/* lsmcmcmanager.h Mark Woolrich - FMRIB Image Analysis Group Copyright (C) 2002 University of Oxford */ /* Part of FSL - FMRIB's Software Library http://www.fmrib.ox.ac.uk/fsl fsl@fmrib.ox.ac.uk Developed at FMRIB (Oxford Centre for Functional Magnetic Resonance Imaging of the Brain), Department of Clinical Neurology, Oxford University, Oxford, UK LICENCE FMRIB Software Library, Release 5.0 (c) 2012, The University of Oxford (the "Software") The Software remains the property of the University of Oxford ("the University"). 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Contact details are: innovation@isis.ox.ac.uk quoting reference DE/9564. */ #if !defined(lsmcmcmanager_h) #define lsmcmcmanager_h #include #include #include #include #include "newimage/newimageall.h" #include "model.h" #include "bintoptions.h" using namespace NEWMAT; using namespace MISCMATHS; using namespace NEWIMAGE; namespace Bint { class LSMCMCParameter; class LSMCMCPrecParameter; class LSMCMCVoxelManager { public: LSMCMCVoxelManager(ForwardModel& pmodel,int pburnin, int pnjumps, int psampleevery, int pupdateproposalevery, float pacceptancerate, int pdebuglevel, bool panalmargprec, int pnsamples) : model(pmodel), burnin(pburnin), njumps(pnjumps), sampleevery(psampleevery), updateproposalevery(pupdateproposalevery), acceptancerate(pacceptancerate), nsamples(pnsamples), nparams(0), sumsquares(0), likelihood(0), debuglevel(pdebuglevel), analmargprec(panalmargprec) {} virtual ~LSMCMCVoxelManager(); void run(); void jump(); void sample(); void setupparams(float prec); void setdata(const ColumnVector& pdata); void calcsumsquares(); float calclikelihood(); void restoresumsquares(){ sumsquares = sumsquares_old; } void restorelikelihood(){ likelihood = likelihood_old; } int getnsamples() const {return nsamples;} const vector& getsamples(int p); const vector& getprecsamples(); const string& getparamname(int p); int getnparams() const {return nparams;} int getdebuglevel() const {return debuglevel;} float getlikelihood() const {return likelihood;} int getntpts() const {return ntpts;} const vector& getmcmcparams() const {return mcmcparams;} protected: ForwardModel& model; vector mcmcparams; Parameter* precparam; LSMCMCPrecParameter* precmcmcparam; GammaPrior* precparamprior; int burnin; int njumps; int sampleevery; int updateproposalevery; float acceptancerate; int nsamples; int ntpts; int nparams; float sumsquares; float likelihood; int debuglevel; bool analmargprec; float sumsquares_old; float likelihood_old; bool updateprec; ColumnVector data; private: LSMCMCVoxelManager(); const LSMCMCVoxelManager& operator=(LSMCMCVoxelManager& par); LSMCMCVoxelManager(LSMCMCVoxelManager& des); }; class McmcParameter { public: McmcParameter(Parameter& pparam, int pnsamples, int pupdateproposalevery, float pacceptancerate, int pdebuglevel) : param(pparam), val(pparam.getinitvalue()), naccepted(0), nrejected(0), proposal_std(pparam.getinitstd()), jumpcount(0), debuglevel(pdebuglevel), updateproposalevery(pupdateproposalevery), acceptancerate(pacceptancerate) { samples.reserve(pnsamples); } // get new energy taking into account that this parameter's value has changed virtual float new_energy() = 0; // get energy assuming current value has not changed virtual float old_energy() = 0; // jump has been rejected: restore energies virtual void restore_energy() = 0; void update_proposal_std() { proposal_std *= acceptancerate/((1+nrejected)/float(1+naccepted+nrejected)); //cout <& getsamples() const {return samples;} bool getallowtovary() const {return param.getallowtovary();} bool getsave() const {return param.getsave();} protected: Parameter& param; float val; int naccepted; int nrejected; float proposal_std; int jumpcount; vector samples; int debuglevel; int updateproposalevery; float acceptancerate; private: McmcParameter(); const McmcParameter& operator=(McmcParameter& par); McmcParameter(McmcParameter& des); }; class LSMCMCParameter : public McmcParameter { public: LSMCMCParameter(Parameter& pparam,int pnsamples, int pupdateproposalevery, float pacceptancerate,LSMCMCVoxelManager& plsmcmc) : McmcParameter(pparam,pnsamples,pupdateproposalevery,pacceptancerate,plsmcmc.getdebuglevel()), lsmcmc(plsmcmc), prior_energy(0.0), prior_old_energy(0.0) {} ~LSMCMCParameter(){} void setup() { calc_prior(); } float new_energy() { float energy = calc_prior(); if(energy != float(MAX_EN)) { lsmcmc.calcsumsquares(); energy += lsmcmc.calclikelihood(); } return energy; } float old_energy() { float energy = prior_energy; if(energy != float(MAX_EN)) { energy += lsmcmc.getlikelihood(); } return energy; } void restore_energy() { restoreprior(); lsmcmc.restoresumsquares(); lsmcmc.restorelikelihood(); } float calc_prior() { prior_old_energy = prior_energy; prior_energy = param.getprior().calc_energy(val); if(debuglevel==2) { cout << "prior_old_energy=" << prior_old_energy << endl; cout << "prior_energy=" << prior_energy << endl; } return prior_energy; } void restoreprior() { prior_energy = prior_old_energy; } protected: LSMCMCVoxelManager& lsmcmc; float prior_energy; float prior_old_energy; private: LSMCMCParameter(); const LSMCMCParameter& operator=(LSMCMCParameter& par); LSMCMCParameter(LSMCMCParameter& des); }; class LSMCMCPrecParameter : public McmcParameter { public: LSMCMCPrecParameter(Parameter& pparam,int pnsamples, int pupdateproposalevery, float pacceptancerate,LSMCMCVoxelManager& plsmcmc) : McmcParameter(pparam,pnsamples,pupdateproposalevery,pacceptancerate,plsmcmc.getdebuglevel()), lsmcmc(plsmcmc), extra_energy(0.0), extra_old_energy(0.0), N(plsmcmc.getntpts()), priormean(pparam.getinitvalue()), impropercount(0) {} ~LSMCMCPrecParameter(){} void setup() { calc_extra(); } // void reset(float pvalue, float pproposal_std) // { // McmcParameter::reset(pvalue,pproposal_std); // extra_energy = 0.0; // impropercount = 0; // calc_extra(); // } float new_energy() { return calc_extra() + lsmcmc.calclikelihood(); } float old_energy() { return extra_energy + lsmcmc.getlikelihood(); } void restore_energy() { restoreextra(); lsmcmc.restorelikelihood(); } float calc_extra(); void restoreextra() { extra_energy = extra_old_energy; } protected: LSMCMCVoxelManager& lsmcmc; float extra_energy; float extra_old_energy; int N; float priormean; int impropercount; private: LSMCMCPrecParameter(); const LSMCMCPrecParameter& operator=(LSMCMCPrecParameter& par); LSMCMCPrecParameter(LSMCMCPrecParameter& des); }; inline LSMCMCVoxelManager::~LSMCMCVoxelManager() { mcmcparams.clear(); if(!analmargprec) { delete precparam; delete precmcmcparam; delete precparamprior; } } inline const vector& LSMCMCVoxelManager::getsamples(int p) {return mcmcparams[p]->getsamples();} inline const vector& LSMCMCVoxelManager::getprecsamples() {return precmcmcparam->getsamples();} inline const string& LSMCMCVoxelManager::getparamname(int p) {return model.getparam(p).getname();} inline float LSMCMCVoxelManager::calclikelihood() { // calculates -log(likelihood): likelihood_old = likelihood; if(!analmargprec) { likelihood = precmcmcparam->value()*sumsquares/2.0; } else { likelihood = ntpts/2.0*std::log(sumsquares); } if(debuglevel==2) { cout << "likelihood_old="<< likelihood_old << endl; cout << "likelihood="<< likelihood << endl; } return likelihood; } class LSMCMCManager { public: // constructor LSMCMCManager(int pnjumps, int pnburnin, int psampleevery, int pupdateproposalevery, int pacceptancerate, int pdebuglevel, float pprecin, bool panalmargprec, ForwardModel& pmodel, const Matrix& pdata, const volume4D& pmask) : data(pdata), mask(pmask), debuglevel(pdebuglevel), precin(pprecin), analmargprec(panalmargprec), nsamples((pnjumps-pnburnin)/psampleevery), voxelmanager(pmodel,pnburnin,pnjumps,psampleevery,pupdateproposalevery,pacceptancerate,pdebuglevel,analmargprec,nsamples), model(pmodel) { } LSMCMCManager(BintOptions& opts, ForwardModel& pmodel,const Matrix& pdata, const volume4D& pmask) : data(pdata), mask(pmask), debuglevel(opts.debuglevel.value()), precin(opts.prec.value()), analmargprec(opts.analmargprec.value()), nsamples((opts.njumps.value()-opts.burnin.value())/opts.sampleevery.value()), voxelmanager(pmodel,opts.burnin.value(),opts.njumps.value(),opts.sampleevery.value(),opts.updateproposalevery.value(),opts.acceptancerate.value(),opts.debuglevel.value(),opts.analmargprec.value(),nsamples), model(pmodel) { } // load data from file in from file and set up starting values void setup(); void run(); // saves results in logging directory void save(); int getntpts() const {return ntpts;} int getnvoxels() const {return nvoxels;} const Matrix& getsamples(int paramnum) const {return samples[paramnum];} Matrix& getsamples(int paramnum) {return samples[paramnum];} // Destructor virtual ~LSMCMCManager() {} protected: Matrix data; volume4D mask; int ntpts; int nvoxels; int nparams; vector samples; Matrix precsamples; vector paramnames; int debuglevel; float precin; bool analmargprec; int nsamples; LSMCMCVoxelManager voxelmanager; ForwardModel& model; private: LSMCMCManager(); const LSMCMCManager& operator=(LSMCMCManager& par); LSMCMCManager(LSMCMCManager& des); }; } #endif