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Coupled Partition MCMC

Source: R/coupled_partition_mcmc.R
CoupledPartitionMCMC.Rd

[Experimental] This is a constructor for a single Coupled Partition MCMC step. The function constructs an environment with the proposal, inverse temperature, and verbose flag. It then returns a function that takes the current_state and a scorer object. This only allows the scores to be raised to a constant temperature for every step.

Usage

CoupledPartitionMCMC(
  proposal = DefaultProposal(),
  temperature = c(1, 10, 100, 1000),
  verbose = TRUE
)

Arguments

proposal

Proposal function for each chain. The swap proposal is dealt with internally. Default is the DefaultProposal.

temperature

Numeric value representing the temperature to raise the score to. Default is c(1.0, 10.0, 100.0, 1000.0).

verbose

Flag to pass MCMC information.

Value

Function that takes the current state and scorer that outputs a new state.

Details

One step implementation of the tempered partition MCMC.

Examples

scorer <- CreateScorer(
  scorer = BNLearnScorer,
  data = bnlearn::learning.test
  )
nodes <- names(bnlearn::learning.test)
n_coupled_chains <- 8
coupled_state <- InitCoupledPartition(nodes, scorer,
                                     n_parallel_chains = 1,
                                     n_coupled_chains = n_coupled_chains)
coupled_transition <- CoupledPartitionMCMC(
  proposal = DefaultProposal(p = c(0.0, 1.0, 0.0, 0.0, 0.0)),
  temperature = 2^(0:(n_coupled_chains - 1))
)
coupled_transition(coupled_state, scorer)
#> $state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    D
#> 4         3    F
#> 5         4    B
#> 6         5    E
#> 
#> $log_score
#> [1] -24035.47
#> 
#> $proposal_info
#> NULL
#> 
#> $mcmc_info
#> $mcmc_info[[1]]
#> $mcmc_info[[1]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    D
#> 4         3    F
#> 5         4    B
#> 6         5    E
#> 
#> $mcmc_info[[1]]$log_score
#> [1] -24035.47
#> 
#> $mcmc_info[[1]]$proposal_info
#> $mcmc_info[[1]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[1]]$accept
#> [1] TRUE
#> 
#> $mcmc_info[[1]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[1]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[1]]$jac
#> [1] -0.2231436
#> 
#> $mcmc_info[[1]]$mhr
#> [1] 136.9095
#> 
#> 
#> $mcmc_info[[2]]
#> $mcmc_info[[2]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    F
#> 4         3    B
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[2]]$log_score
#> [1] -24172.38
#> 
#> $mcmc_info[[2]]$proposal_info
#> $mcmc_info[[2]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[2]]$accept
#> [1] FALSE
#> 
#> $mcmc_info[[2]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[2]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[2]]$jac
#> [1] -0.2231436
#> 
#> $mcmc_info[[2]]$mhr
#> [1] -45.86196
#> 
#> 
#> $mcmc_info[[3]]
#> $mcmc_info[[3]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    F
#> 4         3    B
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[3]]$log_score
#> [1] -24172.38
#> 
#> $mcmc_info[[3]]$proposal_info
#> $mcmc_info[[3]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[3]]$accept
#> [1] TRUE
#> 
#> $mcmc_info[[3]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[3]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[3]]$jac
#> [1] 0
#> 
#> $mcmc_info[[3]]$mhr
#> [1] 0.8544307
#> 
#> 
#> $mcmc_info[[4]]
#> $mcmc_info[[4]]$state
#>   partition node
#> 1         1    C
#> 2         2    A
#> 3         2    F
#> 4         3    B
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[4]]$log_score
#> [1] -24168.96
#> 
#> $mcmc_info[[4]]$proposal_info
#> $mcmc_info[[4]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[4]]$accept
#> [1] FALSE
#> 
#> $mcmc_info[[4]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[4]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[4]]$jac
#> [1] 0
#> 
#> $mcmc_info[[4]]$mhr
#> [1] -2.157323
#> 
#> 
#> $mcmc_info[[5]]
#> $mcmc_info[[5]]$state
#>   partition node
#> 1         1    C
#> 2         2    F
#> 3         3    A
#> 4         4    B
#> 5         5    D
#> 6         5    E
#> 
#> $mcmc_info[[5]]$log_score
#> [1] -24160.45
#> 
#> $mcmc_info[[5]]$proposal_info
#> $mcmc_info[[5]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[5]]$accept
#> [1] TRUE
#> 
#> $mcmc_info[[5]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[5]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[5]]$jac
#> [1] -0.2231436
#> 
#> $mcmc_info[[5]]$mhr
#> [1] 0.7456743
#> 
#> 
#> $mcmc_info[[6]]
#> $mcmc_info[[6]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    F
#> 4         3    B
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[6]]$log_score
#> [1] -24172.38
#> 
#> $mcmc_info[[6]]$proposal_info
#> $mcmc_info[[6]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[6]]$accept
#> [1] FALSE
#> 
#> $mcmc_info[[6]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[6]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[6]]$jac
#> [1] -0.2231436
#> 
#> $mcmc_info[[6]]$mhr
#> [1] -1.029263
#> 
#> 
#> $mcmc_info[[7]]
#> $mcmc_info[[7]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    B
#> 4         3    F
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[7]]$log_score
#> [1] -24083.05
#> 
#> $mcmc_info[[7]]$proposal_info
#> $mcmc_info[[7]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[7]]$accept
#> [1] TRUE
#> 
#> $mcmc_info[[7]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[7]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[7]]$jac
#> [1] 0
#> 
#> $mcmc_info[[7]]$mhr
#> [1] 1.395832
#> 
#> 
#> $mcmc_info[[8]]
#> $mcmc_info[[8]]$state
#>   partition node
#> 1         1    A
#> 2         1    C
#> 3         2    F
#> 4         3    B
#> 5         4    D
#> 6         4    E
#> 
#> $mcmc_info[[8]]$log_score
#> [1] -24172.38
#> 
#> $mcmc_info[[8]]$proposal_info
#> $mcmc_info[[8]]$proposal_info$proposal_used
#> [1] "node_move"
#> 
#> 
#> $mcmc_info[[8]]$accept
#> [1] FALSE
#> 
#> $mcmc_info[[8]]$white_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[8]]$black_obeyed
#> [1] TRUE
#> 
#> $mcmc_info[[8]]$jac
#> [1] 0
#> 
#> $mcmc_info[[8]]$mhr
#> [1] -3.82123
#> 
#> 
#> $mcmc_info$mcmc_swap_info
#> $mcmc_info$mcmc_swap_info$accept
#> [1] TRUE
#> 
#> $mcmc_info$mcmc_swap_info$state_1
#> [1] 4
#> 
#> $mcmc_info$mcmc_swap_info$state_2
#> [1] 3
#> 
#> 
#>