camir-aes2014: toolboxes/FullBNT-1.0.7/KPMtools/em

first hg version after svn

rev	line source
wolffd@0	1 function [converged, decrease] = em_converged(loglik, previous_loglik, threshold, check_increased)
wolffd@0	2 % EM_CONVERGED Has EM converged?
wolffd@0	3 % [converged, decrease] = em_converged(loglik, previous_loglik, threshold)
wolffd@0	4 %
wolffd@0	5 % We have converged if the slope of the log-likelihood function falls below 'threshold',
wolffd@0	6 % i.e., \|f(t) - f(t-1)\| / avg < threshold,
wolffd@0	7 % where avg = (\|f(t)\| + \|f(t-1)\|)/2 and f(t) is log lik at iteration t.
wolffd@0	8 % 'threshold' defaults to 1e-4.
wolffd@0	9 %
wolffd@0	10 % This stopping criterion is from Numerical Recipes in C p423
wolffd@0	11 %
wolffd@0	12 % If we are doing MAP estimation (using priors), the likelihood can decrase,
wolffd@0	13 % even though the mode of the posterior is increasing.
wolffd@0	14
wolffd@0	15 if nargin < 3, threshold = 1e-4; end
wolffd@0	16 if nargin < 4, check_increased = 1; end
wolffd@0	17
wolffd@0	18 converged = 0;
wolffd@0	19 decrease = 0;
wolffd@0	20
wolffd@0	21 if check_increased
wolffd@0	22 if loglik - previous_loglik < -1e-3 % allow for a little imprecision
wolffd@0	23 fprintf(1, '******likelihood decreased from %6.4f to %6.4f!\n', previous_loglik, loglik);
wolffd@0	24 decrease = 1;
wolffd@0	25 converged = 0;
wolffd@0	26 return;
wolffd@0	27 end
wolffd@0	28 end
wolffd@0	29
wolffd@0	30 delta_loglik = abs(loglik - previous_loglik);
wolffd@0	31 avg_loglik = (abs(loglik) + abs(previous_loglik) + eps)/2;
wolffd@0	32 if (delta_loglik / avg_loglik) < threshold, converged = 1; end

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