diff options
Diffstat (limited to 'resources/libraries/python/PLRsearch/stat_trackers.py')
| -rw-r--r-- | resources/libraries/python/PLRsearch/stat_trackers.py | 47 |
1 files changed, 39 insertions, 8 deletions
diff --git a/resources/libraries/python/PLRsearch/stat_trackers.py b/resources/libraries/python/PLRsearch/stat_trackers.py index 168b09a14e..58ad98fd2e 100644 --- a/resources/libraries/python/PLRsearch/stat_trackers.py +++ b/resources/libraries/python/PLRsearch/stat_trackers.py @@ -29,7 +29,7 @@ import numpy # TODO: Teach FD.io CSIT to use multiple dirs in PYTHONPATH, # then switch to absolute imports within PLRsearch package. # Current usage of relative imports is just a short term workaround. -from log_plus import log_plus # pylint: disable=relative-import +from .log_plus import log_plus, safe_exp class ScalarStatTracker(object): @@ -59,7 +59,11 @@ class ScalarStatTracker(object): self.log_variance = log_variance def __repr__(self): - """Return string, which interpreted constructs state of self.""" + """Return string, which interpreted constructs state of self. + + :returns: Expression contructing an equivalent instance. + :rtype: str + """ return ("ScalarStatTracker(log_sum_weight={lsw!r},average={a!r}," "log_variance={lv!r})".format( lsw=self.log_sum_weight, a=self.average, @@ -168,7 +172,11 @@ class ScalarDualStatTracker(ScalarStatTracker): self.max_log_weight = max_log_weight def __repr__(self): - """Return string, which interpreted constructs state of self.""" + """Return string, which interpreted constructs state of self. + + :returns: Expression contructing an equivalent instance. + :rtype: str + """ sec = self.secondary return ( "ScalarDualStatTracker(log_sum_weight={lsw!r},average={a!r}," @@ -202,6 +210,27 @@ class ScalarDualStatTracker(ScalarStatTracker): return self + def get_pessimistic_variance(self): + """Return estimate of variance reflecting weight effects. + + Typical scenario is the primary tracker dominated by a single sample. + In worse case, secondary tracker is also dominated by + a single (but different) sample. + + Current implementation simply returns variance of average + of the two trackers, as if they were independent. + + :returns: Pessimistic estimate of variance (not stdev, no log). + :rtype: float + """ + var_primary = safe_exp(self.log_variance) + var_secondary = safe_exp(self.secondary.log_variance) + var_combined = (var_primary + var_secondary) / 2 + avg_half_diff = (self.average - self.secondary.average) / 2 + var_combined += avg_half_diff * avg_half_diff + return var_combined + + class VectorStatTracker(object): """Class for tracking multi-dimensional samples. @@ -245,7 +274,8 @@ class VectorStatTracker(object): """Return string, which interpreted constructs state of self. :returns: Expression contructing an equivalent instance. - :rtype: str""" + :rtype: str + """ return ( "VectorStatTracker(dimension={d!r},log_sum_weight={lsw!r}," "averages={a!r},covariance_matrix={cm!r})".format( @@ -262,8 +292,8 @@ class VectorStatTracker(object): :rtype: VectorStatTracker """ return VectorStatTracker( - self.dimension, self.log_sum_weight, self.averages, - self.covariance_matrix) + self.dimension, self.log_sum_weight, self.averages[:], + copy.deepcopy(self.covariance_matrix)) def reset(self): """Return state set to empty data of proper dimensionality. @@ -288,6 +318,7 @@ class VectorStatTracker(object): self.reset() for index in range(self.dimension): self.covariance_matrix[index][index] = 1.0 + return self def add_get_shift(self, vector_value, log_weight=0.0): """Return shift and update state to addition of another sample. @@ -300,8 +331,8 @@ class VectorStatTracker(object): Default: 0.0 (as log of 1.0). :type vector_value: iterable of float :type log_weight: float - :returns: Updated self. - :rtype: VectorStatTracker + :returns: Shift vector + :rtype: list of float """ dimension = self.dimension old_log_sum_weight = self.log_sum_weight |