wolffd@0
|
1 function [marginals, fwd, back, loglik] = smooth_evidence(engine, CPDpot, observed, pot_type)
|
wolffd@0
|
2 % [marginals, fwd, back, loglik] = smooth_evidence(engine, CPDpot, observed, pot_type) (ff)
|
wolffd@0
|
3
|
wolffd@0
|
4 error('ff smoothing is broken');
|
wolffd@0
|
5
|
wolffd@0
|
6 [ss T] = size(CPDpot);
|
wolffd@0
|
7 fwd = cell(ss,T);
|
wolffd@0
|
8 hnodes = engine.hnodes(:)';
|
wolffd@0
|
9 onodes = engine.onodes(:)';
|
wolffd@0
|
10 bnet = bnet_from_engine(engine);
|
wolffd@0
|
11 ns = bnet.node_sizes;
|
wolffd@0
|
12 onodes2 = [onodes onodes+ss];
|
wolffd@0
|
13 ns(onodes2) = 1;
|
wolffd@0
|
14
|
wolffd@0
|
15 logscale = zeros(1,T);
|
wolffd@0
|
16 H = length(hnodes);
|
wolffd@0
|
17 local_logscale = zeros(1,ss);
|
wolffd@0
|
18
|
wolffd@0
|
19 t = 1;
|
wolffd@0
|
20 for i=hnodes
|
wolffd@0
|
21 fwd{i,t} = CPDpot{i,t};
|
wolffd@0
|
22 c = engine.obschild(i);
|
wolffd@0
|
23 if 0 % c > 0
|
wolffd@0
|
24 fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c, t});
|
wolffd@0
|
25 end
|
wolffd@0
|
26 [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
|
wolffd@0
|
27 end
|
wolffd@0
|
28 logscale(t) = sum(local_logscale);
|
wolffd@0
|
29
|
wolffd@0
|
30 for t=2:T
|
wolffd@0
|
31 for i=hnodes
|
wolffd@0
|
32 ps = parents(bnet.dag, i+ss);
|
wolffd@0
|
33 assert(all(ps<=ss)); % in previous slice
|
wolffd@0
|
34 prior = CPDpot{i,t};
|
wolffd@0
|
35 for p=ps(:)'
|
wolffd@0
|
36 prior = multiply_by_pot(prior, fwd{p,t-1});
|
wolffd@0
|
37 end
|
wolffd@0
|
38 fwd{i,t} = marginalize_pot(prior, i+ss);
|
wolffd@0
|
39 fwd{i,t} = set_domain_pot(fwd{i,t}, i);
|
wolffd@0
|
40 c = engine.obschild(i);
|
wolffd@0
|
41 if 0 % c > 0
|
wolffd@0
|
42 fwd{i,t} = multiply_by_pot(fwd{i,t}, CPDpot{c,t});
|
wolffd@0
|
43 end
|
wolffd@0
|
44 [fwd{i,t}, local_logscale(i)] = normalize_pot(fwd{i,t});
|
wolffd@0
|
45 end
|
wolffd@0
|
46 logscale(t) = sum(local_logscale);
|
wolffd@0
|
47 end
|
wolffd@0
|
48
|
wolffd@0
|
49 loglik = sum(logscale);
|
wolffd@0
|
50
|
wolffd@0
|
51 back = cell(ss,T);
|
wolffd@0
|
52 t = T;
|
wolffd@0
|
53 for i=hnodes
|
wolffd@0
|
54 pot = dpot(i, ns(i));
|
wolffd@0
|
55 cs = children(bnet.intra, i);
|
wolffd@0
|
56 for c=cs(:)'
|
wolffd@0
|
57 pot = multiply_pots(pot, CPDpot{c,t});
|
wolffd@0
|
58 end
|
wolffd@0
|
59 back{i,t} = marginalize_pot(pot, i);
|
wolffd@0
|
60 back{i,t} = normalize_pot(back{i,t});
|
wolffd@0
|
61 back{i,t} = set_domain_pot(back{i,t}, i+ss);
|
wolffd@0
|
62 end
|
wolffd@0
|
63 for t=T-1:-1:1
|
wolffd@0
|
64 for i=hnodes
|
wolffd@0
|
65 pot = dpot(i, ns(i));
|
wolffd@0
|
66 cs = children(bnet.inter, i);
|
wolffd@0
|
67 for c=cs(:)'
|
wolffd@0
|
68 pot = multiply_pots(pot, back{c,t+1});
|
wolffd@0
|
69 pot = multiply_pots(pot, CPDpot{c,t+1});
|
wolffd@0
|
70 end
|
wolffd@0
|
71 cs = children(bnet.intra, i);
|
wolffd@0
|
72 for c=cs(:)'
|
wolffd@0
|
73 pot = multiply_pots(pot, CPDpot{c,t});
|
wolffd@0
|
74 end
|
wolffd@0
|
75 back{i,t} = marginalize_pot(pot, i);
|
wolffd@0
|
76 back{i,t} = normalize_pot(back{i,t});
|
wolffd@0
|
77 back{i,t} = set_domain_pot(back{i,t}, i+ss);
|
wolffd@0
|
78 end
|
wolffd@0
|
79 end
|
wolffd@0
|
80
|
wolffd@0
|
81
|
wolffd@0
|
82 % COMBINE
|
wolffd@0
|
83 for t=1:T
|
wolffd@0
|
84 for i=hnodes
|
wolffd@0
|
85 back{i,t} = set_domain_pot(back{i,t}, i);
|
wolffd@0
|
86 fwd{i,t} = multiply_by_pot(fwd{i,t}, back{i,t});
|
wolffd@0
|
87 marginals{i,t} = normalize_pot(fwd{i,t});
|
wolffd@0
|
88 end
|
wolffd@0
|
89 end
|