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| author | ziejd2 | 2018-03-14 23:23:33 -0500 |
|---|---|---|
| committer | GitHub | 2018-03-14 23:23:33 -0500 |
| commit | 1ff6baa44e22b91eefb48aea6f3befa078c0489b (patch) | |
| tree | e0fd79d2e32fd2aedda2eadaed0f19af3514c520 /sourcecodes/bnt-master/BNT/inference/online | |
| parent | 6882395afdadf4e982b25b5215071a0932730950 (diff) | |
| parent | c80226899f5cdd9f11c163817d59445213f5bef0 (diff) | |
| download | BNW-1ff6baa44e22b91eefb48aea6f3befa078c0489b.tar.gz | |
Merge pull request #1 from ziejd2/octave_php_separate
Octave php separate
Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/online')
71 files changed, 1222 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Entries new file mode 100644 index 00000000..9e03c43e --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Entries @@ -0,0 +1,6 @@ +/bnet_from_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/enter_evidence.m/1.1.1.1/Wed May 29 15:59:56 2002// +/filter_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_family.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_nodes.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Repository new file mode 100644 index 00000000..02b22e5e --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@filter_engine diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/bnet_from_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/bnet_from_engine.m new file mode 100644 index 00000000..b57ee5f4 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/bnet_from_engine.m @@ -0,0 +1,5 @@ +function bnet = bnet_from_engine(engine) +% BNET_FROM_ENGINE Return the bnet structure stored inside the engine (smoother_engine) +% bnet = bnet_from_engine(engine) + +bnet = bnet_from_engine(engine.tbn_engine); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/enter_evidence.m new file mode 100644 index 00000000..ab360c68 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/enter_evidence.m @@ -0,0 +1,14 @@ +function [engine, LL] = enter_evidence(engine, ev, t) +% ENTER_EVIDENCE Call the online filter +% [engine, loglik] = enter_evidence(engine, evidence, ...) +% +% evidence{i} = [] if if X(i) is hidden, and otherwise contains its observed value (scalar or column vector) + +engine.old_f = engine.f; +if t==1 + [engine.f, LL] = fwd1(engine.tbn_engine, ev, 1); +else + [engine.f, LL] = fwd(engine.tbn_engine, engine.old_f, ev, t); +end +engine.b = backT(engine.tbn_engine, engine.f, t); +engine.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/filter_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/filter_engine.m new file mode 100644 index 00000000..437a247e --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/filter_engine.m @@ -0,0 +1,10 @@ +function engine = filter_engine(tbn_engine) +% FILTER_ENGINE Create an engine which does online filtering +% function engine = filter_engine(tbn_engine) + +engine.tbn_engine = tbn_engine; +engine.f = []; % space to store filtered message +engine.old_f = []; +engine.b = []; % space to store smoothed message +engine.t = []; +engine = class(engine, 'filter_engine'); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_family.m new file mode 100644 index 00000000..21faea53 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_family.m @@ -0,0 +1,11 @@ +function marginal = marginal_family(engine, i, t, add_ev) +% MARGINAL_FAMILY Compute the joint distribution on a set of family (filter_engine) +% function marginal = marginal_family(engine, i, t, add_ev) + +if nargin < 4, add_ev = 0; end + +if t ~= engine.t + error('mixed up time stamps') +end + +marginal = marginal_family(engine.tbn_engine, engine.b, i, t, add_ev); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_nodes.m new file mode 100644 index 00000000..4d83ea93 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@filter_engine/marginal_nodes.m @@ -0,0 +1,10 @@ +function marginal = marginal_nodes(engine, nodes, t, add_ev) +% MARGINAL_NODES Compute the joint distribution on a set of nodes (filter_engine) +% function marginal = marginal_nodes(engine, nodes, t, add_ev) + +if nargin < 4, add_ev = 0; end + +if t ~= engine.t + error('mixed up time stamps') +end +marginal = marginal_nodes(engine.tbn_engine, engine.b, nodes, t, add_ev); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries new file mode 100644 index 00000000..9d562fd8 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries @@ -0,0 +1,9 @@ +/back.m/1.1.1.1/Wed May 29 15:59:56 2002// +/backT.m/1.1.1.1/Wed May 29 15:59:56 2002// +/fwd.m/1.1.1.1/Wed May 29 15:59:56 2002// +/fwd1.m/1.1.1.1/Wed May 29 15:59:56 2002// +/hmm_2TBN_inf_engine.m/1.1.1.1/Thu Nov 14 20:03:50 2002// +/marginal_family.m/1.1.1.1/Thu Nov 14 20:05:36 2002// +/marginal_nodes.m/1.1.1.1/Thu Nov 14 20:02:46 2002// +/update_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries.Log b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries.Log new file mode 100644 index 00000000..b2cd71e0 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Entries.Log @@ -0,0 +1 @@ +A D/private//// diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Repository new file mode 100644 index 00000000..858ed017 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@hmm_2TBN_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/back.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/back.m new file mode 100644 index 00000000..8ad416f7 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/back.m @@ -0,0 +1,21 @@ +function b = back(engine, bfuture, f, t) + +if f.t ~= t + error('mixed up time stamps') +end + +b.t = t; +b.obslik = f.obslik; +bb_future = bfuture.beta .* bfuture.obslik; +if engine.maximize + B = repmat(bb_future(:)', length(bfuture.beta), 1); + b.beta = normalise(max(engine.transprob .* B, [], 2)); +else + b.beta = normalise((engine.transprob * bb_future)); +end +b.gamma = normalise(f.alpha .* b.beta); +if t > 1 + bb_t = b.beta .* b.obslik; + b.xi = normalise((engine.transprob .* (f.past_alpha * bb_t'))); % t-1,t +end + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/backT.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/backT.m new file mode 100644 index 00000000..ffeb6628 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/backT.m @@ -0,0 +1,11 @@ +function b = backT(engine, f, t) + +b.t = t; +b.obslik = f.obslik; +Q = length(f.alpha); +b.beta = ones(Q,1); +b.gamma = f.alpha; +if t > 1 + bb_t = b.obslik; + b.xi = normalise((engine.transprob .* (f.past_alpha * bb_t'))); % T-1,T +end diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd.m new file mode 100644 index 00000000..3afdf714 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd.m @@ -0,0 +1,17 @@ +function [f, logscale] = fwd(engine, fpast, ev, t) +% Forwards pass. + +f.obslik = mk_hmm_obs_lik_vec(engine, ev); +transmat = engine.transprob; +f.past_alpha = fpast.alpha; +if engine.maximize + Q = length(fpast.alpha); + A = repmat(fpast.alpha, [1 Q]); + m = max(transmat .* A, [], 1); + [f.alpha, scale] = normalise(m(:) .* f.obslik); +else + [f.alpha, scale] = normalise((transmat' * fpast.alpha) .* f.obslik); +end +logscale = log(scale); +%f.xi = normalise((fpast.alpha * obslik') .* transmat); % t-1,t +f.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd1.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd1.m new file mode 100644 index 00000000..ec16db4b --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/fwd1.m @@ -0,0 +1,11 @@ +function [f, logscale] = fwd1(engine, ev, t) +% Forwards pass for slice 1. + +if t ~= 1 + error('mixed up time stamps') +end +prior = engine.startprob(:); +f.obslik = mk_hmm_obs_lik_vec(engine, ev); +[f.alpha, lik] = normalise(prior .* f.obslik); +logscale = log(lik); +f.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/hmm_2TBN_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/hmm_2TBN_inf_engine.m new file mode 100644 index 00000000..8504124b --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/hmm_2TBN_inf_engine.m @@ -0,0 +1,86 @@ +function engine = hmm_2TBN_inf_engine(bnet, varargin) +% HMM_2TBN_INF_ENGINE Inference engine for DBNs which uses the forwards-backwards algorithm. +% engine = hmm_2TBN_inf_engine(bnet, ...) +% +% The DBN is converted to an HMM with a single meganode, but the observed nodes remain factored. +% This can be faster than jtree if the num. hidden nodes is low, because of lower constant factors. +% +% All hidden nodes must be discrete. +% All observed nodes are assumed to be leaves. +% The parents of each observed leaf are assumed to be a subset of the hidden nodes within the same slice. +% The only exception is if bnet is an AR-HMM, where the parents are assumed to be self in the +% previous slice (continuous), plus all the discrete nodes in the current slice. + + +%% Optional arguments +%% ndx_type - 'B', 'D', or 'SD', used in marginal_family [ 'SD' ] + +ndx_type = 'SD'; +ss = bnet.nnodes_per_slice; + +% parse optional params +args = varargin; +nargs = length(args); +if nargs > 0 + for i=1:2:nargs + switch args{i}, + %case 'ndx_type', ndx_type = args{i+1}; + otherwise, + error(['invalid argument name ' args{i}]); + end + end +end + +% Stuff to do with speeding up marginal_family +%engine.ndx_type = ndx_type; + +[int, engine.persist, engine.transient] = compute_interface_nodes(bnet.intra, bnet.inter); +engine.persist_bitv = zeros(1, ss); +engine.persist_bitv(engine.persist) = 1; + + +ns = bnet.node_sizes(:); +ns(bnet.observed) = 1; +ns(bnet.observed+ss) = 1; +engine.eff_node_sizes = ns; + +% for n=1:ss +% dom = 1:(2*ss); % domain of xi(:,:,1) +% fam = family(bnet.dag, n+ss); +% engine.marg_fam2_ndx_id(n) = add_ndx(dom, fam, ns, ndx_type); + +% dom = 1:ss; % domain of gamma(:,:,1) +% fam = family(bnet.dag, n); +% engine.marg_fam1_ndx_id(n) = add_ndx(dom, fam, ns, ndx_type); + +% engine.marg_singleton_ndx_id(n) = add_ndx(dom, n, ns, ndx_type); +% end + +for o=bnet.observed(:)' + %if bnet.equiv_class(o,1) ~= bnet.equiv_class(o,2) + % error(['observed node ' num2str(o) ' is not tied']) + %end + cs = children(bnet.dag, o); + if ~isempty(cs) + error(['observed node ' num2str(o) ' is not allowed children']) + end +end + +[engine.startprob, engine.transprob, engine.obsprob] = dbn_to_hmm(bnet); + +% This is where we will store the results between enter_evidence and marginal_nodes +engine.one_slice_marginal = []; +engine.two_slice_marginal = []; + +ss = length(bnet.intra); +engine.maximize = []; +engine.evidence = []; +engine.node_sizes = []; + +% avoid the need to do bnet_from_engine, which is slow +engine.slice_size = ss; +engine.parents = bnet.parents; + +engine.bel = []; +engine = class(engine, 'hmm_2TBN_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_family.m new file mode 100644 index 00000000..cd8a6997 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_family.m @@ -0,0 +1,35 @@ +function marginal = marginal_family(engine, b, i, t, add_ev) +% MARGINAL_FAMILY Compute the marginal on the specified family (hmm_2TBN) +% marginal = marginal_family(engine, b, i, t, add_ev) + +ns = engine.eff_node_sizes(:); +ss = engine.slice_size; + +if t==1 % | ~engine.persist_bitv(i) + bigT = b.gamma; + ps = engine.parents{i}; + dom = [ps i]; + %id = engine.marg_fam1_ndx_id(i); + bigdom = 1:ss; + bigsz = ns(bigdom); + bigdom = bigdom + (t-1)*ss; +else % some parents are in previous slice + bigT = b.xi; % (t-1,t) + ps = engine.parents{i+ss}; + dom = [ps i+ss] + (t-2)*ss; + %id = engine.marg_fam2_ndx_id(i); + bigdom = 1:(2*ss); % domain of xi(:,:,t) + bigsz = ns(bigdom); + bigdom = bigdom + (t-2)*ss; +end +marginal.domain = dom; + +%ndx = get_ndx(id, engine.ndx_type); +%marginal.T = marg_table_ndx(bigT, engine.maximize, ndx, engine.ndx_type); +%global SD_NDX +%ndx = SD_NDX{id}; +%marginal.T = marg_table_ndxSD(bigT, engine.maximize, ndx); +marginal.T = marg_table(bigT, bigdom, bigsz, dom, engine.maximize); + +assert(~add_ev); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..6fa6c2b3 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/marginal_nodes.m @@ -0,0 +1,27 @@ +function marginal = marginal_nodes(engine, b, nodes, t, add_ev) +% MARGINAL_NODES Compute the marginal on the specified nodes (hmm_2TBN) +% marginal = marginal_nodes(engine, b, nodes, t, add_ev) +% +% nodes must be a singleton set + +assert(length(nodes)==1) +ss = engine.slice_size; + +i = nodes(1); +bigT = b.gamma; +dom = i + (t-1)*ss; + +%id = engine.marg_singleton_ndx_id(i); +%global SD_NDX +%ndx = SD_NDX{id}; +%marginal.T = marg_table_ndxSD(bigT, engine.maximize, ndx); + +ns = engine.eff_node_sizes(:); +bigdom = 1:ss; +marginal.T = marg_table(bigT, bigdom + (t-1)*ss, ns(bigdom), dom, engine.maximize); + +marginal.domain = dom; +assert(~add_ev); +%if add_ev +% marginal = add_ev_to_dmarginal(marginal, engine.evidence, engine.node_sizes); +%end diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Entries new file mode 100644 index 00000000..c37a30a9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Entries @@ -0,0 +1,2 @@ +/mk_hmm_obs_lik_vec.m/1.1.1.1/Sun May 4 21:47:44 2003// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Repository new file mode 100644 index 00000000..81419e91 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@hmm_2TBN_inf_engine/private diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/mk_hmm_obs_lik_vec.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/mk_hmm_obs_lik_vec.m new file mode 100644 index 00000000..915a2f39 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/private/mk_hmm_obs_lik_vec.m @@ -0,0 +1,53 @@ +function obslik = mk_hmm_obs_lik_vec(engine, evidence) + +% P(o1,o2| h) = P(o1|h) * P(o2|h) where h = Q1,Q2,... + +bnet = bnet_from_engine(engine); +ss = length(bnet.intra); +onodes = bnet.observed; +hnodes = mysetdiff(1:ss, onodes); +ns = bnet.node_sizes(:); +ns(onodes) = 1; + +Q = length(engine.startprob); +obslik = ones(Q, 1); + +for i=1:length(onodes) + o = onodes(i); + %data = cell2num(evidence(o,1)); + data = evidence{o,1}; + if myismember(o, bnet.dnodes) + %obslik_i = eval_pdf_cond_multinomial(data, engine.obsprob{i}.CPT); + obslik_i = multinomial_prob(data, engine.obsprob{i}.CPT); + else + if bnet.auto_regressive(o) + error('can''t handle AR nodes') + end + %% calling mk_ghmm_obs_lik, which calls gaussian_prob, is slow, so we inline it + %% and use the pre-computed inverse matrix + %obslik_i = mk_ghmm_obs_lik(data, engine.obsprob{i}.mu, engine.obsprob{i}.Sigma); + x = data(:); + m = engine.obsprob{i}.mu; + Qi = size(m, 2); + obslik_i = size(Qi, 1); + invC = engine.obsprob{i}.inv_Sigma; + denom = engine.obsprob{i}.denom; + for j=1:Qi + numer = exp(-0.5 * (x-m(:,j))' * invC(:,:,j) * (x-m(:,j))); + obslik_i(j) = numer / denom(j); + end + end + % convert P(o|ps) into P(o|h) by multiplying onto a (h,o) potential of all 1s + ps = bnet.parents{o}; + dom = [ps o]; + obspot_i = dpot(dom, ns(dom), obslik_i); + dom = [hnodes o]; + obspot = dpot(dom, ns(dom)); + obspot = multiply_by_pot(obspot, obspot_i); + % compute p(oi|h) * p(oj|h) + S = struct(obspot); + obslik = obslik .* S.T(:); +end + + + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/update_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/update_engine.m new file mode 100644 index 00000000..e6cd1f79 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@hmm_2TBN_inf_engine/update_engine.m @@ -0,0 +1,8 @@ +function engine = update_engine(engine, newCPDs) +% UPDATE_ENGINE Update the engine to take into account the new parameters (hmm) +% engine = update_engine(engine, newCPDs) + +%engine.inf_engine.bnet.CPD = newCPDs; +engine.inf_engine = update_engine(engine.inf_engine, newCPDs); +[engine.startprob, engine.transprob, engine.obsprob] = dbn_to_hmm(bnet_from_engine(engine)); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries new file mode 100644 index 00000000..b64945b2 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries @@ -0,0 +1,13 @@ +/back.m/1.1.1.1/Mon Jun 17 23:34:12 2002// +/back1.m/1.1.1.1/Mon Jun 17 23:34:26 2002// +/back1_mpe.m/1.1.1.1/Mon Jun 17 23:49:40 2002// +/backT.m/1.1.1.1/Mon Jun 17 23:34:20 2002// +/backT_mpe.m/1.1.1.1/Mon Jun 17 23:38:56 2002// +/back_mpe.m/1.1.1.1/Sun Jul 21 00:32:52 2002// +/fwd.m/1.1.1.1/Mon Jun 17 23:46:06 2002// +/fwd1.m/1.1.1.1/Mon Jun 17 23:46:20 2002// +/jtree_2TBN_inf_engine.m/1.1.1.1/Thu Nov 14 16:31:58 2002// +/marginal_family.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_nodes.m/1.1.1.1/Wed May 29 15:59:56 2002// +/set_fields.m/1.1.1.1/Sun Jul 21 01:25:30 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries.Log b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries.Log new file mode 100644 index 00000000..24f16336 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Entries.Log @@ -0,0 +1 @@ +A D/Old//// diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Repository new file mode 100644 index 00000000..7f0022ff --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@jtree_2TBN_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Entries new file mode 100644 index 00000000..794b5de2 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Entries @@ -0,0 +1,2 @@ +/jtree_2TBN_inf_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Repository new file mode 100644 index 00000000..a7b1e665 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@jtree_2TBN_inf_engine/Old diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/jtree_2TBN_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/jtree_2TBN_inf_engine.m new file mode 100644 index 00000000..b271e583 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/Old/jtree_2TBN_inf_engine.m @@ -0,0 +1,116 @@ +function engine = jtree_2TBN_inf_engine(bnet, varargin) +% JTREE_ONLINE_INF_ENGINE Online Junction tree inference algorithm for DBNs. +% engine = jtree_online_inf_engine(bnet, ...) +% +% The following optional arguments can be specified in the form of name/value pairs: +% [default value in brackets] +% +% clusters - specifies variables that must be grouped in the 1.5 slice DBN +% maximize - 1 means do max-product, 0 means sum-product [0] +% +% The same nodes must be observed in every slice. + +ss = length(bnet.intra); +clusters = {}; +engine.maximize = 0; + +args = varargin; +nargs = length(args); +for i=1:2:length(args) + switch args{i}, + case 'clusters', clusters = args{i+1}; + case 'maximize', engine.maximize = args{i+1}; + otherwise, error(['unrecognized argument ' args{i}]) + end +end + +engine.evidence = []; +engine.node_sizes = []; + +%int = compute_interface_nodes(bnet.intra, bnet.inter); +int = []; + +if 1 +% include nodes with any outgoing arcs +for u=1:ss + if any(bnet.inter(u,:)) + int = [int u]; + end +end +end + +if 0 +% include nodes with any incoming arcs +incoming = []; +for u=1:ss + if any(bnet.inter(:,u)) + int = [int u]; + incoming = [incoming u]; + end +end +% include nodes which are parents of nodes with incoming +for u=1:ss + cs = children(bnet.intra, u); + if ~isempty(cs) & mysubset(cs, incoming) + int = [int u]; + end +end +int = unique(int); +end % if + +int +engine.interface = int; +engine.nonint = mysetdiff(1:ss, int); + +onodes = bnet.observed; + +% Create a "1.5 slice" jtree, containing the interface nodes of slice 1 +% and all the nodes of slice 2 +% To keep the node numbering the same, we simply disconnect the non-interface nodes +% from slice 1, and set their size to 1. +% We do this to speed things up, and so that the likelihood is computed correctly - we do not need to do +% this if we just want to compute marginals (i.e., we can include nodes whose potentials will +% be left as all 1s). +intra15 = bnet.intra; +for i=engine.nonint(:)' + intra15(:,i) = 0; + intra15(i,:) = 0; +end +dag15 = [intra15 bnet.inter; + zeros(ss) bnet.intra]; +ns = bnet.node_sizes(:); +%ns(engine.nonint) = 1; % disconnected nodes get size 1 +obs_nodes = [onodes(:) onodes(:)+ss]; +bnet15 = mk_bnet(dag15, ns, 'discrete', bnet.dnodes, 'equiv_class', bnet.equiv_class(:), ... + 'observed', obs_nodes(:)); + +% use unconstrained elimination, +% but force there to be a clique containing both interfaces +clusters(end+1:end+2) = {int, int+ss}; +engine.jtree_engine = jtree_inf_engine(bnet15, 'clusters', clusters, 'root', int+ss); +jtree_engine = struct(engine.jtree_engine); % violate object privacy + +engine.in_clq = clq_containing_nodes(engine.jtree_engine, int); +engine.out_clq = clq_containing_nodes(engine.jtree_engine, int+ss); +engine.clq_ass_to_node = jtree_engine.clq_ass_to_node; +engine.root = jtree_engine.root_clq; + +% Also create an engine just for slice 1 +bnet1 = mk_bnet(bnet.intra1, bnet.node_sizes_slice, 'discrete', myintersect(bnet.dnodes,1:ss), ... + 'equiv_class', bnet.equiv_class(:,1), 'observed', onodes); +for i=1:max(bnet1.equiv_class) + bnet1.CPD{i} = bnet.CPD{i}; +end +engine.jtree_engine1 = jtree_inf_engine(bnet1, 'clusters', {int}, 'root', int); +jtree_engine1 = struct(engine.jtree_engine1); % violate object privacy +engine.int_clq1 = clq_containing_nodes(engine.jtree_engine1, int); +engine.clq_ass_to_node1 = jtree_engine1.clq_ass_to_node; +engine.root1 = jtree_engine1.root_clq; + +engine.observed = [onodes onodes+ss]; +engine.observed1 = onodes; +engine.pot_type = determine_pot_type(bnet, onodes); +engine.slice_size = bnet.nnodes_per_slice; + +engine = class(engine, 'jtree_2TBN_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back.m new file mode 100644 index 00000000..7f686d55 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back.m @@ -0,0 +1,27 @@ +function b = back(engine, bfuture, f, t) + +if f.t ~= t + error('mixed up time stamps') +end +if t==1 + b = back1(engine, bfuture, f, t); + return; +end + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +int = engine.interface; +D = engine.in_clq; +C = engine.out_clq; +phiD = marginalize_pot(bfuture.clpot{D}, int, engine.maximize); +phiD = set_domain_pot(phiD, int+ss); % shift to slice 2 +phiC = marginalize_pot(f.clpot{C}, int+ss, engine.maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[b.clpot, seppot] = distribute_evidence(engine.jtree_engine, f.clpot, f.seppot); +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1.m new file mode 100644 index 00000000..a8587a72 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1.m @@ -0,0 +1,21 @@ +function b = back1(engine, bfuture, f, t) + +if t ~= 1 + error('mixed up time stamps') +end +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +int = engine.interface; +D = engine.in_clq; % from J2 +C = engine.int_clq1; % from J1 +phiD = marginalize_pot(bfuture.clpot{D}, int, engine.maximize); +phiC = marginalize_pot(f.clpot{C}, int, engine.maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[b.clpot, seppot] = distribute_evidence(engine.jtree_engine1, f.clpot, f.seppot); +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1_mpe.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1_mpe.m new file mode 100644 index 00000000..b20bfa57 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back1_mpe.m @@ -0,0 +1,22 @@ +function [b, mpe] = back1_mpe(engine, bfuture, f, ev1, t) + +if t ~= 1 + error('mixed up time stamps') +end +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; +maximize = 1; + +int = engine.interface; +D = engine.in_clq; % from J2 +C = engine.int_clq1; % from J1 +phiD = marginalize_pot(bfuture.clpot{D}, int, maximize); +phiC = marginalize_pot(f.clpot{C}, int, maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[mpe, b.clpot] = find_max_config(engine.jtree_engine1, f.clpot, f.seppot, ev1); +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT.m new file mode 100644 index 00000000..7f7a1b42 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT.m @@ -0,0 +1,11 @@ +function b = backT(engine, f, t) + +if t==1 + [b.clpot, seppot] = distribute_evidence(engine.jtree_engine1, f.clpot, f.seppot); +else + [b.clpot, seppot] = distribute_evidence(engine.jtree_engine, f.clpot, f.seppot); +end +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT_mpe.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT_mpe.m new file mode 100644 index 00000000..93084eae --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/backT_mpe.m @@ -0,0 +1,16 @@ +function [b, mpe] = backT_mpe(engine, f, ev2, t) + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +if t==1 + % ev2 is just the evidence on slice 1 + [mpe, b.clpot] = find_max_config(engine.jtree_engine1, f.clpot, f.seppot, ev2); +else + [mpe, b.clpot] = find_max_config(engine.jtree_engine, f.clpot, f.seppot, ev2); + mpe = mpe((1:ss)+ss); % extract values for slice 2 +end +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back_mpe.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back_mpe.m new file mode 100644 index 00000000..9fdba411 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/back_mpe.m @@ -0,0 +1,28 @@ +function [b, mpe] = back_mpe(engine, bfuture, f, ev2, t) + +if f.t ~= t + error('mixed up time stamps') +end +if t==1 + error('should call back1_mpe') +end + +maximize = 1; +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +int = engine.interface; +D = engine.in_clq; +C = engine.out_clq; +phiD = marginalize_pot(bfuture.clpot{D}, int, maximize); +phiD = set_domain_pot(phiD, int+ss); % shift to slice 2 +phiC = marginalize_pot(f.clpot{C}, int+ss, maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[mpe, b.clpot] = find_max_config(engine.jtree_engine, f.clpot, f.seppot, ev2); +mpe = mpe((1:ss)+ss); % extract values for slice 2 +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd.m new file mode 100644 index 00000000..9c59cc3b --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd.m @@ -0,0 +1,44 @@ +function [f, logscale] = fwd(engine, fpast, ev, t) +% Forwards pass. + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +ev2 = cell(ss, 2); +ev2(:,1) = fpast.evidence; +ev2(:,2) = ev; + +CPDpot = cell(1,ss); +for n=1:ss + fam = family(bnet.dag, n, 2); + e = bnet.equiv_class(n, 2); + CPDpot{n} = convert_to_pot(bnet.CPD{e}, engine.pot_type, fam(:), ev2); +end +f.evidence = ev; +f.t = t; + +% get prior +int = engine.interface; +if fpast.t==1 + prior = marginalize_pot(fpast.clpot{engine.int_clq1}, int, engine.maximize); +else + prior = marginalize_pot(fpast.clpot{engine.out_clq}, int+ss, engine.maximize); + prior = set_domain_pot(prior, int); % shift back to slice 1 +end + +pots = [ {prior} CPDpot ]; +slice1 = 1:ss; +slice2 = slice1 + ss; +CPDclqs = engine.clq_ass_to_node(slice2); +D = engine.in_clq; +clqs = [D CPDclqs]; + +[f.clpot, f.seppot] = init_pot(engine.jtree_engine, clqs, pots, engine.pot_type, engine.observed); +[f.clpot, f.seppot] = collect_evidence(engine.jtree_engine, f.clpot, f.seppot); +for c=1:length(f.clpot) + [f.clpot{c}, ll(c)] = normalize_pot(f.clpot{c}); +end +logscale = ll(engine.root); + + + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd1.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd1.m new file mode 100644 index 00000000..68de1e50 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/fwd1.m @@ -0,0 +1,26 @@ +function [f, logscale] = fwd1(engine, ev, t) +% Forwards pass for slice 1. + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +CPDpot = cell(1,ss); +for n=1:ss + fam = family(bnet.dag, n, 1); + e = bnet.equiv_class(n, 1); + CPDpot{n} = convert_to_pot(bnet.CPD{e}, engine.pot_type, fam(:), ev); +end +f.t = t; +f.evidence = ev; + +pots = CPDpot; +slice1 = 1:ss; +CPDclqs = engine.clq_ass_to_node1(slice1); + +[f.clpot, f.seppot] = init_pot(engine.jtree_engine1, CPDclqs, CPDpot, engine.pot_type, engine.observed1); +[f.clpot, f.seppot] = collect_evidence(engine.jtree_engine1, f.clpot, f.seppot); +for c=1:length(f.clpot) + [f.clpot{c}, ll(c)] = normalize_pot(f.clpot{c}); +end +logscale = ll(engine.root1); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/jtree_2TBN_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/jtree_2TBN_inf_engine.m new file mode 100644 index 00000000..2d56445c --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/jtree_2TBN_inf_engine.m @@ -0,0 +1,69 @@ +function engine = jtree_2TBN_inf_engine(bnet, varargin) +% JTREE_ONLINE_INF_ENGINE Online Junction tree inference algorithm for DBNs. +% engine = jtree_online_inf_engine(bnet, ...) +% +% The following optional arguments can be specified in the form of name/value pairs: +% [default value in brackets] +% +% clusters - specifies variables that must be grouped in the 1.5 slice DBN +% +% The same nodes must be observed in every slice. +% +% This uses the forwards interface of slice t-1 plus all of slice t. +% By contrast, jtree_dbn uses all of slice t-1 plus the backwards interface of slice t. +% See my thesis for details. + + +clusters = {}; + +args = varargin; +nargs = length(args); +for i=1:2:length(args) + switch args{i}, + case 'clusters', clusters = args{i+1}; + otherwise, error(['unrecognized argument ' args{i}]) + end +end + +engine.maximize = 0; +engine.evidence = []; +engine.node_sizes = []; + +int = compute_fwd_interface(bnet.intra, bnet.inter); +engine.interface = int; +ss = length(bnet.intra); +engine.nonint = mysetdiff(1:ss, int); +onodes = bnet.observed; + +bnet15 = mk_slice_and_half_dbn(bnet, int); + +% use unconstrained elimination, +% but force there to be a clique containing both interfaces +clusters(end+1:end+2) = {int, int+ss}; +engine.jtree_engine = jtree_inf_engine(bnet15, 'clusters', clusters, 'root', int+ss); +jtree_engine = struct(engine.jtree_engine); % violate object privacy + +engine.in_clq = clq_containing_nodes(engine.jtree_engine, int); +engine.out_clq = clq_containing_nodes(engine.jtree_engine, int+ss); +engine.clq_ass_to_node = jtree_engine.clq_ass_to_node; +engine.root = jtree_engine.root_clq; + +% Also create an engine just for slice 1 +bnet1 = mk_bnet(bnet.intra1, bnet.node_sizes_slice, 'discrete', myintersect(bnet.dnodes,1:ss), ... + 'equiv_class', bnet.equiv_class(:,1), 'observed', onodes); +for i=1:max(bnet1.equiv_class) + bnet1.CPD{i} = bnet.CPD{i}; +end +engine.jtree_engine1 = jtree_inf_engine(bnet1, 'clusters', {int}, 'root', int); +jtree_engine1 = struct(engine.jtree_engine1); % violate object privacy +engine.int_clq1 = clq_containing_nodes(engine.jtree_engine1, int); +engine.clq_ass_to_node1 = jtree_engine1.clq_ass_to_node; +engine.root1 = jtree_engine1.root_clq; + +engine.observed = [onodes onodes+ss]; +engine.observed1 = onodes; +engine.pot_type = determine_pot_type(bnet, onodes); +engine.slice_size = bnet.nnodes_per_slice; + +engine = class(engine, 'jtree_2TBN_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_family.m new file mode 100644 index 00000000..0b6e6186 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_family.m @@ -0,0 +1,12 @@ +function m = marginal_family(engine, b, i, t, add_ev) +% MARGINAL_FAMILY Compute the marginal on the specified family (jtree_2TBN) +% marginal = marginal_family(engine, b, i, t, add_ev) + +bnet = bnet_from_engine(engine); +if t==1 + m = marginal_nodes(engine, b, family(bnet.dag, i), t, add_ev, 1); +else + ss = length(bnet.intra); + fam = family(bnet.dag, i+ss); + m = marginal_nodes(engine, b, fam, t, add_ev, 1); +end diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..e7ee2ae9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/marginal_nodes.m @@ -0,0 +1,32 @@ +function marginal = marginal_nodes(engine, b, nodes, t, add_ev, is_fam) +% function marginal = marginal_nodes(engine, b, nodes, t, add_ev, is_fam) (jtree_2TBN) + +if nargin < 6, is_fam = 0; end +ss = engine.slice_size; + +if ~is_fam & (t > 1) & all(nodes<=ss) + nodes = nodes + ss; +end + +if t==1 + c = clq_containing_nodes(engine.jtree_engine1, nodes, is_fam); +else + c = clq_containing_nodes(engine.jtree_engine, nodes, is_fam); +end +if c == -1 + error(['no clique contains ' nodes]) +end +bigpot = b.clpot{c}; +pot = marginalize_pot(bigpot, nodes, engine.maximize); +marginal = pot_to_marginal(pot); + +% we convert the domain to the unrolled numbering system +% so that add_ev_to_dmarginal (maybe called in update_ess) extracts the right evidence. +if t > 1 + marginal.domain = nodes+(t-2)*engine.slice_size; +end +assert(~add_ev); + + + + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/set_fields.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/set_fields.m new file mode 100644 index 00000000..51df3b32 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_2TBN_inf_engine/set_fields.m @@ -0,0 +1,16 @@ +function engine = set_fields(engine, varargin) +% SET_FIELDS Set the fields for a generic engine +% engine = set_fields(engine, name/value pairs) +% +% e.g., engine = set_fields(engine, 'maximize', 1) + +args = varargin; +nargs = length(args); +for i=1:2:nargs + switch args{i}, + case 'maximize', + engine.maximize = args{i+1}; + engine.jtree_engine = set_fields(engine.jtree_engine, 'maximize', args{i+1}); + engine.jtree_engine1 = set_fields(engine.jtree_engine1, 'maximize', args{i+1}); + end +end diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Entries new file mode 100644 index 00000000..14219dd2 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Entries @@ -0,0 +1,10 @@ +/back.m/1.1.1.1/Wed May 29 15:59:56 2002// +/back1.m/1.1.1.1/Wed May 29 15:59:56 2002// +/backT.m/1.1.1.1/Wed May 29 15:59:56 2002// +/enter_evidence.m/1.1.1.1/Wed May 29 15:59:56 2002// +/fwd.m/1.1.1.1/Wed May 29 15:59:56 2002// +/fwd1.m/1.1.1.1/Wed May 29 15:59:56 2002// +/jtree_sparse_2TBN_inf_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_family.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_nodes.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Repository new file mode 100644 index 00000000..2c445be3 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@jtree_sparse_2TBN_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back.m new file mode 100644 index 00000000..7f686d55 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back.m @@ -0,0 +1,27 @@ +function b = back(engine, bfuture, f, t) + +if f.t ~= t + error('mixed up time stamps') +end +if t==1 + b = back1(engine, bfuture, f, t); + return; +end + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +int = engine.interface; +D = engine.in_clq; +C = engine.out_clq; +phiD = marginalize_pot(bfuture.clpot{D}, int, engine.maximize); +phiD = set_domain_pot(phiD, int+ss); % shift to slice 2 +phiC = marginalize_pot(f.clpot{C}, int+ss, engine.maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[b.clpot, seppot] = distribute_evidence(engine.jtree_engine, f.clpot, f.seppot); +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back1.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back1.m new file mode 100644 index 00000000..a8587a72 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/back1.m @@ -0,0 +1,21 @@ +function b = back1(engine, bfuture, f, t) + +if t ~= 1 + error('mixed up time stamps') +end +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +int = engine.interface; +D = engine.in_clq; % from J2 +C = engine.int_clq1; % from J1 +phiD = marginalize_pot(bfuture.clpot{D}, int, engine.maximize); +phiC = marginalize_pot(f.clpot{C}, int, engine.maximize); +ratio = divide_by_pot(phiD, phiC); +f.clpot{C} = multiply_by_pot(f.clpot{C}, ratio); + +[b.clpot, seppot] = distribute_evidence(engine.jtree_engine1, f.clpot, f.seppot); +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/backT.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/backT.m new file mode 100644 index 00000000..7f7a1b42 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/backT.m @@ -0,0 +1,11 @@ +function b = backT(engine, f, t) + +if t==1 + [b.clpot, seppot] = distribute_evidence(engine.jtree_engine1, f.clpot, f.seppot); +else + [b.clpot, seppot] = distribute_evidence(engine.jtree_engine, f.clpot, f.seppot); +end +for c=1:length(b.clpot) + [b.clpot{c}, ll(c)] = normalize_pot(b.clpot{c}); +end +b.t = t; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/enter_evidence.m new file mode 100644 index 00000000..048d9064 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/enter_evidence.m @@ -0,0 +1,22 @@ +function [engine, loglik] = enter_evidence(engine, evidence, varargin) +% ENTER_EVIDENCE Add the specified evidence to the network (jtree_online) +% [engine, loglik] = enter_evidence(engine, evidence, ...) +% +% evidence{i,t} = [] if if X(i,t) is hidden, and otherwise contains its observed value (scalar or column vector) +% +% The following optional arguments can be specified in the form of name/value pairs: +% [default value in brackets] +% +% maximize - if 1, does max-product instead of sum-product [0] +% + +engine.maximize = 0; +args = varargin; +for i=1:2:length(args) + switch args{i} + case 'maximize', engine.maximize = args{i+1}; + otherwise, error(['unrecognized argument ' args{i}]) + end +end + +[engine, loglik] = offline_smoother(engine, evidence); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd.m new file mode 100644 index 00000000..948d8bc8 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd.m @@ -0,0 +1,47 @@ +function [f, logscale] = fwd(engine, fpast, ev, t) +% Forwards pass. + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +ev2 = cell(ss, 2); +ev2(:,1) = fpast.evidence; +ev2(:,2) = ev; +CPDpot = cell(1,ss); +for n=1:ss + fam = family(bnet.dag, n, 2); + e = bnet.equiv_class(n, 2); + CPDpot{n} = convert_to_pot(bnet.CPD{e}, engine.pot_type, fam(:), ev2); +end +f.evidence = ev; +f.t = t; + +% get prior +int = engine.interface; +if fpast.t==1 + prior = marginalize_pot(fpast.clpot{engine.int_clq1}, int, engine.maximize); +else + prior = marginalize_pot(fpast.clpot{engine.out_clq}, int+ss, engine.maximize); + prior = set_domain_pot(prior, int); % shift back to slice 1 +end + +pots = [ {prior} CPDpot ]; +slice1 = 1:ss; +slice2 = slice1 + ss; +CPDclqs = engine.clq_ass_to_node(slice2); +D = engine.in_clq; +clqs = [D CPDclqs]; + +[f.clpot, f.seppot] = init_pot(engine.jtree_engine, clqs, pots, engine.pot_type, engine.observed); +[f.clpot, f.seppot] = collect_evidence(engine.jtree_engine, f.clpot, f.seppot); +for c=1:length(f.clpot) + if isa(f.clpot{c}, 'struct') + domain = f.clpot{c}.domain; + sizes = f.clpot{c}.sizes; + T = f.clpot{c}.T; + f.clpot{c} = dpot(domain, sizes, T); + end + [f.clpot{c}, ll(c)] = normalize_pot(f.clpot{c}); +end +logscale = ll(engine.root); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd1.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd1.m new file mode 100644 index 00000000..45d28c3f --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/fwd1.m @@ -0,0 +1,32 @@ +function [f, logscale] = fwd1(engine, ev, t) +% Forwards pass for slice 1. + +bnet = bnet_from_engine(engine); +ss = bnet.nnodes_per_slice; + +CPDpot = cell(1,ss); +for n=1:ss + fam = family(bnet.dag, n, 1); + e = bnet.equiv_class(n, 1); + CPDpot{n} = convert_to_pot(bnet.CPD{e}, engine.pot_type, fam(:), ev); +end +f.evidence = ev; +f.t = t; + +pots = CPDpot; +slice1 = 1:ss; +CPDclqs = engine.clq_ass_to_node1(slice1); + +[f.clpot, f.seppot] = init_pot(engine.jtree_engine1, CPDclqs, CPDpot, engine.pot_type, engine.observed1); +[f.clpot, f.seppot] = collect_evidence(engine.jtree_engine1, f.clpot, f.seppot); +for c=1:length(f.clpot) + if isa(f.clpot{c}, 'struct') + domain = f.clpot{c}.domain; + sizes = f.clpot{c}.sizes; + T = f.clpot{c}.T; + f.clpot{c} = dpot(domain, sizes, T); + end + [f.clpot{c}, ll(c)] = normalize_pot(f.clpot{c}); +end +logscale = ll(engine.root1); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/jtree_sparse_2TBN_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/jtree_sparse_2TBN_inf_engine.m new file mode 100644 index 00000000..4897e8fd --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/jtree_sparse_2TBN_inf_engine.m @@ -0,0 +1,95 @@ +function engine = jtree_sparse_2TBN_inf_engine(bnet, varargin) +% JTREE_ONLINE_INF_ENGINE Online Junction tree inference algorithm for DBNs. +% engine = jtree_online_inf_engine(bnet, ...) +% +% The following optional arguments can be specified in the form of name/value pairs: +% [default value in brackets] +% +% clusters - specifies variables that must be grouped in the 1.5 slice DBN +% maximize - 1 means do max-product, 0 means sum-product [0] +% +% The same nodes must be observed in every slice. + +ss = length(bnet.intra); +clusters = {}; +engine.maximize = 0; + +args = varargin; +nargs = length(args); +for i=1:2:length(args) + switch args{i}, + case 'clusters', clusters = args{i+1}; + case 'maximize', engine.maximize = args{i+1}; + otherwise, error(['unrecognized argument ' args{i}]) + end +end + +engine.evidence = []; +engine.node_sizes = []; + +int = []; +% include nodes with any outgoing arcs +for u=1:ss + if any(bnet.inter(u,:)) + int = [int u]; + end +end + +engine.interface = int; +engine.nonint = mysetdiff(1:ss, int); + +onodes = bnet.observed; + +% Create a "1.5 slice" jtree, containing the interface nodes of slice 1 +% and all the nodes of slice 2 +% To keep the node numbering the same, we simply disconnect the non-interface nodes +% from slice 1, and set their size to 1. +% We do this to speed things up, and so that the likelihood is computed correctly - we do not need to do +% this if we just want to compute marginals (i.e., we can include nodes whose potentials will +% be left as all 1s). +intra15 = bnet.intra; +for i=engine.nonint(:)' + intra15(:,i) = 0; + intra15(i,:) = 0; + assert(~any(bnet.inter(i,:))) +end +dag15 = [intra15 bnet.inter; + zeros(ss) bnet.intra]; +ns = bnet.node_sizes(:); +ns(engine.nonint) = 1; % disconnected nodes get size 1 +obs_nodes = [onodes(:) onodes(:)+ss]; +bnet15 = mk_bnet(dag15, ns, 'discrete', bnet.dnodes, 'equiv_class', bnet.equiv_class(:), ... + 'observed', obs_nodes(:)); + +% use unconstrained elimination, +% but force there to be a clique containing both interfaces +clusters(end+1:end+2) = {int, int+ss}; +%engine.jtree_engine = jtree_inf_engine(bnet15, 'clusters', clusters, 'root', int+ss); +engine.jtree_engine = jtree_sparse_inf_engine(bnet15, 'clusters', clusters, 'root', int+ss); +jtree_engine = struct(engine.jtree_engine); % violate object privacy + +engine.in_clq = clq_containing_nodes(engine.jtree_engine, int); +engine.out_clq = clq_containing_nodes(engine.jtree_engine, int+ss); +engine.clq_ass_to_node = jtree_engine.clq_ass_to_node; +engine.root = jtree_engine.root_clq; + +% Also create an engine just for slice 1 +bnet1 = mk_bnet(bnet.intra1, bnet.node_sizes_slice, 'discrete', myintersect(bnet.dnodes,1:ss), ... + 'equiv_class', bnet.equiv_class(:,1), 'observed', onodes); +for i=1:max(bnet1.equiv_class) + bnet1.CPD{i} = bnet.CPD{i}; +end +%engine.jtree_engine1 = jtree_inf_engine(bnet1, 'clusters', {int}, 'root', int); +engine.jtree_engine1 = jtree_sparse_inf_engine(bnet1, 'clusters', {int}, 'root', int); +jtree_engine1 = struct(engine.jtree_engine1); % violate object privacy +engine.int_clq1 = clq_containing_nodes(engine.jtree_engine1, int); +engine.clq_ass_to_node1 = jtree_engine1.clq_ass_to_node; +engine.root1 = jtree_engine1.root_clq; + +engine.observed = [onodes onodes+ss]; +engine.observed1 = onodes; +engine.pot_type = determine_pot_type(bnet, onodes); +engine.slice_size = bnet.nnodes_per_slice; + +engine = class(engine, 'jtree_sparse_2TBN_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_family.m new file mode 100644 index 00000000..0b6e6186 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_family.m @@ -0,0 +1,12 @@ +function m = marginal_family(engine, b, i, t, add_ev) +% MARGINAL_FAMILY Compute the marginal on the specified family (jtree_2TBN) +% marginal = marginal_family(engine, b, i, t, add_ev) + +bnet = bnet_from_engine(engine); +if t==1 + m = marginal_nodes(engine, b, family(bnet.dag, i), t, add_ev, 1); +else + ss = length(bnet.intra); + fam = family(bnet.dag, i+ss); + m = marginal_nodes(engine, b, fam, t, add_ev, 1); +end diff --git a/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..e7ee2ae9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine/marginal_nodes.m @@ -0,0 +1,32 @@ +function marginal = marginal_nodes(engine, b, nodes, t, add_ev, is_fam) +% function marginal = marginal_nodes(engine, b, nodes, t, add_ev, is_fam) (jtree_2TBN) + +if nargin < 6, is_fam = 0; end +ss = engine.slice_size; + +if ~is_fam & (t > 1) & all(nodes<=ss) + nodes = nodes + ss; +end + +if t==1 + c = clq_containing_nodes(engine.jtree_engine1, nodes, is_fam); +else + c = clq_containing_nodes(engine.jtree_engine, nodes, is_fam); +end +if c == -1 + error(['no clique contains ' nodes]) +end +bigpot = b.clpot{c}; +pot = marginalize_pot(bigpot, nodes, engine.maximize); +marginal = pot_to_marginal(pot); + +% we convert the domain to the unrolled numbering system +% so that add_ev_to_dmarginal (maybe called in update_ess) extracts the right evidence. +if t > 1 + marginal.domain = nodes+(t-2)*engine.slice_size; +end +assert(~add_ev); + + + + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Entries new file mode 100644 index 00000000..d9c315a5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Entries @@ -0,0 +1,8 @@ +/bnet_from_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/enter_evidence.m/1.1.1.1/Mon Jun 17 23:46:46 2002// +/find_mpe.m/1.1.1.1/Mon Jun 17 23:50:16 2002// +/marginal_family.m/1.1.1.1/Wed May 29 15:59:56 2002// +/marginal_nodes.m/1.1.1.1/Wed May 29 15:59:56 2002// +/smoother_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/update_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Repository new file mode 100644 index 00000000..a10f8a08 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online/@smoother_engine diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/bnet_from_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/bnet_from_engine.m new file mode 100644 index 00000000..b57ee5f4 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/bnet_from_engine.m @@ -0,0 +1,5 @@ +function bnet = bnet_from_engine(engine) +% BNET_FROM_ENGINE Return the bnet structure stored inside the engine (smoother_engine) +% bnet = bnet_from_engine(engine) + +bnet = bnet_from_engine(engine.tbn_engine); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/enter_evidence.m new file mode 100644 index 00000000..299c2331 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/enter_evidence.m @@ -0,0 +1,21 @@ +function [engine, LL] = enter_evidence(engine, ev) +% ENTER_EVIDENCE Call the offline smoother +% [engine, loglik] = enter_evidence(engine, evidence, ...) +% +% evidence{i,t} = [] if if X(i,t) is hidden, and otherwise contains its observed value (scalar or column vector) +% + +T = size(ev, 2); +f = cell(1,T); +b = cell(1,T); % b{t}.clpot{c} +ll = zeros(1,T); +[f{1}, ll(1)] = fwd1(engine.tbn_engine, ev(:,1), 1); +for t=2:T + [f{t}, ll(t)] = fwd(engine.tbn_engine, f{t-1}, ev(:,t), t); +end +LL = sum(ll); +b{T} = backT(engine.tbn_engine, f{T}, T); +for t=T-1:-1:1 + b{t} = back(engine.tbn_engine, b{t+1}, f{t}, t); +end +engine.b = b; diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/find_mpe.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/find_mpe.m new file mode 100644 index 00000000..5415f120 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/find_mpe.m @@ -0,0 +1,33 @@ +function mpe = find_mpe(engine, ev) +% FIND_MPE Find the most probable explanation (Viterbi) +% mpe = enter_evidence(engine, evidence, ...) +% +% evidence{i,t} = [] if if X(i,t) is hidden, and otherwise contains its observed value (scalar or column vector) +% + +mpe = cell(size(ev)); +engine.tbn_engine = set_fields(engine.tbn_engine, 'maximize', 1); + +T = size(ev, 2); +f = cell(1,T); +b = cell(1,T); % b{t}.clpot{c} +ll = zeros(1,T); +[f{1}, ll(1)] = fwd1(engine.tbn_engine, ev(:,1), 1); +for t=2:T + [f{t}, ll(t)] = fwd(engine.tbn_engine, f{t-1}, ev(:,t), t); +end + +if T==1 + [b{1}, mpe(:,1)] = backT_mpe(engine.tbn_engine, f{1}, ev(:,1), 1); +else + [b{T}, mpe(:,T)] = backT_mpe(engine.tbn_engine, f{T}, ev(:,T-1:T), T); + for t=T-1:-1:2 + [b{t}, mpe(:,t)] = back_mpe(engine.tbn_engine, b{t+1}, f{t}, ev(:,t-1:t), t); + end + t = 1; + [b{t}, mpe(:,t)] = back1_mpe(engine.tbn_engine, b{t+1}, f{t}, ev(:,1), t); +end +engine.b = b; + + + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_family.m new file mode 100644 index 00000000..b7b0d7ec --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_family.m @@ -0,0 +1,6 @@ +function marginal = marginal_family(engine, i, t, add_ev) +% MARGINAL_FAMILY Compute the joint distribution on a set of family (smoother_engine) +% function marginal = marginal_family(engine, i, t, add_ev) + +if nargin < 4, add_ev = 0; end +marginal = marginal_family(engine.tbn_engine, engine.b{t}, i, t, add_ev); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_nodes.m new file mode 100644 index 00000000..e8574c53 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/marginal_nodes.m @@ -0,0 +1,7 @@ +function marginal = marginal_nodes(engine, nodes, t, add_ev) +% MARGINAL_NODES Compute the joint distribution on a set of nodes (smoother_engine) +% function marginal = marginal_nodes(engine, nodes, t, add_ev) + +if nargin < 4, add_ev = 0; end + +marginal = marginal_nodes(engine.tbn_engine, engine.b{t}, nodes, t, add_ev); diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/smoother_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/smoother_engine.m new file mode 100644 index 00000000..adf7ede8 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/smoother_engine.m @@ -0,0 +1,12 @@ +function engine = smoother_engine(tbn_engine) +% SMOOTHER_ENGINE Create an engine which does offline (fixed-interval) smoothing in O(T) space/time +% function engine = smoother_engine(tbn_engine) +% +% tbn_engine is any 2TBN inference engine which supports the following methods: +% fwd, fwd1, back, backT, back, marginal_nodes and marginal_family. + +engine.tbn_engine = tbn_engine; +engine.b = []; % space to store smoothed messages +engine = class(engine, 'smoother_engine'); +%engine = class(engine, 'smoother_engine', inf_engine(bnet_from_engine(tbn_engine))); + diff --git a/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/update_engine.m b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/update_engine.m new file mode 100644 index 00000000..ffe0661e --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/@smoother_engine/update_engine.m @@ -0,0 +1,5 @@ +function engine = update_engine(engine, newCPDs) +% UPDATE_ENGINE Update the engine to take into account the new parameters (smoother_engine). +% engine = update_engine(engine, newCPDs) + +engine.tbn_engine = update_engine(engine.tbn_engine, newCPDs); diff --git a/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries new file mode 100644 index 00000000..842483c7 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries @@ -0,0 +1,2 @@ +/dummy/1.1.1.1/Sat Jan 18 22:22:38 2003// +D diff --git a/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries.Log b/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries.Log new file mode 100644 index 00000000..794e1320 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/CVS/Entries.Log @@ -0,0 +1,5 @@ +A D/@filter_engine//// +A D/@hmm_2TBN_inf_engine//// +A D/@jtree_2TBN_inf_engine//// +A D/@jtree_sparse_2TBN_inf_engine//// +A D/@smoother_engine//// diff --git a/sourcecodes/bnt-master/BNT/inference/online/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/online/CVS/Repository new file mode 100644 index 00000000..2918a1ee --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/online diff --git a/sourcecodes/bnt-master/BNT/inference/online/CVS/Root b/sourcecodes/bnt-master/BNT/inference/online/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/online/dummy b/sourcecodes/bnt-master/BNT/inference/online/dummy new file mode 100644 index 00000000..e69de29b --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/online/dummy |
