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authorziejd22017-09-28 15:04:40 -0500
committerziejd22017-09-28 15:04:40 -0500
commit8070dc963753142bb86c4ed698d91fd623ed28e7 (patch)
treed0f6dd8fc46a49b819aa55c1a90faa14d8448883 /sourcecodes/bnt-master/BNT/CPDs/@softmax_CPD/softmax_CPD.m
parent7cc31810d53176e805532b2789955f4eedbce6bb (diff)
downloadBNW-8070dc963753142bb86c4ed698d91fd623ed28e7.tar.gz
BNW using Octave instead of Matlab.
This version of BNW should perform the same as the original version. The only difference is that it uses Octave instead of Matlab when running BayesNet Toolbox during parameter learning.

I am calling this BNW_1.02. It can be accessed at:
compbio.uthsc.edu/BNW_1.02
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+function CPD = softmax_CPD(bnet, self, varargin)
+% SOFTMAX_CPD Make a softmax (multinomial logit) CPD
+%
+% To define this CPD precisely, let W be an (m x n) matrix with W(i,:) = {i-th row of B} 
+% => we can define the following vectorial function:
+%    
+%                                   softmax: R^n |--> R^m  
+%                  softmax(z,i-th)=exp(W(i,:)*z)/sum_k(exp(W(k,:)*z))      
+%
+% (this constructor augments z with a one at the beginning to introduce an offset term (=bias, intercept))                                   
+% Now call the continuous (cts) and always observed (obs) parents X,
+% the discrete parents (if any) Q, and this node Y then we use the discrete parent(s) just  to index
+% the parameter vectors (c.f., conditional Gaussian nodes); that is:
+%                 prob(Y=i | X=x, Q=j) = softmax(x,i-th|j)
+% where '|j' means that we are using the j-th (m x n) parameters matrix W(:,:,j).
+% If there are no discrete parents, this is a regular softmax node.
+% If Y is binary, this is a logistic (sigmoid) function.
+%
+% CPD = softmax_CPD(bnet, node_num, ...) will create a softmax CPD with random parameters,
+% where node is the number of a node in this equivalence class.
+%
+% The following optional arguments can be specified in the form of name/value pairs:
+% [default value in brackets]
+% (Let ns(i) be the size of node i, X = ns(X), Y = ns(Y), Q1=ns(dps(1)), Q2=ns(dps(2)), ...
+% where dps are the discrete parents; if there are no discrete parents, we set Q1=1.)
+%
+% discrete - the discrete parents that we want to treat like the cts ones [ [] ]. 
+%            This can be used to define sigmoid belief network - see below the reference.             
+%            For example suppose that Y has one cts parents X and two discrete ones: Q, C1 where:
+%            -> Q is binary (1/2) and used just to index the parameters of 'self'
+%            -> C1 is ternary (1/2/3) and treated as a cts node <=> its values appear into the linear 
+%               part of the softmax function
+%            then:
+%                     prob(Y|X=x, Q=q, C1=c1)= softmax(W(:,:,q)' * y)
+%            where y = [1 | delta(C1,1) delta(C1,2) delta(C1,3) | x(:)']' and delta(Y,a)=indicator(Y=a).
+% weights - (w(:,j,a,b,...) - w(:,j',a,b,...)) is ppn to dec. boundary
+%           between j,j' given Q1=a,Q2=b,... [ randn(X,Y,Q1,Q2,...) ]
+% offset  - (b(j,a,b,...) - b(j',a,b,...)) is the offset to dec. boundary
+%           between j,j' given Q1=a,Q2=b,... [ randn(Y,Q1,Q2,...) ]
+%
+% e.g., CPD = softmax_CPD(bnet, i, 'offset', zeros(ns(i),1));
+%
+% The following fields control the behavior of the M step, which uses 
+% a weighted version of the Iteratively Reweighted Least Squares (WIRLS) if dps_as_cps=[]; or
+% a weighted SCG otherwise, as implemented in Netlab, and modified by Pierpaolo Brutti.
+%
+% clamped     - 'yes' means don't adjust params during learning ['no']
+% max_iter    - the maximum number of steps to take [10]
+% verbose     - 'yes' means print the LL at each step of IRLS ['no']
+% wthresh     - convergence threshold for weights [1e-2]
+% llthresh    - convergence threshold for log likelihood [1e-2]
+% approx_hess - 'yes' means approximate the Hessian for speed ['no']
+%
+% For backwards compatibility with BNT2, you can also specify the parameters in the following order
+%   softmax_CPD(bnet, self, w, b, clamped, max_iter, verbose, wthresh, llthresh, approx_hess)
+%
+% REFERENCE
+% For details on the sigmoid belief nets, see:
+% - Neal (1992). Connectionist learning of belief networks, Artificial Intelligence, 56, 71-113.
+% - Saul, Jakkola, Jordan (1996). Mean field theory for sigmoid belief networks, Journal of Artificial Intelligence Reseach (4), pagg. 61-76.
+%
+% For details on the M step, see:
+% - K. Chen, L. Xu, H. Chi (1999). Improved learning algorithms for mixtures of experts in multiclass 
+%       classification. Neural Networks 12, pp. 1229-1252.
+% - M.I. Jordan, R.A. Jacobs (1994). Hierarchical Mixtures of Experts and the EM algorithm. 
+%       Neural Computation 6, pp. 181-214.
+% - S.R. Waterhouse, A.J. Robinson (1994). Classification Using Hierarchical Mixtures of Experts. In Proc. IEEE
+%       Workshop on Neural Network for Signal Processing IV, pp. 177-186
+
+if nargin==0
+  % This occurs if we are trying to load an object from a file.
+  CPD = init_fields;
+  CPD = class(CPD, 'softmax_CPD', discrete_CPD(0, []));
+  return;
+elseif isa(bnet, 'softmax_CPD')
+  % This might occur if we are copying an object.
+  CPD = bnet;
+  return;
+end
+CPD = init_fields;
+
+assert(myismember(self, bnet.dnodes));
+ns = bnet.node_sizes;
+ps = parents(bnet.dag, self);
+dps = myintersect(ps, bnet.dnodes);
+cps = myintersect(ps, bnet.cnodes);
+
+clamped = 0;
+CPD = class(CPD, 'softmax_CPD', discrete_CPD(clamped, ns([ps self])));
+
+dps_as_cpssz = 0;
+dps_as_cps = [];
+% determine if any discrete parents are to be treated as cts
+if nargin >= 3 && isstr(varargin{1}) % might have passed in 'discrete'
+  for i=1:2:length(varargin)
+    if strcmp(varargin{i}, 'discrete')
+      dps_as_cps = varargin{i+1};
+      assert(myismember(dps_as_cps, dps));
+      dps = mysetdiff(dps, dps_as_cps);         % put out the dps treated as cts
+      CPD.dps_as_cps.ndx = find_equiv_posns(dps_as_cps, ps);
+      CPD.dps_as_cps.separator = [0 cumsum(ns(dps_as_cps(1:end-1)))]; % concatenated dps_as_cps dims separators
+      dps_as_cpssz = sum(ns(dps_as_cps));
+      break;
+    end
+  end
+end
+assert(~isempty(union(cps, dps_as_cps)));   % It have to be at least a cts or a dps_as_cps parents
+self_size = ns(self); 
+cpsz = sum(ns(cps));  
+glimsz = prod(ns(dps));
+CPD.dpndx = find_equiv_posns(dps, ps);  % it contains only the indeces of the 'pure' dps
+CPD.cpndx = find_equiv_posns(cps, ps);
+
+CPD.self  = self;
+CPD.solo  = (length(ns)<=2);
+CPD.sizes = bnet.node_sizes([ps self]);
+
+% set default params
+CPD.max_iter = 10;
+CPD.verbose = 0;
+CPD.wthresh = 1e-2;
+CPD.llthresh = 1e-2;
+CPD.approx_hess = 0;
+CPD.glim = cell(1,glimsz);
+for i=1:glimsz
+  CPD.glim{i} = glm(dps_as_cpssz + cpsz, self_size, 'softmax');
+end
+
+if nargin >= 3
+  args = varargin;
+  nargs = length(args);
+  if ~isstr(args{1})
+    %   softmax_CPD(bnet, self, w, b, clamped, max_iter, verbose, wthresh, llthresh, approx_hess)
+    if nargs >= 1 && ~isempty(args{1}), CPD = set_fields(CPD, 'weights', args{1}); end
+    if nargs >= 2 && ~isempty(args{2}), CPD = set_fields(CPD, 'offset', args{2});  end
+    if nargs >= 3 && ~isempty(args{3}), CPD = set_clamped(CPD, args{3});           end
+    if nargs >= 4 && ~isempty(args{4}), CPD.max_iter    = args{4}; end
+    if nargs >= 5 && ~isempty(args{5}), CPD.verbose     = args{5}; end
+    if nargs >= 6 && ~isempty(args{6}), CPD.wthresh     = args{6}; end
+    if nargs >= 7 && ~isempty(args{7}), CPD.llthresh   = args{7}; end
+    if nargs >= 8 && ~isempty(args{8}), CPD.approx_hess = args{8}; end
+  else
+    CPD = set_fields(CPD, args{:});
+  end
+end
+
+% sufficient statistics 
+% Since dsoftmax is not in the exponential family, we must store all the raw data.
+CPD.parent_vals = [];         % X(l,:) = value of cts parents in l'th example
+CPD.self_vals = [];           % Y(l,:) = value of self in l'th example
+
+CPD.eso_weights=[];           % weights used by the WIRLS algorithm
+
+% For BIC
+CPD.nsamples = 0;   
+if ~adjustable_CPD(CPD),
+   CPD.nparams=0;
+else
+   [W, b] = extract_params(CPD);
+   CPD.nparams= prod(size(W)) + prod(size(b));
+end
+
+%%%%%%%%%%%
+
+function CPD = init_fields()
+% This ensures we define the fields in the same order 
+% no matter whether we load an object from a file,
+% or create it from scratch. (Matlab requires this.)
+
+CPD.glim = {};
+CPD.self = [];
+CPD.solo = [];
+CPD.max_iter = [];
+CPD.verbose = [];
+CPD.wthresh = [];
+CPD.llthresh = [];
+CPD.approx_hess = [];
+CPD.sizes = [];
+CPD.parent_vals = [];
+CPD.eso_weights=[];
+CPD.self_vals = [];
+CPD.nsamples = [];
+CPD.nparams = [];
+CPD.dpndx = [];
+CPD.cpndx = [];
+CPD.dps_as_cps.ndx = [];
+CPD.dps_as_cps.separator = [];