annotate toolboxes/FullBNT-1.0.7/bnt/potentials/@cgpot/Old/simple_marginalize_pot.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function smallpot = marginalize_pot(bigpot, keep)
wolffd@0 2 % MARGINALIZE_POT Marginalize a cgpot onto a smaller domain.
wolffd@0 3 % smallpot = marginalize_pot(bigpot, keep)
wolffd@0 4
wolffd@0 5 sumover = mysetdiff(bigpot.domain, keep);
wolffd@0 6 csumover = myintersect(sumover, bigpot.cdom);
wolffd@0 7 dsumover = myintersect(sumover, bigpot.ddom);
wolffd@0 8 dkeep = myintersect(keep, bigpot.ddom);
wolffd@0 9 ckeep = myintersect(keep, bigpot.cdom);
wolffd@0 10 %ns = sparse(1, max(bigpot.domain)); % must be full, so I is an integer
wolffd@0 11 ns = zeros(1, max(bigpot.domain));
wolffd@0 12 ns(bigpot.ddom) = bigpot.dsizes;
wolffd@0 13 ns(bigpot.cdom) = bigpot.csizes;
wolffd@0 14
wolffd@0 15 % sum(ns(csumover))==0 is like isempty(csumover) but handles observed nodes.
wolffd@0 16 % Similarly, prod(ns(dsumover))==1 is like isempty(dsumover)
wolffd@0 17
wolffd@0 18 % Marginalize the cts parts.
wolffd@0 19 % If we are in canonical form, we stay that way, since moment form might not exist.
wolffd@0 20 % Besides, we would like to minimize the number of conversions.
wolffd@0 21 if sum(ns(csumover)) > 0
wolffd@0 22 if bigpot.subtype == 'm'
wolffd@0 23 for i=1:bigpot.dsize
wolffd@0 24 bigpot.mom{i} = marginalize_pot(bigpot.mom{i}, ckeep);
wolffd@0 25 end
wolffd@0 26 else
wolffd@0 27 for i=1:bigpot.dsize
wolffd@0 28 bigpot.can{i} = marginalize_pot(bigpot.can{i}, ckeep);
wolffd@0 29 end
wolffd@0 30 end
wolffd@0 31 end
wolffd@0 32
wolffd@0 33 % If we are not marginalizing over any discrete nodes, we are done.
wolffd@0 34 if prod(ns(dsumover))==1
wolffd@0 35 smallpot = cgpot(dkeep, ckeep, ns, bigpot.can, bigpot.mom, bigpot.subtype);
wolffd@0 36 return;
wolffd@0 37 end
wolffd@0 38
wolffd@0 39 % To marginalize the discrete parts, we must be in moment form.
wolffd@0 40 bigpot = cg_can_to_mom(bigpot);
wolffd@0 41
wolffd@0 42 I = prod(ns(dkeep));
wolffd@0 43 J = prod(ns(dsumover));
wolffd@0 44 C = sum(ns(ckeep));
wolffd@0 45
wolffd@0 46 % Reshape bigpot into the form mu1(:,j,i), where i is in dkeep, j is in dsumover
wolffd@0 47 T1 = zeros(I,J);
wolffd@0 48 mu1 = zeros(C,J,I);
wolffd@0 49 Sigma1 = zeros(C,C,J,I);
wolffd@0 50 sum_map = find_equiv_posns(dsumover, bigpot.ddom);
wolffd@0 51 keep_map = find_equiv_posns(dkeep, bigpot.ddom);
wolffd@0 52 iv = zeros(1, length(bigpot.ddom)); % index vector
wolffd@0 53 for i=1:I
wolffd@0 54 keep_iv = ind2subv(ns(dkeep), i);
wolffd@0 55 iv(keep_map) = keep_iv;
wolffd@0 56 for j=1:J
wolffd@0 57 sum_iv = ind2subv(ns(dsumover), j);
wolffd@0 58 iv(sum_map) = sum_iv;
wolffd@0 59 k = subv2ind(ns(bigpot.ddom), iv);
wolffd@0 60 mom = struct(bigpot.mom{k}); % violate object privacy
wolffd@0 61 T1(i,j) = exp(mom.logp);
wolffd@0 62 if C > 0 % so mu1 and Sigma1 are non-empty
wolffd@0 63 mu1(:,j,i) = mom.mu;
wolffd@0 64 Sigma1(:,:,j,i) = mom.Sigma;
wolffd@0 65 end
wolffd@0 66 end
wolffd@0 67 end
wolffd@0 68
wolffd@0 69 % Collapse the mixture of Gaussians
wolffd@0 70 coef = mk_stochastic(T1); % coef must be convex combination
wolffd@0 71 T2 = sum(T1,2);
wolffd@0 72 T2 = T2 + (T2==0)*eps;
wolffd@0 73 %if C > 0, disp('collapsing onto '); disp(leep); end
wolffd@0 74 mu = [];
wolffd@0 75 Sigma = [];
wolffd@0 76 mom = cell(1,I);
wolffd@0 77 for i=1:I
wolffd@0 78 if C > 0
wolffd@0 79 [mu, Sigma] = collapse_mog(mu1(:,:,i), Sigma1(:,:,:,i), coef(i,:));
wolffd@0 80 end
wolffd@0 81 logp = log(T2(i));
wolffd@0 82 mom{i} = mpot(ckeep, ns(ckeep), logp, mu, Sigma);
wolffd@0 83 end
wolffd@0 84
wolffd@0 85 smallpot = cgpot(dkeep, ckeep, ns, [], mom, 'm');
wolffd@0 86