//----------------------------------------------------------------------
void BLCSSS::rwm_draw(){
if(m_->coef().nvars() == 0) return;
int total_number_of_chunks = compute_number_of_chunks(max_rwm_chunk_size_);
for(int chunk = 0; chunk < total_number_of_chunks; ++chunk) {
rwm_draw_chunk(chunk);
}
}
//----------------------------------------------------------------------
// TODO(stevescott): This code currently discards the tim_sampler
void BLCSSS::tim_draw(){
int nvars = m_->coef().nvars();
if(nvars == 0) return;
int chunk_size = compute_chunk_size(max_tim_chunk_size_);
int number_of_chunks = compute_number_of_chunks(max_tim_chunk_size_);
assert(number_of_chunks * chunk_size >= nvars);
for(int chunk = 0; chunk < number_of_chunks; ++chunk) {
clock_t mode_start = clock();
TIM tim_sampler(log_posterior(chunk, max_tim_chunk_size_), tdf_, &rng());
Vector beta = m_->included_coefficients();
int start = chunk_size * chunk;
int elements_remaining = nvars - start;
VectorView beta_chunk(beta,
start,
std::min(elements_remaining, chunk_size));
bool ok = tim_sampler.locate_mode(beta_chunk);
move_accounting_.stop_time("tim mode finding", mode_start);
if (ok) {
move_accounting_.record_acceptance("tim mode finding");
tim_sampler.fix_mode(true);
MoveTimer timer = move_accounting_.start_time("TIM chunk");
beta_chunk = tim_sampler.draw(beta_chunk);
m_->set_included_coefficients(beta);
if (tim_sampler.last_draw_was_accepted()) {
move_accounting_.record_acceptance("TIM chunk");
} else {
move_accounting_.record_rejection("TIM chunk");
}
} else {
move_accounting_.record_rejection("tim mode finding");
rwm_draw_chunk(chunk);
}
}
}
//----------------------------------------------------------------------
void BLCSSS::tim_draw(){
int nvars = m_->coef().nvars();
if(nvars == 0) return;
int chunk_size = compute_chunk_size();
int number_of_chunks = compute_number_of_chunks();
assert(number_of_chunks * chunk_size >= nvars);
for(int chunk = 0; chunk < number_of_chunks; ++chunk) {
++tim_chunk_attempts_;
clock_t mode_start = clock();
TIM tim_sampler(log_posterior(chunk), tdf_);
Vec beta = m_->beta();
int start = chunk_size * chunk;
int elements_remaining = nvars - start;
VectorView beta_chunk(beta,
start,
std::min(elements_remaining, chunk_size));
bool ok = tim_sampler.locate_mode(beta_chunk);
clock_t mode_end = clock();
double mode_time = double(mode_end - mode_start) / CLOCKS_PER_SEC;
tim_mode_finding_times_ += mode_time;
if(ok){
tim_sampler.fix_mode(true);
clock_t trial_start = clock();
beta_chunk = tim_sampler.draw(beta_chunk);
m_->set_beta(beta);
tim_chunk_successes_ += tim_sampler.last_draw_was_accepted();
clock_t trial_end = clock();
tim_trial_times_ += double(trial_end - trial_start) / CLOCKS_PER_SEC;
}else{
rwm_draw_chunk(chunk);
tim_mode_finding_wasted_time_ += mode_time;
++tim_chunk_mode_failures_;
}
}
}