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Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine')
9 files changed, 240 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Entries new file mode 100644 index 00000000..cb266b88 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Entries @@ -0,0 +1,7 @@ +/enter_evidence.m/1.1.1.1/Wed Feb 19 09:52:12 2003// +/marginal_family.m/1.1.1.1/Wed Feb 19 09:52:12 2003// +/marginal_nodes.m/1.1.1.1/Wed Feb 19 09:52:12 2003// +/stable_ho_inf_engine.m/1.1.1.1/Fri Mar 14 09:45:34 2003// +/test_ho_inf_enginge.m/1.1.1.1/Wed Feb 19 09:52:12 2003// +/update_engine.m/1.1.1.1/Wed Feb 19 09:52:12 2003// +D diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Repository new file mode 100644 index 00000000..0769f5f6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/dynamic/@stable_ho_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/enter_evidence.m new file mode 100644 index 00000000..48b230c9 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/enter_evidence.m @@ -0,0 +1,43 @@ +function [engine, loglik] = enter_evidence(engine, evidence, varargin) +% ENTER_EVIDENCE Add the specified evidence to the network (jtree_unrolled_dbn) +% [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] +% filter - if 1, does filtering (not supported), 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 + +if filter + error('jtree_unrolled_dbn does not support filtering') +end + +if size(evidence,2) ~= engine.nslices + error(['engine was created assuming there are ' num2str(engine.nslices) ... + ' slices, but evidence has ' num2str(size(evidence,2))]) +end + +[engine.unrolled_engine, loglik] = enter_evidence(engine.unrolled_engine, evidence, 'maximize', maximize); + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_family.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_family.m new file mode 100644 index 00000000..a40f2974 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_family.m @@ -0,0 +1,11 @@ +function marginal = marginal_family(engine, i, t, add_ev) +% MARGINAL_FAMILY Compute the marginal on the specified family (jtree_unrolled_dbn) +% marginal = marginal_family(engine, i, t) + +if nargin < 3, t = 1; end +if nargin < 4, add_ev = 0; end +assert(~add_ev); + +%marginal = marginal_family(engine.unrolled_engine, i + (t-1)*engine.ss, add_ev); +marginal = marginal_family(engine.unrolled_engine, i + (t-1)*engine.ss); + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..0fb095e5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/marginal_nodes.m @@ -0,0 +1,16 @@ +function marginal = marginal_nodes(engine, nodes, t, add_ev) +% MARGINAL_NODES Compute the marginal on the specified query nodes (loopy_unrolled_dbn) +% marginal = marginal_nodes(engine, nodes, t) +% +% 't' specifies the time slice of the earliest node in 'nodes'. +% 'nodes' must occur in some clique. +% +% Example: +% Consider a DBN with 2 nodes per slice. +% Then t=2, nodes=[1 3] refers to node 1 in slice 2 and node 1 in slice 3, +% i.e., nodes 3 and 5 in the unrolled network, + +if nargin < 3, t = 1; end +if nargin < 4, add_ev = 0; end + +marginal = marginal_nodes(engine.unrolled_engine, nodes + (t-1)*engine.ss, add_ev); diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/stable_ho_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/stable_ho_inf_engine.m new file mode 100644 index 00000000..523a2fbb --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/stable_ho_inf_engine.m @@ -0,0 +1,67 @@ +function engine = dv_unrolled_dbn_inf_engine(bnet, T, varargin) +% JTREE_UNROLLED_DBN_INF_ENGINE Unroll the DBN for T time-slices and apply jtree to the resulting static net +% engine = jtree_unrolled_dbn_inf_engine(bnet, T, ...) +% +% The following optional arguments can be specified in the form of name/value pairs: +% [default value in brackets] +% +% useC - 1 means use jtree_C_inf_engine instead of jtree_inf_engine [0] +% constrained - 1 means we constrain ourselves to eliminate slice t before t+1 [1] +% +% e.g., engine = jtree_unrolled_inf_engine(bnet, 'useC', 1); + +% set default params +N = length(bnet.intra); +useC = 0; +constrained = 1; + +if nargin >= 3 + args = varargin; + nargs = length(args); + if isstr(args{1}) + for i=1:2:nargs + switch args{i}, + case 'useC', useC = args{i+1}; + case 'constrained', constrained = args{i+1}; + otherwise, + error(['invalid argument name ' args{i}]); + end + end + else + error(['invalid argument name ' args{1}]); + end +end + +bnet2 = hodbn_to_bnet(bnet, T); +ss = length(bnet.intra); +engine.ss = ss; + +% If constrained_order = 1 we constrain ourselves to eliminate slice t before t+1. +% This prevents cliques containing nodes from far-apart time-slices. +if constrained + stages = num2cell(unroll_set(1:ss, ss, T), 1); +else + stages = { 1:length(bnet2.dag) }; +end +if useC + %jengine = jtree_C_inf_engine(bnet2, 'stages', stages); + %function is not implemented + assert(0) +else + jengine = stab_cond_gauss_inf_engine(bnet2); +end + +engine.unrolled_engine = jengine; +% we don't inherit from jtree_inf_engine, because that would only store bnet2, +% and we would lose access to the DBN-specific fields like intra/inter + +engine.nslices = T; +engine = class(engine, 'stable_ho_inf_engine', inf_engine(bnet)); + + + + + + + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/test_ho_inf_enginge.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/test_ho_inf_enginge.m new file mode 100644 index 00000000..6165f500 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/test_ho_inf_enginge.m @@ -0,0 +1,87 @@ +function [engine,engine2] = test_ho_inf_enginge(order,T) + +assert(order >= 1) +% Model a SISO system, i. e. all node are one-dimensional +% The nodes are numbered as follows +% u(t) = 1 input +% y(t) = 2 model output +% z(t) = 3 noise +% q(t) = 4 observed output = noise + model output + +ns = [1 1 1 1]; + +% Model a linear system, i.e. there are no discrete nodes +dn = []; + +% Modeling of connections within a time slice +intra = zeros(4); +intra(2,4) = 1; % Connection y(t) -> q(t) +intra(3,4) = 1; % Connection z(t) -> q(t) + +% Connections to the next time slice +inter = zeros(4,4,order); +inter(1,2,1) = 1; % u(t) -> y(t+1); +inter(2,2,1) = 1; %y(t) -> y(t+1); +inter(3,3,1) = 1; %z(t) -> z(t+1); + +if order >= 2 + inter(1,2,2) = 1; % u(t) -> y(t+2); + inter(2,2,2) = 1; % y(t) -> y(t+2); +end + +for i = 3: order + inter(:,:,i) = inter(:,:,i-1); %u(t) -> y(t+i) y(t) -> y(t) +i +end; + + +% Compution of a higer order Markov Model +bnet = mk_higher_order_dbn(intra,inter,ns,'discrete',dn); +bnet2 = mk_dbn(intra,inter(:,:,1),ns,'discrete',dn) + + +%Calculation of the number of nodes with different parameters +%There is one input and one output nodes 2 +%There are two different disturbance node 2 +%There are order +1 nodes for y 1 + order +numOfNodes = 5 + order; + +% First input node +bnet.CPD{1} = gaussian_CPD(bnet,1,'mean',0); +bnet2.CPD{1} = gaussian_CPD(bnet,1,'mean',0); +% Modeled output +bnet.CPD{2} = gaussian_CPD(bnet,2,'mean',0); +bnet2.CPD{2} = gaussian_CPD(bnet,2,'mean',0); +%Disturbance +bnet.CPD{3} = gaussian_CPD(bnet,3,'mean',0); +bnet2.CPD{3} = gaussian_CPD(bnet,3,'mean',0); + +%Qutput +bnet.CPD{4} = gaussian_CPD(bnet,4,'mean',0); +bnet2.CPD{4} = gaussian_CPD(bnet,4,'mean',0); + + +%Output node in the second time-slice +%Remember that node number 6 is an example for +%the fifth equivalence class +bnet.CPD{5} = gaussian_CPD(bnet,6,'mean',0); +bnet2.CPD{5} = gaussian_CPD(bnet,6,'mean',0); + +%Disturbance node in the second time slice +bnet.CPD{6} = gaussian_CPD(bnet,7,'mean',0); +bnet2.CPD{6} = gaussian_CPD(bnet,7,'mean',0); + +% Modeling of the remaining nodes for y +for i = 7:numOfNodes + bnet.CPD{i} = gaussian_CPD(bnet,(i - 6)*4 + 7,'mean',0); +end + +% Generation of the inference engine +engine = dv_unrolled_dbn_inf_engine(bnet,T); +engine2 = jtree_unrolled_dbn_inf_engine(bnet,T); + + + + + + + diff --git a/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/update_engine.m b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/update_engine.m new file mode 100644 index 00000000..5c42d4f6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/dynamic/@stable_ho_inf_engine/update_engine.m @@ -0,0 +1,7 @@ +function engine = update_engine(engine, newCPDs) +% UPDATE_ENGINE Update the engine to take into account the new parameters (jtree_unrolled_dbn) +% engine = update_engine(engine, newCPDs) + +engine.inf_engine = update_engine(engine.inf_engine, newCPDs); +engine.unrolled_engine = update_engine(engine.unrolled_engine, newCPDs); + |