bnp

commit a71a0f1d52f7500c859bc9d31247086bef715302
parent 804f7c2aac8401a4e1fb5ec153a025be49687a14
Author: Jared Tobin <jared@jtobin.ca>
Date:   Wed, 16 Mar 2016 21:02:35 +1300

Misc work.

Diffstat:
M
finite-gaussian-mixture/src/fmm_multivariate_conditional_collapsed.r
 | 
8
++++----
M
finite-gaussian-mixture/src/sim_fmm_2d_conditional_collapsed.r
 | 
10
+++++-----

2 files changed, 9 insertions(+), 9 deletions(-)
diff --git a/finite-gaussian-mixture/src/fmm_multivariate_conditional_collapsed.r b/finite-gaussian-mixture/src/fmm_multivariate_conditional_collapsed.r
@@ -19,7 +19,6 @@ cluster_statistics = function(cluster, l, b, w) {
     )
 }
 
-# FIXME (jtobin): more efficient to cache sufficient statistics in gibbs loop
 conditional_label_model = function(y, k, z, a, l, r, b, w) {
   cluster_labels = seq(k)
   rows           = sample(seq(nrow(y)))
@@ -64,10 +63,9 @@ conditional_label_model = function(y, k, z, a, l, r, b, w) {
     probs     = scores * weight / sum(scores * weight)
     new_label = sample(cluster_labels, size = 1, prob = probs)
 
-    # MUTATION
-    z[i] <- new_label
+    z[i] <<- new_label
     new_stats = cluster_statistics(y[which(z == new_label),], l, b, w)
-    sufficient_statistics[[new_label]] <- new_stats
+    sufficient_statistics[[new_label]] <<- new_stats
 
     new_label
   }
@@ -88,3 +86,5 @@ inverse_model = function(n, k, y, a, l, r, b, w) {
   acc
 }
 
+
+# FIXME something fucked up somewhere
diff --git a/finite-gaussian-mixture/src/sim_fmm_2d_conditional_collapsed.r b/finite-gaussian-mixture/src/sim_fmm_2d_conditional_collapsed.r
@@ -14,19 +14,19 @@ config = list(
   , r = diag(0.05, dimension)
   , b = 2
   , w = diag(1, dimension)
-  , n = 200
+  , n = 100
   )
 
 set.seed(222)
 
 d = list(
-    t(replicate(250, rnorm(2, c(5, 5))))
-  , t(replicate(250, rnorm(2, c(-5, -5))))
-  , t(replicate(500, rnorm(2))))
+    t(replicate(100, rnorm(2, c(5, 5))))
+  , t(replicate(100, rnorm(2, c(-5, -5))))
+  , t(replicate(200, rnorm(2))))
 dn = lapply(d, function(j) { data.frame(x = j[,1], y = j[,2]) })
 m  = melt(dn, id.vars = c('x', 'y'))
 
-set.seed(990909)
+set.seed(222) #990909)
 
 params = inverse_model(
     config$n, config$k, m[, c('x', 'y')]