bb.mcmc.analysis.ESSConvergeStat.java Source code

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Here is the source code for bb.mcmc.analysis.ESSConvergeStat.java

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/**
 *  *  BLUE-BEAST - Bayesian and Likelihood-based methods Usability Extension
 *  Copyright (C) 2011 Wai Lok Sibon Li & Steven H Wu
    
 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
    
 *  This program is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
    
 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <http://www.gnu.org/licenses/>.
 *
 *  @author Steven H Wu
 *  @author Wai Lok Sibon Li
 */

package bb.mcmc.analysis;

import dr.inference.trace.TraceCorrelation;
import dr.inference.trace.TraceFactory;
import org.apache.commons.lang3.ArrayUtils;

import java.util.Arrays;
import java.util.Deque;
import java.util.List;

public class ESSConvergeStat extends AbstractConvergeStat {

    // public static final ESSConvergeStat INSTANCE = new ESSConvergeStat();
    public static final Class<? extends ConvergeStat> THIS_CLASS = ESSConvergeStat.class;
    public static final String STATISTIC_NAME = "Effective Sample Size";
    public static final String SHORT_NAME = "ESS";

    private static final TraceFactory.TraceType TRACETYPE = TraceFactory.TraceType.INTEGER;

    private int stepSize;
    private double essThreshold;

    public ESSConvergeStat() {
        super(STATISTIC_NAME, SHORT_NAME);
        setupDefaultParameterValues();
    }

    public ESSConvergeStat(int stepSize, int essThreshold) {
        // TODO(SW) think about whether we want empty constructor?
        // keep it for now because we used it quite a bit is the
        // progressReporter
        // this();
        super(STATISTIC_NAME, SHORT_NAME);
        if (stepSize < 1) {
            throw new RuntimeException(
                    "Error in BLUE-BEAST. stepSize for ESS convergence statistic cannot be less than 1");
        }
        this.stepSize = stepSize;
        this.essThreshold = essThreshold;

    }

    private void setupDefaultParameterValues() {
        this.stepSize = 1;
        this.essThreshold = 200.0;

    }

    @Override
    protected boolean checkEachConverged(double stat, String key) {

        boolean isConverged = true;

        if (Double.isNaN(stat)) {
            System.err.println(STATISTIC_NAME + " could not be calculated for variable with id " + key + "("
                    + Double.NaN + "). Check log file for details. ");
        } else if (stat < essThreshold && !Double.isInfinite(stat)) {// || Double.isNaN(stat)) {
            isConverged = false;
        }

        return isConverged;

    }

    @Override
    protected double calculateEachProgress(Double stat, Deque<Double> record) {

        if (!Double.isNaN(stat)) {
            if (record.size() > 0) {
                record.pop();
            }
            record.add(stat);
        }
        stat = record.peekFirst();
        double progress = stat / essThreshold;
        return progress;
    }

    @Override
    protected double calculateEachStat(String key) {

        List<Double> listDouble = Arrays.asList(ArrayUtils.toObject(traceValues.get(key)));

        TraceCorrelation<Double> traceCorrelation = new TraceCorrelation<Double>(listDouble, TRACETYPE, stepSize);
        double stat = traceCorrelation.getESS();

        if (Double.isNaN(stat)) { //Use two separate if to handle other NaN cases later
            if (traceCorrelation.getVariance() == 0) {
                stat = Double.NEGATIVE_INFINITY;
                System.err.println(STATISTIC_NAME + " could not be calculated for variable with id " + key
                        + ". This is due to logged values being unchanged during the run");//. Check log file for details. ");
            }
        }
        return stat;

    }

    public double getESSLowerLimitBoundary() {
        return essThreshold;
    }

    public int getStepSize() {
        return stepSize;
    }

}