comparison toolboxes/FullBNT-1.0.7/bnt/CPDs/@mlp_CPD/mlp_CPD.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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-1:000000000000 0:e9a9cd732c1e
1 function CPD = mlp_CPD(bnet, self, nhidden, w1, b1, w2, b2, clamped, max_iter, verbose, wthresh, llthresh)
2 % MLP_CPD Make a CPD from a Multi Layer Perceptron (i.e., feedforward neural network)
3 %
4 % We use a different MLP for each discrete parent combination (if there are any discrete parents).
5 % We currently assume this node (the child) is discrete.
6 %
7 % CPD = mlp_CPD(bnet, self, nhidden)
8 % will create a CPD with random parameters, where self is the number of this node and nhidden the number of the hidden nodes.
9 % The params are drawn from N(0, s*I), where s = 1/sqrt(n+1), n = length(X).
10 %
11 % CPD = mlp_CPD(bnet, self, nhidden, w1, b1, w2, b2) allows you to specify the params, where
12 % w1 = first-layer weight matrix
13 % b1 = first-layer bias vector
14 % w2 = second-layer weight matrix
15 % b2 = second-layer bias vector
16 % These are assumed to be the same for each discrete parent combination.
17 % If any of these are [], random values will be created.
18 %
19 % CPD = mlp_CPD(bnet, self, nhidden, w1, b1, w2, b2, clamped) allows you to prevent the params from being
20 % updated during learning (if clamped = 1). Default: clamped = 0.
21 %
22 % CPD = mlp_CPD(bnet, self, nhidden, w1, b1, w2, b2, clamped, max_iter, verbose, wthresh, llthresh)
23 % alllows you to specify params that control the M step:
24 % max_iter - the maximum number of steps to take (default: 10)
25 % verbose - controls whether to print (default: 0 means silent).
26 % wthresh - a measure of the precision required for the value of
27 % the weights W at the solution. Default: 1e-2.
28 % llthresh - a measure of the precision required of the objective
29 % function (log-likelihood) at the solution. Both this and the previous condition must
30 % be satisfied for termination. Default: 1e-2.
31 %
32 % For learning, we use a weighted version of scaled conjugated gradient in the M step.
33
34 if nargin==0
35 % This occurs if we are trying to load an object from a file.
36 CPD = init_fields;
37 CPD = class(CPD, 'mlp_CPD', discrete_CPD(0,[]));
38 return;
39 elseif isa(bnet, 'mlp_CPD')
40 % This might occur if we are copying an object.
41 CPD = bnet;
42 return;
43 end
44 CPD = init_fields;
45
46 assert(myismember(self, bnet.dnodes));
47 ns = bnet.node_sizes;
48
49 ps = parents(bnet.dag, self);
50 dnodes = mysetdiff(1:length(bnet.dag), bnet.cnodes);
51 dps = myintersect(ps, dnodes);
52 cps = myintersect(ps, bnet.cnodes);
53 dpsz = prod(ns(dps));
54 cpsz = sum(ns(cps));
55 self_size = ns(self);
56
57 % discrete/cts parent index - which ones of my parents are discrete/cts?
58 CPD.dpndx = find_equiv_posns(dps, ps);
59 CPD.cpndx = find_equiv_posns(cps, ps);
60
61 CPD.mlp = cell(1,dpsz);
62 for i=1:dpsz
63 CPD.mlp{i} = mlp(cpsz, nhidden, self_size, 'softmax');
64 if nargin >=4 & ~isempty(w1)
65 CPD.mlp{i}.w1 = w1;
66 end
67 if nargin >=5 & ~isempty(b1)
68 CPD.mlp{i}.b1 = b1;
69 end
70 if nargin >=6 & ~isempty(w2)
71 CPD.mlp{i}.w2 = w2;
72 end
73 if nargin >=7 & ~isempty(b2)
74 CPD.mlp{i}.b2 = b2;
75 end
76 W1app(:,:,i)=CPD.mlp{i}.w1;
77 W2app(:,:,i)=CPD.mlp{i}.w2;
78 b1app(i,:)=CPD.mlp{i}.b1;
79 b2app(i,:)=CPD.mlp{i}.b2;
80 end
81 if nargin < 8, clamped = 0; end
82 if nargin < 9, max_iter = 10; end
83 if nargin < 10, verbose = 0; end
84 if nargin < 11, wthresh = 1e-2; end
85 if nargin < 12, llthresh = 1e-2; end
86
87 CPD.self = self;
88 CPD.max_iter = max_iter;
89 CPD.verbose = verbose;
90 CPD.wthresh = wthresh;
91 CPD.llthresh = llthresh;
92
93 % sufficient statistics
94 % Since MLP is not in the exponential family, we must store all the raw data.
95 %
96 CPD.W1=W1app; % Extract all the parameters of the node for handling discrete obs parents
97 CPD.W2=W2app; %
98 nparaW=[size(W1app) size(W2app)]; %
99 CPD.b1=b1app; %
100 CPD.b2=b2app; %
101 nparab=[size(b1app) size(b2app)]; %
102
103 CPD.sizes=bnet.node_sizes(:); % used in CPD_to_table to pump up the node sizes
104
105 CPD.parent_vals = []; % X(l,:) = value of cts parents in l'th example
106
107 CPD.eso_weights=[]; % weights used by the SCG algorithm
108
109 CPD.self_vals = []; % Y(l,:) = value of self in l'th example
110
111 % For BIC
112 CPD.nsamples = 0;
113 CPD.nparams=prod(nparaW)+prod(nparab);
114 CPD = class(CPD, 'mlp_CPD', discrete_CPD(clamped, ns([ps self])));
115
116 %%%%%%%%%%%
117
118 function CPD = init_fields()
119 % This ensures we define the fields in the same order
120 % no matter whether we load an object from a file,
121 % or create it from scratch. (Matlab requires this.)
122
123 CPD.mlp = {};
124 CPD.self = [];
125 CPD.max_iter = [];
126 CPD.verbose = [];
127 CPD.wthresh = [];
128 CPD.llthresh = [];
129 CPD.approx_hess = [];
130 CPD.W1 = [];
131 CPD.W2 = [];
132 CPD.b1 = [];
133 CPD.b2 = [];
134 CPD.sizes = [];
135 CPD.parent_vals = [];
136 CPD.eso_weights=[];
137 CPD.self_vals = [];
138 CPD.nsamples = [];
139 CPD.nparams = [];