Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/learning/dirichlet_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/dirichlet_score_family.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,42 @@ +function LL = dirichlet_score_family(counts, prior) +% DIRICHLET_SCORE Compute the log marginal likelihood of a single family +% LL = dirichlet_score(counts, prior) +% +% counts(a, b, ..., z) is the number of times parent 1 = a, parent 2 = b, ..., child = z +% prior is an optional multidimensional array of the same shape as counts. +% It defaults to a uniform prior. +% +% We marginalize out the parameters: +% LL = log \int \prod_m P(x(i,m) | x(Pa_i,m), theta_i) P(theta_i) d(theta_i) + + +% LL = log[ prod_j gamma(alpha_ij)/gamma(alpha_ij + N_ij) * +% prod_k gamma(alpha_ijk + N_ijk)/gamma(alpha_ijk) ] +% Call the prod_k term U and the prod_j term V. +% We reshape all quantities into (j,k) matrices +% This formula was first derived by Cooper and Herskovits, 1992. +% See also "Learning Bayesian Networks", Heckerman, Geiger and Chickering, MLJ 95. + +ns = mysize(counts); +ns_ps = ns(1:end-1); +ns_self = ns(end); + +if nargin < 2, prior = normalise(myones(ns)); end + + +if 1 + prior = reshape(prior(:), [prod(ns_ps) ns_self]); + counts = reshape(counts, [prod(ns_ps) ns_self]); + %U = prod(gamma(prior + counts) ./ gamma(prior), 2); % mult over k + LU = sum(gammaln(prior + counts) - gammaln(prior), 2); + alpha_ij = sum(prior, 2); % sum over k + N_ij = sum(counts, 2); + %V = gamma(alpha_ij) ./ gamma(alpha_ij + N_ij); + LV = gammaln(alpha_ij) - gammaln(alpha_ij + N_ij); + %L = prod(U .* V); + LL = sum(LU + LV); +else + CPT = mk_stochastic(prior + counts); + LL = sum(log(CPT(:) .* counts(:))); +end +