comparison toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@pearl_dbn_inf_engine/Old/filter_evidence_obj_oriented.m @ 0:e9a9cd732c1e tip

first hg version after svn

+function [marginal, msg, loglik] = filter_evidence_old(engine, evidence)
+% [marginal, msg, loglik] = filter_evidence(engine, evidence) (pearl_dbn)
+
+[ss T] = size(evidence);
+bnet = bnet_from_engine(engine);
+bnet2 = dbn_to_bnet(bnet, T);
+ns = bnet2.node_sizes;
+hnodes = mysetdiff(1:ss, engine.onodes);
+hnodes = hnodes(:)';
+
+[engine.parent_index, engine.child_index] = mk_pearl_msg_indices(bnet2);
+
+msg = init_msgs(bnet2.dag, ns, evidence);
+msg = init_ev_msgs(engine, evidence, msg);
+
+verbose = 1;
+if verbose, fprintf('\nold filtering\n'); end
+
+for t=1:T
+  % update pi
+  for i=hnodes
+    n = i + (t-1)*ss;
+    ps = parents(bnet2.dag, n);
+    if t==1
+      e = bnet.equiv_class(i,1);
+    else
+      e = bnet.equiv_class(i,2);
+    end
+    msg{n}.pi = compute_pi(bnet.CPD{e}, n, ps, msg);
+    %if verbose, fprintf('%d computes pi\n', n); disp(msg{n}.pi); end
+    msg{n}.pi = normalise(msg{n}.pi(:) .* msg{n}.lambda_from_self(:));
+    if verbose, fprintf('%d recomputes pi\n', n); disp(msg{n}.pi); end
+  end
+  % send pi msg to children
+  for i=hnodes
+    n = i + (t-1)*ss;
+    cs = children(bnet2.dag, n);
+    for c=cs(:)'
+      j = engine.parent_index{c}(n); % n is c's j'th parent
+      pi_msg = normalise(compute_pi_msg(n, cs, msg, c, ns));
+      msg{c}.pi_from_parent{j} = pi_msg;
+      if verbose, fprintf('%d sends pi to %d\n', n,c); disp(pi_msg); end
+    end
+  end
+end
+
+
+marginal = cell(ss,T);
+lik = zeros(1,ss*T);
+for t=1:T
+  for i=1:ss
+    n = i + (t-1)*ss;
+    %[bel, lik(n)] = normalise(msg{n}.pi .* msg{n}.lambda);     
+    [bel, lik(n)] = normalise(msg{n}.pi);
+    marginal{i,t} = bel;
+  end
+end
+
+loglik = sum(log(lik));
+
+
+
+%%%%%%%
+
+function lambda = compute_lambda(n, cs, msg, ns)
+% Pearl p183 eq 4.50
+lambda = prod_lambda_msgs(n, cs, msg, ns);
+
+%%%%%%%
+
+function pi_msg = compute_pi_msg(n, cs, msg, c, ns)
+% Pearl p183 eq 4.53 and 4.51
+pi_msg = msg{n}.pi .* prod_lambda_msgs(n, cs, msg, ns, c);
+
+%%%%%%%%%
+
+function lam = prod_lambda_msgs(n, cs, msg, ns, except)
+
+if nargin < 5, except = -1; end
+
+%lam = msg{n}.lambda_from_self(:);
+lam = ones(ns(n), 1);
+for i=1:length(cs)
+  c = cs(i);
+  if c ~= except
+    lam = lam .* msg{n}.lambda_from_child{i};
+  end
+end   
+
+
+%%%%%%%%%%%
+
+function msg = init_msgs(dag, ns, evidence)
+% INIT_MSGS Initialize the lambda/pi message and state vectors (pearl_dbn)
+% msg =  init_msgs(dag, ns, evidence)
+%
+% We assume all the hidden nodes are discrete.
+
+N = length(dag);
+msg = cell(1,N);
+observed = ~isemptycell(evidence(:));
+
+for n=1:N
+  ps = parents(dag, n);
+  msg{n}.pi_from_parent = cell(1, length(ps));
+  for i=1:length(ps)
+    p = ps(i);
+    msg{n}.pi_from_parent{i} = ones(ns(p), 1);
+  end
+  
+  cs = children(dag, n);
+  msg{n}.lambda_from_child = cell(1, length(cs));
+  for i=1:length(cs)
+    c = cs(i);
+    msg{n}.lambda_from_child{i} = ones(ns(n), 1);
+  end
+
+  msg{n}.lambda = ones(ns(n), 1);
+  msg{n}.pi = ones(ns(n), 1);
+  
+  msg{n}.lambda_from_self = ones(ns(n), 1);
+end
+
+
+%%%%%%%%%
+
+function msg = init_ev_msgs(engine, evidence, msg)
+% Initialize the lambdas with any evidence
+
+[ss T] = size(evidence);
+bnet = bnet_from_engine(engine);
+pot_type = 'd';
+t = 1;
+hnodes = mysetdiff(1:ss, engine.onodes);
+for i=hnodes(:)'
+  c = engine.obschild(i);
+  if c > 0
+    fam = family(bnet.dag, c);
+    e = bnet.equiv_class(c, 1);
+    CPDpot = CPD_to_pot(pot_type, bnet.CPD{e}, fam, bnet.node_sizes(:), bnet.cnodes(:), evidence(:,1));
+    temp = pot_to_marginal(CPDpot);
+    n = i;
+    msg{n}.lambda_from_self = temp.T;
+  end
+end
+for t=2:T
+  for i=hnodes(:)'
+    c = engine.obschild(i);
+    if c > 0 
+      fam = family(bnet.dag, c, 2);
+      e = bnet.equiv_class(c, 2);
+      CPDpot = CPD_to_pot(pot_type, bnet.CPD{e}, fam, bnet.node_sizes(:), bnet.cnodes(:), evidence(:,t-1:t));
+      temp = pot_to_marginal(CPDpot);
+      n = i + (t-1)*ss;
+      msg{n}.lambda_from_self = temp.T;
+    end
+  end
+end