annotate toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/kjaerulff1.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 % Compare the speeds of various inference engines on the DBN in Kjaerulff
wolffd@0 2 % "dHugin: A computational system for dynamic time-sliced {B}ayesian networks",
wolffd@0 3 % Intl. J. Forecasting 11:89-111, 1995.
wolffd@0 4 %
wolffd@0 5 % The intra structure is (all arcs point downwards)
wolffd@0 6 %
wolffd@0 7 % 1 -> 2
wolffd@0 8 % \ /
wolffd@0 9 % 3
wolffd@0 10 % |
wolffd@0 11 % 4
wolffd@0 12 % / \
wolffd@0 13 % 5 6
wolffd@0 14 % \ /
wolffd@0 15 % 7
wolffd@0 16 % |
wolffd@0 17 % 8
wolffd@0 18 %
wolffd@0 19 % The inter structure is 1->1, 4->4, 8->8
wolffd@0 20
wolffd@0 21 seed = 0;
wolffd@0 22 rand('state', seed);
wolffd@0 23 randn('state', seed);
wolffd@0 24
wolffd@0 25 ss = 8;
wolffd@0 26 intra = zeros(ss);
wolffd@0 27 intra(1,[2 3])=1;
wolffd@0 28 intra(2,3)=1;
wolffd@0 29 intra(3,4)=1;
wolffd@0 30 intra(4,[5 6])=1;
wolffd@0 31 intra([5 6], 7)=1;
wolffd@0 32 intra(7,8)=1;
wolffd@0 33
wolffd@0 34 inter = zeros(ss);
wolffd@0 35 inter(1,1)=1;
wolffd@0 36 inter(4,4)=1;
wolffd@0 37 inter(8,8)=1;
wolffd@0 38
wolffd@0 39 ns = 2*ones(1,ss);
wolffd@0 40 onodes = 2;
wolffd@0 41 bnet = mk_dbn(intra, inter, ns, 'observed', onodes, 'eclass2', (1:ss)+ss);
wolffd@0 42 for i=1:2*ss
wolffd@0 43 bnet.CPD{i} = tabular_CPD(bnet, i);
wolffd@0 44 end
wolffd@0 45
wolffd@0 46 T = 4;
wolffd@0 47
wolffd@0 48 engine = {};
wolffd@0 49 engine{end+1} = jtree_unrolled_dbn_inf_engine(bnet, T);
wolffd@0 50 engine{end+1} = jtree_dbn_inf_engine(bnet);
wolffd@0 51 engine{end+1} = smoother_engine(jtree_2TBN_inf_engine(bnet));
wolffd@0 52 %engine{end+1} = smoother_engine(hmm_2TBN_inf_engine(bnet)); % observed nodes have children
wolffd@0 53
wolffd@0 54 inf_time = cmp_inference_dbn(bnet, engine, T)
wolffd@0 55 learning_time = cmp_learning_dbn(bnet, engine, T)