Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/bnt/learning/dirichlet_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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-1:000000000000 | 0:e9a9cd732c1e |
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1 function LL = dirichlet_score_family(counts, prior) | |
2 % DIRICHLET_SCORE Compute the log marginal likelihood of a single family | |
3 % LL = dirichlet_score(counts, prior) | |
4 % | |
5 % counts(a, b, ..., z) is the number of times parent 1 = a, parent 2 = b, ..., child = z | |
6 % prior is an optional multidimensional array of the same shape as counts. | |
7 % It defaults to a uniform prior. | |
8 % | |
9 % We marginalize out the parameters: | |
10 % LL = log \int \prod_m P(x(i,m) | x(Pa_i,m), theta_i) P(theta_i) d(theta_i) | |
11 | |
12 | |
13 % LL = log[ prod_j gamma(alpha_ij)/gamma(alpha_ij + N_ij) * | |
14 % prod_k gamma(alpha_ijk + N_ijk)/gamma(alpha_ijk) ] | |
15 % Call the prod_k term U and the prod_j term V. | |
16 % We reshape all quantities into (j,k) matrices | |
17 % This formula was first derived by Cooper and Herskovits, 1992. | |
18 % See also "Learning Bayesian Networks", Heckerman, Geiger and Chickering, MLJ 95. | |
19 | |
20 ns = mysize(counts); | |
21 ns_ps = ns(1:end-1); | |
22 ns_self = ns(end); | |
23 | |
24 if nargin < 2, prior = normalise(myones(ns)); end | |
25 | |
26 | |
27 if 1 | |
28 prior = reshape(prior(:), [prod(ns_ps) ns_self]); | |
29 counts = reshape(counts, [prod(ns_ps) ns_self]); | |
30 %U = prod(gamma(prior + counts) ./ gamma(prior), 2); % mult over k | |
31 LU = sum(gammaln(prior + counts) - gammaln(prior), 2); | |
32 alpha_ij = sum(prior, 2); % sum over k | |
33 N_ij = sum(counts, 2); | |
34 %V = gamma(alpha_ij) ./ gamma(alpha_ij + N_ij); | |
35 LV = gammaln(alpha_ij) - gammaln(alpha_ij + N_ij); | |
36 %L = prod(U .* V); | |
37 LL = sum(LU + LV); | |
38 else | |
39 CPT = mk_stochastic(prior + counts); | |
40 LL = sum(log(CPT(:) .* counts(:))); | |
41 end | |
42 |