bool mutate(MutationCfg mcfg)
{
// delete some nodes;
int i;
BernoulliDistribution bd(0);
bool b;
// Delete nodes
bd.setProbTrue(mcfg.nodeDeleteProb/nrVertices());
for (i=0;i<nrVertices();i++)
{
if (bd.draw(b) && b)
{
cout << "Removing node " << i << endl;
removeVertex(i);
}
}
// Add nodes
bd.setProbTrue(mcfg.nodeAddProb);
bool mustAdd;
int nrV = nrVertices();
for (i=0;i<nrV;i++)
{
if (bd.draw(b) && b)
{
vector<int> edges;
int j;
BernoulliDistribution bdH(mcfg.edgeAddProbNewNode);
for (j=0;j<nrV;j++)
if (bdH.draw(b) && b)
edges.push_back(j);
if (!edges.empty())
{
addVertex();
for (j=0;j<edges.size();j++)
addEdge(mVertices.size()-1,edges[j]);
}
}
}
return true;
}
/**
* Description not yet available.
* \param
*/
double do_gauss_hermite_block_diagonal_multi(const dvector& x,
const dvector& u0,const dmatrix& Hess,const dvector& _xadjoint,
const dvector& _uadjoint,const dmatrix& _Hessadjoint,
function_minimizer * pmin)
{
ADUNCONST(dvector,xadjoint)
ADUNCONST(dvector,uadjoint)
//ADUNCONST(dmatrix,Hessadjoint)
dvector & w= *(pmin->multinomial_weights);
const int xs=x.size();
const int us=u0.size();
gradient_structure::set_NO_DERIVATIVES();
int nsc=pmin->lapprox->num_separable_calls;
const ivector lrea = (*pmin->lapprox->num_local_re_array)(1,nsc);
int hroom = sum(square(lrea));
int nvar=x.size()+u0.size()+hroom;
independent_variables y(1,nvar);
// need to set random effects active together with whatever
// init parameters should be active in this phase
initial_params::set_inactive_only_random_effects();
initial_params::set_active_random_effects();
/*int onvar=*/initial_params::nvarcalc();
initial_params::xinit(y); // get the initial values into the
// do we need this next line?
y(1,xs)=x;
int i,j;
// contribution for quadratic prior
if (quadratic_prior::get_num_quadratic_prior()>0)
{
//Hess+=quadratic_prior::get_cHessian_contribution();
int & vxs = (int&)(xs);
quadratic_prior::get_cHessian_contribution(Hess,vxs);
}
// Here need hooks for sparse matrix structures
dvar3_array & block_diagonal_vhessian=
*pmin->lapprox->block_diagonal_vhessian;
block_diagonal_vhessian.initialize();
dvar3_array& block_diagonal_ch=
*pmin->lapprox->block_diagonal_vch;
//dvar3_array(*pmin->lapprox->block_diagonal_ch);
int ii=xs+us+1;
d3_array& bdH=(*pmin->lapprox->block_diagonal_hessian);
int ic;
for (ic=1;ic<=nsc;ic++)
{
int lus=lrea(ic);
for (i=1;i<=lus;i++)
for (j=1;j<=lus;j++)
y(ii++)=bdH(ic)(i,j);
}
dvector g(1,nvar);
gradcalc(0,g);
gradient_structure::set_YES_DERIVATIVES();
dvar_vector vy=dvar_vector(y);
//initial_params::stddev_vscale(d,vy);
ii=xs+us+1;
if (initial_df1b2params::have_bounded_random_effects)
{
cerr << "can't do importance sampling with bounded random effects"
" at present" << endl;
ad_exit(1);
}
else
{
for (int ic=1;ic<=nsc;ic++)
{
int lus=lrea(ic);
if (lus>0)
{
for (i=1;i<=lus;i++)
{
for (j=1;j<=lus;j++)
{
block_diagonal_vhessian(ic,i,j)=vy(ii++);
}
}
block_diagonal_ch(ic)=
choleski_decomp(inv(block_diagonal_vhessian(ic)));
}
}
}
int nsamp=pmin->lapprox->use_gauss_hermite;
pmin->lapprox->in_gauss_hermite_phase=1;
dvar_vector sample_value(1,nsamp);
sample_value.initialize();
dvar_vector tau(1,us);;
// !!! This only works for one random efect in each separable call
// at present.
if (pmin->lapprox->gh->mi)
{
delete pmin->lapprox->gh->mi;
pmin->lapprox->gh->mi=0;
}
pmin->lapprox->gh->mi=new multi_index(1,nsamp,
pmin->lapprox->multi_random_effects);
multi_index & mi = *(pmin->lapprox->gh->mi);
//for (int is=1;is<=nsamp;is++)
dvector& xx=pmin->lapprox->gh->x;
do
{
int offset=0;
pmin->lapprox->num_separable_calls=0;
//pmin->lapprox->gh->is=is;
for (ic=1;ic<=nsc;ic++)
{
int lus=lrea(ic);
// will need vector stuff here when more than one random effect
if (lus>0)
{
//tau(offset+1,offset+lus).shift(1)=block_diagonal_ch(ic)(1,1)*
// pmin->lapprox->gh->x(is);
dvector xv(1,lus);
for (int iu=1;iu<=lus;iu++)
{
xv(iu)= xx(mi()(iu));
}
tau(offset+1,offset+lus).shift(1)=block_diagonal_ch(ic)*xv;
offset+=lus;
}
}
// have to reorder the terms to match the block diagonal hessian
imatrix & ls=*(pmin->lapprox->block_diagonal_re_list);
int mmin=ls.indexmin();
int mmax=ls.indexmax();
int ii=1;
int i;
for (i=mmin;i<=mmax;i++)
{
int cmin=ls(i).indexmin();
int cmax=ls(i).indexmax();
for (int j=cmin;j<=cmax;j++)
{
vy(ls(i,j))+=tau(ii++);
}
}
if (ii-1 != us)
{
cerr << "error in interface" << endl;
ad_exit(1);
}
initial_params::reset(vy); // get the values into the model
ii=1;
for (i=mmin;i<=mmax;i++)
{
int cmin=ls(i).indexmin();
int cmax=ls(i).indexmax();
for (int j=cmin;j<=cmax;j++)
{
vy(ls(i,j))-=tau(ii++);
}
}
*objective_function_value::pobjfun=0.0;
pmin->AD_uf_outer();
++mi;
}
while(mi.get_depth()<=pmin->lapprox->multi_random_effects);
nsc=pmin->lapprox->num_separable_calls;
dvariable vf=pmin->do_gauss_hermite_integration();
int sgn=0;
dvariable ld=0.0;
if (ad_comm::no_ln_det_choleski_flag)
{
for (int ic=1;ic<=nsc;ic++)
{
if (allocated(block_diagonal_vhessian(ic)))
{
ld+=w(2*ic)*ln_det(block_diagonal_vhessian(ic),sgn);
}
}
ld*=0.5;
}
else
{
for (int ic=1;ic<=nsc;ic++)
{
if (allocated(block_diagonal_vhessian(ic)))
{
ld+=w(2*ic)*ln_det_choleski(block_diagonal_vhessian(ic));
}
}
ld*=0.5;
}
vf+=ld;
//vf+=us*0.91893853320467241;
double f=value(vf);
gradcalc(nvar,g);
// put uhat back into the model
gradient_structure::set_NO_DERIVATIVES();
vy(xs+1,xs+us).shift(1)=u0;
initial_params::reset(vy); // get the values into the model
gradient_structure::set_YES_DERIVATIVES();
pmin->lapprox->in_gauss_hermite_phase=0;
ii=1;
for (i=1;i<=xs;i++)
xadjoint(i)=g(ii++);
for (i=1;i<=us;i++)
uadjoint(i)=g(ii++);
for (ic=1;ic<=nsc;ic++)
{
int lus=lrea(ic);
for (i=1;i<=lus;i++)
{
for (j=1;j<=lus;j++)
{
(*pmin->lapprox->block_diagonal_vhessianadjoint)(ic)(i,j)=g(ii++);
}
}
}
return f;
}
