Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/general/convert_dbn_CPDs_to_tables.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/general/convert_dbn_CPDs_to_tables.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,201 @@ +function CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence) +% CONVERT_DBN_CPDS_TO_TABLES Convert CPDs of (possibly instantiated) DBN nodes to tables +% CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence) +% +% CPDpot{n,t} is a table containing P(n,t|pa(n,t), ev) +% All hidden nodes are assumed to be discrete. +% We assume the observed nodes are the same in every slice. +% +% Evaluating the conditional likelihood of long evidence sequences can be very slow, +% so we take pains to vectorize where possible. + +[ss T] = size(evidence); +%obs_bitv = ~isemptycell(evidence(:)); +obs_bitv = zeros(1, 2*ss); +obs_bitv(bnet.observed) = 1; +obs_bitv(bnet.observed+ss) = 1; + +ns = bnet.node_sizes(:); +CPDpot = cell(ss,T); + +for n=1:ss + % slice 1 + t = 1; + ps = parents(bnet.dag, n); + e = bnet.equiv_class(n, 1); + if ~any(obs_bitv(ps)) + CPDpot{n,t} = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, evidence{n,t}); + else + CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps n], evidence(:,1)); + end + +% special cases: c=child, p=parents, d=discrete, h=hidden, 1sl=1slice +% if c=h=1 then c=d=1, since hidden nodes must be discrete +% c=h c=d p=h p=d 1sl method +% --------------------------- +% 1 1 1 1 - replicate CPT +% - 1 - 1 - evaluate CPT on evidence * +% 0 1 1 1 1 dhmm +% 0 0 1 1 1 ghmm +% other loop +% +% * = any subset of the domain may be observed + +% Example where all of the special cases occur - a hierarchical HMM +% where the top layer (G) and leaves (Y) are observed and +% all nodes are discrete except Y. +% (O turns on if Y is an outlier) + +% G ---------> G +% | | +% v v +% S --------> S +% | | +% v v +% Y Y +% ^ ^ +% | | +% O O + +% Evaluating P(yt|St,Ot) is the ghmm case +% Evaluating P(St|S(t-1),gt) is the eval CPT case +% Evaluating P(gt|g(t-1) is the eval CPT case (hdom = []) +% Evaluating P(Ot) is the replicated CPT case + +% Cts parents (e.g., inputs) would require an additional special case for speed + + + % slices 2..T + [ss T] = size(evidence); + self = n+ss; + ps = parents(bnet.dag, self); + e = bnet.equiv_class(n, 2); + + if 1 + debug = 0; + hidden_child = ~obs_bitv(n); + discrete_child = myismember(n, bnet.dnodes); + hidden_ps = all(~obs_bitv(ps)); + discrete_ps = mysubset(ps, bnet.dnodes); + parents_in_same_slice = all(ps > ss); + + if hidden_child & discrete_child & hidden_ps & discrete_ps + CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug); + elseif discrete_child & discrete_ps + CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug); + elseif discrete_child & hidden_ps & discrete_ps & parents_in_same_slice + CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug); + elseif ~discrete_child & hidden_ps & discrete_ps & parents_in_same_slice + CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug); + else + if debug, fprintf('node %d, slow\n', n); end + for t=2:T + CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t)); + end + end + end + + if 0 + for t=2:T + CPDpot2{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t)); + if ~approxeq(CPDpot{n,t}, CPDpot2{n,t}) + fprintf('CPDpot n=%d, t=%d\n',n,t); + keyboard + end + end + end + + +end + + + + +%%%%%%% +function CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug) + +[ss T] = size(evidence); +if debug, fprintf('node %d, repl\n', n); end +e = bnet.equiv_class(n, 2); +CPT = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, []); +CPDpot(n,2:T) = num2cell(repmat(CPT, [1 1 T-1]), [1 2]); + + + +%%%%%%% +function CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug) + +[ss T] = size(evidence); +self = n+ss; +ps = parents(bnet.dag, self); +e = bnet.equiv_class(n, 2); +ns = bnet.node_sizes(:); +% Example: given CPT(p1, p2, p3, p4, c), where p1,p3 are observed +% we create CPT([p2 p4 c], [p1 p3]). +% We then convert all observed p1,p3 into indices ndx +% and return CPT(:, ndx) +CPT = CPD_to_CPT(bnet.CPD{e}); +domain = [ps self]; +% if dom is [3 7 8] and 3,8 are observed, odom_rel = [1 3], hdom_rel = 2, +% odom = [3 8], hdom = 7 +odom_rel = find(obs_bitv(domain)); +hdom_rel = find(~obs_bitv(domain)); +odom = domain(odom_rel); +hdom = domain(hdom_rel); +if isempty(hdom) + CPT = CPT(:); +else + CPT = permute(CPT, [hdom_rel odom_rel]); + CPT = reshape(CPT, prod(ns(hdom)), prod(ns(odom))); +end +parents_in_same_slice = all(ps > ss); +if parents_in_same_slice + if debug, fprintf('node %d eval 1 slice\n', n); end + data = cell2num(evidence(odom-ss,2:T)); %data(i,t) = val of i'th obs parent at t+1 +else + if debug, fprintf('node %d eval 2 slice\n', n); end + % there's probably a way of vectorizing this... + data = zeros(length(odom), T-1); + for t=2:T + ev = evidence(:,t-1:t); + ev = ev(:); + ev2 = ev(odom); + data(:,t-1) = cat(1, ev2{:}); + %data(:,t-1) = cell2num(ev2); + end +end +ndx = subv2ind(ns(odom), data'); % ndx(t) encodes data(:,t) +if isempty(hdom) + CPDpot(n,2:T) = num2cell(CPT(ndx)); % a cell array of floats +else + CPDpot(n,2:T) = num2cell(CPT(:, ndx), 1); % a cell array of column vectors +end + +%%%%%%% +function CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug) + +if debug, fprintf('node %d, dhmm\n', n); end +[ss T] = size(evidence); +self = n+ss; +ps = parents(bnet.dag, self); +e = bnet.equiv_class(n, 2); +ns = bnet.node_sizes(:); +CPT = CPD_to_CPT(bnet.CPD{e}); +CPT = reshape(CPT, [prod(ns(ps)) ns(self)]); % what if no parents? +%obslik = mk_dhmm_obs_lik(cell2num(evidence(n,2:T)), CPT); +obslik = eval_pdf_cond_multinomial(cell2num(evidence(n,2:T)), CPT); +CPDpot(n,2:T) = num2cell(obslik, 1); + + +%%%%%%% +function CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug) + +if debug, fprintf('node %d, ghmm\n', n); end +[ss T] = size(evidence); +e = bnet.equiv_class(n, 2); +S = struct(bnet.CPD{e}); +ev2 = cell2num(evidence(n,2:T)); +%obslik = mk_ghmm_obs_lik(ev2, S.mean, S.cov); +obslik = eval_pdf_cond_gauss(ev2, S.mean, S.cov); +CPDpot(n,2:T) = num2cell(obslik, 1); +