Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/Old/gaussian_CPD.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/CPDs/@gaussian_CPD/Old/gaussian_CPD.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,184 @@ +function CPD = gaussian_CPD(varargin) +% GAUSSIAN_CPD Make a conditional linear Gaussian distrib. +% +% To define this CPD precisely, call the continuous (cts) parents (if any) X, +% the discrete parents (if any) Q, and this node Y. Then the distribution on Y is: +% - no parents: Y ~ N(mu, Sigma) +% - cts parents : Y|X=x ~ N(mu + W x, Sigma) +% - discrete parents: Y|Q=i ~ N(mu(i), Sigma(i)) +% - cts and discrete parents: Y|X=x,Q=i ~ N(mu(i) + W(i) x, Sigma(i)) +% +% CPD = gaussian_CPD(bnet, node, ...) will create a CPD with random parameters, +% where node is the number of a node in this equivalence class. +% +% The list below gives optional arguments [default value in brackets]. +% (Let ns(i) be the size of node i, X = ns(X), Y = ns(Y) and Q = prod(ns(Q)).) +% +% mean - mu(:,i) is the mean given Q=i [ randn(Y,Q) ] +% cov - Sigma(:,:,i) is the covariance given Q=i [ repmat(eye(Y,Y), [1 1 Q]) ] +% weights - W(:,:,i) is the regression matrix given Q=i [ randn(Y,X,Q) ] +% cov_type - if 'diag', Sigma(:,:,i) is diagonal [ 'full' ] +% tied_cov - if 1, we constrain Sigma(:,:,i) to be the same for all i [0] +% clamp_mean - if 1, we do not adjust mu(:,i) during learning [0] +% clamp_cov - if 1, we do not adjust Sigma(:,:,i) during learning [0] +% clamp_weights - if 1, we do not adjust W(:,:,i) during learning [0] +% cov_prior_weight - weight given to I prior for estimating Sigma [0.01] +% +% e.g., CPD = gaussian_CPD(bnet, i, 'mean', [0; 0], 'clamp_mean', 'yes') +% +% For backwards compatibility with BNT2, you can also specify the parameters in the following order +% CPD = gaussian_CPD(bnet, self, mu, Sigma, W, cov_type, tied_cov, clamp_mean, clamp_cov, clamp_weight) +% +% Sometimes it is useful to create an "isolated" CPD, without needing to pass in a bnet. +% In this case, you must specify the discrete and cts parents (dps, cps) and the family sizes, followed +% by the optional arguments above: +% CPD = gaussian_CPD('self', i, 'dps', dps, 'cps', cps, 'sz', fam_size, ...) + + +if nargin==0 + % This occurs if we are trying to load an object from a file. + CPD = init_fields; + clamp = 0; + CPD = class(CPD, 'gaussian_CPD', generic_CPD(clamp)); + return; +elseif isa(varargin{1}, 'gaussian_CPD') + % This might occur if we are copying an object. + CPD = varargin{1}; + return; +end +CPD = init_fields; + +CPD = class(CPD, 'gaussian_CPD', generic_CPD(0)); + + +% parse mandatory arguments +if ~isstr(varargin{1}) % pass in bnet + bnet = varargin{1}; + self = varargin{2}; + args = varargin(3:end); + ns = bnet.node_sizes; + ps = parents(bnet.dag, self); + dps = myintersect(ps, bnet.dnodes); + cps = myintersect(ps, bnet.cnodes); + fam_sz = ns([ps self]); +else + disp('parsing new style') + for i=1:2:length(varargin) + switch varargin{i}, + case 'self', self = varargin{i+1}; + case 'dps', dps = varargin{i+1}; + case 'cps', cps = varargin{i+1}; + case 'sz', fam_sz = varargin{i+1}; + end + end + ps = myunion(dps, cps); + args = varargin; +end + +CPD.self = self; +CPD.sizes = fam_sz; + +% Figure out which (if any) of the parents are discrete, and which cts, and how big they are +% dps = discrete parents, cps = cts parents +CPD.cps = find_equiv_posns(cps, ps); % cts parent index +CPD.dps = find_equiv_posns(dps, ps); +ss = fam_sz(end); +psz = fam_sz(1:end-1); +dpsz = prod(psz(CPD.dps)); +cpsz = sum(psz(CPD.cps)); + +% set default params +CPD.mean = randn(ss, dpsz); +CPD.cov = 100*repmat(eye(ss), [1 1 dpsz]); +CPD.weights = randn(ss, cpsz, dpsz); +CPD.cov_type = 'full'; +CPD.tied_cov = 0; +CPD.clamped_mean = 0; +CPD.clamped_cov = 0; +CPD.clamped_weights = 0; +CPD.cov_prior_weight = 0.01; + +nargs = length(args); +if nargs > 0 + if ~isstr(args{1}) + % gaussian_CPD(bnet, self, mu, Sigma, W, cov_type, tied_cov, clamp_mean, clamp_cov, clamp_weights) + if nargs >= 1 & ~isempty(args{1}), CPD.mean = args{1}; end + if nargs >= 2 & ~isempty(args{2}), CPD.cov = args{2}; end + if nargs >= 3 & ~isempty(args{3}), CPD.weights = args{3}; end + if nargs >= 4 & ~isempty(args{4}), CPD.cov_type = args{4}; end + if nargs >= 5 & ~isempty(args{5}) & strcmp(args{5}, 'tied'), CPD.tied_cov = 1; end + if nargs >= 6 & ~isempty(args{6}), CPD.clamped_mean = 1; end + if nargs >= 7 & ~isempty(args{7}), CPD.clamped_cov = 1; end + if nargs >= 8 & ~isempty(args{8}), CPD.clamped_weights = 1; end + else + CPD = set_fields(CPD, args{:}); + end +end + +% Make sure the matrices have 1 dimension per discrete parent. +% Bug fix due to Xuejing Sun 3/6/01 +CPD.mean = myreshape(CPD.mean, [ss ns(dps)]); +CPD.cov = myreshape(CPD.cov, [ss ss ns(dps)]); +CPD.weights = myreshape(CPD.weights, [ss cpsz ns(dps)]); + +CPD.init_cov = CPD.cov; % we reset to this if things go wrong during learning + +% expected sufficient statistics +CPD.Wsum = zeros(dpsz,1); +CPD.WYsum = zeros(ss, dpsz); +CPD.WXsum = zeros(cpsz, dpsz); +CPD.WYYsum = zeros(ss, ss, dpsz); +CPD.WXXsum = zeros(cpsz, cpsz, dpsz); +CPD.WXYsum = zeros(cpsz, ss, dpsz); + +% For BIC +CPD.nsamples = 0; +switch CPD.cov_type + case 'full', + ncov_params = ss*(ss-1)/2; % since symmetric (and positive definite) + case 'diag', + ncov_params = ss; + otherwise + error(['unrecognized cov_type ' cov_type]); +end +% params = weights + mean + cov +if CPD.tied_cov + CPD.nparams = ss*cpsz*dpsz + ss*dpsz + ncov_params; +else + CPD.nparams = ss*cpsz*dpsz + ss*dpsz + dpsz*ncov_params; +end + + + +clamped = CPD.clamped_mean & CPD.clamped_cov & CPD.clamped_weights; +CPD = set_clamped(CPD, clamped); + +%%%%%%%%%%% + +function CPD = init_fields() +% This ensures we define the fields in the same order +% no matter whether we load an object from a file, +% or create it from scratch. (Matlab requires this.) + +CPD.self = []; +CPD.sizes = []; +CPD.cps = []; +CPD.dps = []; +CPD.mean = []; +CPD.cov = []; +CPD.weights = []; +CPD.clamped_mean = []; +CPD.clamped_cov = []; +CPD.clamped_weights = []; +CPD.init_cov = []; +CPD.cov_type = []; +CPD.tied_cov = []; +CPD.Wsum = []; +CPD.WYsum = []; +CPD.WXsum = []; +CPD.WYYsum = []; +CPD.WXXsum = []; +CPD.WXYsum = []; +CPD.nsamples = []; +CPD.nparams = []; +CPD.cov_prior_weight = [];