comparison toolboxes/FullBNT-1.0.7/bnt/examples/static/cg1.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 % Conditional Gaussian network
2 % The waste incinerator emissions example from Lauritzen (1992),
3 % "Propogation of Probabilities, Means and Variances in Mixed Graphical Association Models",
4 % JASA 87(420): 1098--1108
5 %
6 % This example is reprinted on p145 of "Probabilistic Networks and Expert Systems",
7 % Cowell, Dawid, Lauritzen and Spiegelhalter, 1999, Springer.
8 %
9 % For a picture, see http://www.cs.berkeley.edu/~murphyk/Bayes/usage.html#cg_model
10
11 ns = 2*ones(1,9);
12 %bnet = mk_incinerator_bnet(ns);
13 bnet = mk_incinerator_bnet;
14
15 engines = {};
16 %engines{end+1} = stab_cond_gauss_inf_engine(bnet);
17 engines{end+1} = jtree_inf_engine(bnet);
18 engines{end+1} = cond_gauss_inf_engine(bnet);
19 nengines = length(engines);
20
21 F = 1; W = 2; E = 3; B = 4; C = 5; D = 6; Min = 7; Mout = 8; L = 9;
22 n = 9;
23 dnodes = [B F W];
24 cnodes = mysetdiff(1:n, dnodes);
25
26 evidence = cell(1,n); % no evidence
27 ll = zeros(1, nengines);
28 for e=1:nengines
29 [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
30 end
31 %assert(approxeq(ll(1), ll)))
32 ll
33
34 % Compare to the results in table on p1107.
35 % These results are printed to 3dp in Cowell p150
36
37 mu = zeros(1,n);
38 sigma = zeros(1,n);
39 dprob = zeros(1,n);
40 addev = 1;
41 tol = 1e-2;
42 for e=1:nengines
43 for i=cnodes(:)'
44 m = marginal_nodes(engines{e}, i, addev);
45 mu(i) = m.mu;
46 sigma(i) = sqrt(m.Sigma);
47 end
48 for i=dnodes(:)'
49 m = marginal_nodes(engines{e}, i, addev);
50 dprob(i) = m.T(1);
51 end
52 assert(approxeq(mu([E D C L Min Mout]), [-3.25 3.04 -1.85 1.48 -0.214 2.83], tol))
53 assert(approxeq(sigma([E D C L Min Mout]), [0.709 0.770 0.507 0.631 0.459 0.860], tol))
54 assert(approxeq(dprob([B F W]), [0.85 0.95 0.29], tol))
55 %m = marginal_nodes(engines{e}, bnet.names('E'), addev);
56 %assert(approxeq(m.mu, -3.25, tol))
57 %assert(approxeq(sqrt(m.Sigma), 0.709, tol))
58 end
59
60 % Add evidence (p 1105, top right)
61 evidence = cell(1,n);
62 evidence{W} = 1; % industrial
63 evidence{L} = 1.1;
64 evidence{C} = -0.9;
65
66 ll = zeros(1, nengines);
67 for e=1:nengines
68 [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
69 end
70 assert(all(approxeq(ll(1), ll)))
71
72 for e=1:nengines
73 for i=cnodes(:)'
74 m = marginal_nodes(engines{e}, i, addev);
75 mu(i) = m.mu;
76 sigma(i) = sqrt(m.Sigma);
77 end
78 for i=dnodes(:)'
79 m = marginal_nodes(engines{e}, i, addev);
80 dprob(i) = m.T(1);
81 end
82 assert(approxeq(mu([E D C L Min Mout]), [-3.90 3.61 -0.9 1.1 0.5 4.11], tol))
83 assert(approxeq(sigma([E D C L Min Mout]), [0.076 0.326 0 0 0.1 0.344], tol))
84 assert(approxeq(dprob([B F W]), [0.0122 0.9995 1], tol))
85 end
86