Mercurial > hg > camir-aes2014
annotate toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/Old/online1.m @ 0:e9a9cd732c1e tip
first hg version after svn
| author | wolffd |
|---|---|
| date | Tue, 10 Feb 2015 15:05:51 +0000 |
| parents | |
| children |
| rev | line source |
|---|---|
| wolffd@0 | 1 % Check that online inference gives same results as filtering for various algorithms |
| wolffd@0 | 2 |
| wolffd@0 | 3 N = 3; |
| wolffd@0 | 4 Q = 2; |
| wolffd@0 | 5 ss = N*2; |
| wolffd@0 | 6 |
| wolffd@0 | 7 rand('state', 0); |
| wolffd@0 | 8 randn('state', 0); |
| wolffd@0 | 9 |
| wolffd@0 | 10 |
| wolffd@0 | 11 obs_size = 1; |
| wolffd@0 | 12 discrete_obs = 0; |
| wolffd@0 | 13 bnet = mk_chmm(N, Q, obs_size, discrete_obs); |
| wolffd@0 | 14 ns = bnet.node_sizes_slice; |
| wolffd@0 | 15 |
| wolffd@0 | 16 engine = {}; |
| wolffd@0 | 17 engine{end+1} = hmm_inf_engine(bnet); |
| wolffd@0 | 18 E = length(engine); |
| wolffd@0 | 19 |
| wolffd@0 | 20 onodes = (1:N)+N; |
| wolffd@0 | 21 |
| wolffd@0 | 22 T = 4; |
| wolffd@0 | 23 ev = cell(ss,T); |
| wolffd@0 | 24 ev(onodes,:) = num2cell(randn(N, T)); |
| wolffd@0 | 25 |
| wolffd@0 | 26 |
| wolffd@0 | 27 filter = 1; |
| wolffd@0 | 28 loglik2 = zeros(1,E); |
| wolffd@0 | 29 for e=1:E |
| wolffd@0 | 30 [engine2{e}, loglik2(e)] = enter_evidence(engine{e}, ev, 'filter', filter); |
| wolffd@0 | 31 end |
| wolffd@0 | 32 |
| wolffd@0 | 33 loglik = zeros(1,E); |
| wolffd@0 | 34 marg1 = cell(E,N,T); |
| wolffd@0 | 35 for e=1:E |
| wolffd@0 | 36 ll = zeros(1,T); |
| wolffd@0 | 37 engine{e} = dbn_init_bel(engine{e}); |
| wolffd@0 | 38 for t=1:T |
| wolffd@0 | 39 [engine{e}, ll(t)] = dbn_update_bel(engine{e}, ev(:,t), t); |
| wolffd@0 | 40 for i=1:N |
| wolffd@0 | 41 marg1{e,i,t} = dbn_marginal_from_bel(engine{e}, i); |
| wolffd@0 | 42 end |
| wolffd@0 | 43 end |
| wolffd@0 | 44 loglik1(e) = sum(ll); |
| wolffd@0 | 45 end |
| wolffd@0 | 46 |
| wolffd@0 | 47 assert(approxeq(loglik1, loglik2)) |
| wolffd@0 | 48 |
| wolffd@0 | 49 a = zeros(E,N,T); |
| wolffd@0 | 50 for e=1:E |
| wolffd@0 | 51 for t=1:T |
| wolffd@0 | 52 for i=1:N |
| wolffd@0 | 53 marg2{e,i,t} = marginal_nodes(engine2{e}, i, t); |
| wolffd@0 | 54 a(e,i,t) = (approxeq(marg2{e,i,t}.T(:), marg1{e,i,t}.T(:))); |
| wolffd@0 | 55 end |
| wolffd@0 | 56 end |
| wolffd@0 | 57 end |
| wolffd@0 | 58 |
| wolffd@0 | 59 assert(all(a(:)==1)) |