io.improbable.keanu.vertices.dbl.probabilistic

Class KDEVertex

java.lang.Object

io.improbable.keanu.vertices.Vertex<DoubleTensor>

io.improbable.keanu.vertices.dbl.DoubleVertex

io.improbable.keanu.vertices.dbl.probabilistic.KDEVertex

All Implemented Interfaces:

Variable<DoubleTensor,VertexState<DoubleTensor>>, io.improbable.keanu.kotlin.DoubleOperators<DoubleVertex>, io.improbable.keanu.kotlin.NumberOperators<DoubleVertex>, Differentiable, ProbabilisticDouble, Observable<DoubleTensor>, Probabilistic<DoubleTensor>, Samplable<DoubleTensor>

public class KDEVertex
extends DoubleVertex
implements Differentiable, ProbabilisticDouble, Samplable<DoubleTensor>

Constructor Summary

Constructors

Constructor and Description
KDEVertex(DoubleTensor samples)
KDEVertex(DoubleTensor samples, double bandwidth)
KDEVertex(java.util.List<java.lang.Double> samples)
KDEVertex(java.util.List<java.lang.Double> samples, double bandwidth)

Method Summary

Modifier and Type	Method and Description
java.util.Map<Vertex,DoubleTensor>	dLogProb(DoubleTensor value, java.util.Set<? extends Vertex> withRespectTo) The partial derivatives of the natural log prob.
double	getBandwidth()
DoubleTensor	getInputSamples()
long[]	getSampleShape()
double	logProb(DoubleTensor x) This is the natural log of the probability at the supplied value.
DoubleTensor	pdf(DoubleTensor x)
void	resample(int nSamples, KeanuRandom random)
DoubleTensor	sample(int nSamples, KeanuRandom random)
DoubleTensor	sample(KeanuRandom random)

Methods inherited from class io.improbable.keanu.vertices.dbl.DoubleVertex

abs, acos, asin, atan, atan2, ceil, concat, cos, div, div, divideBy, divideBy, equalTo, exp, floor, getValue, greaterThan, greaterThanOrEqualTo, lambda, lambda, lessThan, lessThanOrEqualTo, loadValue, log, logGamma, matrixDeterminant, matrixInverse, matrixMultiply, max, min, minus, minus, multiply, multiply, notEqualTo, observe, observe, permute, plus, plus, pow, pow, reshape, reverseDiv, reverseMinus, round, saveValue, setAndCascade, setAndCascade, setValue, setValue, setWithMask, setWithMask, sigmoid, sin, slice, sum, sum, take, tan, times, times, toGreaterThanMask, toGreaterThanMask, toGreaterThanOrEqualToMask, toGreaterThanOrEqualToMask, toInteger, toLessThanMask, toLessThanMask, toLessThanOrEqualToMask, toLessThanOrEqualToMask, transpose, unaryMinus

Methods inherited from class io.improbable.keanu.vertices.Vertex

addChild, addParent, addParents, equals, eval, getChildren, getConnectedGraph, getDegree, getId, getIndentation, getLabel, getObservedValue, getParents, getRank, getReference, getShape, getState, getValue, hashCode, hasValue, isDifferentiable, isObserved, isProbabilistic, lazyEval, observe, observeOwnValue, print, print, removeLabel, save, setAndCascade, setLabel, setLabel, setParents, setParents, setState, setValue, toString, unobserve

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface io.improbable.keanu.vertices.dbl.Differentiable

forwardModeAutoDifferentiation, reverseModeAutoDifferentiation, withRespectToSelf

Methods inherited from interface io.improbable.keanu.vertices.dbl.probabilistic.ProbabilisticDouble

dLogPdf, dLogPdf, dLogPdf, dLogPdf, dLogPdf, dLogPdf, logPdf, logPdf, logPdf

Methods inherited from interface io.improbable.keanu.vertices.Probabilistic

dLogProb, dLogProbAtValue, dLogProbAtValue, getValue, keepOnlyProbabilisticVertices, logProbAtValue

Methods inherited from interface io.improbable.keanu.vertices.Observable

getObservedValue, isObserved, observe, unobserve

Methods inherited from interface io.improbable.keanu.vertices.Samplable

sample

Constructor Detail

KDEVertex

public KDEVertex(DoubleTensor samples,
                 double bandwidth)

KDEVertex

public KDEVertex(DoubleTensor samples)

KDEVertex

public KDEVertex(java.util.List<java.lang.Double> samples)

KDEVertex

public KDEVertex(java.util.List<java.lang.Double> samples,
                 double bandwidth)

Method Detail

getBandwidth

public double getBandwidth()

getInputSamples

public DoubleTensor getInputSamples()

pdf

public DoubleTensor pdf(DoubleTensor x)

logProb

public double logProb(DoubleTensor x)

Description copied from interface: Probabilistic

This is the natural log of the probability at the supplied value. In the case of continuous vertices, this is actually the log of the density, which will differ from the probability by a constant.

Specified by:

logProb in interface Probabilistic<DoubleTensor>

Parameters:

x - The supplied value.

Returns:

The natural log of the probability function at the supplied value. For continuous variables this is called the PDF (probability density function). For discrete variables this is called the PMF (probability mass function).

dLogProb

public java.util.Map<Vertex,DoubleTensor> dLogProb(DoubleTensor value,
                                                   java.util.Set<? extends Vertex> withRespectTo)

Description copied from interface: Probabilistic

The partial derivatives of the natural log prob.

Specified by:

dLogProb in interface Probabilistic<DoubleTensor>

Parameters:

value - at a given value

withRespectTo - list of parents to differentiate with respect to

Returns:

the partial derivatives of the log of the probability function at the supplied value. For continuous variables this is called the PDF (probability density function). For discrete variables this is called the PMF (probability mass function).

sample

public DoubleTensor sample(int nSamples,
                           KeanuRandom random)

sample

public DoubleTensor sample(KeanuRandom random)

Specified by:

sample in interface Samplable<DoubleTensor>

Parameters:

random - source of randomness

Returns:

a sample from the vertex's distribution. For non-probabilistic vertices, this will always be the same value.

resample

public void resample(int nSamples,
                     KeanuRandom random)

getSampleShape

public long[] getSampleShape()