diff options
Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine')
23 files changed, 391 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries new file mode 100644 index 00000000..5cd139de --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries @@ -0,0 +1,10 @@ +/bk_ff_hmm_inf_engine.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_init_bel.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_marginal_from_bel.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_predict_bel.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_update_bel.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_update_bel1.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// +/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/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries.Log b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries.Log new file mode 100644 index 00000000..b2cd71e0 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Entries.Log @@ -0,0 +1 @@ +A D/private//// diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Repository new file mode 100644 index 00000000..af5c9df5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/dynamic/@bk_ff_hmm_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/bk_ff_hmm_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/bk_ff_hmm_inf_engine.m new file mode 100644 index 00000000..c726a1fd --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/bk_ff_hmm_inf_engine.m @@ -0,0 +1,21 @@ +function engine = bk_ff_hmm_inf_engine(bnet) +% BK_FF_HMM_INF_ENGINE Naive (HMM-based) implementation of fully factored form of Boyen-Koller +% engine = bk_ff_hmm_inf_engine(bnet) +% +% This is implemented on top of the forwards-backwards algo for HMMs, +% so it is *less* efficient than exact inference! However, it is good for educational purposes, +% because it illustrates the BK algorithm very clearly. + +[persistent_nodes, transient_nodes] = partition_dbn_nodes(bnet.intra, bnet.inter); +assert(isequal(sort(bnet.observed), transient_nodes)); +[engine.prior, engine.transmat] = dbn_to_hmm(bnet); + +ss = length(bnet.intra); + +engine.bel = []; +engine.bel_marginals = []; +engine.marginals = []; + + +engine = class(engine, 'bk_ff_hmm_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_init_bel.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_init_bel.m new file mode 100644 index 00000000..2ab39d37 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_init_bel.m @@ -0,0 +1,5 @@ +function engine = dbn_init_bel(engine) +% DBN_INIT_BEL Compute the initial belief state (bk_ff_hmm) +% engine = dbn_init_bel(engine) + +engine.bel = engine.prior(:); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_marginal_from_bel.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_marginal_from_bel.m new file mode 100644 index 00000000..a40d43b9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_marginal_from_bel.m @@ -0,0 +1,5 @@ +function marginal = dbn_marginal_from_bel(engine, i) +% DBN_MARGINAL_FROM_BEL Compute the marginal on a node given the current belief state (bk_ff_hmm) +% marginal = dbn_marginal_from_bel(engine, i) + +marginal = pot_to_marginal(engine.bel_marginals{i}); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_predict_bel.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_predict_bel.m new file mode 100644 index 00000000..5195e53f --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_predict_bel.m @@ -0,0 +1,19 @@ +function engine = dbn_predict_bel(engine, lag) +% DBN_PREDICT_BEL Predict the belief state 'lag' steps into the future (bk_ff_hmm) +% engine = dbn_predict_bel(engine, lag) +% 'lag' defaults to 1 + +if nargin < 2, lag = 1; end + +for d=1:lag + %newbel = engine.transmat' * engine.bel; + newbel = normalise(engine.transmat' * engine.bel); + + hnodes = engine.hnodes; + bnet = bnet_from_engine(engine); + ns = bnet.node_sizes; + [marginals, marginalsT] = project_joint_onto_marginals(newbel, hnodes, ns); + newbel = combine_marginals_into_joint(marginalsT, hnodes, ns); + engine.bel_marginals = marginalsT; + engine.bel = newbel; +end diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel.m new file mode 100644 index 00000000..8323b38a --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel.m @@ -0,0 +1,19 @@ +function [engine, loglik] = dbn_update_bel(engine, evidence) +% DBN_UPDATE_BEL Update the belief state (bk_ff_hmm) +% [engine, loglik] = dbn_update_bel(engine, evidence) +% +% evidence{i,1} contains the evidence on node i in slice t-1 +% evidence{i,2} contains the evidence on node i in slice t + +oldbel = engine.bel; +bnet = bnet_from_engine(engine); +obslik = mk_hmm_obs_lik_vec(bnet, evidence); +[newbel, lik] = normalise((engine.transmat' * oldbel) .* obslik); +loglik = log(lik); + +hnodes = engine.hnodes; +ns = bnet.node_sizes; +[marginals, marginalsT] = project_joint_onto_marginals(newbel, hnodes, ns); +newbel = combine_marginals_into_joint(marginalsT, hnodes, ns); +engine.bel_marginals = marginalsT; +engine.bel = newbel; diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel1.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel1.m new file mode 100644 index 00000000..6280ee77 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/dbn_update_bel1.m @@ -0,0 +1,18 @@ +function [engine, loglik] = dbn_update_bel1(engine, evidence) +% DBN_UPDATE_BEL Update the initial belief state (bk_ff_hmm) +% [engine, loglik] = dbn_update_bel(engine, evidence) +% +% evidence{i} contains the evidence on node i in slice 1 + +oldbel = engine.bel; +bnet = bnet_from_engine(engine); +obslik = mk_hmm_obs_lik_vec1(bnet, evidence); +[newbel, lik] = normalise(oldbel .* obslik); +loglik = log(lik); + +hnodes = engine.hnodes; +ns = bnet.node_sizes; +[marginals, marginalsT] = project_joint_onto_marginals(newbel, hnodes, ns); +newbel = combine_marginals_into_joint(marginalsT, hnodes, ns); +engine.bel_marginals = marginalsT; +engine.bel = newbel; diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/enter_evidence.m new file mode 100644 index 00000000..4719e0e9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/enter_evidence.m @@ -0,0 +1,60 @@ +function [engine, loglik] = enter_evidence(engine, evidence, varargin) +% ENTER_EVIDENCE Add the specified evidence to the network (bk_ff_hmm) +% [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 (not yet supported), else sum-product [0] +% filter - if 1, do filtering, else smoothing [0] +% +% e.g., engine = enter_evidence(engine, ev, 'maximize', 1) + +maximize = 0; +filter = 0; + +% parse optional params +args = varargin; +nargs = length(args); +if nargs > 0 + for i=1:2:nargs + switch args{i}, + case 'maximize', maximize = args{i+1}; + case 'filter', filter = args{i+1}; + otherwise, + error(['invalid argument name ' args{i}]); + end + end +end + +assert(~maximize); + +bnet = bnet_from_engine(engine); +ss = length(bnet.intra); +onodes = bnet.observed; +hnodes = mysetdiff(1:ss, onodes); +T = size(evidence, 2); +assertBNT(~any(isemptycell(evidence(onodes,:)))); + +obslik = mk_hmm_obs_lik_mat(bnet, onodes, evidence); + +ns = bnet.node_sizes_slice; +ns(onodes) = 1; + +[gamma, loglik, marginals, marginalsT] = bk_ff_fb(engine.prior, engine.transmat, obslik, filter, hnodes, ns); + +for t=1:T + for i=hnodes(:)' + engine.marginals{i,t} = pot_to_marginal(marginalsT{i,t}); + end + for i=onodes(:)' + m.domain = i + (t-1)*ss; + m.T = 1; + engine.marginals{i,t} = m; + end +end + + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_family.m new file mode 100644 index 00000000..fe58a0f8 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_family.m @@ -0,0 +1,5 @@ +function m = marginal_family(engine, i, t) +% MARGINAL_FAMILY Compute the marginal on the specified family (bk_ff_hmm) +% marginal = marginal_family(engine, i, t) + +error('bk_ff_hmm doesn''t support marginal_family'); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..8c2f9e81 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/marginal_nodes.m @@ -0,0 +1,11 @@ +function marginal = marginal_nodes(engine, nodes, t) +% MARGINAL_NODES Compute the marginal on the specified query nodes (bk_ff_hmm) +% marginal = marginal_nodes(engine, i, t) + +assert(length(nodes)==1); +i = nodes(end); +%assert(myismember(i, engine.hnodes)); +marginal = engine.marginals{i,t}; +bnet = bnet_from_engine(engine); +ss = length(bnet.intra); +marginal.domain = i + (t-1)*ss; diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Entries new file mode 100644 index 00000000..b4ab4b45 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Entries @@ -0,0 +1,8 @@ +/bk_ff_fb.m/1.1.1.1/Wed May 29 15:59:56 2002// +/combine_marginals_into_joint.m/1.1.1.1/Wed May 29 15:59:56 2002// +/dbn_to_hmm.m/1.1.1.1/Wed May 29 15:59:56 2002// +/mk_hmm_obs_lik_mat.m/1.1.1.1/Wed May 29 15:59:56 2002// +/mk_hmm_obs_lik_vec.m/1.1.1.1/Wed May 29 15:59:56 2002// +/mk_hmm_obs_lik_vec1.m/1.1.1.1/Wed May 29 15:59:56 2002// +/project_joint_onto_marginals.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Repository new file mode 100644 index 00000000..3b0b141c --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Root b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/bk_ff_fb.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/bk_ff_fb.m new file mode 100644 index 00000000..ca41f77c --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/bk_ff_fb.m @@ -0,0 +1,59 @@ +function [gamma, loglik, marginals, marginalsT] = bk_ff_fb(prior, transmat, obslik, filter_only, hnodes, ns) +% BK_FF_FB Fully factored Boyen-Koller version of forwards-backwards +% [gamma, loglik, marginals, marginalsT] = bk_ff_hmm(prior, transmat, obslik, filter_only, hnodes, ns) + +ss = length(ns); +S = length(prior); +T = size(obslik, 2); +marginals = cell(ss,T); +marginalsT = cell(ss,T); +scale = zeros(1,T); +alpha = zeros(S, T); + +transmat2 = transmat'; +for t=1:T + if t==1 + [alpha(:,t), scale(t)] = normalise(prior(:) .* obslik(:,t)); + else + [alpha(:,t), scale(t)] = normalise((transmat2 * alpha(:,t-1)) .* obslik(:,t)); + end + [marginals(:,t), marginalsT(:,t)] = project_joint_onto_marginals(alpha(:,t), hnodes, ns); + alpha(:,t) = combine_marginals_into_joint(marginalsT(:,t), hnodes, ns); + %fprintf('alpha t=%d\n', t); + %celldisp(marginals(1:8,t)) +end +loglik = sum(log(scale)); + +if filter_only + gamma = alpha; + return; +end + +beta = zeros(S,T); +gamma = zeros(S,T); +t = T; +beta(:,t) = ones(S,1); +gamma(:,t) = normalise(alpha(:,t) .* beta(:,t)); +[marginals(:,t), marginalsT(:,t)] = project_joint_onto_marginals(gamma(:,t), hnodes, ns); + +for t=T-1:-1:1 + b = beta(:,t+1) .* obslik(:,t+1); + beta(:,t) = normalise((transmat * b)); + [junk, tempT] = project_joint_onto_marginals(beta(:,t), hnodes, ns); + beta(:,t) = combine_marginals_into_joint(tempT, hnodes, ns); + %gamma(:,t) = normalise(alpha(:,t) .* beta(:,t)); + %[marginals(:,t), marginalsT(:,t)] = project_joint_onto_marginals(gamma(:,t), hnodes, ns); +end + +gamma2 = zeros(S,T); +for t=T-1:-1:1 + b = beta(:,t+1) .* obslik(:,t+1); + xi(:,:,t) = normalise((transmat .* (alpha(:,t) * b'))); + if t==T-1 + gamma2(:,T) = sum(xi(:,:,T-1), 1)'; + end + gamma2(:,t) = sum(xi(:,:,t), 2); + [marginals(:,t), marginalsT(:,t)] = project_joint_onto_marginals(gamma2(:,t), hnodes, ns); +end + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/combine_marginals_into_joint.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/combine_marginals_into_joint.m new file mode 100644 index 00000000..74065662 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/combine_marginals_into_joint.m @@ -0,0 +1,8 @@ +function joint = combine_marginals_into_joint(marginalsT, hnodes, ns) + +jointT = dpot(hnodes, ns(hnodes)); +for i=hnodes(:)' + jointT = multiply_by_pot(jointT, marginalsT{i}); +end +m = pot_to_marginal(jointT); +joint = m.T(:); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/dbn_to_hmm.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/dbn_to_hmm.m new file mode 100644 index 00000000..4a921bfd --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/dbn_to_hmm.m @@ -0,0 +1,41 @@ +function [prior, transmat] = dbn_to_hmm(bnet) +% DBN_TO_HMM Compute the discrete HMM matrices from a simple DBN +% [prior, transmat] = dbn_to_hmm(bnet) + +onodes = bnet.observed; +ss = length(bnet.intra); +evidence = cell(1,2*ss); +hnodes = mysetdiff(1:ss, onodes); +prior = multiply_CPTs(bnet, [], hnodes, evidence); +transmat = multiply_CPTs(bnet, hnodes, hnodes+ss, evidence); +%obsmat1 = multiply_CPTs(bnet, hnodes, onodes, evidence); +%obsmat = multiply_CPTs(bnet, hnodes+ss, onodes+ss, evidence); +%obsmat1 = obsmat if the observation matrices are tied across slices + + + +%%%%%%%%%%%% + +function mat = multiply_CPTs(bnet, pdom, cdom, evidence) + +% MULTIPLY_CPTS Make a matrix Pr(Y|X), where X represents all the parents, and Y all the children +% We assume the children have no intra-connections. +% +% e.g., Consider the DBN with interconnectivity i->i', j->j',k', k->i',k' +% Then transition matrix = Pr(i,j,k -> i',j',k') = Pr(i,k->i') Pr(j->j') Pr(j,k->k') + +dom = [pdom cdom]; +ns = bnet.node_sizes; +bigpot = dpot(dom, ns(dom)); +for j=cdom(:)' + e = bnet.equiv_class(j); + fam = family(bnet.dag, j); + pot = convert_to_pot(bnet.CPD{e}, 'd', fam(:), evidence); + bigpot = multiply_by_pot(bigpot, pot); +end +psize = prod(ns(pdom)); +csize = prod(ns(cdom)); +T = pot_to_marginal(bigpot); +mat = reshape(T.T, [psize csize]); + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_mat.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_mat.m new file mode 100644 index 00000000..b3e4c4cc --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_mat.m @@ -0,0 +1,34 @@ +function obslik = mk_hmm_obs_lik_mat(bnet, onodes, evidence) +% MK_HMM_OBS_LIK_MAT Make the observation likelihood matrix for all slices +% obslik = mk_hmm_obs_lik_mat(bnet, onodes, evidence) +% +% obslik(i,t) = Pr(Y(t) | X(t)=i) + +[ss T] = size(evidence); + +hnodes = mysetdiff(1:ss, onodes); +ns = bnet.node_sizes_slice; +ns(onodes) = 1; +Q = prod(ns(hnodes)); +obslik = zeros(Q,T); + +dom = 1:ss; +for t=1:T + bigpot = dpot(dom, ns(dom)); + for i=onodes(:)' + if t==1 + e = bnet.equiv_class(i,1); + fam = family(bnet.dag, i); + else + e = bnet.equiv_class(i,2); + fam = family(bnet.dag, i, 2) + ss*(t-2); + end + pot = convert_to_pot(bnet.CPD{e}, 'd', fam(:), evidence); + pot = set_domain_pot(pot, family(bnet.dag, i)); + bigpot = multiply_by_pot(bigpot, pot); + end + m = pot_to_marginal(bigpot); + obslik(:,t) = m.T(:); +end + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec.m new file mode 100644 index 00000000..23247bd5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec.m @@ -0,0 +1,27 @@ +function obslik = mk_hmm_obs_lik_vec(bnet, evidence) +% MK_HMM_OBS_LIK_VEC Make the observation likelihood vector for one slice +% obslik = mk_obs_lik(bnet, evidence) +% +% obslik(i) = Pr(y(t) | X(t)=i) +% evidence{i,1} contains the evidence on node i in slice t-1 +% evidence{i,2} contains the evidence on node i in slice t + +ns = bnet.node_sizes; +ss = length(bnet.intra); +onodes = find(~isemptycell(evidence(:))); +hnodes = find(isemptycell(evidence(:))); +ens = ns; +ens(onodes) = 1; +Q = prod(ens(hnodes)); +obslik = zeros(1,Q); +dom = (1:ss)+ss; +bigpot = dpot(dom, ens(dom)); +onodes1 = find(~isemptycell(evidence(:,1))); +for i=onodes1(:)' + e = bnet.equiv_class(i,2); + fam = family(bnet.dag, i, 2); + pot = convert_to_pot(bnet.CPD{e}, 'd', fam, evidence); + bigpot = multiply_by_pot(bigpot, pot); +end +m = pot_to_marginal(bigpot); +obslik = m.T(:); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec1.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec1.m new file mode 100644 index 00000000..6d0c1d35 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/mk_hmm_obs_lik_vec1.m @@ -0,0 +1,25 @@ +function obslik = mk_hmm_obs_lik_vec1(bnet, evidence) +% MK_HMM_OBS_LIK_VEC1 Make the observation likelihood vector for the first slice +% obslik = mk_hmm_obs_lik_vec1(engine, evidence) +% +% obslik(i) = Pr(y(1) | X(1)=i) +% evidence{i} contains the evidence on node i in slice 1 + +ns = bnet.node_sizes; +ss = length(ns); +onodes = find(~isemptycell(evidence(:))); +hnodes = find(isemptycell(evidence(:))); +ens = ns; +ens(onodes) = 1; +Q = prod(ens(hnodes)); +obslik = zeros(1,Q); +dom = (1:ss); +bigpot = dpot(dom, ens(dom)); +for i=onodes(:)' + e = bnet.equiv_class(i,1); + fam = family(bnet.dag, i); + pot = convert_to_pot(bnet.CPD{e}, 'd', fam(:), evidence); + bigpot = multiply_by_pot(bigpot, pot); +end +m = pot_to_marginal(bigpot); +obslik = m.T(:); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/project_joint_onto_marginals.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/project_joint_onto_marginals.m new file mode 100644 index 00000000..3f4036db --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@bk_ff_hmm_inf_engine/private/project_joint_onto_marginals.m @@ -0,0 +1,11 @@ +function [marginals, marginalsT] = project_joint_onto_marginals(joint, hnodes, ns) + +ss = length(ns); +jointT = dpot(hnodes, ns(hnodes), joint); +marginalsT = cell(1, ss); +marginals = cell(1,ss); +for i=hnodes(:)' + marginalsT{i} = marginalize_pot(jointT, i); + m = pot_to_marginal(marginalsT{i}); + marginals{i} = m.T(:); +end |