diff toolboxes/FullBNT-1.0.7/bnt/examples/static/fgraph/fg1.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
parents
children
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/examples/static/fgraph/fg1.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,98 @@
+% make an unrolled HMM, convert to factor graph, and check that 
+% loopy propagation on the fgraph gives the exact answers.
+
+seed = 1;
+rand('state', seed);
+randn('state', seed);
+
+T = 3;
+Q = 3;
+O = 3;
+cts_obs = 0;
+param_tying = 1;
+bnet = mk_hmm_bnet(T, Q, O, cts_obs, param_tying);
+
+data = sample_bnet(bnet);
+
+fgraph = bnet_to_fgraph(bnet);
+big_bnet = fgraph_to_bnet(fgraph);
+% converting factor graph back does not recover the structure of the original bnet
+
+max_iter = 2*T;
+
+engine = {};
+engine{1} = jtree_inf_engine(bnet);
+engine{2} = belprop_inf_engine(bnet, 'max_iter', max_iter);
+engine{3} = belprop_fg_inf_engine(fgraph, 'max_iter', max_iter);
+engine{4} = jtree_inf_engine(big_bnet);
+nengines = length(engine);
+
+big_engine = 4;
+fgraph_engine = 3;
+
+
+N = 2*T;
+evidence = cell(1,N);
+onodes = bnet.observed;
+evidence(onodes) = data(onodes);
+hnodes = mysetdiff(1:N, onodes);
+
+bigN = length(big_bnet.dag);
+big_evidence = cell(1, bigN);
+big_evidence(onodes) = data(onodes);
+big_evidence(N+1:end) = {1}; % factors are observed to be 1
+
+ll = zeros(1, nengines);
+for i=1:nengines
+  if i==big_engine
+    tic; [engine{i}, ll(i)] = enter_evidence(engine{i}, big_evidence); toc
+  else
+    tic; [engine{i}, ll(i)] = enter_evidence(engine{i}, evidence); toc
+  end
+end
+
+% compare all engines to engine{1}
+
+% the log likelihood values may be bogus...
+for i=2:nengines
+  %assert(approxeq(ll(1), ll(i)));
+end
+
+
+marg = zeros(T, nengines, Q); % marg(t,e,:)
+for t=1:T
+  for e=1:nengines
+    m = marginal_nodes(engine{e}, t);
+    marg(t,e,:) = m.T;
+  end
+end
+marg
+
+
+m = cell(nengines, T);
+for i=1:T
+  for e=1:nengines
+    m{e,i} = marginal_nodes(engine{e}, hnodes(i));
+  end
+  for e=2:nengines
+    assert(approxeq(m{e,i}.T, m{1,i}.T));
+  end
+end
+
+mpe = {};
+ll = zeros(1, nengines);
+for e=1:nengines
+  if e==big_engine
+    mpe{e} = find_mpe(engine{e}, big_evidence);
+    mpe{e} = mpe{e}(1:N); % chop off dummy nodes
+  else
+    mpe{e} = find_mpe(engine{e}, evidence);
+  end
+end
+
+% fgraph can't compute loglikelihood for software reasons
+% jtree on the big_bnet gives the wrong ll
+for e=2:nengines
+  %assert(approxeq(ll(1), ll(e)));
+  assert(approxeq(cell2num(mpe{1}), cell2num(mpe{e})))
+end