Source code for abcpmc.threshold

# abcpmc is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
# 
# abcpmc 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 General Public License for more details.
# 
# You should have received a copy of the GNU General Public License
# along with abcpmc.  If not, see <http://www.gnu.org/licenses/>.
'''
Created on Jan 19, 2015

author: jakeret
'''
from __future__ import print_function, division, absolute_import, unicode_literals

import numpy as np

[docs]class EpsProposal(object): def __init__(self, T): self.T = T self.reset() def __iter__(self): return self def __next__(self): return self.next()
[docs] def next(self): if(self.t>=self.T): raise StopIteration() eps_val = self(self.t) self.t += 1 return eps_val
[docs] def reset(self): self.t = 0
[docs]class ListEps(EpsProposal): def __init__(self, T, eps_vals): super(ListEps, self).__init__(T) self.eps_vals = eps_vals def __call__(self, t): return self.eps_vals[t]
[docs]class ConstEps(EpsProposal): """ Constant threshold. Can be used to apply alpha-percentile threshold decrease :param eps: epsilon value """ def __init__(self, T, eps): super(ConstEps, self).__init__(T) self.eps = eps def __call__(self, t): return self.eps
[docs]class LinearEps(EpsProposal): """ Linearly decreasing threshold :param max: epsilon at t=0 :param min: epsilon at t=T :param T: number of iterations """ def __init__(self, T, max, min): super(LinearEps, self).__init__(T) self.eps_vals = np.linspace(max, min, T) def __call__(self, t): return self.eps_vals[t]
[docs]class LinearConstEps(EpsProposal): """ Linearly decreasing threshold until T1, then constant until T2 :param max: epsilon at t=0 :param min: epsilon at t=T :param T1: number of iterations for decrease :param T2: number of iterations for constant behavior """ def __init__(self, max, min, T1, T2): super(LinearConstEps, self).__init__(T1+T2) self.eps_vals = np.r_[np.linspace(max, min, T1), [min]*T2] def __call__(self, t): return self.eps_vals[t]
[docs]class ExponentialEps(EpsProposal): """ Exponentially decreasing threshold :param max: epsilon at t=0 :param min: epsilon at t=T :param T: number of iterations """ def __init__(self, T, max, min): super(ExponentialEps, self).__init__(T) self.eps_vals = np.logspace(np.log10(max), np.log10(min), T) def __call__(self, t): return self.eps_vals[t]
[docs]class ExponentialConstEps(EpsProposal): def __init__(self, max, min, T1, T2): super(ExponentialConstEps, self).__init__(T1+T2) self.eps_vals = np.r_[np.logspace(np.log10(max), np.log10(min), T1), [min]*T2] def __call__(self, t): return self.eps_vals[t]