10 feature importance sampling for ctbn #59
Merged
AlessandroBregoli
merged 4 commits from 10-feature-importance-sampling-for-ctbn
into dev
2 years ago
@ -0,0 +1,111 @@ |
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use crate::{ |
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network::Network, |
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params::{self, ParamsTrait}, |
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}; |
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use rand::SeedableRng; |
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use rand_chacha::ChaCha8Rng; |
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pub trait Sampler: Iterator { |
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fn reset(&mut self); |
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} |
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pub struct ForwardSampler<'a, T> |
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where |
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T: Network, |
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{ |
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net: &'a T, |
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rng: ChaCha8Rng, |
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current_time: f64, |
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current_state: Vec<params::StateType>, |
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next_transitions: Vec<Option<f64>>, |
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} |
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impl<'a, T: Network> ForwardSampler<'a, T> { |
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pub fn new(net: &'a T, seed: Option<u64>) -> ForwardSampler<'a, T> { |
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let rng: ChaCha8Rng = match seed { |
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//If a seed is present use it to initialize the random generator.
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Some(seed) => SeedableRng::seed_from_u64(seed), |
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//Otherwise create a new random generator using the method `from_entropy`
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None => SeedableRng::from_entropy(), |
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}; |
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let mut fs = ForwardSampler { |
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net: net, |
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rng: rng, |
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current_time: 0.0, |
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current_state: vec![], |
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next_transitions: vec![], |
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}; |
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fs.reset(); |
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return fs; |
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} |
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} |
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impl<'a, T: Network> Iterator for ForwardSampler<'a, T> { |
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type Item = (f64, Vec<params::StateType>); |
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fn next(&mut self) -> Option<Self::Item> { |
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let ret_time = self.current_time.clone(); |
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let ret_state = self.current_state.clone(); |
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for (idx, val) in self.next_transitions.iter_mut().enumerate() { |
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if let None = val { |
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*val = Some( |
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self.net |
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.get_node(idx) |
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.get_random_residence_time( |
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self.net |
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.get_node(idx) |
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.state_to_index(&self.current_state[idx]), |
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self.net.get_param_index_network(idx, &self.current_state), |
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&mut self.rng, |
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) |
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.unwrap() |
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+ self.current_time, |
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); |
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} |
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} |
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let next_node_transition = self |
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.next_transitions |
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.iter() |
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.enumerate() |
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.min_by(|x, y| x.1.unwrap().partial_cmp(&y.1.unwrap()).unwrap()) |
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.unwrap() |
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.0; |
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self.current_time = self.next_transitions[next_node_transition].unwrap().clone(); |
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self.current_state[next_node_transition] = self |
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.net |
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.get_node(next_node_transition) |
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.get_random_state( |
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self.net |
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.get_node(next_node_transition) |
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.state_to_index(&self.current_state[next_node_transition]), |
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self.net |
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.get_param_index_network(next_node_transition, &self.current_state), |
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&mut self.rng, |
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) |
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.unwrap(); |
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self.next_transitions[next_node_transition] = None; |
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for child in self.net.get_children_set(next_node_transition) { |
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self.next_transitions[child] = None; |
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} |
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Some((ret_time, ret_state)) |
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} |
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} |
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impl<'a, T: Network> Sampler for ForwardSampler<'a, T> { |
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fn reset(&mut self) { |
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self.current_time = 0.0; |
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self.current_state = self |
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.net |
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.get_node_indices() |
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.map(|x| self.net.get_node(x).get_random_state_uniform(&mut self.rng)) |
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.collect(); |
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self.next_transitions = self.net.get_node_indices().map(|_| Option::None).collect(); |
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} |
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} |
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