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function [bnet,cpdag,BIC_score,nloop] = learn_struct_ges_EM(bnet, data, max_loop, loop_em)
% GES_EM algorithm, learn Bayesian network equivalence classes from incomplete data.
% [bnet,cpdag,BIC_score,nloop] = learn_struct_ges_EM(bnet, data, max_loop)
%
% 2/11/2006: hanene.borchani@gmail.com, francois.olivier.c.h@gmail.com
[N ncases] = size(data);
ns = bnet.node_sizes;
cpdag = dag_to_cpdag(bnet.dag);
order=zeros(1,N);
order=1:N;
tiny = exp(-700);
improve_factor = 0.001; %stop search if the current expected BIC score is less than old_score+old_score*improve_factor,
log_value = log(ncases);
update_samples = cell(N, ncases);
loop = 0;
converged = 0;
if nargin<4, loop_em=6; end
% First phase : INSERT
while ~converged & loop < max_loop
loop=loop+1;
fprintf('\n Loop INSERT number %d \n\n', loop);
engine = jtree_inf_engine(bnet);
[bnet, LOGLIKE] = learn_params_em(engine, data, loop_em);
for i=1:N
s = struct(bnet.CPD{i});
counts = s.counts(:);
ll(i) = sum(log(s.CPT(:) + tiny) .* counts);
end
[D,d] = compute_bnet_nparams(bnet);
[pdags,nodes] =mk_nbrs_of_pdag_add(cpdag,engine); %generate the neighbors of the current network
nbrs = length(pdags);
if nbrs==0
break;
end
dags = pdag_to_dag(pdags); %extract the set of consistent extensions
nbrs_dags = length(dags);
if nbrs_dags==0
disp('The number of consistent extensions of the pdags neighbors is equal to 0');
break;
else
c=0;
for k=1:nbrs
if ~isempty(dags{k})
c=c+1;
cdags{c}=dags{k};
cnodes(c,:) = nodes(k,:);
end
end
if c==0
fprintf('There is no consistent extension');
break;
end
end
[ess,LL] = compute_ess(bnet,data,cdags); %compute the estimations for all consistent extensions based on the current bnet
bic_score0 = sum(LL);
bic_score0 = bic_score0 - 0.5 * D * log_value; %expected BIC score of the current bnet
fprintf('The expected BIC score of the current bnet, bic_score0 =%8.3f \n', bic_score0);
bic_score = -inf*ones(1,c);
for i=1:c %compute the expected BIC score of each consistent extension neighbor
for compt=1:N
new_CPT{i,compt}=[];
end
new_LL = LL;
new_d=d;
for num=1:N
if ~isempty(ess{i,num}) %consider only nodes whose parent set has been changed
par= mysetdiff(ess{i,num}.domain, num);
new_d(num)= prod([ns(par) ns(num)-1]); %compute the new dimension of each node
approx = ess{i,num}.counts;
indnum = find(ess{i,num}.domain > num);
ldom=length(ess{i,num}.domain);
lindnum = length(indnum);
if lindnum>0
approx = permute(approx, [1:ldom-lindnum-1, indnum(1):ldom, indnum(1)-1]);
end
new_CPT{i,num} = mk_stochastic(approx);
new_LL(num) = sum(log(new_CPT{i,num}(:) + tiny) .* approx(:)); %compute the new LL of each node
end
end
new_D = sum(new_d);
bic_score(i) = sum(new_LL) - 0.5 * new_D * log_value; %deduce the expected BIC score of each neighbor
[a, j] = max(bic_score);
end
[BIC_score, best] = max(bic_score);
fprintf('End computing of the expected BIC scores of all neighbors, the maximal one is Bic_score =%8.3f \n', BIC_score);
temp = abs(bic_score0) * improve_factor; %search will finish when the improvment of the expected BIC score is less than 0.1% compare with the previous best result
if BIC_score > (bic_score0 + temp)
best_dag = cdags{best};
new_order=topological_sort(best_dag);
for j = 1:N
row = new_order(j);
for k = 1:ncases
update_samples{j,k} = data{row,k};
end
end
data = update_samples;
forbidden=[];
reversed =[];
for j=1:N
old_parents= sort((find(bnet.dag(:,j)==1))');
new_parents= sort((find(best_dag(:,j)==1))');
if ~isequal(new_parents,old_parents)
reversed =[reversed,j];
end
end
new_dag = best_dag(new_order, new_order); %reshape the best DAG according to new_order
ns = ns(new_order); %modify the order of ns
CPDs = bnet.CPD;
bnet = mk_bnet(new_dag, ns); %make the new best BN structure
%randomly set the CPD values of each node
for j=1:N
bnet.CPD{j} = tabular_CPD(bnet, j, 'prior_type', 'dirichlet', 'dirichlet_weight', 0);
end
lreversed= length(reversed);
if lreversed ~=0
for r=1:lreversed %update the CPDs of nodes whose parent set has been altered using the saved new_CPT
reverse=find(new_order==reversed(r));
forbidden=[forbidden,reverse];
bnet.CPD{reverse} = set_fields(bnet.CPD{reverse}, 'CPT', new_CPT{best,reversed(r)});
end
end
bnet.CPD = copy_CPD(bnet.CPD, CPDs, new_order, forbidden); %copy the CPDs of remaining nodes from CPDs
cpdag = dag_to_cpdag(bnet.dag); %get the best equivalence class
clear bic_score D d new_D new_d; %new computations for each iteration
clear ess LL new_LL new_CPT;
clear pdags dags cdags nodes cnodes;
else
fprintf('No improvement of the expected bic score: End of add phase \n \n');
BIC_score = bic_score0;
converged=1;
end
end
nloop=loop;
loop=0;
converged=0;
if sum(sum(cpdag))==0, converged=1; else cpdag, end
% Second phase : Delete
fprintf('Start of delete phase \n ');
while ~converged & loop < max_loop
loop=loop+1;
fprintf('\n Loop DELETE number %d \n\n', loop);
engine = jtree_inf_engine(bnet);
[bnet, LOGLIKE] = learn_params_em(engine, data, loop_em);
for i=1:N
s = struct(bnet.CPD{i});
counts = s.counts(:);
ll(i) = sum(log(s.CPT(:) + tiny) .* counts);
end
[D,d] = compute_bnet_nparams(bnet);
[pdags,nodes] = mk_nbrs_of_pdag_del(cpdag,engine); %generate the neighbors of the current network
nbrs = length(pdags);
if nbrs==0
disp('The number of pdag neighbors is equal to 0');
break;
end
dags = pdag_to_dag(pdags); %extract the set of consistent extensions
nbrs_dags = length(dags);
if nbrs_dags==0
disp('The number of consistent extensions of the pdag neighbors is equal to 0');
break;
else
c=0;
for k=1:nbrs
if ~isempty(dags{k})
c=c+1;
cdags{c}=dags{k};
cnodes(c,:) = nodes(k,:);
end
end
if c==0
fprintf('There is no consistent extension');
return;
end
end
[ess,LL] = compute_ess(bnet, data,cdags); %compute the estimations for all consistent extensions based on the current bnet
bic_score0 = sum(LL);
bic_score0 = bic_score0 - 0.5 * D * log_value; %expected BIC score of the current bnet
fprintf('The expected BIC score of the current bnet, bic_score0 =%8.3f \n', bic_score0);
bic_score = -inf*ones(1,c);
for i=1:c %Compute the Expected BIC score for each consistent extension neighbor
for compt=1:N
new_CPT{i,compt}=[];
end
new_LL = LL;
new_d=d;
for num=1:N
if ~isempty(ess{i,num}) %consider only nodes whose parent set has been changed
par= mysetdiff(ess{i,num}.domain, num);
new_d(num)= prod([ns(par) ns(num)-1]); %compute the new dimension of each node
approx = ess{i,num}.counts;
indnum = find(ess{i,num}.domain > num);
ldom=length(ess{i,num}.domain);
lindnum = length(indnum);
if lindnum>0
approx = permute(approx, [1:ldom-lindnum-1, indnum(1):ldom, indnum(1)-1]);
end
new_CPT{i,num} = mk_stochastic(approx);
new_LL(num) = sum(log(new_CPT{i,num}(:) + tiny) .* approx(:)); %compute the new LL of each node
end
end
new_D = sum(new_d);
bic_score(i) = sum(new_LL) - 0.5 * new_D * log_value; %deduce the expected BIC score of each neighbor
end
[BIC_score, best] = max(bic_score);
fprintf('End computing of the expected BIC scores of all neighbor, the maximal one is Bic_score =%8.3f \n', BIC_score);
temp = abs(bic_score0) * improve_factor;
if BIC_score > (bic_score0 + temp)
best_dag = cdags{best};
new_order=topological_sort(best_dag);
for j = 1:N
row = new_order(j);
for k = 1:ncases
update_samples{j,k} = data{row,k};
end
end
data = update_samples;
forbidden=[];
reversed =[];
for j=1:N
old_parents= sort((find(bnet.dag(:,j)==1))');
new_parents= sort((find(best_dag(:,j)==1))');
if ~isequal(new_parents,old_parents)
reversed =[reversed,j];
end
end
new_dag = best_dag(new_order, new_order); %reshape the best DAG according to new_order
ns = ns(new_order); %modify the order of ns
CPDs = bnet.CPD;
bnet = mk_bnet(new_dag, ns); %make the new best BN structure
%randomly set the CPD values of each node
for j=1:N
bnet.CPD{j} = tabular_CPD(bnet, j, 'prior_type', 'dirichlet', 'dirichlet_weight', 0);
end
lreversed= length(reversed);
if lreversed ~=0
for r=1:lreversed %update the CPDs of nodes whose parent set has been altered using the saved new_CPT
reverse=find(new_order==reversed(r));
forbidden=[forbidden,reverse];
bnet.CPD{reverse} = set_fields(bnet.CPD{reverse}, 'CPT', new_CPT{best,reversed(r)});
end
end
bnet.CPD = copy_CPD(bnet.CPD, CPDs, new_order, forbidden); %copy the CPDs of remaining nodes from CPDs
cpdag = dag_to_cpdag(bnet.dag); %get the best equivalence class
clear bic_score D d new_D new_d; % new computations for each iteration
clear ess LL new_LL new_CPT;
clear pdags dags cdags nodes cnodes;
else
fprintf('No improvement of the expected bic score : End of delete phase \n \n');
BIC_score = bic_score0;
converged=1;
end
end
cpdag
nloop=nloop+loop; %total iteration number
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [D,d]= compute_bnet_nparams(bnet)
N = length(bnet.dag);
d = zeros(1,N);
for i=1:N
a = struct(bnet.CPD{i});
d(i) = a.nparams;
end
D = sum(d);
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function [ess, LL] = compute_ess(bnet, samplesM, dags)
%compute the estimations for all consistent extensions based on the current bnet
tiny = exp(-700);
N = length(bnet.dag);
ns = bnet.node_sizes;
ncases = size(samplesM, 2);
ess0 = cell(1,N);
LL = zeros(1, N);
nbrs= length(dags);
copy=zeros(nbrs,N);
for i =1:nbrs
for x=1:N
ess{i,x}=[];
end
end
for i =1:N
parents = bnet.parents{i};
family = [parents, i];
ess0{i} = 0 * myones(ns(family));
end
for i =1:nbrs
neighbor=dags{i};
for j=1:N
old_parents = sort((find(bnet.dag(:,j)==1))');
new_parents = sort((find(neighbor(:,j)==1))');
if ~isequal(new_parents,old_parents)
domain = sort(myunion(new_parents, j));
copy(i,j)= find_same_domain(ess,j,domain,i);
ess{i,j}.domain = domain;
ess{i,j}.counts = 0 * myones(ns(domain));
end
end
end
engine = jtree_inf_engine(bnet);
for l =1:ncases
evidence = samplesM(:, l);
[engine, ll] = enter_evidence(engine, evidence);
ns_eff = ns;
ns_eff(~isemptycell(evidence)) = 1;
Vmarg = cell(1,N);
for i =1:N
Vmarg{i} = marginal_nodes(engine, i);
end
for i = 1:N
parents = bnet.parents{i};
family = [parents, i];
nfamily = length(family);
Fmarg = [];
for j = 1:nfamily
Fmarg = multiply_one_marginal(Fmarg, Vmarg{family(j)}, ns_eff);
end
fullm = add_ev_to_dmarginal(Fmarg, evidence, ns);
ess0{i} = ess0{i} + fullm.T;
end
for i = 1:nbrs
for j=1:N
if ~isempty(ess{i,j})
if ~copy(i,j)
domain = ess{i,j}.domain;
Fmarg = [];
for compteur=1:length(domain)
Fmarg = multiply_one_marginal(Fmarg, Vmarg{domain(compteur)}, ns_eff);
end
fullm = add_ev_to_dmarginal(Fmarg, evidence, ns);
ess{i,j}.counts = ess{i,j}.counts + fullm.T;
end
end
end
end
clear Vmarg;
end
for i = 1:nbrs
for j=1:N
if copy(i,j)
ess{i,j}.counts = ess{copy(i,j),j}.counts;
end
end
end
for i=1:N
s = struct(bnet.CPD{i});
counts = ess0{i};
LL(i) = sum(log(s.CPT(:) + tiny) .* counts(:));
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function index = find_same_domain(ess, j, domain, length)
index = 0;
for i = 1:length
if ~isempty(ess{i,j})
if isequal(domain, ess{i,j}.domain)
index= i;
break;
end
end
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function newCPD = copy_CPD(newCPD, CPDs, order, forbidden)
%copy CPDs from old bnet to best bnet, except those nodes whose parent set has been altered
N = length(order);
for i=1:N
if ~mysubset(i,forbidden)
a = order(i);
s = struct(CPDs{a});
CPT = s.CPT;
newCPD{i} = set_fields(newCPD{i}, 'CPT', CPT);
end
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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