137 lines
3.6 KiB
JavaScript
137 lines
3.6 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var isPositiveInteger = require( '@stdlib/assert/is-positive-integer' );
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var randu = require( '@stdlib/random/base/randu' );
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var avgMatrix = require( './avg_matrix.js' );
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// MAIN //
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/**
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* Fit model using collapsed Gibbs sampling.
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*
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* @private
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* @param {PositiveInteger} iter - number of sampling iterations
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* @param {PositiveInteger} burnin - number of estimates to be thrown away at beginning
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* @param {PositiveInteger} thin - number of discarded in-between iterations
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* @throws {TypeError} first argument must be a positive integer
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* @throws {TypeError} second argument must be a positive integer
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* @throws {TypeError} third argument must be a positive integer
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*/
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function fit( iter, burnin, thin ) {
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/* eslint-disable no-invalid-this */
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var kalpha;
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var wbeta;
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var topic;
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var theta;
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var prob;
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var word;
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var phi;
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var len;
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var nt;
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var d;
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var i;
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var j;
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var u;
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var w;
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if ( !isPositiveInteger( iter ) ) {
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throw new TypeError( 'invalid argument. First argument must be a positive integer. Value: `' + iter + '`.' );
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}
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if ( !isPositiveInteger( burnin ) ) {
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throw new TypeError( 'invalid argument. Second argument must be a positive integer. Value: `' + burnin + '`.' );
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}
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if ( !isPositiveInteger( thin ) ) {
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throw new TypeError( 'invalid argument. Third argument must be a positive integer. Value: `' + thin + '`.' );
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}
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wbeta = this.W * this.beta;
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kalpha = this.K * this.alpha;
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for ( i = 0; i < iter; i++ ) {
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for ( d = 0; d < this.D; d++ ) {
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for ( w = 0; w < this.ndSum[ d ]; w++ ) {
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word = this.w[ d ][ w ];
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topic = this.z[ d ][ w ];
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this.nw.set( word, topic, this.nw.get( word, topic ) - 1 );
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this.nd.set( d, topic, this.nd.get( d, topic ) - 1 );
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this.ndSum[ d ] -= 1;
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this.nwSum[ topic ] -= 1;
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prob = [];
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for ( j = 0; j < this.K; j++ ) {
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prob.push( ( this.nw.get( word, j ) + this.beta ) /
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( this.nwSum[ j ] + wbeta ) *
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( this.nd.get( d, j ) + this.alpha ) /
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( this.ndSum[ d ] + kalpha ) );
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}
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for ( j = 1; j < this.K; j++ ) {
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prob[ j ] += prob[ j - 1 ];
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}
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u = prob[ this.K - 1 ] * randu();
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topic = 0;
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for ( nt = 0; nt < this.K; nt++ ) {
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if ( prob[ nt ] > u ) {
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topic = nt;
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break;
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}
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}
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// Assign new z_i to counts...
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this.nw.set( word, topic, this.nw.get( word, topic ) + 1 );
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this.nd.set( d, topic, this.nd.get( d, topic ) + 1 );
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this.nwSum[ topic ] += 1;
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this.ndSum[ d ] += 1;
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this.z[ d ][ w ] = topic;
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}
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}
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if ( i % thin === 0 && i > burnin ) {
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phi = this.getPhis();
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theta = this.getThetas();
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this.phiList.push( phi );
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this.thetaList.push( theta );
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len = this.phiList.length;
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if ( len === 1 ) {
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this.avgPhi = phi;
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} else {
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this.avgPhi = avgMatrix( this.avgPhi, phi, len );
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}
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len = this.thetaList.length;
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if ( len === 1 ) {
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this.avgTheta = theta;
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} else {
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this.avgTheta = avgMatrix( this.avgTheta, theta, len );
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}
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}
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}
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}
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// EXPORTS //
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module.exports = fit;
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