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annotate toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@frontier_inf_engine/enter_soft_evidence.m @ 0:e9a9cd732c1e tip

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first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function [fwdback, loglik, fwd_frontier, back_frontier] = enter_soft_evidence(engine, CPD, onodes, pot_type, filter)
wolffd@0 2 % ENTER_SOFT_EVIDENCE Add soft evidence to network (frontier)
wolffd@0 3 % [fwdback, loglik] = enter_soft_evidence(engine, CPDpot, onodes, filter)
wolffd@0 4
wolffd@0 5 if nargin < 3, filter = 0; end
wolffd@0 6
wolffd@0 7 [ss T] = size(CPD);
wolffd@0 8 bnet = bnet_from_engine(engine);
wolffd@0 9 ns = repmat(bnet.node_sizes_slice(:), 1, T);
wolffd@0 10 cnodes = unroll_set(bnet.cnodes(:), ss, T);
wolffd@0 11
wolffd@0 12 % FORWARDS
wolffd@0 13 fwd = cell(ss,T);
wolffd@0 14 ll = zeros(1,T);
wolffd@0 15 S = 2*ss; % num. intermediate frontiers to get from t to t+1
wolffd@0 16 frontier = cell(S,T);
wolffd@0 17
wolffd@0 18 % Start with empty frontier, and add each node in slice 1
wolffd@0 19 init = mk_initial_pot(pot_type, [], ns, cnodes, onodes);
wolffd@0 20 t = 1;
wolffd@0 21 s = 1;
wolffd@0 22 j = 1;
wolffd@0 23 frontier{s,t} = update(init, j, 1, CPD{j}, engine.fdom1{s}, pot_type, ns, cnodes, onodes);
wolffd@0 24 fwd{j} = frontier{s,t};
wolffd@0 25 for s=2:ss
wolffd@0 26 j = s; % add node j at step s
wolffd@0 27 frontier{s,t} = update(frontier{s-1,t}, j, 1, CPD{j}, engine.fdom1{s}, pot_type, ns, cnodes, onodes);
wolffd@0 28 fwd{j} = frontier{s,t};
wolffd@0 29 end
wolffd@0 30 frontier{S,t} = frontier{ss,t};
wolffd@0 31 [frontier{S,t}, ll(1)] = normalize_pot(frontier{S,t});
wolffd@0 32
wolffd@0 33 % Now move frontier from slice to slice
wolffd@0 34 OPS = engine.ops;
wolffd@0 35 add = OPS>0;
wolffd@0 36 nodes = [zeros(S,1) unroll_set(abs(OPS(:)), ss, T-1)];
wolffd@0 37 for t=2:T
wolffd@0 38 offset = (t-2)*ss;
wolffd@0 39 for s=1:S
wolffd@0 40 if s==1
wolffd@0 41 prev_ndx = (t-2)*S + S; % S,t-1
wolffd@0 42 else
wolffd@0 43 prev_ndx = (t-1)*S + s-1; % s-1,t
wolffd@0 44 end
wolffd@0 45 j = nodes(s,t);
wolffd@0 46 frontier{s,t} = update(frontier{prev_ndx}, j, add(s), CPD{j}, engine.fdom{s}+offset, pot_type, ns, cnodes, onodes);
wolffd@0 47 if add(s)
wolffd@0 48 fwd{j} = frontier{s,t};
wolffd@0 49 end
wolffd@0 50 end
wolffd@0 51 [frontier{S,t}, ll(t)] = normalize_pot(frontier{S,t});
wolffd@0 52 end
wolffd@0 53 loglik = sum(ll);
wolffd@0 54
wolffd@0 55
wolffd@0 56 fwd_frontier = frontier;
wolffd@0 57
wolffd@0 58 if filter
wolffd@0 59 fwdback = fwd;
wolffd@0 60 return;
wolffd@0 61 end
wolffd@0 62
wolffd@0 63
wolffd@0 64 % BACKWARDS
wolffd@0 65 back = cell(ss,T);
wolffd@0 66 add = ~add; % forwards add = backwards remove
wolffd@0 67 frontier = cell(S,T+1);
wolffd@0 68 t = T;
wolffd@0 69 dom = (1:ss) + (t-1)*ss;
wolffd@0 70 frontier{1,T+1} = mk_initial_pot(pot_type, dom, ns, cnodes, onodes); % all 1s for last slice
wolffd@0 71 for t=T:-1:2
wolffd@0 72 offset = (t-2)*ss;
wolffd@0 73 for s=S:-1:1 % reverse order
wolffd@0 74 if s==S
wolffd@0 75 prev_ndx = t*S + 1; % 1,t+1
wolffd@0 76 else
wolffd@0 77 prev_ndx = (t-1)*S + (s+1); % s+1,t
wolffd@0 78 end
wolffd@0 79 j = nodes(s,t);
wolffd@0 80 if ~add(s)
wolffd@0 81 back{j} = frontier{prev_ndx}; % save frontier before removing
wolffd@0 82 end
wolffd@0 83 frontier{s,t} = rev_update(frontier{prev_ndx}, t, s, j, add(s), CPD{j}, engine.fdom{s}+offset, pot_type, ns, cnodes, onodes);
wolffd@0 84 end
wolffd@0 85 frontier{1,t} = normalize_pot(frontier{1,t});
wolffd@0 86 end
wolffd@0 87 % Remove each node in first slice until left with empty set
wolffd@0 88 t = 1;
wolffd@0 89 frontier{ss+1,t} = frontier{1,2};
wolffd@0 90 add = 0;
wolffd@0 91 for s=ss:-1:1
wolffd@0 92 j = s; % remove node j at step s
wolffd@0 93 back{j} = frontier{s+1,t};
wolffd@0 94 frontier{s,t} = rev_update(frontier{s+1,t}, t, s, j, add, CPD{j}, 1:s, pot_type, ns, cnodes, onodes);
wolffd@0 95 end
wolffd@0 96
wolffd@0 97 % COMBINE
wolffd@0 98 for t=1:T
wolffd@0 99 for i=1:ss
wolffd@0 100 %fwd{i,t} = multiply_by_pot(fwd{i,t}, back{i,t});
wolffd@0 101 %fwdback{i,t} = normalize_pot(fwd{i,t});
wolffd@0 102 fwdback{i,t} = normalize_pot(multiply_pots(fwd{i,t}, back{i,t}));
wolffd@0 103 end
wolffd@0 104 end
wolffd@0 105
wolffd@0 106 back_frontier = frontier;
wolffd@0 107
wolffd@0 108 %%%%%%%%%%
wolffd@0 109 function new_frontier = update(old_frontier, j, add, CPD, newdom, pot_type, ns, cnodes, onodes)
wolffd@0 110
wolffd@0 111 if add
wolffd@0 112 new_frontier = mk_initial_pot(pot_type, newdom, ns, cnodes, onodes);
wolffd@0 113 new_frontier = multiply_by_pot(new_frontier, old_frontier);
wolffd@0 114 new_frontier = multiply_by_pot(new_frontier, CPD);
wolffd@0 115 else
wolffd@0 116 new_frontier = marginalize_pot(old_frontier, mysetdiff(domain_pot(old_frontier), j));
wolffd@0 117 end
wolffd@0 118
wolffd@0 119
wolffd@0 120 %%%%%%
wolffd@0 121 function new_frontier = rev_update(old_frontier, t, s, j, add, CPD, junk, pot_type, ns, cnodes, onodes)
wolffd@0 122
wolffd@0 123 olddom = domain_pot(old_frontier);
wolffd@0 124 assert(isequal(junk, olddom));
wolffd@0 125
wolffd@0 126 if add
wolffd@0 127 % add: extend domain to include j by multiplying by 1
wolffd@0 128 newdom = myunion(olddom, j);
wolffd@0 129 new_frontier = mk_initial_pot(pot_type, newdom, ns, cnodes, onodes);
wolffd@0 130 new_frontier = multiply_by_pot(new_frontier, old_frontier);
wolffd@0 131 %fprintf('t=%d, s=%d, add %d to %s to make %s\n', t, s, j, num2str(olddom), num2str(newdom));
wolffd@0 132 else
wolffd@0 133 % remove: multiply in CPT and then marginalize out j
wolffd@0 134 % parents of j are guaranteed to be in old_frontier, else couldn't have added j on fwds pass
wolffd@0 135 old_frontier = multiply_by_pot(old_frontier, CPD);
wolffd@0 136 newdom = mysetdiff(olddom, j);
wolffd@0 137 new_frontier = marginalize_pot(old_frontier, newdom);
wolffd@0 138 %newdom2 = domain_pot(new_frontier);
wolffd@0 139 %fprintf('t=%d, s=%d, rem %d from %s to make %s\n', t, s, j, num2str(olddom), num2str(newdom2));
wolffd@0 140 end
wolffd@0 141
wolffd@0 142