Class FastSumOp

Provides outgoing messages for Sum(IList<Double>), given random arguments to the function.

Inheritance

Object

FastSumOp

Inherited Members

Object.Equals(Object)

Object.Equals(Object, Object)

Object.GetHashCode()

Object.GetType()

Object.MemberwiseClone()

Object.ReferenceEquals(Object, Object)

Object.ToString()

Namespace: Microsoft.ML.Probabilistic.Factors

Assembly: Microsoft.ML.Probabilistic.dll

Syntax

[FactorMethod(typeof(Factor), "Sum", new Type[]{typeof(double[])}, Default = true)]
[Quality(QualityBand.Mature)]
public static class FastSumOp

Methods

ArrayAverageConditional(Gaussian, Gaussian, Gaussian[], Gaussian[])

EP message to array.

Declaration

public static Gaussian[] ArrayAverageConditional(Gaussian sum, Gaussian to_sum, Gaussian[] array, Gaussian[] result)

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from sum. Must be a proper distribution. If uniform, the result will be uniform.
Gaussian	to_sum	Outgoing message to sum.
Gaussian[]	array	Incoming message from array.
Gaussian[]	result	Modified to contain the outgoing message.

Returns

Type	Description
Gaussian[]	result

Remarks

The outgoing message is a distribution matching the moments of array as the random arguments are varied. The formula is proj[p(array) sum_(sum) p(sum) factor(sum,array)]/p(array).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution.

ArrayAverageConditional<GaussianList>(Gaussian, Gaussian, IList<Gaussian>, GaussianList)

EP message to array.

Declaration

public static GaussianList ArrayAverageConditional<GaussianList>(Gaussian sum, Gaussian to_sum, IList<Gaussian> array, GaussianList result)
    where GaussianList : IList<Gaussian>, SettableToUniform

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from sum. Must be a proper distribution. If uniform, the result will be uniform.
Gaussian	to_sum	Outgoing message to sum.
IList<Gaussian>	array	Incoming message from array.
GaussianList	result	Modified to contain the outgoing message.

Returns

Type	Description
GaussianList	result

Type Parameters

Name	Description
GaussianList	The type of the outgoing message.

Remarks

The outgoing message is a distribution matching the moments of array as the random arguments are varied. The formula is proj[p(array) sum_(sum) p(sum) factor(sum,array)]/p(array).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution.

ArrayAverageConditional<GaussianList>(Double, IList<Gaussian>, GaussianList)

EP message to array.

Declaration

public static GaussianList ArrayAverageConditional<GaussianList>(double sum, IList<Gaussian> array, GaussianList result)
    where GaussianList : IList<Gaussian>, SettableToUniform

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Gaussian>	array	Incoming message from array.
GaussianList	result	Modified to contain the outgoing message.

Returns

Type	Description
GaussianList	result

Type Parameters

Name	Description
GaussianList	The type of the outgoing message.

Remarks

The outgoing message is the factor viewed as a function of array conditioned on the given values.

ArrayAverageLogarithm<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

VMP message to array.

Declaration

public static GaussianList ArrayAverageLogarithm<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList to_array)
    where GaussianList : IList<Gaussian>, ICloneable

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from sum. Must be a proper distribution. If uniform, the result will be uniform.
IList<Gaussian>	array	Incoming message from array. Must be a proper distribution. If any element is uniform, the result will be uniform.
GaussianList	to_array	Previous outgoing message to array.

Returns

Type	Description
GaussianList	The outgoing VMP message to the array argument.

Type Parameters

Name	Description
GaussianList	The type of the outgoing message.

Remarks

The outgoing message is the factor viewed as a function of array with sum integrated out. The formula is sum_sum p(sum) factor(sum,array).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution.
ImproperMessageException	array is not a proper distribution.

ArrayAverageLogarithm<GaussianList>(Double, IList<Gaussian>, GaussianList)

VMP message to array.

Declaration

public static GaussianList ArrayAverageLogarithm<GaussianList>(double sum, IList<Gaussian> array, GaussianList result)
    where GaussianList : IList<Gaussian>, ICloneable

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Gaussian>	array	Incoming message from array. Must be a proper distribution. If any element is uniform, the result will be uniform.
GaussianList	result	Modified to contain the outgoing message.

Returns

Type	Description
GaussianList	result

Type Parameters

Name	Description
GaussianList	The type of the outgoing message.

Remarks

The outgoing message is the factor viewed as a function of array conditioned on the given values.

Exceptions

Type	Condition
ImproperMessageException	array is not a proper distribution.

ArrayAverageLogarithm1<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

VMP message to 'array'

Declaration

public static GaussianList ArrayAverageLogarithm1<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList to_array)
    where GaussianList : IList<Gaussian>

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from 'sum'. Must be a proper distribution. If uniform, the result will be uniform.
IList<Gaussian>	array	Incoming message from 'array'.
GaussianList	to_array	Previous outgoing message to 'array'.

Returns

Type	Description
GaussianList	The outgoing VMP message to the 'array' argument

Type Parameters

Name	Description
GaussianList

Remarks

The outgoing message is the factor viewed as a function of 'array' with 'sum' integrated out. The formula is sum_sum p(sum) factor(sum,array).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution

ArrayAverageLogarithm2<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

VMP message to 'array'

Declaration

public static GaussianList ArrayAverageLogarithm2<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList to_array)
    where GaussianList : IList<Gaussian>

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from 'sum'. Must be a proper distribution. If uniform, the result will be uniform.
IList<Gaussian>	array	Incoming message from 'array'.
GaussianList	to_array	Previous outgoing message to 'array'.

Returns

Type	Description
GaussianList	The outgoing VMP message to the 'array' argument

Type Parameters

Name	Description
GaussianList

Remarks

The outgoing message is the factor viewed as a function of 'array' with 'sum' integrated out. The formula is sum_sum p(sum) factor(sum,array).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution

ArrayAverageLogarithm3<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

Declaration

public static GaussianList ArrayAverageLogarithm3<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList to_array)
    where GaussianList : IList<Gaussian>, ICloneable

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
GaussianList	to_array

Returns

Type	Description
GaussianList

Type Parameters

Name	Description
GaussianList

ArrayAverageLogarithm4<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

Declaration

public static GaussianList ArrayAverageLogarithm4<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList to_array)
    where GaussianList : IList<Gaussian>, ICloneable

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
GaussianList	to_array

Returns

Type	Description
GaussianList

Type Parameters

Name	Description
GaussianList

ArrayAverageLogarithm5<GaussianList>(Gaussian, IList<Gaussian>, GaussianList)

Declaration

public static GaussianList ArrayAverageLogarithm5<GaussianList>(Gaussian sum, IList<Gaussian> array, GaussianList result)
    where GaussianList : IList<Gaussian>

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
GaussianList	result

Returns

Type	Description
GaussianList

Type Parameters

Name	Description
GaussianList

ArrayAverageLogarithm6<GaussianList>(Gaussian, IList<Gaussian>, IList<Gaussian>, GaussianList)

Declaration

public static GaussianList ArrayAverageLogarithm6<GaussianList>(Gaussian sum, IList<Gaussian> array, IList<Gaussian> array_deriv, GaussianList to_array)
    where GaussianList : IList<Gaussian>

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
IList<Gaussian>	array_deriv
GaussianList	to_array

Returns

Type	Description
GaussianList

Type Parameters

Name	Description
GaussianList

ArrayAverageLogarithm7(Gaussian, IList<Gaussian>, Int32)

Declaration

public static Gaussian ArrayAverageLogarithm7(Gaussian sum, IList<Gaussian> array, int resultIndex)

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
Int32	resultIndex

Returns

Type	Description
Gaussian

AverageLogFactor()

Evidence message for VMP.

Declaration

public static double AverageLogFactor()

Returns

Type	Description
Double	Zero.

Remarks

The formula for the result is log(factor(sum,array)). Adding up these values across all factors and variables gives the log-evidence estimate for VMP.

AverageLogFactor(Double, IList<Double>)

Evidence message for VMP.

Declaration

public static double AverageLogFactor(double sum, IList<double> array)

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Double>	array	Constant value for array.

Returns

Type	Description
Double	Zero.

Remarks

The formula for the result is log(factor(sum,array)). Adding up these values across all factors and variables gives the log-evidence estimate for VMP.

LogAverageFactor(Gaussian, Gaussian)

Evidence message for EP.

Declaration

public static double LogAverageFactor(Gaussian sum, Gaussian to_sum)

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from sum. Must be a proper distribution. If uniform, the result will be uniform. Must be a proper distribution. If uniform, the result will be uniform.
Gaussian	to_sum	Outgoing message to sum.

Returns

Type	Description
Double	Logarithm of the factor's average value across the given argument distributions.

Remarks

The formula for the result is log(sum_(sum) p(sum) factor(sum,array)).

Exceptions

Type	Condition
ImproperMessageException	sum is not a proper distribution.
ImproperMessageException	sum is not a proper distribution.

LogAverageFactor(Double, IList<Gaussian>)

Evidence message for EP.

Declaration

public static double LogAverageFactor(double sum, IList<Gaussian> array)

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Gaussian>	array	Incoming message from array.

Returns

Type	Description
Double	Logarithm of the factor's average value across the given argument distributions.

Remarks

The formula for the result is log(sum_(array) p(array) factor(sum,array)).

LogAverageFactor(Double, IList<Double>)

Evidence message for EP.

Declaration

public static double LogAverageFactor(double sum, IList<double> array)

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Double>	array	Constant value for array.

Returns

Type	Description
Double	Logarithm of the factor's average value across the given argument distributions.

Remarks

The formula for the result is log(factor(sum,array)).

LogEvidenceRatio(Gaussian)

Evidence message for EP.

Declaration

public static double LogEvidenceRatio(Gaussian sum)

Parameters

Type	Name	Description
Gaussian	sum	Incoming message from sum.

Returns

Type	Description
Double	Logarithm of the factor's contribution the EP model evidence.

Remarks

The formula for the result is log(sum_(sum) p(sum) factor(sum,array) / sum_sum p(sum) messageTo(sum)). Adding up these values across all factors and variables gives the log-evidence estimate for EP.

LogEvidenceRatio(Double, IList<Gaussian>)

Evidence message for EP.

Declaration

public static double LogEvidenceRatio(double sum, IList<Gaussian> array)

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Gaussian>	array	Incoming message from array.

Returns

Type	Description
Double	Logarithm of the factor's contribution the EP model evidence.

Remarks

The formula for the result is log(sum_(array) p(array) factor(sum,array)). Adding up these values across all factors and variables gives the log-evidence estimate for EP.

LogEvidenceRatio(Double, IList<Double>)

Evidence message for EP.

Declaration

public static double LogEvidenceRatio(double sum, IList<double> array)

Parameters

Type	Name	Description
Double	sum	Constant value for sum.
IList<Double>	array	Constant value for array.

Returns

Type	Description
Double	Logarithm of the factor's contribution the EP model evidence.

Remarks

The formula for the result is log(factor(sum,array)). Adding up these values across all factors and variables gives the log-evidence estimate for EP.

SumAverageConditional(IList<Gaussian>)

EP message to sum.

Declaration

public static Gaussian SumAverageConditional(IList<Gaussian> array)

Parameters

Type	Name	Description
IList<Gaussian>	array	Incoming message from array.

Returns

Type	Description
Gaussian	The outgoing EP message to the sum argument.

Remarks

The outgoing message is a distribution matching the moments of sum as the random arguments are varied. The formula is proj[p(sum) sum_(array) p(array) factor(sum,array)]/p(sum).

SumAverageLogarithm(IList<Gaussian>)

VMP message to sum.

Declaration

public static Gaussian SumAverageLogarithm(IList<Gaussian> array)

Parameters

Type	Name	Description
IList<Gaussian>	array	Incoming message from array.

Returns

Type	Description
Gaussian	The outgoing VMP message to the sum argument.

Remarks

The outgoing message is a distribution matching the moments of sum as the random arguments are varied. The formula is proj[sum_(array) p(array) factor(sum,array)].

SumDeriv(Gaussian, IList<Gaussian>, IList<Gaussian>)

Declaration

public static Gaussian SumDeriv(Gaussian sum, IList<Gaussian> array, IList<Gaussian> to_array)

Parameters

Type	Name	Description
Gaussian	sum
IList<Gaussian>	array
IList<Gaussian>	to_array

Returns

Type	Description
Gaussian

SumExcept(IList<Gaussian>, Int32)

Declaration

public static (double, double) SumExcept(IList<Gaussian> array, int excludedIndex)

Parameters

Type	Name	Description
IList<Gaussian>	array
Int32	excludedIndex

Returns

Type	Description
(T1, T2)<Double, Double>