diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@frontier_inf_engine/enter_soft_evidence.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/inference/dynamic/@frontier_inf_engine/enter_soft_evidence.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,142 @@
+function [fwdback, loglik, fwd_frontier, back_frontier] = enter_soft_evidence(engine, CPD, onodes, pot_type, filter)
+% ENTER_SOFT_EVIDENCE Add soft evidence to network (frontier)
+% [fwdback, loglik] = enter_soft_evidence(engine, CPDpot, onodes, filter)
+
+if nargin < 3, filter = 0; end
+
+[ss T] = size(CPD);
+bnet = bnet_from_engine(engine);
+ns = repmat(bnet.node_sizes_slice(:), 1, T);
+cnodes = unroll_set(bnet.cnodes(:), ss, T);
+
+% FORWARDS
+fwd = cell(ss,T);
+ll = zeros(1,T);
+S = 2*ss; % num. intermediate frontiers to get from t to t+1
+frontier = cell(S,T);
+
+% Start with empty frontier, and add each node in slice 1
+init = mk_initial_pot(pot_type, [], ns, cnodes, onodes);  
+t = 1;
+s = 1;
+j = 1;
+frontier{s,t} = update(init, j, 1, CPD{j}, engine.fdom1{s}, pot_type, ns, cnodes, onodes);
+fwd{j} = frontier{s,t};
+for s=2:ss
+  j = s; % add node j at step s
+  frontier{s,t} = update(frontier{s-1,t}, j, 1, CPD{j}, engine.fdom1{s}, pot_type, ns, cnodes, onodes);
+  fwd{j} = frontier{s,t};
+end
+frontier{S,t} = frontier{ss,t};
+[frontier{S,t}, ll(1)] = normalize_pot(frontier{S,t});
+
+% Now move frontier from slice to slice
+OPS = engine.ops;
+add = OPS>0;
+nodes = [zeros(S,1) unroll_set(abs(OPS(:)), ss, T-1)];
+for t=2:T
+  offset = (t-2)*ss;
+  for s=1:S
+    if s==1
+      prev_ndx = (t-2)*S + S; % S,t-1
+    else
+      prev_ndx = (t-1)*S + s-1; % s-1,t
+    end
+    j = nodes(s,t);
+    frontier{s,t} = update(frontier{prev_ndx}, j, add(s), CPD{j}, engine.fdom{s}+offset, pot_type, ns, cnodes, onodes);
+    if add(s)
+      fwd{j} = frontier{s,t};
+    end
+  end
+  [frontier{S,t}, ll(t)] = normalize_pot(frontier{S,t});
+end
+loglik = sum(ll);
+
+
+fwd_frontier = frontier;
+
+if filter
+  fwdback = fwd;
+  return;
+end
+
+
+% BACKWARDS
+back = cell(ss,T);
+add = ~add; % forwards add = backwards remove 
+frontier = cell(S,T+1);
+t = T;
+dom = (1:ss) + (t-1)*ss;
+frontier{1,T+1} = mk_initial_pot(pot_type, dom, ns, cnodes, onodes); % all 1s for last slice
+for t=T:-1:2
+  offset = (t-2)*ss;
+  for s=S:-1:1 % reverse order
+    if s==S
+      prev_ndx = t*S + 1; % 1,t+1
+    else
+      prev_ndx = (t-1)*S + (s+1); % s+1,t
+    end
+    j = nodes(s,t);
+    if ~add(s)
+      back{j} = frontier{prev_ndx}; % save frontier before removing
+    end
+    frontier{s,t} = rev_update(frontier{prev_ndx}, t, s, j, add(s), CPD{j}, engine.fdom{s}+offset, pot_type, ns, cnodes, onodes);
+  end
+  frontier{1,t} = normalize_pot(frontier{1,t});
+end
+% Remove each node in first slice until left with empty set
+t = 1;
+frontier{ss+1,t} = frontier{1,2};
+add = 0;
+for s=ss:-1:1
+  j = s; % remove node j at step s
+  back{j} = frontier{s+1,t};
+  frontier{s,t} = rev_update(frontier{s+1,t}, t, s, j, add, CPD{j}, 1:s, pot_type, ns, cnodes, onodes);
+end
+
+% COMBINE
+for t=1:T
+  for i=1:ss
+    %fwd{i,t} = multiply_by_pot(fwd{i,t}, back{i,t});
+    %fwdback{i,t} = normalize_pot(fwd{i,t});
+    fwdback{i,t} = normalize_pot(multiply_pots(fwd{i,t}, back{i,t}));
+  end
+end
+
+back_frontier = frontier;
+
+%%%%%%%%%%
+function new_frontier = update(old_frontier, j, add, CPD, newdom, pot_type, ns, cnodes, onodes)
+
+if add
+  new_frontier = mk_initial_pot(pot_type, newdom, ns, cnodes, onodes);      
+  new_frontier = multiply_by_pot(new_frontier, old_frontier);
+  new_frontier = multiply_by_pot(new_frontier, CPD);
+else
+  new_frontier = marginalize_pot(old_frontier, mysetdiff(domain_pot(old_frontier), j));    
+end
+
+
+%%%%%%
+function new_frontier = rev_update(old_frontier, t, s, j, add, CPD, junk, pot_type, ns, cnodes, onodes)
+
+olddom = domain_pot(old_frontier);
+assert(isequal(junk, olddom));
+
+if add
+  % add: extend domain to include j by multiplying by 1
+  newdom = myunion(olddom, j);
+  new_frontier = mk_initial_pot(pot_type, newdom, ns, cnodes, onodes);      
+  new_frontier = multiply_by_pot(new_frontier, old_frontier);
+  %fprintf('t=%d, s=%d, add %d to %s to make %s\n', t, s, j, num2str(olddom), num2str(newdom));
+else 
+  % remove: multiply in CPT and then marginalize out j
+  % parents of j are guaranteed to be in old_frontier, else couldn't have added j on fwds pass
+  old_frontier = multiply_by_pot(old_frontier, CPD);
+  newdom = mysetdiff(olddom, j);
+  new_frontier = marginalize_pot(old_frontier, newdom);
+  %newdom2 = domain_pot(new_frontier);
+  %fprintf('t=%d, s=%d, rem %d from %s to make %s\n', t, s, j, num2str(olddom), num2str(newdom2));
+end
+
+