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LSST Data Management Base Package
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AdaptiveImportanceSampler.h
Go to the documentation of this file.
1// -*- lsst-c++ -*-
2/*
3 * LSST Data Management System
4 * Copyright 2008-2013 LSST Corporation.
5 *
6 * This product includes software developed by the
7 * LSST Project (http://www.lsst.org/).
8 *
9 * This program is free software: you can redistribute it and/or modify
10 * it under the terms of the GNU General Public License as published by
11 * the Free Software Foundation, either version 3 of the License, or
12 * (at your option) any later version.
13 *
14 * This program is distributed in the hope that it will be useful,
15 * but WITHOUT ANY WARRANTY; without even the implied warranty of
16 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
17 * GNU General Public License for more details.
18 *
19 * You should have received a copy of the LSST License Statement and
20 * the GNU General Public License along with this program. If not,
21 * see <http://www.lsstcorp.org/LegalNotices/>.
22 */
23
24#ifndef LSST_MEAS_MODELFIT_AdaptiveImportanceSampler_h_INCLUDED
25#define LSST_MEAS_MODELFIT_AdaptiveImportanceSampler_h_INCLUDED
26
27#include <map>
28
29#include "lsst/pex/config.h"
33
34namespace lsst { namespace meas { namespace modelfit {
35
42public:
43 LSST_CONTROL_FIELD(nSamples, int, "Number of Monte Carlo samples to draw");
44 LSST_CONTROL_FIELD(nUpdateSteps, int, "Number of Expectation-Maximization update iterations");
45 LSST_CONTROL_FIELD(tau1, double, "Damping parameter for E-M update (see Mixture::updateEM)");
46 LSST_CONTROL_FIELD(tau2, double, "Damping parameter for E-M update (see Mixture::updateEM)");
48 targetPerplexity, double,
49 "Minimum value for normalized perplexity after this iteration; if the actual value is less "
50 "than this, this iteration will be repeated up to maxRepeat times until the target is met. "
51 "In addition, if any previous iteration meets this target, this iteration will be skipped."
52 );
54 maxRepeat, int,
55 "Maximum number of times this iteration will be repeated to meet the perplexityTarget"
56 );
57
59 nSamples(2000), nUpdateSteps(2), tau1(1E-4), tau2(0.5), targetPerplexity(1.0), maxRepeat(0)
60 {}
61};
62
71public:
72
84 afw::table::Schema & sampleSchema,
87 bool doSaveIterations=false
88 );
89
90 void run(
91 SamplingObjective const & objective,
94 ) const override;
95
97
99
100private:
101 bool _doSaveIterations;
104 afw::table::Key<Scalar> _weightKey;
105 afw::table::Key<Scalar> _objectiveKey;
106 afw::table::Key<Scalar> _proposalKey;
108 afw::table::Key<int> _iterCtrlKey;
109 afw::table::Key<int> _iterRepeatKey;
110};
111
112}}} // namespace lsst::meas::modelfit
113
114#endif // !LSST_MEAS_MODELFIT_AdaptiveImportanceSampler_h_INCLUDED
A class used as a handle to a particular field in a table.
Definition Key.h:53
Defines the fields and offsets for a table.
Definition Schema.h:51
double computeNormalizedPerplexity(afw::table::BaseCatalog const &samples) const
double computeEffectiveSampleSizeFraction(afw::table::BaseCatalog const &samples) const
void run(SamplingObjective const &objective, std::shared_ptr< Mixture > proposal, afw::table::BaseCatalog &samples) const override
AdaptiveImportanceSampler(afw::table::Schema &sampleSchema, std::shared_ptr< afw::math::Random > rng, std::map< int, ImportanceSamplerControl > const &ctrls, bool doSaveIterations=false)
Construct a new sampler.
double targetPerplexity
"Minimum value for normalized perplexity after this iteration; if the actual value is less " "than th...
int nUpdateSteps
"Number of Expectation-Maximization update iterations" ;
double tau2
"Damping parameter for E-M update (see Mixture::updateEM)" ;
int maxRepeat
"Maximum number of times this iteration will be repeated to meet the perplexityTarget" ;
double tau1
"Damping parameter for E-M update (see Mixture::updateEM)" ;
int nSamples
"Number of Monte Carlo samples to draw" ;
#define LSST_CONTROL_FIELD(NAME, TYPE, DOC)
A preprocessor macro used to define fields in C++ "control object" structs.
Definition config.h:43
CatalogT< BaseRecord > BaseCatalog
Definition fwd.h:72