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Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/online/@jtree_sparse_2TBN_inf_engine')
12 files changed, 311 insertions, 0 deletions
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); + + + + |