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% make an unrolled HMM, convert to factor graph, and check that
% loopy propagation on the fgraph gives the exact answers.
seed = 1;
rand('state', seed);
randn('state', seed);
T = 3;
Q = 3;
O = 3;
cts_obs = 0;
param_tying = 1;
bnet = mk_hmm_bnet(T, Q, O, cts_obs, param_tying);
data = sample_bnet(bnet);
fgraph = bnet_to_fgraph(bnet);
big_bnet = fgraph_to_bnet(fgraph);
% converting factor graph back does not recover the structure of the original bnet
max_iter = 2*T;
engine = {};
engine{1} = jtree_inf_engine(bnet);
engine{2} = belprop_inf_engine(bnet, 'max_iter', max_iter);
engine{3} = belprop_fg_inf_engine(fgraph, 'max_iter', max_iter);
engine{4} = jtree_inf_engine(big_bnet);
nengines = length(engine);
big_engine = 4;
fgraph_engine = 3;
N = 2*T;
evidence = cell(1,N);
onodes = bnet.observed;
evidence(onodes) = data(onodes);
hnodes = mysetdiff(1:N, onodes);
bigN = length(big_bnet.dag);
big_evidence = cell(1, bigN);
big_evidence(onodes) = data(onodes);
big_evidence(N+1:end) = {1}; % factors are observed to be 1
ll = zeros(1, nengines);
for i=1:nengines
if i==big_engine
tic; [engine{i}, ll(i)] = enter_evidence(engine{i}, big_evidence); toc
else
tic; [engine{i}, ll(i)] = enter_evidence(engine{i}, evidence); toc
end
end
% compare all engines to engine{1}
% the log likelihood values may be bogus...
for i=2:nengines
%assert(approxeq(ll(1), ll(i)));
end
marg = zeros(T, nengines, Q); % marg(t,e,:)
for t=1:T
for e=1:nengines
m = marginal_nodes(engine{e}, t);
marg(t,e,:) = m.T;
end
end
marg
m = cell(nengines, T);
for i=1:T
for e=1:nengines
m{e,i} = marginal_nodes(engine{e}, hnodes(i));
end
for e=2:nengines
assert(approxeq(m{e,i}.T, m{1,i}.T));
end
end
mpe = {};
ll = zeros(1, nengines);
for e=1:nengines
if e==big_engine
mpe{e} = find_mpe(engine{e}, big_evidence);
mpe{e} = mpe{e}(1:N); % chop off dummy nodes
else
mpe{e} = find_mpe(engine{e}, evidence);
end
end
% fgraph can't compute loglikelihood for software reasons
% jtree on the big_bnet gives the wrong ll
for e=2:nengines
%assert(approxeq(ll(1), ll(e)));
assert(approxeq(cell2num(mpe{1}), cell2num(mpe{e})))
end
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