tomoto 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +22 -0
- data/README.md +123 -0
- data/ext/tomoto/ext.cpp +245 -0
- data/ext/tomoto/extconf.rb +28 -0
- data/lib/tomoto.rb +12 -0
- data/lib/tomoto/ct.rb +11 -0
- data/lib/tomoto/hdp.rb +11 -0
- data/lib/tomoto/lda.rb +67 -0
- data/lib/tomoto/version.rb +3 -0
- data/vendor/EigenRand/EigenRand/Core.h +1139 -0
- data/vendor/EigenRand/EigenRand/Dists/Basic.h +111 -0
- data/vendor/EigenRand/EigenRand/Dists/Discrete.h +877 -0
- data/vendor/EigenRand/EigenRand/Dists/GammaPoisson.h +108 -0
- data/vendor/EigenRand/EigenRand/Dists/NormalExp.h +626 -0
- data/vendor/EigenRand/EigenRand/EigenRand +19 -0
- data/vendor/EigenRand/EigenRand/Macro.h +24 -0
- data/vendor/EigenRand/EigenRand/MorePacketMath.h +978 -0
- data/vendor/EigenRand/EigenRand/PacketFilter.h +286 -0
- data/vendor/EigenRand/EigenRand/PacketRandomEngine.h +624 -0
- data/vendor/EigenRand/EigenRand/RandUtils.h +413 -0
- data/vendor/EigenRand/EigenRand/doc.h +220 -0
- data/vendor/EigenRand/LICENSE +21 -0
- data/vendor/EigenRand/README.md +288 -0
- data/vendor/eigen/COPYING.BSD +26 -0
- data/vendor/eigen/COPYING.GPL +674 -0
- data/vendor/eigen/COPYING.LGPL +502 -0
- data/vendor/eigen/COPYING.MINPACK +52 -0
- data/vendor/eigen/COPYING.MPL2 +373 -0
- data/vendor/eigen/COPYING.README +18 -0
- data/vendor/eigen/Eigen/CMakeLists.txt +19 -0
- data/vendor/eigen/Eigen/Cholesky +46 -0
- data/vendor/eigen/Eigen/CholmodSupport +48 -0
- data/vendor/eigen/Eigen/Core +537 -0
- data/vendor/eigen/Eigen/Dense +7 -0
- data/vendor/eigen/Eigen/Eigen +2 -0
- data/vendor/eigen/Eigen/Eigenvalues +61 -0
- data/vendor/eigen/Eigen/Geometry +62 -0
- data/vendor/eigen/Eigen/Householder +30 -0
- data/vendor/eigen/Eigen/IterativeLinearSolvers +48 -0
- data/vendor/eigen/Eigen/Jacobi +33 -0
- data/vendor/eigen/Eigen/LU +50 -0
- data/vendor/eigen/Eigen/MetisSupport +35 -0
- data/vendor/eigen/Eigen/OrderingMethods +73 -0
- data/vendor/eigen/Eigen/PaStiXSupport +48 -0
- data/vendor/eigen/Eigen/PardisoSupport +35 -0
- data/vendor/eigen/Eigen/QR +51 -0
- data/vendor/eigen/Eigen/QtAlignedMalloc +40 -0
- data/vendor/eigen/Eigen/SPQRSupport +34 -0
- data/vendor/eigen/Eigen/SVD +51 -0
- data/vendor/eigen/Eigen/Sparse +36 -0
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- data/vendor/eigen/Eigen/SparseCore +69 -0
- data/vendor/eigen/Eigen/SparseLU +46 -0
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- data/vendor/eigen/Eigen/SuperLUSupport +64 -0
- data/vendor/eigen/Eigen/UmfPackSupport +40 -0
- data/vendor/eigen/Eigen/src/Cholesky/LDLT.h +673 -0
- data/vendor/eigen/Eigen/src/Cholesky/LLT.h +542 -0
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- data/vendor/eigen/Eigen/src/CholmodSupport/CholmodSupport.h +639 -0
- data/vendor/eigen/Eigen/src/Core/Array.h +329 -0
- data/vendor/eigen/Eigen/src/Core/ArrayBase.h +226 -0
- data/vendor/eigen/Eigen/src/Core/ArrayWrapper.h +209 -0
- data/vendor/eigen/Eigen/src/Core/Assign.h +90 -0
- data/vendor/eigen/Eigen/src/Core/AssignEvaluator.h +935 -0
- data/vendor/eigen/Eigen/src/Core/Assign_MKL.h +178 -0
- data/vendor/eigen/Eigen/src/Core/BandMatrix.h +353 -0
- data/vendor/eigen/Eigen/src/Core/Block.h +452 -0
- data/vendor/eigen/Eigen/src/Core/BooleanRedux.h +164 -0
- data/vendor/eigen/Eigen/src/Core/CommaInitializer.h +160 -0
- data/vendor/eigen/Eigen/src/Core/ConditionEstimator.h +175 -0
- data/vendor/eigen/Eigen/src/Core/CoreEvaluators.h +1688 -0
- data/vendor/eigen/Eigen/src/Core/CoreIterators.h +127 -0
- data/vendor/eigen/Eigen/src/Core/CwiseBinaryOp.h +184 -0
- data/vendor/eigen/Eigen/src/Core/CwiseNullaryOp.h +866 -0
- data/vendor/eigen/Eigen/src/Core/CwiseTernaryOp.h +197 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryOp.h +103 -0
- data/vendor/eigen/Eigen/src/Core/CwiseUnaryView.h +128 -0
- data/vendor/eigen/Eigen/src/Core/DenseBase.h +611 -0
- data/vendor/eigen/Eigen/src/Core/DenseCoeffsBase.h +681 -0
- data/vendor/eigen/Eigen/src/Core/DenseStorage.h +570 -0
- data/vendor/eigen/Eigen/src/Core/Diagonal.h +260 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalMatrix.h +343 -0
- data/vendor/eigen/Eigen/src/Core/DiagonalProduct.h +28 -0
- data/vendor/eigen/Eigen/src/Core/Dot.h +318 -0
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- data/vendor/eigen/Eigen/src/Core/GeneralProduct.h +455 -0
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- data/vendor/eigen/Eigen/src/Core/Random.h +182 -0
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- data/vendor/eigen/Eigen/src/Core/Select.h +162 -0
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- data/vendor/eigen/Eigen/src/Core/Stride.h +111 -0
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- data/vendor/eigen/Eigen/src/Core/Transpose.h +403 -0
- data/vendor/eigen/Eigen/src/Core/Transpositions.h +407 -0
- data/vendor/eigen/Eigen/src/Core/TriangularMatrix.h +983 -0
- data/vendor/eigen/Eigen/src/Core/VectorBlock.h +96 -0
- data/vendor/eigen/Eigen/src/Core/VectorwiseOp.h +695 -0
- data/vendor/eigen/Eigen/src/Core/Visitor.h +273 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/Complex.h +451 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/MathFunctions.h +439 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/PacketMath.h +637 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX/TypeCasting.h +51 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/MathFunctions.h +391 -0
- data/vendor/eigen/Eigen/src/Core/arch/AVX512/PacketMath.h +1316 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/Complex.h +430 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/MathFunctions.h +322 -0
- data/vendor/eigen/Eigen/src/Core/arch/AltiVec/PacketMath.h +1061 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/Complex.h +103 -0
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- data/vendor/eigen/Eigen/src/Core/arch/CUDA/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMath.h +333 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/PacketMathHalf.h +1124 -0
- data/vendor/eigen/Eigen/src/Core/arch/CUDA/TypeCasting.h +212 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/ConjHelper.h +29 -0
- data/vendor/eigen/Eigen/src/Core/arch/Default/Settings.h +49 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/Complex.h +490 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/MathFunctions.h +91 -0
- data/vendor/eigen/Eigen/src/Core/arch/NEON/PacketMath.h +760 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/Complex.h +471 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/MathFunctions.h +562 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/PacketMath.h +895 -0
- data/vendor/eigen/Eigen/src/Core/arch/SSE/TypeCasting.h +77 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/Complex.h +397 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/MathFunctions.h +137 -0
- data/vendor/eigen/Eigen/src/Core/arch/ZVector/PacketMath.h +945 -0
- data/vendor/eigen/Eigen/src/Core/functors/AssignmentFunctors.h +168 -0
- data/vendor/eigen/Eigen/src/Core/functors/BinaryFunctors.h +475 -0
- data/vendor/eigen/Eigen/src/Core/functors/NullaryFunctors.h +188 -0
- data/vendor/eigen/Eigen/src/Core/functors/StlFunctors.h +136 -0
- data/vendor/eigen/Eigen/src/Core/functors/TernaryFunctors.h +25 -0
- data/vendor/eigen/Eigen/src/Core/functors/UnaryFunctors.h +792 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralBlockPanelKernel.h +2156 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix.h +492 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular.h +311 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrixTriangular_BLAS.h +145 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixMatrix_BLAS.h +122 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector.h +619 -0
- data/vendor/eigen/Eigen/src/Core/products/GeneralMatrixVector_BLAS.h +136 -0
- data/vendor/eigen/Eigen/src/Core/products/Parallelizer.h +163 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix.h +521 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixMatrix_BLAS.h +287 -0
- data/vendor/eigen/Eigen/src/Core/products/SelfadjointMatrixVector.h +260 -0
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- data/vendor/eigen/Eigen/src/Core/products/SelfadjointProduct.h +133 -0
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- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix.h +466 -0
- data/vendor/eigen/Eigen/src/Core/products/TriangularMatrixMatrix_BLAS.h +315 -0
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- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_copy_to_ucol.h +107 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_gemm_kernel.h +280 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_heap_relax_snode.h +126 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_kernel_bmod.h +130 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_bmod.h +223 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_panel_dfs.h +258 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pivotL.h +137 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_pruneL.h +136 -0
- data/vendor/eigen/Eigen/src/SparseLU/SparseLU_relax_snode.h +83 -0
- data/vendor/eigen/Eigen/src/SparseQR/SparseQR.h +745 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdDeque.h +126 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdList.h +106 -0
- data/vendor/eigen/Eigen/src/StlSupport/StdVector.h +131 -0
- data/vendor/eigen/Eigen/src/StlSupport/details.h +84 -0
- data/vendor/eigen/Eigen/src/SuperLUSupport/SuperLUSupport.h +1027 -0
- data/vendor/eigen/Eigen/src/UmfPackSupport/UmfPackSupport.h +506 -0
- data/vendor/eigen/Eigen/src/misc/Image.h +82 -0
- data/vendor/eigen/Eigen/src/misc/Kernel.h +79 -0
- data/vendor/eigen/Eigen/src/misc/RealSvd2x2.h +55 -0
- data/vendor/eigen/Eigen/src/misc/blas.h +440 -0
- data/vendor/eigen/Eigen/src/misc/lapack.h +152 -0
- data/vendor/eigen/Eigen/src/misc/lapacke.h +16291 -0
- data/vendor/eigen/Eigen/src/misc/lapacke_mangling.h +17 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseBinaryOps.h +332 -0
- data/vendor/eigen/Eigen/src/plugins/ArrayCwiseUnaryOps.h +552 -0
- data/vendor/eigen/Eigen/src/plugins/BlockMethods.h +1058 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseBinaryOps.h +115 -0
- data/vendor/eigen/Eigen/src/plugins/CommonCwiseUnaryOps.h +163 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseBinaryOps.h +152 -0
- data/vendor/eigen/Eigen/src/plugins/MatrixCwiseUnaryOps.h +85 -0
- data/vendor/eigen/README.md +3 -0
- data/vendor/eigen/bench/README.txt +55 -0
- data/vendor/eigen/bench/btl/COPYING +340 -0
- data/vendor/eigen/bench/btl/README +154 -0
- data/vendor/eigen/bench/tensors/README +21 -0
- data/vendor/eigen/blas/README.txt +6 -0
- data/vendor/eigen/demos/mandelbrot/README +10 -0
- data/vendor/eigen/demos/mix_eigen_and_c/README +9 -0
- data/vendor/eigen/demos/opengl/README +13 -0
- data/vendor/eigen/unsupported/Eigen/CXX11/src/Tensor/README.md +1760 -0
- data/vendor/eigen/unsupported/README.txt +50 -0
- data/vendor/tomotopy/LICENSE +21 -0
- data/vendor/tomotopy/README.kr.rst +375 -0
- data/vendor/tomotopy/README.rst +382 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.cpp +362 -0
- data/vendor/tomotopy/src/Labeling/FoRelevance.h +88 -0
- data/vendor/tomotopy/src/Labeling/Labeler.h +50 -0
- data/vendor/tomotopy/src/TopicModel/CT.h +37 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/CTModel.hpp +293 -0
- data/vendor/tomotopy/src/TopicModel/DMR.h +51 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/DMRModel.hpp +374 -0
- data/vendor/tomotopy/src/TopicModel/DT.h +65 -0
- data/vendor/tomotopy/src/TopicModel/DTM.h +22 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.cpp +15 -0
- data/vendor/tomotopy/src/TopicModel/DTModel.hpp +572 -0
- data/vendor/tomotopy/src/TopicModel/GDMR.h +37 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.cpp +14 -0
- data/vendor/tomotopy/src/TopicModel/GDMRModel.hpp +485 -0
- data/vendor/tomotopy/src/TopicModel/HDP.h +74 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HDPModel.hpp +592 -0
- data/vendor/tomotopy/src/TopicModel/HLDA.h +40 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/HLDAModel.hpp +681 -0
- data/vendor/tomotopy/src/TopicModel/HPA.h +27 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.cpp +21 -0
- data/vendor/tomotopy/src/TopicModel/HPAModel.hpp +588 -0
- data/vendor/tomotopy/src/TopicModel/LDA.h +144 -0
- data/vendor/tomotopy/src/TopicModel/LDACVB0Model.hpp +442 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LDAModel.hpp +1058 -0
- data/vendor/tomotopy/src/TopicModel/LLDA.h +45 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/LLDAModel.hpp +203 -0
- data/vendor/tomotopy/src/TopicModel/MGLDA.h +63 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/MGLDAModel.hpp +558 -0
- data/vendor/tomotopy/src/TopicModel/PA.h +43 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PAModel.hpp +467 -0
- data/vendor/tomotopy/src/TopicModel/PLDA.h +17 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.cpp +13 -0
- data/vendor/tomotopy/src/TopicModel/PLDAModel.hpp +214 -0
- data/vendor/tomotopy/src/TopicModel/SLDA.h +54 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.cpp +17 -0
- data/vendor/tomotopy/src/TopicModel/SLDAModel.hpp +456 -0
- data/vendor/tomotopy/src/TopicModel/TopicModel.hpp +692 -0
- data/vendor/tomotopy/src/Utils/AliasMethod.hpp +169 -0
- data/vendor/tomotopy/src/Utils/Dictionary.h +80 -0
- data/vendor/tomotopy/src/Utils/EigenAddonOps.hpp +181 -0
- data/vendor/tomotopy/src/Utils/LBFGS.h +202 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBacktracking.h +120 -0
- data/vendor/tomotopy/src/Utils/LBFGS/LineSearchBracketing.h +122 -0
- data/vendor/tomotopy/src/Utils/LBFGS/Param.h +213 -0
- data/vendor/tomotopy/src/Utils/LUT.hpp +82 -0
- data/vendor/tomotopy/src/Utils/MultiNormalDistribution.hpp +69 -0
- data/vendor/tomotopy/src/Utils/PolyaGamma.hpp +200 -0
- data/vendor/tomotopy/src/Utils/PolyaGammaHybrid.hpp +672 -0
- data/vendor/tomotopy/src/Utils/ThreadPool.hpp +150 -0
- data/vendor/tomotopy/src/Utils/Trie.hpp +220 -0
- data/vendor/tomotopy/src/Utils/TruncMultiNormal.hpp +94 -0
- data/vendor/tomotopy/src/Utils/Utils.hpp +337 -0
- data/vendor/tomotopy/src/Utils/avx_gamma.h +46 -0
- data/vendor/tomotopy/src/Utils/avx_mathfun.h +736 -0
- data/vendor/tomotopy/src/Utils/exception.h +28 -0
- data/vendor/tomotopy/src/Utils/math.h +281 -0
- data/vendor/tomotopy/src/Utils/rtnorm.hpp +2690 -0
- data/vendor/tomotopy/src/Utils/sample.hpp +192 -0
- data/vendor/tomotopy/src/Utils/serializer.hpp +695 -0
- data/vendor/tomotopy/src/Utils/slp.hpp +131 -0
- data/vendor/tomotopy/src/Utils/sse_gamma.h +48 -0
- data/vendor/tomotopy/src/Utils/sse_mathfun.h +710 -0
- data/vendor/tomotopy/src/Utils/text.hpp +49 -0
- data/vendor/tomotopy/src/Utils/tvector.hpp +543 -0
- metadata +531 -0
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#pragma once
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#include <memory>
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#include <iterator>
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#include <limits>
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namespace tomoto
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{
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namespace sample
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{
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template<typename _Precision = uint32_t>
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class AliasMethod
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{
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std::unique_ptr<_Precision[]> arr;
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std::unique_ptr<size_t[]> alias;
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size_t msize = 0, bitsize = 0;
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public:
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AliasMethod()
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{
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}
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AliasMethod(const AliasMethod& o)
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{
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operator=(o);
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}
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AliasMethod(AliasMethod&& o)
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{
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operator=(o);
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}
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AliasMethod& operator=(const AliasMethod& o)
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{
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msize = o.msize;
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bitsize = o.bitsize;
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if (msize)
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{
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arr = make_unique<_Precision[]>(1 << bitsize);
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alias = make_unique<size_t[]>(1 << bitsize);
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std::copy(o.arr.get(), o.arr.get() + (1 << bitsize), arr.get());
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std::copy(o.alias.get(), o.alias.get() + (1 << bitsize), alias.get());
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}
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return *this;
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}
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AliasMethod& operator=(AliasMethod&& o)
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{
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msize = o.msize;
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bitsize = o.bitsize;
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std::swap(arr, o.arr);
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std::swap(alias, o.alias);
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return *this;
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}
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template<typename _Iter>
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AliasMethod(_Iter first, _Iter last)
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{
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buildTable(first, last);
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}
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template<typename _Iter>
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void buildTable(_Iter first, _Iter last)
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{
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size_t psize, nbsize;
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msize = 0;
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double sum = 0;
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for (auto it = first; it != last; ++it, ++msize)
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{
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sum += *it;
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}
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if (!std::isfinite(sum)) THROW_ERROR_WITH_INFO(exception::InvalidArgument, "cannot build NaN value distribution");
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// ceil to power of 2
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nbsize = log2_ceil(msize);
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psize = (size_t)1 << nbsize;
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if (nbsize != bitsize)
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{
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arr = make_unique<_Precision[]>(psize);
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std::fill(arr.get(), arr.get() + psize, 0);
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alias = make_unique<size_t[]>(psize);
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bitsize = nbsize;
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}
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sum /= psize;
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auto f = make_unique<double[]>(psize);
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auto pf = f.get();
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for (auto it = first; it != last; ++it, ++pf)
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{
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*pf = *it / sum;
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}
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std::fill(pf, pf + psize - msize, 0);
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size_t over = 0, under = 0, mm;
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while (over < psize && f[over] < 1) ++over;
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while (under < psize && f[under] >= 1) ++under;
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mm = under + 1;
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while (over < psize && under < psize)
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{
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arr[under] = f[under] * (std::numeric_limits<_Precision>::max() + 1.0);
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alias[under] = over;
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f[over] += f[under] - 1;
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if (f[over] >= 1 || mm <= over)
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{
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for (under = mm; under < psize && f[under] >= 1; ++under);
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mm = under + 1;
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}
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else
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{
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under = over;
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}
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while (over < psize && f[over] < 1) ++over;
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}
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for (; over < psize; ++over)
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{
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if (f[over] >= 1)
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{
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arr[over] = std::numeric_limits<_Precision>::max();
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alias[over] = over;
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}
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}
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if (under < psize)
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{
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arr[under] = std::numeric_limits<_Precision>::max();
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alias[under] = under;
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for (under = mm; under < msize; ++under)
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{
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if (f[under] < 1)
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{
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arr[under] = std::numeric_limits<_Precision>::max();
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alias[under] = under;
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}
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}
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}
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}
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template<typename _Rng>
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size_t operator()(_Rng& rng) const
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{
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auto x = rng();
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size_t a;
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if (sizeof(_Precision) < sizeof(typename _Rng::result_type))
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{
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a = x >> (sizeof(x) * 8 - bitsize);
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}
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else
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{
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a = rng() & ((1 << bitsize) - 1);
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}
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_Precision b = (_Precision)x;
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if (b < arr[a])
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{
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assert(a < msize);
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return a;
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}
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assert(alias[a] < msize);
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return alias[a];
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}
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};
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}
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}
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#pragma once
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#include <random>
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#include <exception>
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#include <unordered_map>
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#include <vector>
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#include <iostream>
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#include <sstream>
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#include <cassert>
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#include "serializer.hpp"
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namespace tomoto
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{
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using Vid = uint32_t;
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using Tid = uint16_t;
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using Float = float;
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class Dictionary
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{
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protected:
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std::unordered_map<std::string, Vid> dict;
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std::vector<std::string> id2word;
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public:
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Vid add(const std::string& word)
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{
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auto it = dict.find(word);
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if (it == dict.end())
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{
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dict.emplace(std::make_pair(word, dict.size()));
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id2word.emplace_back(word);
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return (Vid)(dict.size() - 1);
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}
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return it->second;
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}
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size_t size() const { return dict.size(); }
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std::string toWord(Vid vid) const
|
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{
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assert(vid < id2word.size());
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return id2word[vid];
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}
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Vid toWid(const std::string& word) const
|
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{
|
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auto it = dict.find(word);
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if (it == dict.end()) return (Vid)-1;
|
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return it->second;
|
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}
|
49
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|
50
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void serializerWrite(std::ostream& writer) const
|
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{
|
52
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serializer::writeMany(writer, serializer::to_key("Dict"), id2word);
|
53
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}
|
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|
55
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void serializerRead(std::istream& reader)
|
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{
|
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serializer::readMany(reader, serializer::to_key("Dict"), id2word);
|
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for (size_t i = 0; i < id2word.size(); ++i)
|
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{
|
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dict.emplace(id2word[i], i);
|
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}
|
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}
|
63
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|
64
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void swap(Dictionary& rhs)
|
65
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{
|
66
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std::swap(dict, rhs.dict);
|
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std::swap(id2word, rhs.id2word);
|
68
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}
|
69
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+
|
70
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void reorder(const std::vector<Vid>& order)
|
71
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+
{
|
72
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for (auto& p : dict)
|
73
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+
{
|
74
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+
p.second = order[p.second];
|
75
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id2word[p.second] = p.first;
|
76
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+
}
|
77
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+
}
|
78
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+
};
|
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+
|
80
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+
}
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@@ -0,0 +1,181 @@
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#pragma once
|
2
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+
#include <type_traits>
|
3
|
+
#include <Eigen/Dense>
|
4
|
+
#include "math.h"
|
5
|
+
|
6
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namespace Eigen
|
7
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+
{
|
8
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+
namespace internal
|
9
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+
{
|
10
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+
template<typename PacketType>
|
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struct to_int_packet
|
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{
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typedef PacketType type;
|
14
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+
};
|
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}
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}
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+
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#ifdef EIGEN_VECTORIZE_AVX
|
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+
#include <immintrin.h>
|
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+
#include "avx_gamma.h"
|
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+
|
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+
namespace Eigen
|
23
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+
{
|
24
|
+
namespace internal
|
25
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+
{
|
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+
template<> struct to_int_packet<Packet8f>
|
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|
+
{
|
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+
typedef Packet8i type;
|
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+
};
|
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+
|
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|
+
EIGEN_STRONG_INLINE Packet8f p_to_f32(const Packet8i& a)
|
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|
+
{
|
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+
return _mm256_cvtepi32_ps(a);
|
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+
}
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+
|
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+
}
|
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+
}
|
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+
|
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|
+
#elif defined(EIGEN_VECTORIZE_SSE2)
|
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+
#include <xmmintrin.h>
|
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+
#include "sse_gamma.h"
|
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+
|
43
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+
namespace Eigen
|
44
|
+
{
|
45
|
+
namespace internal
|
46
|
+
{
|
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+
template<> struct to_int_packet<Packet4f>
|
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|
+
{
|
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|
+
typedef Packet4i type;
|
50
|
+
};
|
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+
|
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|
+
EIGEN_STRONG_INLINE Packet4f p_to_f32(const Packet4i& a)
|
53
|
+
{
|
54
|
+
return _mm_cvtepi32_ps(a);
|
55
|
+
}
|
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+
|
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+
}
|
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+
}
|
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+
#endif
|
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+
|
61
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+
namespace Eigen
|
62
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+
{
|
63
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+
namespace internal
|
64
|
+
{
|
65
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+
template<typename Scalar, typename Scalar2> struct scalar_lgamma_subt_op {
|
66
|
+
EIGEN_EMPTY_STRUCT_CTOR(scalar_lgamma_subt_op)
|
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|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Scalar operator() (const Scalar& z, const Scalar2& a) const { return tomoto::math::lgammaSubt(z, a); }
|
68
|
+
template<typename Packet>
|
69
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const Packet& z, const Packet& a) const
|
70
|
+
{
|
71
|
+
return lgamma_subt(z, a);
|
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|
+
}
|
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|
+
};
|
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|
+
|
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|
+
template<typename Scalar, typename Scalar2>
|
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|
+
struct functor_traits<scalar_lgamma_subt_op<Scalar, Scalar2> >
|
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|
+
{
|
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|
+
enum {
|
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|
+
Cost = HugeCost,
|
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|
+
PacketAccess = 1
|
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|
+
};
|
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|
+
};
|
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|
+
|
84
|
+
template<>
|
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|
+
struct scalar_cast_op<int32_t, float> {
|
86
|
+
EIGEN_EMPTY_STRUCT_CTOR(scalar_cast_op)
|
87
|
+
typedef float result_type;
|
88
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const float operator() (const int32_t& a) const { return cast<int32_t, float>(a); }
|
89
|
+
|
90
|
+
template<typename Packet>
|
91
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE const Packet packetOp(const typename to_int_packet<typename std::remove_const<Packet>::type>::type& a) const
|
92
|
+
{
|
93
|
+
return p_to_f32(a);
|
94
|
+
}
|
95
|
+
};
|
96
|
+
|
97
|
+
template<>
|
98
|
+
struct functor_traits<scalar_cast_op<int32_t, float> >
|
99
|
+
{
|
100
|
+
enum { Cost = NumTraits<float>::AddCost, PacketAccess = 1 };
|
101
|
+
};
|
102
|
+
|
103
|
+
template<typename ArgType>
|
104
|
+
struct unary_evaluator<CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType>, IndexBased >
|
105
|
+
: evaluator_base<CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType> >
|
106
|
+
{
|
107
|
+
typedef CwiseUnaryOp<scalar_cast_op<int32_t, float>, ArgType> XprType;
|
108
|
+
|
109
|
+
enum {
|
110
|
+
CoeffReadCost = evaluator<ArgType>::CoeffReadCost + functor_traits<scalar_cast_op<int32_t, float>>::Cost,
|
111
|
+
|
112
|
+
Flags = evaluator<ArgType>::Flags
|
113
|
+
& (HereditaryBits | LinearAccessBit | (functor_traits<scalar_cast_op<int32_t, float>>::PacketAccess ? PacketAccessBit : 0)),
|
114
|
+
Alignment = evaluator<ArgType>::Alignment
|
115
|
+
};
|
116
|
+
|
117
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
|
118
|
+
explicit unary_evaluator(const XprType& op)
|
119
|
+
: m_functor(op.functor()),
|
120
|
+
m_argImpl(op.nestedExpression())
|
121
|
+
{
|
122
|
+
EIGEN_INTERNAL_CHECK_COST_VALUE(NumTraits<float>::AddCost);
|
123
|
+
EIGEN_INTERNAL_CHECK_COST_VALUE(CoeffReadCost);
|
124
|
+
}
|
125
|
+
|
126
|
+
typedef typename XprType::CoeffReturnType CoeffReturnType;
|
127
|
+
|
128
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
|
129
|
+
CoeffReturnType coeff(Index row, Index col) const
|
130
|
+
{
|
131
|
+
return m_functor(m_argImpl.coeff(row, col));
|
132
|
+
}
|
133
|
+
|
134
|
+
EIGEN_DEVICE_FUNC EIGEN_STRONG_INLINE
|
135
|
+
CoeffReturnType coeff(Index index) const
|
136
|
+
{
|
137
|
+
return m_functor(m_argImpl.coeff(index));
|
138
|
+
}
|
139
|
+
|
140
|
+
template<int LoadMode, typename PacketType>
|
141
|
+
EIGEN_STRONG_INLINE
|
142
|
+
PacketType packet(Index row, Index col) const
|
143
|
+
{
|
144
|
+
return m_functor.packetOp<PacketType>(m_argImpl.template packet<LoadMode, typename to_int_packet<PacketType>::type>(row, col));
|
145
|
+
}
|
146
|
+
|
147
|
+
template<int LoadMode, typename PacketType>
|
148
|
+
EIGEN_STRONG_INLINE
|
149
|
+
PacketType packet(Index index) const
|
150
|
+
{
|
151
|
+
return m_functor.packetOp<PacketType>(m_argImpl.template packet<LoadMode, typename to_int_packet<PacketType>::type>(index));
|
152
|
+
}
|
153
|
+
|
154
|
+
protected:
|
155
|
+
const scalar_cast_op<int32_t, float> m_functor;
|
156
|
+
evaluator<ArgType> m_argImpl;
|
157
|
+
};
|
158
|
+
|
159
|
+
}
|
160
|
+
|
161
|
+
template <typename Derived, typename T> EIGEN_DEVICE_FUNC inline
|
162
|
+
const CwiseBinaryOp<internal::scalar_lgamma_subt_op< typename internal::traits<Derived>::Scalar, T >, const Derived,
|
163
|
+
const typename internal::plain_constant_type<Derived, T>::type>
|
164
|
+
lgamma_subt(const Eigen::ArrayBase<Derived>& x, const T& scalar) {
|
165
|
+
|
166
|
+
return CwiseBinaryOp<internal::scalar_lgamma_subt_op< typename internal::traits<Derived>::Scalar, T >, const Derived,
|
167
|
+
const typename internal::plain_constant_type<Derived, T>::type>(x.derived(),
|
168
|
+
typename internal::plain_constant_type<Derived, T>::type(x.derived().rows(), x.derived().cols(), internal::scalar_constant_op<T>(scalar))
|
169
|
+
);
|
170
|
+
}
|
171
|
+
|
172
|
+
template<typename Derived, typename Derived2>
|
173
|
+
inline const CwiseBinaryOp<internal::scalar_lgamma_subt_op<typename Derived::Scalar, typename Derived2::Scalar>, const Derived, const Derived2>
|
174
|
+
lgamma_subt(const Eigen::ArrayBase<Derived>& x, const Eigen::ArrayBase<Derived2>& y)
|
175
|
+
{
|
176
|
+
return CwiseBinaryOp<internal::scalar_lgamma_subt_op<typename Derived::Scalar, typename Derived2::Scalar>, const Derived, const Derived2>(
|
177
|
+
x.derived(),
|
178
|
+
y.derived()
|
179
|
+
);
|
180
|
+
}
|
181
|
+
}
|
@@ -0,0 +1,202 @@
|
|
1
|
+
// Copyright (C) 2016-2019 Yixuan Qiu <yixuan.qiu@cos.name>
|
2
|
+
// Under MIT license
|
3
|
+
// https://github.com/yixuan/LBFGSpp
|
4
|
+
// bab2min modified some features
|
5
|
+
|
6
|
+
#ifndef LBFGS_H
|
7
|
+
#define LBFGS_H
|
8
|
+
|
9
|
+
#include <Eigen/Core>
|
10
|
+
#include "LBFGS/Param.h"
|
11
|
+
#include "LBFGS/LineSearchBacktracking.h"
|
12
|
+
#include "LBFGS/LineSearchBracketing.h"
|
13
|
+
|
14
|
+
|
15
|
+
namespace LBFGSpp {
|
16
|
+
|
17
|
+
|
18
|
+
///
|
19
|
+
/// LBFGS solver for unconstrained numerical optimization
|
20
|
+
///
|
21
|
+
template < typename Scalar,
|
22
|
+
template<class> class LineSearch = LineSearchBacktracking >
|
23
|
+
class LBFGSSolver
|
24
|
+
{
|
25
|
+
private:
|
26
|
+
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> Vector;
|
27
|
+
typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> Matrix;
|
28
|
+
typedef Eigen::Map<Vector> MapVec;
|
29
|
+
|
30
|
+
static constexpr Scalar epsilon = Scalar(0.001); // add epsilon for preventing division-by-zero
|
31
|
+
|
32
|
+
LBFGSParam<Scalar> m_param; // Parameters to control the LBFGS algorithm
|
33
|
+
Matrix m_s; // History of the s vectors
|
34
|
+
Matrix m_y; // History of the y vectors
|
35
|
+
Vector m_ys; // History of the s'y values
|
36
|
+
Vector m_alpha; // History of the step lengths
|
37
|
+
Vector m_fx; // History of the objective function values
|
38
|
+
Vector m_xp; // Old x
|
39
|
+
Vector m_grad; // New gradient
|
40
|
+
Vector m_gradp; // Old gradient
|
41
|
+
Vector m_drt; // Moving direction
|
42
|
+
|
43
|
+
inline void reset(int n)
|
44
|
+
{
|
45
|
+
const int m = m_param.m;
|
46
|
+
m_s.resize(n, m);
|
47
|
+
m_y.resize(n, m);
|
48
|
+
m_ys.resize(m);
|
49
|
+
m_alpha.resize(m);
|
50
|
+
m_xp.resize(n);
|
51
|
+
m_grad.resize(n);
|
52
|
+
m_gradp.resize(n);
|
53
|
+
m_drt.resize(n);
|
54
|
+
if (m_param.past > 0)
|
55
|
+
m_fx.resize(m_param.past);
|
56
|
+
}
|
57
|
+
|
58
|
+
public:
|
59
|
+
///
|
60
|
+
/// Constructor for LBFGS solver.
|
61
|
+
///
|
62
|
+
/// \param param An object of \ref LBFGSParam to store parameters for the
|
63
|
+
/// algorithm
|
64
|
+
///
|
65
|
+
LBFGSSolver(const LBFGSParam<Scalar>& param = {}) :
|
66
|
+
m_param(param)
|
67
|
+
{
|
68
|
+
m_param.check_param();
|
69
|
+
}
|
70
|
+
|
71
|
+
///
|
72
|
+
/// Minimizing a multivariate function using LBFGS algorithm.
|
73
|
+
/// Exceptions will be thrown if error occurs.
|
74
|
+
///
|
75
|
+
/// \param f A function object such that `f(x, grad)` returns the
|
76
|
+
/// objective function value at `x`, and overwrites `grad` with
|
77
|
+
/// the gradient.
|
78
|
+
/// \param x In: An initial guess of the optimal point. Out: The best point
|
79
|
+
/// found.
|
80
|
+
/// \param fx Out: The objective function value at `x`.
|
81
|
+
///
|
82
|
+
/// \return Number of iterations used.
|
83
|
+
///
|
84
|
+
template <typename Foo>
|
85
|
+
inline int minimize(Foo&& f, Eigen::Ref<Vector> x, Scalar& fx)
|
86
|
+
{
|
87
|
+
const int n = x.size();
|
88
|
+
const int fpast = m_param.past;
|
89
|
+
reset(n);
|
90
|
+
|
91
|
+
// Evaluate function and compute gradient
|
92
|
+
fx = f(x, m_grad);
|
93
|
+
|
94
|
+
Scalar xnorm = x.norm();
|
95
|
+
Scalar gnorm = m_grad.norm();
|
96
|
+
if (fpast > 0)
|
97
|
+
m_fx[0] = fx;
|
98
|
+
|
99
|
+
// Early exit if the initial x is already a minimizer
|
100
|
+
if (gnorm <= m_param.epsilon * std::max(xnorm, Scalar(1.0)))
|
101
|
+
{
|
102
|
+
return 1;
|
103
|
+
}
|
104
|
+
|
105
|
+
// Initial direction
|
106
|
+
m_drt.noalias() = -m_grad;
|
107
|
+
// Initial step
|
108
|
+
Scalar step = Scalar(1.0) / m_drt.norm();
|
109
|
+
|
110
|
+
int k = 1;
|
111
|
+
int end = 0;
|
112
|
+
for (; ; )
|
113
|
+
{
|
114
|
+
// Save the curent x and gradient
|
115
|
+
m_xp.noalias() = x;
|
116
|
+
m_gradp.noalias() = m_grad;
|
117
|
+
|
118
|
+
// Line search to update x, fx and gradient
|
119
|
+
LineSearch<Scalar>::LineSearch(f, fx, x, m_grad, step, m_drt, m_xp, m_param);
|
120
|
+
|
121
|
+
// New x norm and gradient norm
|
122
|
+
xnorm = x.norm();
|
123
|
+
gnorm = m_grad.norm();
|
124
|
+
|
125
|
+
// Convergence test -- gradient
|
126
|
+
if (gnorm <= m_param.epsilon * std::max(xnorm, Scalar(1.0)))
|
127
|
+
{
|
128
|
+
return k;
|
129
|
+
}
|
130
|
+
// Convergence test -- objective function value
|
131
|
+
if (fpast > 0)
|
132
|
+
{
|
133
|
+
if (k >= fpast && std::abs((m_fx[k % fpast] - fx) / fx) < m_param.delta)
|
134
|
+
return k;
|
135
|
+
|
136
|
+
m_fx[k % fpast] = fx;
|
137
|
+
}
|
138
|
+
// Maximum number of iterations
|
139
|
+
if (m_param.max_iterations != 0 && k >= m_param.max_iterations)
|
140
|
+
{
|
141
|
+
return k;
|
142
|
+
}
|
143
|
+
|
144
|
+
// Update s and y
|
145
|
+
// s_{k+1} = x_{k+1} - x_k
|
146
|
+
// y_{k+1} = g_{k+1} - g_k
|
147
|
+
MapVec svec(&m_s(0, end), n);
|
148
|
+
MapVec yvec(&m_y(0, end), n);
|
149
|
+
svec.noalias() = x - m_xp;
|
150
|
+
yvec.noalias() = m_grad - m_gradp;
|
151
|
+
|
152
|
+
// ys = y's = 1/rho
|
153
|
+
// yy = y'y
|
154
|
+
Scalar ys = yvec.dot(svec);
|
155
|
+
Scalar yy = yvec.squaredNorm();
|
156
|
+
|
157
|
+
/* prevent division-by-zero */
|
158
|
+
if (yy == 0 || ys == 0)
|
159
|
+
{
|
160
|
+
ys += epsilon;
|
161
|
+
yy += epsilon;
|
162
|
+
}
|
163
|
+
m_ys[end] = ys;
|
164
|
+
|
165
|
+
// Recursive formula to compute d = -H * g
|
166
|
+
m_drt.noalias() = -m_grad;
|
167
|
+
int bound = std::min(m_param.m, k);
|
168
|
+
end = (end + 1) % m_param.m;
|
169
|
+
int j = end;
|
170
|
+
for (int i = 0; i < bound; i++)
|
171
|
+
{
|
172
|
+
j = (j + m_param.m - 1) % m_param.m;
|
173
|
+
MapVec sj(&m_s(0, j), n);
|
174
|
+
MapVec yj(&m_y(0, j), n);
|
175
|
+
m_alpha[j] = sj.dot(m_drt) / m_ys[j];
|
176
|
+
m_drt.noalias() -= m_alpha[j] * yj;
|
177
|
+
}
|
178
|
+
|
179
|
+
m_drt *= (ys / yy);
|
180
|
+
|
181
|
+
for (int i = 0; i < bound; i++)
|
182
|
+
{
|
183
|
+
MapVec sj(&m_s(0, j), n);
|
184
|
+
MapVec yj(&m_y(0, j), n);
|
185
|
+
Scalar beta = yj.dot(m_drt) / m_ys[j];
|
186
|
+
m_drt.noalias() += (m_alpha[j] - beta) * sj;
|
187
|
+
j = (j + 1) % m_param.m;
|
188
|
+
}
|
189
|
+
|
190
|
+
// step = 1.0 as initial guess
|
191
|
+
step = Scalar(1.0);
|
192
|
+
k++;
|
193
|
+
}
|
194
|
+
|
195
|
+
return k;
|
196
|
+
}
|
197
|
+
};
|
198
|
+
|
199
|
+
|
200
|
+
} // namespace LBFGSpp
|
201
|
+
|
202
|
+
#endif // LBFGS_H
|