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refactor(mixed): RAII guard for proposed-state OMRF marginal evaluation #137

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Merged
MaartenMarsman merged 1 commit into from
Jun 4, 2026
Merged

refactor(mixed): RAII guard for proposed-state OMRF marginal evaluation #137

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112 changes: 73 additions & 39 deletions src/models/mixed/mixed_mrf_metropolis.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,42 @@
#include "math/explog_macros.h"


namespace {

// RAII guard for evaluating the OMRF marginal log-likelihood under a *proposed*
// continuous state. The three continuous Kyy moves (offdiag, diag, edge
// indicator) temporarily set pairwise_effects_continuous_, covariance_continuous_,
// and marginal_interactions_ to proposed values, sum the OMRF marginals, then
// must restore the accepted state regardless of the accept/reject outcome. This
// snapshots those three fields on construction and restores them on scope exit,
// replacing the open-coded save / mutate / recompute / restore dance.
struct ProposedContinuousState {
arma::mat& pairwise;
arma::mat& covariance;
arma::mat& marginal;
arma::mat pairwise_saved;
arma::mat covariance_saved;
arma::mat marginal_saved;

ProposedContinuousState(arma::mat& pairwise_ref, arma::mat& covariance_ref,
arma::mat& marginal_ref)
: pairwise(pairwise_ref), covariance(covariance_ref), marginal(marginal_ref),
pairwise_saved(pairwise_ref), covariance_saved(covariance_ref),
marginal_saved(marginal_ref) {}

~ProposedContinuousState() {
pairwise = std::move(pairwise_saved);
covariance = std::move(covariance_saved);
marginal = std::move(marginal_saved);
}

ProposedContinuousState(const ProposedContinuousState&) = delete;
ProposedContinuousState& operator=(const ProposedContinuousState&) = delete;
};

} // namespace


// =============================================================================
// update_main_effect
// =============================================================================
Expand Down Expand Up @@ -466,20 +502,19 @@ double MixedMRFModel::update_pairwise_effects_continuous_offdiag(int i, int j, s
for(size_t s = 0; s < p_; ++s)
ln_alpha -= log_marginal_omrf(s);

arma::mat marginal_saved = marginal_interactions_;
arma::mat covariance_saved = covariance_continuous_;
arma::mat pairwise_effects_continuous_saved = pairwise_effects_continuous_;
// Temporarily set continuous interactions and covariance to proposed values.
pairwise_effects_continuous_(i, j) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, i) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, j) = -0.5 * theta_prop_jj;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
pairwise_effects_continuous_ = pairwise_effects_continuous_saved;
covariance_continuous_ = std::move(covariance_saved);
marginal_interactions_ = std::move(marginal_saved);
{
// Evaluate the proposed-state OMRF marginals under (Kyy', Σ'); the guard
// restores the continuous fields when the block exits.
ProposedContinuousState proposed_state(
pairwise_effects_continuous_, covariance_continuous_, marginal_interactions_);
pairwise_effects_continuous_(i, j) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, i) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, j) = -0.5 * theta_prop_jj;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
}

// Prior ratio:
// Cauchy(0, scale) on off-diagonal = -1/2 * precision_ij
Expand Down Expand Up @@ -556,17 +591,17 @@ double MixedMRFModel::update_pairwise_effects_continuous_diag(int i, std::option
for(size_t s = 0; s < p_; ++s)
ln_alpha -= log_marginal_omrf(s);

arma::mat marginal_saved = marginal_interactions_;
arma::mat covariance_saved = covariance_continuous_;
double cont_saved = pairwise_effects_continuous_(i, i);
pairwise_effects_continuous_(i, i) = -0.5 * theta_ii_prop;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
pairwise_effects_continuous_(i, i) = cont_saved;
covariance_continuous_ = std::move(covariance_saved);
marginal_interactions_ = std::move(marginal_saved);
{
// Evaluate the proposed-state OMRF marginals under (Kyy', Σ'); the guard
// restores the continuous fields when the block exits.
ProposedContinuousState proposed_state(
pairwise_effects_continuous_, covariance_continuous_, marginal_interactions_);
pairwise_effects_continuous_(i, i) = -0.5 * theta_ii_prop;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
}

// Prior ratio: Gamma(1,1) on K_ii (precision diagonal)
ln_alpha += diagonal_prior_->logp(0.5 * theta_ii_prop);
Expand Down Expand Up @@ -754,20 +789,19 @@ void MixedMRFModel::update_edge_indicator_continuous(int i, int j) {
for(size_t s = 0; s < p_; ++s)
ln_alpha -= log_marginal_omrf(s);

arma::mat marginal_saved = marginal_interactions_;
arma::mat covariance_saved = covariance_continuous_;
arma::mat pairwise_effects_continuous_saved = pairwise_effects_continuous_;
// Temporarily set continuous interactions and covariance to proposed values.
pairwise_effects_continuous_(i, j) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, i) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, j) = -0.5 * theta_prop_jj;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
pairwise_effects_continuous_ = pairwise_effects_continuous_saved;
covariance_continuous_ = std::move(covariance_saved);
marginal_interactions_ = std::move(marginal_saved);
{
// Evaluate the proposed-state OMRF marginals under (Kyy', Σ'); the guard
// restores the continuous fields when the block exits.
ProposedContinuousState proposed_state(
pairwise_effects_continuous_, covariance_continuous_, marginal_interactions_);
pairwise_effects_continuous_(i, j) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, i) = -0.5 * theta_prop_ij;
pairwise_effects_continuous_(j, j) = -0.5 * theta_prop_jj;
covariance_continuous_ = cov_prop;
recompute_marginal_interactions();
for(size_t s = 0; s < p_; ++s)
ln_alpha += log_marginal_omrf(s);
}

// --- Spike-and-slab terms ---
// off-diagonal = -1/2 * precision_ij
Expand Down
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