diff toolboxes/FullBNT-1.0.7/bnt/examples/dynamic/cmp_online_inference.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/examples/dynamic/cmp_online_inference.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,97 @@
+function [time, engine] = cmp_online_inference(bnet, engine, T, varargin)
+% CMP_ONLINE_INFERENCE Compare several online inference engines on a DBN
+% function [time, engine] = cmp_online_inference(bnet, engine, T, ...)
+%
+% engine{i} is the i'th inference engine.
+% time(e) = elapsed time for doing inference with engine e
+%
+% The list below gives optional arguments [default value in brackets].
+%
+% exact - specifies which engines do exact inference [ 1:length(engine) ]
+% singletons_only - if 1, we only call marginal_nodes, else this  and marginal_family [0]
+% check_ll - 1 means we check that the log-likelihoods are correct [1]
+
+% set default params
+exact = 1:length(engine);
+singletons_only = 0;
+check_ll = 1;
+onodes = bnet.observed;
+
+args = varargin;
+nargs = length(args);
+for i=1:2:nargs
+  switch args{i},
+   case 'exact', exact = args{i+1};
+   case 'singletons_only', singletons_only = args{i+1};
+   case 'check_ll', check_ll = args{i+1};
+   case 'observed', onodes = args{i+1};
+   otherwise,
+    error(['unrecognized argument ' args{i}])
+  end
+end
+
+E = length(engine);
+ref = exact(1); % reference
+cmp = mysetdiff(exact, ref);
+
+ss = length(bnet.intra);
+hnodes = mysetdiff(1:ss, onodes);
+ev = sample_dbn(bnet, 'length', T);
+evidence = cell(ss,T);
+evidence(onodes,:) = ev(onodes, :);
+
+time = zeros(1,E);
+for t=1:T
+  for e=1:E
+    tic;
+    [engine{e}, ll(e)] = enter_evidence(engine{e}, evidence(:,t), t);
+    time(e)= time(e) + toc;
+  end
+  if check_ll
+    for e=cmp(:)'
+      if ~approxeq(ll(ref), ll(e))
+	error(['engine ' num2str(e) ' has wrong ll'])
+      end
+    end
+  end
+  if ~singletons_only
+    check_marginals(engine, hnodes, exact, 0, t);
+  end
+  check_marginals(engine, hnodes, exact, 1, t);
+end
+
+
+%%%%%%%%%%
+
+function check_marginals(engine, hnodes, exact, singletons, t)
+
+bnet = bnet_from_engine(engine{1});
+N = length(bnet.intra);
+cnodes_bitv = zeros(1,N);
+cnodes_bitv(bnet.cnodes) = 1;
+ref = exact(1); % reference
+cmp = exact(2:end);
+E = length(engine);
+m = cell(1,E);
+
+for n=1:N
+  %for n=hnodes(:)'
+  for e=1:E
+    if singletons
+      m{e} = marginal_nodes(engine{e}, n, t);
+    else
+      m{e} = marginal_family(engine{e}, n, t);
+    end
+  end
+  for e=cmp(:)'
+    assert(isequal(m{e}.domain, m{ref}.domain));
+    if cnodes_bitv(n) & isfield(m{e}, 'mu') & isfield(m{ref}, 'mu')
+      wrong = ~approxeq(m{ref}.mu, m{e}.mu) | ~approxeq(m{ref}.Sigma, m{e}.Sigma);
+    else
+      wrong = ~approxeq(m{ref}.T(:), m{e}.T(:));
+    end
+    if wrong
+      error(sprintf('engine %d is wrong; n=%d, t=%d, fam=%d', e, n, t, ~singletons))
+    end
+  end
+end