Mercurial > hg > camir-aes2014
annotate toolboxes/FullBNT-1.0.7/bnt/learning/bic_score_family.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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children |
rev | line source |
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wolffd@0 | 1 function [S, LL] = bic_score(counts, CPT, ncases) |
wolffd@0 | 2 % BIC_SCORE Bayesian Information Criterion score for a single family |
wolffd@0 | 3 % [S, LL] = bic_score(counts, CPT, ncases) |
wolffd@0 | 4 % |
wolffd@0 | 5 % S is a large sample approximation to the log marginal likelihood, |
wolffd@0 | 6 % which can be computed using dirichlet_score. |
wolffd@0 | 7 % |
wolffd@0 | 8 % S = \log [ prod_j _prod_k theta_ijk ^ N_ijk ] - 0.5*d*log(ncases) |
wolffd@0 | 9 % where counts encode N_ijk, theta_ijk is the MLE comptued from counts, |
wolffd@0 | 10 % and d is the num of free parameters. |
wolffd@0 | 11 |
wolffd@0 | 12 %CPT = mk_stochastic(counts); |
wolffd@0 | 13 tiny = exp(-700); |
wolffd@0 | 14 LL = sum(log(CPT(:) + tiny) .* counts(:)); |
wolffd@0 | 15 % CPT(i) = 0 iff counts(i) = 0 so it is okay to add tiny |
wolffd@0 | 16 |
wolffd@0 | 17 ns = mysize(counts); |
wolffd@0 | 18 ns_ps = ns(1:end-1); |
wolffd@0 | 19 ns_self = ns(end); |
wolffd@0 | 20 nparams = prod([ns_ps (ns_self-1)]); |
wolffd@0 | 21 % sum-to-1 constraint reduces the effective num. vals of the node by 1 |
wolffd@0 | 22 |
wolffd@0 | 23 S = LL - 0.5*nparams*log(ncases); |