Class SparseDistributionList<TDist, TDomain, TThis>

Abstract base class for a homogeneous sparse list of distributions. The class supports an approximation tolerance which allows elements close to the common value to be automatically reset to the common value. The list implements the interfaces which allow these distributions to participate in message passing.

Inheritance
Object
SparseList<TDist>
ApproximateSparseList<TDist>
SparseDistributionList<TDist, TDomain, TThis>
SparseBernoulliList
SparseBetaList
SparseGammaList
SparseGaussianList
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Distributions
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
[Serializable]
[DataContract]
public abstract class SparseDistributionList<TDist, TDomain, TThis> : ApproximateSparseList<TDist>, ISparseList<TDist>, ISparseEnumerable<TDist>, IList<TDist>, ICollection<TDist>, IEnumerable<TDist>, IList, ICollection, IEnumerable, IDistribution<ISparseList<TDomain>>, IDistribution, ICloneable, Diffable, SettableToUniform, HasPoint<ISparseList<TDomain>>, CanGetLogProb<ISparseList<TDomain>>, Sampleable<ISparseList<TDomain>>, SettableTo<TThis>, SettableToProduct<TThis>, SettableToProduct<TThis, TThis>, SettableToPower<TThis>, SettableToRatio<TThis>, SettableToRatio<TThis, TThis>, SettableToWeightedSum<TThis>, CanGetLogAverageOf<TThis>, CanGetLogAverageOfPower<TThis>, CanGetAverageLog<TThis>, CanGetMean<ISparseList<double>>, CanGetVariance<ISparseList<double>> where TDist : struct, SettableToUniform, Diffable, Sampleable<TDomain>, SettableToProduct<TDist>, SettableToRatio<TDist>, SettableToPower<TDist>, SettableToWeightedSum<TDist>, CanGetLogAverageOf<TDist>, CanGetAverageLog<TDist>, CanGetLogAverageOfPower<TDist>, CanGetMean<double>, CanGetVariance<double>, IDistribution<TDomain> where TThis : SparseDistributionList<TDist, TDomain, TThis>, new()
Type Parameters
Name Description
TDist

The distribution type for the elements of the sparse list.
TDomain

The domain type for the distribution elements.
TThis

The type of a specialized class derived from this class.

Properties

Dimension

Gets the dimension of the sparse distribution list.

Declaration
public int Dimension { get; }
Property Value
Type Description
Int32

IsPointMass

Gets a value indicating whether the instance is a point mass.

Declaration
[IgnoreDataMember]
public bool IsPointMass { get; }
Property Value
Type Description
Boolean

True if all elements of the list are point masses, false otherwise.

Point

Gets or sets the instance as a point mass.

Declaration
[IgnoreDataMember]
public ISparseList<TDomain> Point { get; set; }
Property Value
Type Description
ISparseList<TDomain>

Methods

Clone()

Clones this SparseDistributionList<TDist, TDomain, TThis>.

Declaration
public object Clone()
Returns
Type Description
Object

The clone returned as an Object.

Constant(Int32, TDist)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class with the specified number of elements all of which are set to the specified value.

Declaration
public static TThis Constant(int size, TDist commonValue)
Parameters
Type Name Description
Int32 size

The size of the list.
TDist commonValue

The common value.
Returns
Type Description
TThis

The instance.

Constant(Int32, TDist, Double)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class with the specified number of elements all of which are set to the specified value.

Declaration
public static TThis Constant(int size, TDist commonValue, double tolerance)
Parameters
Type Name Description
Int32 size

The size of the list.
TDist commonValue

The common value.
Double tolerance

The tolerance for the approximation.
Returns
Type Description
TThis

The new instance.

FromSize(Int32)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class with the specified number of elements all of which are set to uniform.

Declaration
public static TThis FromSize(int size)
Parameters
Type Name Description
Int32 size

The size of the list.
Returns
Type Description
TThis

The new instance.

FromSize(Int32, Double)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class with the specified number of elements all of which are set to uniform.

Declaration
public static TThis FromSize(int size, double tolerance)
Parameters
Type Name Description
Int32 size

The size of the list.
Double tolerance

The tolerance for the approximation.
Returns
Type Description
TThis

The new instance.

FromSparseList(ISparseList<TDist>)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class from a sparse list of distributions.

Declaration
public static TThis FromSparseList(ISparseList<TDist> distributions)
Parameters
Type Name Description
ISparseList<TDist> distributions

The sparse list of distributions.
Returns
Type Description
TThis

The new instance.

FromSparseList(ISparseList<TDist>, Double)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class from a sparse list of distributions.

Declaration
public static TThis FromSparseList(ISparseList<TDist> distributions, double tolerance)
Parameters
Type Name Description
ISparseList<TDist> distributions

The sparse list of distributions.
Double tolerance

The tolerance.
Returns
Type Description
TThis

The new instance.

FromSparseValues(Int32, TDist, List<ValueAtIndex<TDist>>)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class of a given length and assigns all elements the given value, except for the specified list of sparse values. This list is stored internally as is so MUST be sorted by index and must not be modified externally after being passed in.

Declaration
public static TThis FromSparseValues(int size, TDist commonValue, List<ValueAtIndex<TDist>> sortedSparseValues)
Parameters
Type Name Description
Int32 size

The size of the list.
TDist commonValue

The common value.
List<ValueAtIndex<TDist>> sortedSparseValues

The sorted list of non-common values.
Returns
Type Description
TThis

The new instance.

FromSparseValues(Int32, TDist, List<ValueAtIndex<TDist>>, Double)

Returns a new instance of the SparseDistributionList<TDist, TDomain, TThis> class of a given length and assigns all elements the given value, except for the specified list of sparse values. This list is stored internally as is, so MUST be sorted by index and must not be modified externally after being passed in.

Declaration
[Construction(new string[]{"Count", "CommonValue", "SparseValues", "Tolerance"})]
public static TThis FromSparseValues(int size, TDist commonValue, List<ValueAtIndex<TDist>> sortedSparseValues, double tolerance)
Parameters
Type Name Description
Int32 size

The size of the list.
TDist commonValue

The common value.
List<ValueAtIndex<TDist>> sortedSparseValues

The sorted list of non-common values.
Double tolerance

The tolerance for the approximation.
Returns
Type Description
TThis

The new instance.

GetAverageLog(TThis)

Returns the expected logarithm of that sparse distribution list under this sparse distribution list.

Declaration
public double GetAverageLog(TThis that)
Parameters
Type Name Description
TThis that

The other distribution.
Returns
Type Description
Double

The expected logarithm of the other distribution.

GetLogAverageOf(TThis)

Returns the log probability that this distribution and another draw the same sample.

Declaration
public double GetLogAverageOf(TThis that)
Parameters
Type Name Description
TThis that

The other distribution.
Returns
Type Description
Double

The log probability that this distribution and another draw the same sample.

GetLogAverageOfPower(TThis, Double)

Returns the log of the integral of the product of this sparse distribution list and another sparse distribution list raised to a power.

Declaration
public double GetLogAverageOfPower(TThis that, double exponent)
Parameters
Type Name Description
TThis that

The other distribution.
Double exponent

The exponent.
Returns
Type Description
Double

The log average of the power of the second distribution.

GetLogProb(ISparseList<TDomain>)

Evaluates the log of the density function.

Declaration
public double GetLogProb(ISparseList<TDomain> value)
Parameters
Type Name Description
ISparseList<TDomain> value

The point at which to evaluate the density.
Returns
Type Description
Double

The log probability of the given value>.

GetMean()

Gets the mean as a sparse list.

Declaration
public ISparseList<double> GetMean()
Returns
Type Description
ISparseList<Double>

The mean of this distribution.

GetVariance()

Gets the variance as a sparse list.

Declaration
public ISparseList<double> GetVariance()
Returns
Type Description
ISparseList<Double>

The variance of this distribution.

IsUniform()

Asks whether this sparse distribution list is uniform.

Declaration
public bool IsUniform()
Returns
Type Description
Boolean

True if all elements of the list are uniform, false otherwise.

MaxDiff(Object)

Returns the maximum difference between the parameters of this sparse distribution list and another.

Declaration
public double MaxDiff(object thatd)
Parameters
Type Name Description
Object thatd

The other sparse distribution list.
Returns
Type Description
Double

The maximum difference.
Remarks

a.MaxDiff(b) == b.MaxDiff(a).

Sample()

Samples from this sparse distribution list.

Declaration
public ISparseList<TDomain> Sample()
Returns
Type Description
ISparseList<TDomain>

A sample from this distribution.
Remarks

This method is inefficient in that the result will be dense even though the return type is sparse.

Sample(ISparseList<TDomain>)

Samples from this sparse distribution list.

Declaration
public ISparseList<TDomain> Sample(ISparseList<TDomain> result)
Parameters
Type Name Description
ISparseList<TDomain> result

Where to put the result.
Returns
Type Description
ISparseList<TDomain>

A sample from this distribution.
Remarks

This method is inefficient in that the result will be dense even though the return type is sparse.

SetTo(TThis)

Sets this sparse distribution list to another sparse distribution list.

Declaration
public void SetTo(TThis value)
Parameters
Type Name Description
TThis value

The other sparse distribution list.

SetToPower(TThis, Double)

Sets this sparse distribution list to the power of another sparse distribution list.

Declaration
public void SetToPower(TThis value, double exponent)
Parameters
Type Name Description
TThis value

The value.
Double exponent

The exponent.

SetToProduct(TThis, TThis)

Sets this sparse distribution list to the product of two other sparse distribution lists.

Declaration
public void SetToProduct(TThis a, TThis b)
Parameters
Type Name Description
TThis a

Left hand side.
TThis b

Right hand side.

SetToRatio(TThis, TThis, Boolean)

Sets this sparse distribution list to the ratio of two other sparse Gaussian lists.

Declaration
public void SetToRatio(TThis numerator, TThis denominator, bool forceProper = false)
Parameters
Type Name Description
TThis numerator

The numerator.
TThis denominator

The denominator.
Boolean forceProper

Whether to force the result to be proper.

SetToSum(Double, TThis, Double, TThis)

Creates a sparse distribution list to the weighted sums of the elements of two other sparse distribution lists.

Declaration
public void SetToSum(double weight1, TThis value1, double weight2, TThis value2)
Parameters
Type Name Description
Double weight1

The first weight.
TThis value1

The first sparse distribution list.
Double weight2

The second weight.
TThis value2

The second sparse distribution list.

SetToUniform()

Sets this sparse distribution list to be a uniform distribution.

Declaration
public void SetToUniform()

Implements

Extension Methods