function [bnet0, Sbest, Obest] = learn_struct_mwst_EM(data, discrete, node_sizes, prior, nbloopmax, thresh) % LEARN_STRUCT_MWST_EM Learn an oriented tree using the MSWT algorithm % [bnet, Ebic] = learn_struct_mwstem(data, discrete, node_sizes, prior, % nbloopmax, thresh) % % Input : % data{i,m} a cell where the node i in the case m, % discrete = [ 1 if discret-node 0 if not ], (1:N) % node_sizes = 1 if gaussian node, (max on complete samples) % prior = 1 to use uniform Dirichlet prior (0) % nbloopmax = max loop number (ceil(log(N*log(N)))) % thresh = the convergence test's threshold (1e-3) % % Output : % bnet = the output bayesian network % Ebic = the espected BIC score of bnet given the data % % francois.olivier.c.h@gmail.com %%%%%%%%%%%%% %fprintf('-- INITIALIZATION\n'); %%%%%%%%%%%%% [N, m]=size(data); rand('state',sum(100*clock)) if nargin<6, thresh = 1e-4; end if nargin<5, nbloopmax = 15; end if nargin<4, prior = 0; end if nargin<3, misv = -9999; data_mat = bnt_to_mat(data,misv); node_sizes = max(data_mat'), end if nargin<2, discrete = ones(1,N); end nbloop = 1; last=0; max_iter = 6; % for learn_struct_params %%%%%%%%%%%%% %fprintf(' Choice of the first bnet ');tic %%%%%%%%%%%%% % Random Chain like DAG T = diag(ones(N-1,1),1); T=T+T'; order=randperm(N); root=randperm(N); root=root(1); [tmp order2]=sort(order); order2; T2 = full(mk_rooted_tree(T,order2(root))); torder=topological_sort(T2(order2,order2)); [tmp torder2]=sort(torder); torder2; ordre = 1:N;torder=ordre;torder2=ordre;order2=ordre; %figure(2), subplot(3,2,1), draw_graph(T2(order2,order2));drawnow bnet0 = mk_bnet(T2(order2(torder),order2(torder)), node_sizes(torder)); %for i=1:N, bnet0.CPD{i} = tabular_CPD(bnet0, i); end % probleme de log of zeros si tous les cas ne sont pas repr�sent�s dans la base for i=1:N, bnet0.CPD{i} = tabular_CPD(bnet0, i, 'prior_type', 'dirichlet', 'dirichlet_type', 'unif'); end % a priori -> change les espected counts %tmp = toc;fprintf(' : %6.2f seconds\n',tmp); Sbest = -Inf; Bbest = bnet0; fini=0;T3=T2; while not(fini) %%%%%%%%%%%%% %fprintf('Loop %d : learning parameters...\n',nbloop);tic % engine0=jtree_sparse_inf_engine(bnet0); engine0=jtree_inf_engine(bnet0); [bnet1, LL1, engine1] = learn_params_em(engine0, data(torder,:), max_iter, thresh); %tmp = toc; %fprintf(' Parameters learning : %6.2f seconds\n',tmp); BIC0=0; for i=1:N, xxx=struct(bnet1.CPD{i}); BIC0=BIC0+bic_score_family(xxx.counts, xxx.CPT, xxx.nsamples); end %fprintf('%d ',torder), fprintf('%5.2f\n',BIC0); %figure(2), subplot(3,2,nbloop), title(sprintf('%5.2f',BIC0)); if BIC0 < Sbest+ thresh*abs(Sbest) | nbloop>nbloopmax fini=1; else Sbest = BIC0; Bbest = bnet1; Obest = torder2 ; Tbest = T3; %%%%%%%%%%%%% %tic; %%%%%%%%%%%%% theta_Xi=cell(N,1); evidence = cell(1,N); [engine2, loglik] = enter_evidence(engine1, evidence); for j=1:N, SS= marginal_nodes (engine2,torder2(j)); theta_Xi{j} = SS.T; end theta_Xj_given_Xi = cell(N,N); for i=1:N for vali = 1:node_sizes(i) evidence = cell(1,N); evidence{torder2(i)} = vali; [engine2, loglik] = enter_evidence(engine1, evidence); for j=mysetdiff(1:N,i) SS= marginal_nodes (engine2,torder2(j)); theta_Xj_given_Xi{j,i} = [theta_Xj_given_Xi{j,i}, SS.T]; end end end %celldisp(theta_Xi); BIC_mat=zeros(N,N); for i=1:N, BIC_mat(i,i)=bic_score_family(theta_Xi{i}*m,theta_Xi{i},m); for j=mysetdiff(1:N,i) theta_XjXi=(ones(node_sizes(i),1)*theta_Xi{j}').*theta_Xj_given_Xi{i,j}; BIC_mat(i,j)= bic_score_family(m*theta_XjXi,theta_Xj_given_Xi{i,j},m); end end BIC_delta = BIC_mat-diag(BIC_mat)*ones(1,N); BIC1=0; for i = 1:N j = find(bnet0.dag(:,i)==1); if isempty(j) BIC1 = BIC1 + BIC_mat(torder2(i),torder2(i)); else BIC1 = BIC1 + BIC_mat(torder2(i),torder2(j)); end end %fprintf('%d ',torder), fprintf('%5.2f (1)\n',BIC1); %fprintf(' Creation of the score matrix '); %tmp = toc;fprintf(' : %6.2f seconds\n',tmp); %%%%%%%%%%%%% %fprintf(' Creation of the new bnet ');tic %%%%%%%%%%%%% T2 = minimum_spanning_tree(-BIC_delta); root=randperm(N); root=root(1); T3 = full(mk_rooted_tree(T2, root)); torder=topological_sort(T3); [tmp torder2]=sort(torder); torder2; bnet0 = mk_bnet(T3(torder,torder), node_sizes(torder)); %bnet0.order %BIC=0; for i = 1:N j = find(T3(:,i)==1); if isempty(j) bnet0.CPD{torder2(i)} = tabular_CPD(bnet0, torder2(i), 'CPT', theta_Xi{i}, 'prior_type', 'dirichlet', 'dirichlet_type', 'unif'); %BIC = BIC + BIC_mat(i,i); else bnet0.CPD{torder2(i)} = tabular_CPD(bnet0, torder2(i), 'CPT', theta_Xj_given_Xi{i,j}, 'prior_type', 'dirichlet', 'dirichlet_type', 'unif'); %BIC=BIC + BIC_mat(i,j); end end nbloop=nbloop+1; %figure(2), subplot(3,2,nbloop), draw_graph(T3); drawnow %tmp = toc;fprintf(' : %6.2f seconds\n',tmp); fprintf('================================================================================\n'); %fprintf(' --> BIC score = %6.2f\n\n\n',BIC); theta_Xi_best=theta_Xi; theta_Xj_given_Xi_best=theta_Xj_given_Xi; end end % Bbest.dag % Tbest % bnet = mk_bnet(Tbest, node_sizes); % for i=1:N, bnet.CPD{i} = tabular_CPD(bnet, i, 'prior_type', 'dirichlet', 'dirichlet_type', 'unif'); end % engine=jtree_sparse_inf_engine(bnet); % [Bbest, LL1] = learn_params_em(engine, data, max_iter, thresh);