int run_em(EM_ENG_PTR em_ptr) { int r, iterate, old_valid, converged, saved = 0; double likelihood, log_prior; double lambda, old_lambda = 0.0; config_em(em_ptr); for (r = 0; r < num_restart; r++) { SHOW_PROGRESS_HEAD("#em-iters", r); initialize_params(); itemp = daem ? itemp_init : 1.0; iterate = 0; /* [21 Aug 2007, by yuizumi] * while-loop for inversed temperature (DAEM). Note that this * loop is evaluated only once for EM without annealing, since * itemp initially set to 1.0 by the code above. */ while (1) { if (daem) { SHOW_PROGRESS_TEMP(itemp); } old_valid = 0; while (1) { if (CTRLC_PRESSED) { SHOW_PROGRESS_INTR(); RET_ERR(err_ctrl_c_pressed); } RET_ON_ERR(em_ptr->compute_inside()); RET_ON_ERR(em_ptr->examine_inside()); likelihood = em_ptr->compute_likelihood(); log_prior = em_ptr->smooth ? em_ptr->compute_log_prior() : 0.0; lambda = likelihood + log_prior; if (verb_em) { if (em_ptr->smooth) { prism_printf("Iteration #%d:\tlog_likelihood=%.9f\tlog_prior=%.9f\tlog_post=%.9f\n", iterate, likelihood, log_prior, lambda); } else { prism_printf("Iteration #%d:\tlog_likelihood=%.9f\n", iterate, likelihood); } } if (debug_level) { prism_printf("After I-step[%d]:\n", iterate); prism_printf("likelihood = %.9f\n", likelihood); print_egraph(debug_level, PRINT_EM); } if (!isfinite(lambda)) { emit_internal_error("invalid log likelihood or log post: %s (at iteration #%d)", isnan(lambda) ? "NaN" : "infinity", iterate); RET_ERR(ierr_invalid_likelihood); } if (old_valid && old_lambda - lambda > prism_epsilon) { emit_error("log likelihood or log post decreased [old: %.9f, new: %.9f] (at iteration #%d)", old_lambda, lambda, iterate); RET_ERR(err_invalid_likelihood); } if (itemp == 1.0 && likelihood > 0.0) { emit_error("log likelihood greater than zero [value: %.9f] (at iteration #%d)", likelihood, iterate); RET_ERR(err_invalid_likelihood); } converged = (old_valid && lambda - old_lambda <= prism_epsilon); if (converged || REACHED_MAX_ITERATE(iterate)) { break; } old_lambda = lambda; old_valid = 1; RET_ON_ERR(em_ptr->compute_expectation()); if (debug_level) { prism_printf("After O-step[%d]:\n", iterate); print_egraph(debug_level, PRINT_EM); } SHOW_PROGRESS(iterate); RET_ON_ERR(em_ptr->update_params()); iterate++; } /* [21 Aug 2007, by yuizumi] * Note that 1.0 can be represented exactly in IEEE 754. */ if (itemp == 1.0) { break; } itemp *= itemp_rate; if (itemp >= 1.0) { itemp = 1.0; } } SHOW_PROGRESS_TAIL(converged, iterate, lambda); if (r == 0 || lambda > em_ptr->lambda) { em_ptr->lambda = lambda; em_ptr->likelihood = likelihood; em_ptr->iterate = iterate; saved = (r < num_restart - 1); if (saved) { save_params(); } } } if (saved) { restore_params(); } em_ptr->bic = compute_bic(em_ptr->likelihood); em_ptr->cs = em_ptr->smooth ? compute_cs(em_ptr->likelihood) : 0.0; return BP_TRUE; }
int mps_run_em(EM_ENG_PTR emptr) { int r, iterate, old_valid, converged, saved=0; double likelihood; double lambda, old_lambda=0.0; config_em(emptr); for (r = 0; r < num_restart; r++) { mps_bcast_inside(); clear_sw_msg_send(); itemp = daem ? itemp_init : 1.0; iterate = 0; while (1) { old_valid = 0; while (1) { RET_ON_ERR(emptr->compute_inside()); RET_ON_ERR(emptr->examine_inside()); if (failure_observed) { inside_failure = mp_sum_value(inside_failure); } likelihood = emptr->compute_likelihood(); lambda = mp_sum_value(likelihood); mp_debug("local lambda = %.9f, lambda = %.9f", likelihood, lambda); converged = (old_valid && lambda - old_lambda <= prism_epsilon); if (converged || REACHED_MAX_ITERATE(iterate)) { break; } old_lambda = lambda; old_valid = 1; RET_ON_ERR(emptr->compute_expectation()); mps_share_expectation(); RET_ON_ERR(emptr->update_params()); iterate++; } if (itemp == 1.0) { break; } itemp *= itemp_rate; if (itemp >= 1.0) { itemp = 1.0; } } if (r == 0 || lambda > emptr->lambda) { emptr->lambda = lambda; saved = (r < num_restart - 1); if (saved) { save_params(); } } } if (saved) { restore_params(); } return BP_TRUE; }