[Boost-commit] svn:boost r55745 - in sandbox/statistics/importance_sampling: boost/importance_sampling libs/importance_sampling/doc libs/importance_sampling/example

Subject: [Boost-commit] svn:boost r55745 - in sandbox/statistics/importance_sampling: boost/importance_sampling libs/importance_sampling/doc libs/importance_sampling/example
From: erwann.rogard_at_[hidden]
Date: 2009-08-23 20:35:12

Author: e_r
Date: 2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
New Revision: 55745
URL: http://svn.boost.org/trac/boost/changeset/55745

Log:
is update
Added:
   sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp   (contents, props changed)
Text files modified: 
   sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp       |     3 +                                       
   sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp        |    75 ++++++++++++++++++++------------------- 
   sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt      |     3 +                                       
   sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp |     2                                         
   4 files changed, 44 insertions(+), 39 deletions(-)

Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp	(original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/generate.hpp	2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
@@ -43,7 +43,8 @@
     ){
         typedef boost::iterator_range<ItW>                  range_w_;
         typedef boost::iterator_range<ItP>                  range_p_;
-        typedef boost::is::sampler<range_p_>                iss_;
+        typedef typename boost::iterator_value<ItW>::type   w_;
+        typedef boost::is::sampler<range_p_,w_>             iss_;
         typedef boost::random::ref_distribution<iss_&>      ref_iss_;
         typedef boost::variate_generator<U&,ref_iss_>       gen_iss_;
         

Modified: sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp
==============================================================================
--- sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp	(original)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/sampler.hpp	2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
@@ -16,34 +16,34 @@
 #include <boost/range.hpp>
 #include <boost/random/variate_generator.hpp>
 #include <boost/random/uniform_real.hpp>
-#include <boost/random/categorical_distribution.hpp>
+// TODO #include <boost/random/discrete_distributionhpp> when becomes avail
+#include <boost/random/discrete_distribution_sw_2009.hpp> 
 
 namespace boost{
 namespace is{
 
 // Samples by SIR given a set of proposal values and their unnormalized weights
 //
-// R1:  models Range or a reference thereof
-// U:   models RandomDistribution (uniform)
+// R1:  range type of the values 
+// W:   type of the weights
 //
 // Usage:
 // typedef S<R1,U> s_;
 // typedef s_::result_type res_;
 // s_ s(weights,proposal_draws);
 // res_ res = s(urng);
-//
-// NB: pre-sorting the weights from largest to smallest may speed up execution.
-template<typename R1, template<typename> class Ur = boost::uniform_real>
+template<typename R1,typename W>
 class sampler{
-    typedef typename remove_reference<R1>::type const_values_;
-    typedef is_reference<R1>  is_ref_;
+    typedef typename remove_reference<R1>::type         const_values_;
+    typedef typename remove_cv<const_values_>::type     values_t;    
+    typedef typename range_size<values_t>::type         size_;
+    typedef is_reference<R1>                            is_ref_;
     public:
-    typedef typename range_value<const_values_>::type result_type;
+    typedef typename range_value<const_values_>::type   result_type;
     private:
-    typedef Ur<result_type>                             unif_;
-    typedef random::categorical_distribution<unif_>     mult_dist_t;
+    typedef random::discrete_distribution<size_,W>      discr_dist_t;
     public:
-    typedef typename mult_dist_t::input_type            input_type;
+    typedef typename discr_dist_t::input_type           input_type;
 
     sampler();
     template<typename R0>
@@ -55,69 +55,70 @@
     sampler& operator=(const sampler& that);
 
     template<typename U> result_type operator()(U& urng)const;
-    const mult_dist_t& categorical_distribution()const;
+    const discr_dist_t& discrete_distribution()const;
 
     // TODO os/is
 
     private:
-    mult_dist_t mult_dist_;
+    discr_dist_t discr_dist_;
     typename call_traits<R1>::value_type values_;
 };
 
 // Definition //
 
-template<typename R1, template<typename> class Ur>
-sampler<R1,Ur>::sampler(){
+template<typename R1, typename W>
+sampler<R1,W>::sampler(){
     BOOST_MPL_ASSERT((
         mpl::not_<is_ref_>
     ));
 }
 
-template<typename R1, template<typename> class Ur>
+template<typename R1, typename W>
 template<typename R0>
-sampler<R1,Ur>::sampler(
+sampler<R1,W>::sampler(
     const R0& unnormalized_weights,
     typename call_traits<R1>::param_type values
-):mult_dist_(unnormalized_weights),values_(values){
+):discr_dist_(
+    boost::begin(unnormalized_weights),
+    boost::end(unnormalized_weights)
+),values_(values){
     BOOST_ASSERT(
         size(unnormalized_weights) == size(values_)
     );
 }
     
-template<typename R1, template<typename> class Ur>
-sampler<R1,Ur>::sampler(
-    const sampler& that
-)
-:mult_dist_(that.mult_dist_),values_(that.values_){}
-
-template<typename R1, template<typename> class Ur>
-sampler<R1,Ur>&
-sampler<R1,Ur>::operator=(const sampler& that){
+template<typename R1, typename W>
+sampler<R1,W>::sampler( const sampler& that )
+:discr_dist_(that.discr_dist_),values_(that.values_){}
+
+template<typename R1, typename W>
+sampler<R1,W>&
+sampler<R1,W>::operator=(const sampler& that){
     if(&that!=this){
         BOOST_MPL_ASSERT((
             mpl::not_<is_ref_>
         ));
-        mult_dist_ = that.mult_dist_;
+        discr_dist_ = that.discr_dist_;
         values_ = that.values_;
     }
     return (*this);
 }
 
 // Random        
-template<typename R1, template<typename> class Ur>
+template<typename R1, typename W>
 template<typename U>
-typename sampler<R1,Ur>::result_type
-sampler<R1,Ur>::operator()(U& urng)const{
-    typedef typename mult_dist_t::result_type k_t;
-    k_t k = mult_dist_(urng);
+typename sampler<R1,W>::result_type
+sampler<R1,W>::operator()(U& urng)const{
+    typedef typename discr_dist_t::result_type k_t;
+    k_t k = discr_dist_(urng);
     BOOST_ASSERT( k < size(values_) );
     return (*next(boost::begin(values_),k));
 }
 
 // Access
-template<typename R1, template<typename> class Ur>
-const typename sampler<R1,Ur>::mult_dist_t&
-sampler<R1,Ur>::categorical_distribution()const{ return mult_dist_; }
+template<typename R1, typename W>
+const typename sampler<R1,W>::discr_dist_t&
+sampler<R1,W>::discrete_distribution()const{ return discr_dist_; }
 
 }//random
 }//boost

Added: sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp
==============================================================================
--- (empty file)
+++ sandbox/statistics/importance_sampling/boost/importance_sampling/sampler_deprecated.hpp	2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
@@ -0,0 +1,128 @@
+///////////////////////////////////////////////////////////////////////////////
+// is::sampler_deprecated.hpp                                                //
+//                                                                           //
+//  Copyright 2009 Erwann Rogard. Distributed under the Boost                //
+//  Software License, Version 1.0. (See accompanying file                    //
+//  LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)         //
+///////////////////////////////////////////////////////////////////////////////
+#ifndef BOOST_IMPORTANCE_SAMPLING_SAMPLER_DEPRECATED_HPP_ER_2009
+#define BOOST_IMPORTANCE_SAMPLING_SAMPLER_DEPRECATED_HPP_ER_2009
+#include <vector>
+#include <boost/mpl/not.hpp>
+#include <boost/mpl/assert.hpp>
+#include <boost/call_traits.hpp>
+#include <boost/type_traits/is_reference.hpp>
+#include <boost/utility.hpp>
+#include <boost/range.hpp>
+#include <boost/random/variate_generator.hpp>
+#include <boost/random/uniform_real.hpp>
+// TODO #include <boost/random/discrete_distributionhpp> when becomes avail
+#include <boost/random/discrete_distribution_sw_2009.hpp> 
+
+namespace boost{
+namespace is{
+
+// Deprecated because uses categorical_distribution rather than discrete
+//
+// Samples by SIR given a set of proposal values and their unnormalized weights
+//
+// R1:  models Range or a reference thereof
+// U:   models RandomDistribution (uniform)
+//
+// Usage:
+// typedef S<R1,U> s_;
+// typedef s_::result_type res_;
+// s_ s(weights,proposal_draws);
+// res_ res = s(urng);
+//
+// NB: pre-sorting the weights from largest to smallest may speed up execution.
+template<typename R1, template<typename> class Ur = boost::uniform_real>
+class sampler_deprecated{
+    typedef typename remove_reference<R1>::type const_values_;
+    typedef is_reference<R1>  is_ref_;
+    public:
+    typedef typename range_value<const_values_>::type result_type;
+    private:
+    typedef Ur<result_type>                             unif_;
+    typedef random::categorical_distribution<unif_>     mult_dist_t;
+    public:
+    typedef typename mult_dist_t::input_type            input_type;
+
+    sampler_deprecated();
+    template<typename R0>
+    sampler_deprecated(
+        const R0& unnormalized_weights,
+        typename call_traits<R1>::param_type values
+    );
+    sampler_deprecated(const sampler_deprecated& that);
+    sampler_deprecated& operator=(const sampler_deprecated& that);
+
+    template<typename U> result_type operator()(U& urng)const;
+    const mult_dist_t& categorical_distribution()const;
+
+    // TODO os/is
+
+    private:
+    mult_dist_t mult_dist_;
+    typename call_traits<R1>::value_type values_;
+};
+
+// Definition //
+
+template<typename R1, template<typename> class Ur>
+sampler_deprecated<R1,Ur>::sampler_deprecated(){
+    BOOST_MPL_ASSERT((
+        mpl::not_<is_ref_>
+    ));
+}
+
+template<typename R1, template<typename> class Ur>
+template<typename R0>
+sampler_deprecated<R1,Ur>::sampler_deprecated(
+    const R0& unnormalized_weights,
+    typename call_traits<R1>::param_type values
+):mult_dist_(unnormalized_weights),values_(values){
+    BOOST_ASSERT(
+        size(unnormalized_weights) == size(values_)
+    );
+}
+    
+template<typename R1, template<typename> class Ur>
+sampler_deprecated<R1,Ur>::sampler_deprecated(
+    const sampler_deprecated& that
+)
+:mult_dist_(that.mult_dist_),values_(that.values_){}
+
+template<typename R1, template<typename> class Ur>
+sampler_deprecated<R1,Ur>&
+sampler_deprecated<R1,Ur>::operator=(const sampler_deprecated& that){
+    if(&that!=this){
+        BOOST_MPL_ASSERT((
+            mpl::not_<is_ref_>
+        ));
+        mult_dist_ = that.mult_dist_;
+        values_ = that.values_;
+    }
+    return (*this);
+}
+
+// Random        
+template<typename R1, template<typename> class Ur>
+template<typename U>
+typename sampler_deprecated<R1,Ur>::result_type
+sampler_deprecated<R1,Ur>::operator()(U& urng)const{
+    typedef typename mult_dist_t::result_type k_t;
+    k_t k = mult_dist_(urng);
+    BOOST_ASSERT( k < size(values_) );
+    return (*next(boost::begin(values_),k));
+}
+
+// Access
+template<typename R1, template<typename> class Ur>
+const typename sampler_deprecated<R1,Ur>::mult_dist_t&
+sampler_deprecated<R1,Ur>::categorical_distribution()const{ return mult_dist_; }
+
+}//random
+}//boost
+
+#endif 
\ No newline at end of file

Modified: sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt
==============================================================================
--- sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt	(original)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/doc/readme.txt	2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
@@ -54,6 +54,9 @@
 
 [ History ]
 
+August 18 2009 : refactored sampler to use discrete_distribution, no longer 
+    categorical_distribution
+    
 July 2009 : Current version
 
 [Output]

Modified: sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp
==============================================================================
--- sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp	(original)
+++ sandbox/statistics/importance_sampling/libs/importance_sampling/example/sampler.cpp	2009-08-23 20:35:10 EDT (Sun, 23 Aug 2009)
@@ -30,7 +30,7 @@
     // The quality of the sample is assessed by a series of 
     // kolmorov-distances along the the sample size of the targets.    
     using namespace boost;
-    typedef std::string                                 str_t;
+    typedef std::string                                 str_;
     typedef double                                      val_;
     typedef std::vector<val_>                           vec_;
     typedef range_iterator<vec_>::type                  it_val_;