abstract class MetropolisHastings extends BaseUnweightedSampler

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  1. MetropolisHastings
  2. BaseUnweightedSampler
  3. Sampler
  4. Algorithm
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Instance Constructors

  1. new MetropolisHastings(universe: Universe, proposalScheme: ProposalScheme, burnIn: Int, interval: Int, targets: Element[_]*)

    burnIn

    The number of iterations to run before samples are collected

    interval

    The number of iterations to perform between collecting samples A summary of the call sequence: call doInitialize, which primes the universe to make sure all elements have a generated value, including constraintValues call doSample for each sample specified from doSample, call mhStep, which returns a new state that can either be accepted or rejected from mhStep, call proposeAndUpdate, which returns a new state after proposals and changes from proposeAndUpdate, call runScheme from runScheme, call runStep according to the proposal scheme to return the current state from proposeAndUpdate, call updateOne for every proposed element and element used by a proposed element from updateOne, call attemptChange, which changes an element's value and randomness and either returns the new state or rejects the new state early (jumps up to mhStep) from mhStep, call decideToAccept, which determines whether to accept or reject the new state from mhStep, handle rejected states by undoing the modified state to its original form

Type Members

  1. type LastUpdate[T] = (T, Int)
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  2. type Sample = Map[Element[_], Any]

    A sample is a map from elements to their values.

    A sample is a map from elements to their values.

    Definition Classes
    BaseUnweightedSampler
  3. type TimesSeen[T] = Map[T, Int]
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler

Abstract Value Members

  1. abstract def doKill(): Unit
    Attributes
    protected[com.cra.figaro.algorithm]
    Definition Classes
    Algorithm
  2. abstract def doResume(): Unit
    Attributes
    protected[com.cra.figaro.algorithm]
    Definition Classes
    Algorithm
  3. abstract def doStart(): Unit
    Attributes
    protected[com.cra.figaro.algorithm]
    Definition Classes
    Algorithm
  4. abstract def doStop(): Unit
    Attributes
    protected[com.cra.figaro.algorithm]
    Definition Classes
    Algorithm

Concrete Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def accept(state: State): Unit
    Attributes
    protected
  5. var acceptProbability: Double
    Attributes
    protected
  6. def acceptRejectRatio: Double

    Get the acceptance ratio for the sampler.

  7. var accepts: Int
    Attributes
    protected
  8. val active: Boolean
    Attributes
    protected
    Definition Classes
    Algorithm
  9. var allLastUpdates: Map[Element[_], LastUpdate[_]]
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  10. var allTimesSeen: Map[Element[_], TimesSeen[_]]
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  11. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  12. var chainCache: Cache
    Attributes
    protected
  13. def cleanUp(): Unit

    Clean up the sampler, freeing memory.

    Clean up the sampler, freeing memory.

    Definition Classes
    MetropolisHastingsAlgorithm
  14. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  15. def computeScores(): Double
    Attributes
    protected
  16. var constraintsBound: Boolean

    Set this flag to true when constraints are bound between 0 and 1 to enable early rejection of states with constrained elements.

  17. var constraintsSum: Double
    Attributes
    protected
  18. val currentConstraintValues: Map[Element[_], Double]
    Attributes
    protected
  19. var debug: Boolean

    Set this flag to true to obtain debugging information.

  20. def decideToAccept(newState: State): Boolean
    Attributes
    protected
  21. var dissatisfied: Set[Element[_]]
    Attributes
    protected
  22. def doInitialize(): Unit
    Attributes
    protected
  23. def doSample(): Unit
    Attributes
    protected
    Definition Classes
    MetropolisHastingsBaseUnweightedSamplerSampler
  24. var elementsUsedBy: Map[Element[_], Set[Element[_]]]
    Attributes
    protected
  25. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  26. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  27. val fastTargets: Set[Element[_]]
    Attributes
    protected
  28. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  29. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  30. def getDissatisfied: Set[Element[_]]
    Attributes
    protected
  31. def getSampleCount: Int

    Number of samples taken

    Number of samples taken

    Definition Classes
    BaseUnweightedSampler
  32. def hashCode(): Int
    Definition Classes
    AnyRef → Any
  33. def initConstrainedValues(): Unit
    Attributes
    protected
  34. def initUpdates(): Unit
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  35. def initialize(): Unit

    Called when the algorithm is started before running any steps.

    Called when the algorithm is started before running any steps. By default, does nothing. Can be overridden.

    Definition Classes
    Algorithm
  36. def isActive: Boolean
    Definition Classes
    Algorithm
  37. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  38. def kill(): Unit

    Kill the algorithm so that it is inactive.

    Kill the algorithm so that it is inactive. It will no longer be able to provide answers.Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  39. def mhStep(): State
    Attributes
    protected
  40. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  41. def newLastUpdate[T](target: Element[T]): LastUpdate[T]
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  42. def newTimesSeen[T](target: Element[T]): TimesSeen[T]
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  43. final def notify(): Unit
    Definition Classes
    AnyRef
  44. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  45. var oldModelProb: Double
    Attributes
    protected
  46. var oldPropProb: Double
    Attributes
    protected
  47. def proposeAndUpdate(): State
    Attributes
    protected
  48. var proposedElementsSortedUpdates: Map[Iterable[Element[_]], List[Element[_]]]
    Attributes
    protected
  49. lazy val queryTargets: List[Element[_]]
    Definition Classes
    BaseUnweightedSampler
  50. var rejects: Int
    Attributes
    protected
  51. def resetCounts(): Unit
    Attributes
    protected
    Definition Classes
    BaseUnweightedSamplerSampler
  52. def resume(): Unit

    Resume the computation of the algorithm, if it has been stopped.

    Resume the computation of the algorithm, if it has been stopped. Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  53. def runScheme(): State
    Attributes
    protected
  54. def sample(): (Boolean, Sample)

    Produce a single sample.

    Produce a single sample.

    Definition Classes
    MetropolisHastingsBaseUnweightedSampler
  55. var sampleCount: Int
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  56. def start(): Unit

    Start the algorithm and make it active.

    Start the algorithm and make it active. After it returns, the algorithm must be ready to provide answers. Throws AlgorithmActiveException if the algorithm is already active.

    Definition Classes
    Algorithm
  57. def stop(): Unit

    Stop the algorithm from computing.

    Stop the algorithm from computing. The algorithm is still ready to provide answers after it returns. Throws AlgorithmInactiveException if the algorithm is not active.

    Definition Classes
    Algorithm
  58. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  59. def test(numSamples: Int, predicates: Seq[Predicate[_]], elementsToTrack: Seq[Element[_]]): (Double, Map[Predicate[_], Double], Map[Element[_], Double])

    Test Metropolis-Hastings by repeatedly running a single step from the same initial state.

    Test Metropolis-Hastings by repeatedly running a single step from the same initial state. For each of a set of predicates, the fraction of times the predicate is satisfied by the resulting state is returned. By the resulting state, we mean the new state if it is accepted and the original state if not.

  60. def toString(): String
    Definition Classes
    AnyRef → Any
  61. def undo(state: State): Unit
    Attributes
    protected
  62. val universe: Universe
    Definition Classes
    BaseUnweightedSampler
  63. def update(): Unit
    Attributes
    protected
    Definition Classes
    BaseUnweightedSamplerSampler
  64. def updateTimesSeenForTarget[T](elem: Element[T], newValue: T): Unit
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  65. def updateTimesSeenWithValue[T](value: T, timesSeen: TimesSeen[T], seen: Int): Unit
    Attributes
    protected
    Definition Classes
    BaseUnweightedSampler
  66. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  67. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  68. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from BaseUnweightedSampler

Inherited from Sampler

Inherited from Algorithm

Inherited from AnyRef

Inherited from Any

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