fill::zeros), ss_adjust(N, fill::zeros);
w_d = w_d_orig;
ss_adjust = ss_adjust_orig;
for (int i = 0; i < pair_N; i++)
{
M_d(i) = log_exp_x_plus_exp_y(log_rho(pair_level(i)) + log_ratio_function(w_d(i) / sigma, tau_vec(pair_level(i))),
log_rho_c(pair_level(i)) ) + normal_logpdf(w_d(i), sigma);
};
vec log_Phi(N_prime); // from node 0 to node (N_prime - 1);
vec log_p0 = (n_A - 1) * (log_inv_sqrt_2pi - log(sigma)) - (0.5 * (1/sigma) * (1/sigma)) * ss_adjust;
// eta_vec(total_level - 1) not used at all
for (int l = total_level - 1; l >= 0; l --) // current level
{
double eta = eta_vec(l);
if (l == (total_level - 1))
// initialize log_Phi: level (J - 1)
// features: children levels log_Phi = 0;
// nodes (current level) only has 1 cut direction -> lambda_d = 1, num_child = 1
{
for (int d = 0; d < m; d++)
{
uvec idx_d = flag_first(l + d * (total_level + 1)); // if the current node has dth cut & first cut
uvec idx_node = compact_idx_map(node_idx_d(idx_d));
log_Phi(idx_node) = M_d(idx_d);
};
}
else
{
// update log_Phi
for (int d = 0; d < m; d++)
{
uvec index = flag_first(l + d * (total_level + 1)); // if the current node has dth cut & first cut
uvec left_index = compact_idx_map(left_idx_d(index));
uvec right_index = compact_idx_map(right_idx_d(index));
uvec idx_node = compact_idx_map(node_idx_d(index));
log_Phi(idx_node) = log_Phi(left_index) + log_Phi(right_index) + M_d(index);
index = flag_not_first(l + d * (total_level + 1)); // if the current node has more than dth cut
left_index = compact_idx_map(left_idx_d(index));
right_index = compact_idx_map(right_idx_d(index));
idx_node = compact_idx_map(node_idx_d(index));
log_Phi(idx_node) = log_exp_x_plus_exp_y_vec(log_Phi(idx_node),
log_Phi(left_index) + log_Phi(right_index) + M_d(index));
};
}
uvec idx_node = F(l);
uvec compact_idx_node = compact_idx_map(idx_node);
log_Phi(compact_idx_node) -= log(num_child_double(idx_node));
log_Phi(compact_idx_node) = log_exp_x_plus_exp_y_vec(log(eta) + log_p0(idx_node), log(1 - eta) + log_Phi(compact_idx_node));
};
double a = log_Phi(compact_idx_map(0));
return a;
}
mat class_tree::hyper2par(const vec &x)
{
// x = [log.beta, log.C_2, qlogist(eta), log.alpha, log.tau, log.sigma]: length 6
vec rho(total_level + 1), tau(total_level + 1), eta(total_level + 1);
for (int i=0; i < total_level + 1; i++)
{
rho(i) = min(1.0, pow(2.0, -exp(x[0]) * i) * exp(x[1]));
tau(i) = pow(2.0, -exp(x[3]) * i) * exp(x[4]);
eta(i) = 1.0/(1.0 + exp(-x[2]));
};
eta(total_level) = exp(x[5]);
// if (x.n_elem > 5)
// {
// eta(total_level) = exp(x[5]);
// } else
// {
// eta(total_level) = 1.0; // sigma = 1 (observation rescaled)
// };
mat par(total_level + 1, 3);
par.col(0) = rho; par.col(1) = tau; par.col(2) = eta;
return par;
};
vec class_tree::fit_tree(const mat& par, const vec& shift_vec)
{
// parameters: 3 rows by (total_level + 1): last element is sigma
vec rho_vec = par.col(0);
vec tau_vec = par.col(1);
vec eta_vec = par.col(2);
double sigma = eta_vec(total_level);
eta_vec.shed_row(total_level);
// generate phi map
// N_prime: log_phi, log_p0
// pair_N: M_d, rho_d, post_lambda_d
vec log_rho = log(rho_vec);
vec log_rho_c = log(1 - rho_vec);
vec w_d(N, fill::zeros), ss_adjust(N, fill::zeros);
if (all(shift_vec == zeros(shift_vec.n_elem)))
{
w_d = w_d_orig;
ss_adjust = ss_adjust_orig;
} else {
vec shift_X = circshift_vectorize(obs, dimension, shift_vec);
vec y(N, fill::zeros), ss(N, fill::zeros);
y(F(total_level)) = shift_X;
ss(F(total_level)) = shift_X % shift_X;
for (int l = total_level - 1; l >= 0;l --){ // current level
uvec index = flag_first(l + m * (total_level + 1)); // select the current node has dth cut & first cut
uvec left_index = left_idx_d(index);
uvec right_index = right_idx_d(index);
uvec idx_node = node_idx_d(index);
y(idx_node) = y(left_index) + y(right_index);
ss(idx_node) = ss(left_index) + ss(right_index);
}
ss_adjust = ss - ((y % y) / n_A);
w_d = y(left_idx_d) - y(right_idx_d);
w_d.each_col() /= sqrt(n_A(node_idx_d));
}
vec log_Phi = get_phi_map(par, w_d, ss_adjust);
uvec invert_compact_idx_map = find(num_child > 0);
// uword test = all(compact_idx_map(invert_compact_idx_map) == linspace(0, N_prime - 1, N_prime));
vec log_p0 = (n_A(invert_compact_idx_map) - 1) * (log_inv_sqrt_2pi - log(sigma)) - (0.5 * (1/sigma) * (1/sigma)) * ss_adjust(invert_compact_idx_map);
vec log_eta = log(eta_vec);
vec log_eta_c = log(1 - eta_vec);
vec post_eta(N_prime);
post_eta = log_eta(level(invert_compact_idx_map)) + log_p0 - log_Phi;
vec post_lambda_d(pair_N, fill::zeros), M_d(pair_N), post_rho_d(pair_N);
for (int i = 0; i < pair_N; i++)
{
double part1 = log_rho(pair_level(i)) + log_ratio_function(w_d(i) / sigma, tau_vec(pair_level(i)));
double part2 = log_exp_x_plus_exp_y(part1, log_rho_c(pair_level(i)));
M_d(i) = part2 + normal_logpdf(w_d(i), sigma);
post_rho_d(i) = part1 - part2;
if (num_child_double(node_idx_d(i)) > 1) // post_lambda_d: last level meaningness; 2nd last = 1 (log = 0); generally if it only has one child, the prob = 1 (log = 0)
{
post_lambda_d(i) = log_eta_c(pair_level(i)) - log(num_child_double(node_idx_d(i))) + M_d(i) +
log_Phi(compact_idx_map(left_idx_d(i))) + log_Phi(compact_idx_map(right_idx_d(i))) - log_Phi(compact_idx_map(node_idx_d(i))) - log(1 - exp(post_eta(compact_idx_map(node_idx_d(i)))));
};
};
vec psi_0(N, fill::zeros), varphi_0_kernel(N, fill::zeros), varphi(N, fill::zeros);
psi_0(0) = 1 - exp(post_eta(compact_idx_map(0)));
varphi_0_kernel(0) = rescale_sum;
varphi(0) = rescale_sum ; // modify later on
// use the raw scale (not "log") for these three maps:
// for psi_0: probabilities (possible to use log scale but let's see how it works)
// for varphi_0_kernel and varphi: could be negative so no way to use log(e^x + e^y)
// last level is = 0
for (int l = 0; l < total_level - 1; l ++) // l is the current level as parents: update (l + 1)th level
{
// recursive update: use flag_not_first to sum across dimension 'd'
uvec index = flag_not_first(l + m * (total_level + 1)); // index in N_pair
uvec node = node_idx_d(index);
vec multiplier = 1 - exp(post_eta(compact_idx_map(node)));
uvec node_left_child = left_idx_d(index);
uvec node_right_child = right_idx_d(index);
vec addup = psi_0(node) % exp(post_lambda_d(index));
psi_0(node_left_child) += addup;
psi_0(node_right_child) += addup;
//one-time update: use "F(l)" since "flat_not_first" has replicates
node = F(l + 1);
multiplier = 1 - exp(post_eta(compact_idx_map(node)));
psi_0(node) %= multiplier;
};
vec post_mean_map(pair_N);
post_mean_map = sigma * (exp(post_rho_d) % mu_one(w_d / sigma, tau_vec(pair_level)));
for (int l = 0; l < total_level; l ++) // l is the current level as parents: update (l + 1)th level
{
// recursive update: use flag_not_first to sum across dimension 'd'
uvec index = flag_not_first(l + m * (total_level + 1)); // index in N_pair
uvec node = node_idx_d(index);
vec multiplier = 1 - exp(post_eta(compact_idx_map(node)));
uvec node_left_child = left_idx_d(index);
uvec node_right_child = right_idx_d(index);
vec add_part1 = sqrt(0.5) * (exp(post_lambda_d(index)) % varphi_0_kernel(node) % multiplier);
vec add_part2 = sqrt(0.5) * (exp(post_lambda_d(index)) % post_mean_map(index) % psi_0(node));
varphi_0_kernel(node_left_child) += (add_part1 + add_part2);
varphi_0_kernel(node_right_child) += (add_part1 - add_part2);
vec add_part3 = sqrt(0.5) * (varphi(node) - varphi_0_kernel(node) % multiplier) / num_child_double(node);
varphi(node_left_child) += (add_part1 + add_part2 + add_part3);
varphi(node_right_child) += (add_part1 - add_part2 + add_part3);
};
vec BMA = varphi(F(total_level));
// BMA.set_size( dimension );
return BMA;
// //MAP tree
// vec log_kappa(N_prime, fill::zeros); // update using the same flow of log_Phi
// uvec idx_pair(N_prime); // add: if selected: the idx in pair_N selected
//
// // 2nd last level: direction - only one possibility; log_kappa = 0
// int l = total_level - 1;
// uvec index = flag_first(l + m * (total_level + 1));
// uvec idx_node = compact_idx_map(node_idx_d(index));
// idx_pair(idx_node) = index;
//
// for (int l = total_level - 2; l >=0; l--)
// {
// for (int d = 0; d < m; d ++)
// {
// uvec index = flag_first(l + d * (total_level + 1)); // if the current node has dth cut & first cut
// uvec left_index = compact_idx_map(left_idx_d(index));
// uvec right_index = compact_idx_map(right_idx_d(index));
// uvec idx_node = compact_idx_map(node_idx_d(index));
// log_kappa(idx_node) = (log_kappa(left_index) + log_kappa(right_index) + post_lambda_d(index));
// idx_pair(idx_node) = index;
//
// index = flag_not_first(l + d * (total_level + 1)); // if the current node has more than dth cut
// left_index = compact_idx_map(left_idx_d(index));
// right_index = compact_idx_map(right_idx_d(index));
// idx_node = compact_idx_map(node_idx_d(index));
// vec candidate = log_kappa(left_index) + log_kappa(right_index) + post_lambda_d(index);
// uvec idx = find(log_kappa(idx_node) < candidate);
// log_kappa(idx_node(idx)) = candidate(idx);
// idx_pair(idx_node(idx)) = index(idx);
//
// };
//
// };
//
// //this block is potentially useful for visulization
// // // if selected: left child and right child node index
// // uvec left_node = left_idx_d(idx_pair);
// // uvec right_node = right_idx_d(idx_pair);
// // // for each node (has children): if selected which direction
// // uvec direction = pair_direction(idx_pair);
//
//
// // a tree: has 2^(total_level + 1) - 1 elements; same as R (last 2^total_level elements meaningsless)
// // use field to be consistent with R coding
// // (which pair selected, R of the selected pair/node, z map)
// field<uvec> pair_in(total_level), node_R(total_level);
// // uvec indicator(N_prime, fill::ones), R(N_prime); // pruned or not: generate at the last step
// pair_in(0) = idx_pair(0);
// node_R(0) = (post_eta(compact_idx_map(node_idx_d(pair_in(0)))) > log(0.5));
//
// for (int l = 0; l < total_level - 1; l ++) // current level: decide best 'd' and children nodes included
// {
// uvec idx = pair_in(l);
//
// uvec left_pair_in = idx_pair(compact_idx_map(left_idx_d(idx)));
// uvec right_pair_in = idx_pair(compact_idx_map(right_idx_d(idx)));
// pair_in(l + 1) = merge_left_right(left_pair_in, right_pair_in);
//
// uvec multiplier_temp = merge_left_right(node_R(l), node_R(l));
// node_R(l + 1) = ((post_eta(compact_idx_map(node_idx_d(pair_in(l + 1)))) > log(0.5)) || multiplier_temp);
//
// };
//
// // calculate z map: has total_level's elements
// field<vec> z_map(total_level);
// for (int l = 0; l < total_level; l ++)
// {
// z_map(l) = post_mean_map(pair_in(l)) % (1 - node_R(l));
// };
//
// // calcualte MAP estimates
// vec a(1);
// a(0) = rescale_sum;
// for (int l = 0; l < total_level; l ++)
// {
// vec left = sqrt(0.5) * (a + z_map(l)); vec right = sqrt(0.5) * (a - z_map(l));
// a = merge_left_right(left, right);
// }
//
// uvec left_node = left_idx_d(pair_in(total_level - 1));
// uvec right_node = right_idx_d(pair_in(total_level - 1));
// uvec node_last = merge_left_right(left_node, right_node);
//
// vec MAP_temp(N);
// MAP_temp(node_last) = a;
// mat MAP = MAP_temp(F(total_level));
// MAP.set_size( size(obs) );
//
// field<mat> ret(2);
// ret(0) = BMA; ret(1) = MAP;
// return ret;
}
vec class_tree::fit_tree_cs(const mat& par, int step)
{
vec global_BMA(obs.n_elem, fill::zeros);
// global_BMA.set_size( size(obs) );
// global_MAP(size(obs), fill::zeros); global_MAP.set_size( size(obs) );
// two-dimensional coding:
// vec a1 = regspace<vec>(-step, step);
// mat a2 = repmat(a1, 1, 2*step + 1);
// mat a3 = repmat(a1.t(), 2*step + 1, 1);
// mat all_shift(2, (2*step + 1) * (2 * step + 1));
// all_shift.row(0) = vectorise(a2).t();
// all_shift.row(1) = vectorise(a3).t();
//
//
// int count = 0;
uword m = dimension.n_elem;
uword num_shift = pow((2 * step + 1), m);
uvec shift_basis(m);
shift_basis.fill(2 * step + 1);
vec center_basis(m);
center_basis.fill(step);
for (uword ith_shift = 0; ith_shift < num_shift; ith_shift ++)
{
vec shift_vec = conv_to< vec >::from(ind2sub(ith_shift, shift_basis)) - center_basis;
vec est = fit_tree(par, shift_vec);
global_BMA += (circshift_vectorize(est, dimension, -shift_vec) / num_shift);
// global_MAP += (circshift(est(1), -all_shift.col(ith_shift)) / num_shift);
// count ++;
}
return global_BMA;
// global_BMA /= count;
// global_MAP /= count;
// field<mat> ret(2);
// ret(0) = global_BMA; ret(1) = global_MAP;
// return ret;
}
vec class_tree::get_M_d_map(const mat& par)
{
// parameters: 3 rows by (total_level + 1): last element is sigma
vec rho_vec = par.col(0);
vec tau_vec = par.col(1);
vec eta_vec = par.col(2);
double sigma = eta_vec(total_level);
eta_vec.shed_row(total_level);
vec M_d(pair_N);
vec log_rho = log(rho_vec);
vec log_rho_c = log(1 - rho_vec);
vec w_d(N, fill::zeros), ss_adjust(N, fill::zeros);
w_d = w_d_orig;
ss_adjust = ss_adjust_orig;
for (int i = 0; i < pair_N; i++)
{
M_d(i) = log_exp_x_plus_exp_y(log_rho(pair_level(i)) + log_ratio_function(w_d(i) / sigma, tau_vec(pair_level(i))),
log_rho_c(pair_level(i)) ) + normal_logpdf(w_d(i), sigma);
};
return M_d;
}
vec class_tree::get_lambda_map(const mat& par)
{
// parameters: 3 rows by (total_level + 1): last element is sigma
vec rho_vec = par.col(0);
vec tau_vec = par.col(1);
vec eta_vec = par.col(2);
double sigma = eta_vec(total_level);
eta_vec.shed_row(total_level);
// generate phi map
// N_prime: log_phi, log_p0
// pair_N: M_d, rho_d, post_lambda_d
vec log_rho = log(rho_vec);
vec log_rho_c = log(1 - rho_vec);
vec w_d(N, fill::zeros), ss_adjust(N, fill::zeros);
// in 'fit_tree' function, we allow cycle spinning to obtain various 'w_d' and 'ss_adjust';
w_d = w_d_orig;
ss_adjust = ss_adjust_orig;
vec log_Phi = get_phi_map(par, w_d, ss_adjust);
uvec invert_compact_idx_map = find(num_child > 0);
// uword test = all(compact_idx_map(invert_compact_idx_map) == linspace(0, N_prime - 1, N_prime));
vec log_p0 = (n_A(invert_compact_idx_map) - 1) * (log_inv_sqrt_2pi - log(sigma)) - (0.5 * (1/sigma) * (1/sigma)) * ss_adjust(invert_compact_idx_map);
vec log_eta = log(eta_vec);
vec log_eta_c = log(1 - eta_vec);
vec post_eta(N_prime);
post_eta = log_eta(level(invert_compact_idx_map)) + log_p0 - log_Phi;
vec post_lambda_d(pair_N, fill::zeros), M_d(pair_N), post_rho_d(pair_N);
for (int i = 0; i < pair_N; i++)
{
double part1 = log_rho(pair_level(i)) + log_ratio_function(w_d(i) / sigma, tau_vec(pair_level(i)));
double part2 = log_exp_x_plus_exp_y(part1, log_rho_c(pair_level(i)));
M_d(i) = part2 + normal_logpdf(w_d(i), sigma);
post_rho_d(i) = part1 - part2;
if (num_child_double(node_idx_d(i)) > 1) // post_lambda_d: last level meaningness; 2nd last = 1 (log = 0); generally if it only has one child, the prob = 1 (log = 0)
{
post_lambda_d(i) = log_eta_c(pair_level(i)) - log(num_child_double(node_idx_d(i))) + M_d(i) +
log_Phi(compact_idx_map(left_idx_d(i))) + log_Phi(compact_idx_map(right_idx_d(i))) - log_Phi(compact_idx_map(node_idx_d(i))) - log(1 - exp(post_eta(compact_idx_map(node_idx_d(i)))));
};
};
return post_lambda_d;
}