function CPD = linear_gaussian_CPD(bnet, self, theta, sigma, theta0, n0, alpha0, beta0) % LINEAR_GAUSSIAN_CPD Make a linear Gaussian distrib. % % CPD = linear_gaussian_CPD(bnet, self, theta, lambda) % This defines the distribution P(Y|X) = N(y | theta'*x, sigma), % where y (self) is a scalar, theta is a regression vector, and sigma is the variance. % Pass in [] to generate a default random value for a parameter. % % CPD = linear_gaussian_CPD(bnet, self, [], [], theta0, n0, alpha0, beta0) % defines a Normal-Gamma prior over the parameters: % P(theta | lambda) = N(theta | theta0, n0*lambda) % P(lambda) = Gamma(lambda | alpha0, beta0) % where lambda = 1/sigma is the precision for y. % n0 is a precision matrix, beta0 is a scale factor. % Pass in [] to generate a default value for a hyperparameter. % theta and sigma will be set to their prior expected values. % See "Bayesian Theory", Bernardo and Smith (2000), p442. if nargin==0 % This occurs if we are trying to load an object from a file. CPD = init_fields; CPD = class(CPD, 'linear_gaussian_CPD', generic_CPD(0)); return; elseif isa(bnet, 'linear_gaussian_CPD') % This might occur if we are copying an object. CPD = bnet; return; end CPD = init_fields; ns = bnet.node_sizes; ps = parents(bnet.dag, self); d = sum(ns(ps)); assert(ns(self)==1); if nargin < 5, prior = []; if isempty(theta), theta = randn(d, 1); end if isempty(sigma), sigma = 1; end else %if isempty(theta0), theta0 = zeros(d, 1); end %if isempty(n0), n0 = 0.1*eye(d); end %if isempty(alpha0), alpha0 = 0.1; end %if isempty(beta0), beta0 = 0.1; end % use non-informative priors if isempty(theta0), theta0 = zeros(d, 1); end if isempty(n0), n0 = 0.001*ones(d); end if isempty(alpha0), alpha0 = -d/2 + 0.001; end if isempty(beta0), beta0 = 0.001; end prior.theta = theta0; prior.n = n0; prior.alpha = alpha0; prior.beta = beta0; % set params to their mean theta = prior.theta; %sigma = prior.beta/prior.alpha; % mean of Gamma is E[lambda] = alpha/beta end CPD.self = self; CPD.theta = theta; CPD.sigma = sigma; CPD.prior = prior; clamped = 0; CPD = class(CPD, 'linear_gaussian_CPD', generic_CPD(clamped)); %%%%%%%%%%% function CPD = init_fields() % This ensures we define the fields in the same order % no matter whether we load an object from a file, % or create it from scratch. (Matlab requires this.) CPD.self = []; CPD.theta = []; CPD.sigma = []; CPD.prior = [];