kill expNormalize since it isn't used anywhere
parent
1daca1946d
commit
d57994d279
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@ -71,49 +71,4 @@ AlgebraicDecisionTree<Key> DiscreteFactor::errorTree() const {
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return AlgebraicDecisionTree<Key>(dkeys, errors);
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}
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/* ************************************************************************* */
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std::vector<double> expNormalize(const std::vector<double>& logProbs) {
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double maxLogProb = -std::numeric_limits<double>::infinity();
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for (size_t i = 0; i < logProbs.size(); i++) {
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double logProb = logProbs[i];
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if ((logProb != std::numeric_limits<double>::infinity()) &&
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logProb > maxLogProb) {
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maxLogProb = logProb;
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}
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}
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// After computing the max = "Z" of the log probabilities L_i, we compute
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// the log of the normalizing constant, log S, where S = sum_j exp(L_j - Z).
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double total = 0.0;
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for (size_t i = 0; i < logProbs.size(); i++) {
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double probPrime = exp(logProbs[i] - maxLogProb);
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total += probPrime;
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}
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double logTotal = log(total);
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// Now we compute the (normalized) probability (for each i):
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// p_i = exp(L_i - Z - log S)
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double checkNormalization = 0.0;
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std::vector<double> probs;
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for (size_t i = 0; i < logProbs.size(); i++) {
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double prob = exp(logProbs[i] - maxLogProb - logTotal);
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probs.push_back(prob);
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checkNormalization += prob;
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}
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// Numerical tolerance for floating point comparisons
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double tol = 1e-9;
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if (!gtsam::fpEqual(checkNormalization, 1.0, tol)) {
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std::string errMsg =
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std::string("expNormalize failed to normalize probabilities. ") +
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std::string("Expected normalization constant = 1.0. Got value: ") +
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std::to_string(checkNormalization) +
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std::string(
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"\n This could have resulted from numerical overflow/underflow.");
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throw std::logic_error(errMsg);
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}
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return probs;
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}
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} // namespace gtsam
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@ -212,22 +212,4 @@ class GTSAM_EXPORT DiscreteFactor : public Factor {
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template <>
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struct traits<DiscreteFactor> : public Testable<DiscreteFactor> {};
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/**
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* @brief Normalize a set of log probabilities.
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*
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* Normalizing a set of log probabilities in a numerically stable way is
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* tricky. To avoid overflow/underflow issues, we compute the largest
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* (finite) log probability and subtract it from each log probability before
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* normalizing. This comes from the observation that if:
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* p_i = exp(L_i) / ( sum_j exp(L_j) ),
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* Then,
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* p_i = exp(Z) exp(L_i - Z) / (exp(Z) sum_j exp(L_j - Z)),
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* = exp(L_i - Z) / ( sum_j exp(L_j - Z) )
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*
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* Setting Z = max_j L_j, we can avoid numerical issues that arise when all
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* of the (unnormalized) log probabilities are either very large or very
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* small.
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*/
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std::vector<double> expNormalize(const std::vector<double>& logProbs);
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} // namespace gtsam
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