Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/Old/update_ess.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/update_ess.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,85 @@ +function CPD = update_ess(CPD, fmarginal, evidence, ns, cnodes, hidden_bitv) +% UPDATE_ESS Update the Expected Sufficient Statistics of a Gaussian node +% function CPD = update_ess(CPD, fmarginal, evidence, ns, cnodes, hidden_bitv) + +%if nargin < 6 +% hidden_bitv = zeros(1, max(fmarginal.domain)); +% hidden_bitv(find(isempty(evidence)))=1; +%end + +dom = fmarginal.domain; +self = dom(end); +ps = dom(1:end-1); +hidden_self = hidden_bitv(self); +cps = myintersect(ps, cnodes); +dps = mysetdiff(ps, cps); +hidden_cps = all(hidden_bitv(cps)); +hidden_dps = all(hidden_bitv(dps)); + +CPD.nsamples = CPD.nsamples + 1; +[ss cpsz dpsz] = size(CPD.weights); % ss = self size + +% Let X be the cts parent (if any), Y be the cts child (self). + +if ~hidden_self & (isempty(cps) | ~hidden_cps) & hidden_dps % all cts nodes are observed, all discrete nodes are hidden + % Since X and Y are observed, SYY = 0, SXX = 0, SXY = 0 + % Since discrete parents are hidden, we do not need to add evidence to w. + w = fmarginal.T(:); + CPD.Wsum = CPD.Wsum + w; + y = evidence{self}; + Cyy = y*y'; + if ~CPD.useC + W = repmat(w(:)',ss,1); % W(y,i) = w(i) + W2 = repmat(reshape(W, [ss 1 dpsz]), [1 ss 1]); % W2(x,y,i) = w(i) + CPD.WYsum = CPD.WYsum + W .* repmat(y(:), 1, dpsz); + CPD.WYYsum = CPD.WYYsum + W2 .* repmat(reshape(Cyy, [ss ss 1]), [1 1 dpsz]); + else + W = w(:)'; + W2 = reshape(W, [1 1 dpsz]); + CPD.WYsum = CPD.WYsum + rep_mult(W, y(:), size(CPD.WYsum)); + CPD.WYYsum = CPD.WYYsum + rep_mult(W2, Cyy, size(CPD.WYYsum)); + end + if cpsz > 0 % X exists + x = cat(1, evidence{cps}); x = x(:); + Cxx = x*x'; + Cxy = x*y'; + if ~CPD.useC + CPD.WXsum = CPD.WXsum + W .* repmat(x(:), 1, dpsz); + CPD.WXXsum = CPD.WXXsum + W2 .* repmat(reshape(Cxx, [cpsz cpsz 1]), [1 1 dpsz]); + CPD.WXYsum = CPD.WXYsum + W2 .* repmat(reshape(Cxy, [cpsz ss 1]), [1 1 dpsz]); + else + CPD.WXsum = CPD.WXsum + rep_mult(W, x(:), size(CPD.WXsum)); + CPD.WXXsum = CPD.WXXsum + rep_mult(W2, Cxx, size(CPD.WXXsum)); + CPD.WXYsum = CPD.WXYsum + rep_mult(W2, Cxy, size(CPD.WXYsum)); + end + end + return; +end + +% general (non-vectorized) case +fullm = add_evidence_to_gmarginal(fmarginal, evidence, ns, cnodes); % slow! + +if dpsz == 1 % no discrete parents + w = 1; +else + w = fullm.T(:); +end + +CPD.Wsum = CPD.Wsum + w; +xi = 1:cpsz; +yi = (cpsz+1):(cpsz+ss); +for i=1:dpsz + muY = fullm.mu(yi, i); + SYY = fullm.Sigma(yi, yi, i); + CPD.WYsum(:,i) = CPD.WYsum(:,i) + w(i)*muY; + CPD.WYYsum(:,:,i) = CPD.WYYsum(:,:,i) + w(i)*(SYY + muY*muY'); % E[X Y] = Cov[X,Y] + E[X] E[Y] + if cpsz > 0 + muX = fullm.mu(xi, i); + SXX = fullm.Sigma(xi, xi, i); + SXY = fullm.Sigma(xi, yi, i); + CPD.WXsum(:,i) = CPD.WXsum(:,i) + w(i)*muX; + CPD.WXXsum(:,:,i) = CPD.WXXsum(:,:,i) + w(i)*(SXX + muX*muX'); + CPD.WXYsum(:,:,i) = CPD.WXYsum(:,:,i) + w(i)*(SXY + muX*muY'); + end +end +