MarkovChain.h

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/*!
 * 
 *
 * \brief       -
 *
 * \author      -
 * \date        -
 *
 *
 * \par Copyright 1995-2017 Shark Development Team
 * 
 * <BR><HR>
 * This file is part of Shark.
 * <http://shark-ml.org/>
 * 
 * Shark is free software: you can redistribute it and/or modify
 * it under the terms of the GNU Lesser General Public License as published 
 * by the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 * 
 * Shark is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU Lesser General Public License for more details.
 * 
 * You should have received a copy of the GNU Lesser General Public License
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 */
#ifndef SHARK_UNSUPERVISED_RBM_SAMPLING_MARKOVCHAIN_H
#define SHARK_UNSUPERVISED_RBM_SAMPLING_MARKOVCHAIN_H

#include <shark/Data/Dataset.h>
#include <shark/Core/Random.h>
#include <shark/Unsupervised/RBM/Tags.h>
#include "Impl/SampleTypes.h"
namespace shark{

/// \brief A single Markov chain.
///
/// You can run the Markov chain for some sampling steps by applying a transition operator.
template<class Operator>
class MarkovChain{
private:
    typedef typename Operator::HiddenSample HiddenSample;
    typedef typename Operator::VisibleSample VisibleSample;
public:

    ///\brief The MarkovChain can be used to compute several samples at once.
    static const bool computesBatch = true;

    ///\brief The type of the RBM the operator is working with.
    typedef typename Operator::RBM RBM;
    ///\brief A batch of samples containing hidden and visible samples as well as the energies.
    typedef typename Batch<detail::MarkovChainSample<HiddenSample,VisibleSample> >::type SampleBatch;
    
    ///\brief Mutable reference to an element of the batch.
    typedef typename SampleBatch::reference reference;
    
    ///\brief Immutable reference to an element of the batch.
    typedef typename SampleBatch::const_reference const_reference;
private:
    ///\brief The batch of samples containing the state of the visible and the hidden units. 
    SampleBatch m_samples;   
    ///\brief The transition operator.
    Operator m_operator; 
public:

    /// \brief Constructor.     
    MarkovChain(RBM* rbm):m_operator(rbm){}

        
    /// \brief Sets the number of parallel samples to be evaluated
    void setBatchSize(std::size_t batchSize){
        std::size_t visibles=m_operator.rbm()->numberOfVN();
        std::size_t hiddens=m_operator.rbm()->numberOfHN();
        m_samples=SampleBatch(batchSize,visibles,hiddens);
    }
    std::size_t batchSize(){
        return m_samples.size();
    }
    
    /// \brief Initializes with data points drawn uniform from the set.
    ///
    /// @param dataSet the data set
    void initializeChain(Data<RealVector> const& dataSet){
        std::size_t visibles=m_operator.rbm()->numberOfVN();
        RealMatrix sampleData(m_samples.size(),visibles);
        
        for(std::size_t i = 0; i != m_samples.size(); ++i){
            noalias(row(sampleData,i)) = dataSet.element(random::discrete(m_operator.rbm()->rng(),std::size_t(0),dataSet.numberOfElements()-1));
        }
        initializeChain(sampleData);
    }
    
    /// \brief Initializes with data points from a batch of points
    ///
    /// @param sampleData Data set
    void initializeChain(RealMatrix const& sampleData){
        m_operator.createSample(m_samples.hidden,m_samples.visible,sampleData);
    }
    
    /// \brief Runs the chain for a given number of steps.
    /// 
    /// @param numberOfSteps the number of steps
    void step(unsigned int numberOfSteps){
        m_operator.stepVH(m_samples.hidden,m_samples.visible,numberOfSteps,blas::repeat(1.0,batchSize()));
    }
    
    /// \brief Returns the current sample of the Markov chain. 
    const_reference sample()const{
        return const_reference(m_samples,0);
    }
    
    /// \brief Returns the current batch of samples of the Markov chain. 
    SampleBatch const& samples()const{
        return m_samples;
    }
    
    /// \brief Returns the current batch of samples of the Markov chain. 
    SampleBatch& samples(){
        return m_samples;
    }
    
    /// \brief Returns the transition operator of the Markov chain.
    Operator const& transitionOperator()const{
        return m_operator;
    }

    /// \brief Returns the transition operator of the Markov chain.
    Operator& transitionOperator(){
        return m_operator;
    }
};
    
}
#endif