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Diffstat (limited to 'sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine')
10 files changed, 134 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Entries new file mode 100644 index 00000000..16ace516 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Entries @@ -0,0 +1,4 @@ +/enter_evidence.m/1.1.1.1/Wed May 29 15:59:56 2002// +/gaussian_inf_engine.m/1.1.1.1/Fri May 14 01:13:26 2004// +/marginal_nodes.m/1.1.1.1/Wed May 29 15:59:56 2002// +D/private//// diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Repository new file mode 100644 index 00000000..26418ea5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/static/@gaussian_inf_engine diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Root b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/enter_evidence.m b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/enter_evidence.m new file mode 100644 index 00000000..c509a725 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/enter_evidence.m @@ -0,0 +1,46 @@ +function [engine, loglik] = enter_evidence(engine, evidence, varargin) +% ENTER_EVIDENCE Add the specified evidence to the network (gaussian_inf_engine) +% [engine, loglik] = enter_evidence(engine, evidence, ...) +% +% evidence{i} = [] if if X(i) is hidden, and otherwise contains its observed value (scalar or column vector) + +bnet = bnet_from_engine(engine); +ns = bnet.node_sizes; +O = find(~isemptycell(evidence)); +H = find(isemptycell(evidence)); +vals = cat(1, evidence{O}); + +% Compute Pr(H|o) +[Hmu, HSigma, loglik] = condition_gaussian(engine.mu, engine.Sigma, H, O, vals(:), ns); + +engine.Hmu = Hmu; +engine.HSigma = HSigma; +engine.hnodes = H; + +%%%%%%%% + +function [mu2, Sigma2, loglik] = condition_gaussian(mu, Sigma, X, Y, y, ns) +% CONDITION_GAUSSIAN Compute Pr(X|Y=y) where X and Y are jointly Gaussian. +% [mu2, Sigma2, ll] = condition_gaussian(mu, Sigma, X, Y, y, ns) + +if isempty(y) + mu2 = mu; + Sigma2 = Sigma; + loglik = 0; + return; +end + +use_log = 1; + +if length(Y)==length(mu) % instantiating every variable + mu2 = y; + Sigma2 = zeros(length(y)); + loglik = gaussian_prob(y, mu, Sigma, use_log); + return; +end + +[muX, muY, SXX, SXY, SYX, SYY] = partition_matrix_vec(mu, Sigma, X, Y, ns); +K = SXY*inv(SYY); +mu2 = muX + K*(y-muY); +Sigma2 = SXX - K*SYX; +loglik = gaussian_prob(y, muY, SYY, use_log); diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/gaussian_inf_engine.m b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/gaussian_inf_engine.m new file mode 100644 index 00000000..3e34c166 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/gaussian_inf_engine.m @@ -0,0 +1,25 @@ +function engine = gaussian_inf_engine(bnet) +% GAUSSIAN_INF_ENGINE Computes the joint multivariate Gaussian corresponding to the bnet +% engine = gaussian_inf_engine(bnet) +% +% For details on how to compute the joint Gaussian from the bnet, see +% - "Gaussian Influence Diagrams", R. Shachter and C. R. Kenley, Management Science, 35(5):527--550, 1989. +% Once we have the Gaussian, we can apply the standard formulas for conditioning and marginalization. + +assert(isequal(bnet.cnodes, 1:length(bnet.dag))); + +[W, D, mu] = extract_params_from_gbn(bnet); +U = inv(eye(size(W)) - W')'; +Sigma = U' * D * U; + +engine.mu = mu; +engine.Sigma = Sigma; +%engine.logp = log(normal_coef(Sigma)); + +% This is where we will store the results between enter_evidence and marginal_nodes +engine.Hmu = []; +engine.HSigma = []; +engine.hnodes = []; + +engine = class(engine, 'gaussian_inf_engine', inf_engine(bnet)); + diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/marginal_nodes.m b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/marginal_nodes.m new file mode 100644 index 00000000..f3142cd5 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/marginal_nodes.m @@ -0,0 +1,15 @@ +function marginal = marginal_nodes(engine, query) +% MARGINAL_NODES Compute the marginal on the specified query nodes (gaussian) +% marginal = marginal_nodes(engine, query) + +% Compute sum_{Hsum} Pr(Hkeep, Hsum | o) +H = engine.hnodes; +bnet = bnet_from_engine(engine); +ns = bnet.node_sizes; +Hkeep = myintersect(H, query); +Hsum = mysetdiff(H, Hkeep); + +[marginal.mu, marginal.Sigma] = marginalize_gaussian(engine.Hmu, engine.HSigma, Hkeep, Hsum, ns); +marginal.domain = query; +marginal.T = 1; + diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Entries b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Entries new file mode 100644 index 00000000..de387328 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Entries @@ -0,0 +1,2 @@ +/extract_params_from_gbn.m/1.1.1.1/Wed May 29 15:59:56 2002// +D diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Repository b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Repository new file mode 100644 index 00000000..15f3d8c4 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Repository @@ -0,0 +1 @@ +FullBNT/BNT/inference/static/@gaussian_inf_engine/private diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Root b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Root new file mode 100644 index 00000000..f3bd14a6 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/CVS/Root @@ -0,0 +1 @@ +:ext:nsaunier@bnt.cvs.sourceforge.net:/cvsroot/bnt diff --git a/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/extract_params_from_gbn.m b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/extract_params_from_gbn.m new file mode 100644 index 00000000..86345830 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/inference/static/@gaussian_inf_engine/private/extract_params_from_gbn.m @@ -0,0 +1,38 @@ +function [B,D,mu] = extract_params_from_gbn(bnet) +% Extract all the local parameters of each Gaussian node, and collect them into global matrices. +% [B,D,mu] = extract_params_from_gbn(bnet) +% +% B(i,j) is a block matrix that contains the transposed weight matrix from node i to node j. +% D(i,i) is a block matrix that contains the noise covariance matrix for node i. +% mu(i) is a block vector that contains the shifted noise mean for node i. + +% In Shachter's model, the mean of each node in the global gaussian is +% the same as the node's local unconditional mean. +% In Alag's model (which we use), the global mean gets shifted. + + +num_nodes = length(bnet.dag); +bs = bnet.node_sizes(:); % bs = block sizes +N = sum(bs); % num scalar nodes + +B = zeros(N,N); +D = zeros(N,N); +mu = zeros(N,1); + +for i=1:num_nodes % in topological order + ps = parents(bnet.dag, i); + e = bnet.equiv_class(i); + %[m, Sigma, weights] = extract_params_from_CPD(bnet.CPD{e}); + s = struct(bnet.CPD{e}); % violate privacy of object + m = s.mean; Sigma = s.cov; weights = s.weights; + if length(ps) == 0 + mu(block(i,bs)) = m; + else + mu(block(i,bs)) = m + weights * mu(block(ps,bs)); + end + B(block(ps,bs), block(i,bs)) = weights'; + D(block(i,bs), block(i,bs)) = Sigma; +end + + + |