Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/learning/bic_score_family.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/bnt/learning/bic_score_family.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,23 @@ +function [S, LL] = bic_score(counts, CPT, ncases) +% BIC_SCORE Bayesian Information Criterion score for a single family +% [S, LL] = bic_score(counts, CPT, ncases) +% +% S is a large sample approximation to the log marginal likelihood, +% which can be computed using dirichlet_score. +% +% S = \log [ prod_j _prod_k theta_ijk ^ N_ijk ] - 0.5*d*log(ncases) +% where counts encode N_ijk, theta_ijk is the MLE comptued from counts, +% and d is the num of free parameters. + +%CPT = mk_stochastic(counts); +tiny = exp(-700); +LL = sum(log(CPT(:) + tiny) .* counts(:)); +% CPT(i) = 0 iff counts(i) = 0 so it is okay to add tiny + +ns = mysize(counts); +ns_ps = ns(1:end-1); +ns_self = ns(end); +nparams = prod([ns_ps (ns_self-1)]); +% sum-to-1 constraint reduces the effective num. vals of the node by 1 + +S = LL - 0.5*nparams*log(ncases);