comparison toolboxes/FullBNT-1.0.7/bnt/inference/static/@gibbs_sampling_inf_engine/gibbs_sampling_inf_engine.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 engine = gibbs_sampling_inf_engine(bnet, varargin)
2 % GIBBS_SAMPLING_INF_ENGINE
3 %
4 % engine = gibbs_sampling_inf_engine(bnet, ...)
5 %
6 % Optional parameters [default in brackets]
7 % 'burnin' - How long before you start using the samples [100].
8 % 'gap' - how often you use the samples in the estimate [1].
9 % 'T' - number of samples [1000]
10 % i.e, number of node flips (so, for
11 % example if there are 10 nodes in the bnet, and T is 1000, each
12 % node will get flipped 100 times (assuming a deterministic schedule))
13 % The total running time is proportional to burnin + T*gap.
14 %
15 % 'order' - if the sampling schedule is deterministic, use this
16 % parameter to specify the order in which nodes are sampled.
17 % Order is allowed to include multiple copies of nodes, which is
18 % useful if you want to, say, focus sampling on particular nodes.
19 % Default is to use a deterministic schedule that goes through the
20 % nodes in order.
21 %
22 % 'sampling_dist' - when using a stochastic sampling method, at
23 % each step the node to sample is chosen according to this
24 % distribution (may be unnormalized)
25 %
26 % The sampling_dist and order parameters shouldn't both be used,
27 % and this will cause an assert.
28 %
29 %
30 % Written by "Bhaskara Marthi" <bhaskara@cs.berkeley.edu> Feb 02.
31
32
33 engine.burnin = 100;
34 engine.gap = 1;
35 engine.T = 1000;
36 use_default_order = 1;
37 engine.deterministic = 1;
38 engine.order = {};
39 engine.sampling_dist = {};
40
41 if nargin >= 2
42 args = varargin;
43 nargs = length(args);
44 for i = 1:2:nargs
45 switch args{i}
46 case 'burnin'
47 engine.burnin = args{i+1};
48 case 'gap'
49 engine.gap = args{i+1};
50 case 'T'
51 engine.T = args{i+1};
52 case 'order'
53 assert (use_default_order);
54 use_default_order = 0;
55 engine.order = args{i+1};
56 case 'sampling_dist'
57 assert (use_default_order);
58 use_default_order = 0;
59 engine.deterministic = 0;
60 engine.sampling_dist = args{i+1};
61 otherwise
62 error(['unrecognized parameter to gibbs_sampling_inf_engine']);
63 end
64 end
65 end
66
67 engine.slice_size = size(bnet.dag, 2);
68 if (use_default_order)
69 engine.order = 1:engine.slice_size;
70 end
71 engine.hnodes = [];
72 engine.onodes = [];
73 engine.evidence = [];
74 engine.state = [];
75 engine.marginal_counts = {};
76
77 % Precompute the strides for each CPT
78 engine.strides = compute_strides(bnet);
79
80 % Precompute graphical information
81 engine.families = compute_families(bnet);
82 engine.children = compute_children(bnet);
83
84 % For convenience, store the CPTs as tables rather than objects
85 engine.CPT = get_cpts(bnet);
86
87 engine = class(engine, 'gibbs_sampling_inf_engine', inf_engine(bnet));
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