diff toolboxes/FullBNT-1.0.7/bnt/inference/static/@pearl_inf_engine/bethe_free_energy.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/inference/static/@pearl_inf_engine/bethe_free_energy.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,50 @@
+function loglik = bethe_free_energy(engine, evidence)
+% BETHE_FREE_ENERGY Compute Bethe free energy approximation to the log likelihood
+% loglik = bethe_free_energy(engine, evidence)
+%
+% The Bethe free energy is given by an exact energy term and an approximate entropy term.
+% Energy
+%  E = -sum_f sum_i b(f,i) ln theta(f,i)
+% where b(f,i) = approximate Pr(family f = i) 
+% and theta(f,i) = Pr(f = i)
+% Entropy
+%  S = H1 - H2
+%  H1 = sum_f sum_p H(b(f))
+% where b(f) = belief on family f, H(.) = entropy
+%  H2 = sum_n (q(n)-1) H(b(n))
+% where q(n) = num. neighbors of n
+%
+% This function was written by Yair Weiss, 8/22/01.
+
+hidden = find(isemptycell(evidence));
+bnet = bnet_from_engine(engine);
+N = length(bnet.dag);
+
+add_ev = 1;
+E=0;H1=0;H2=0;
+loglik=0;
+for n=1:N
+  ps=parents(bnet.dag,n);
+  if (length(ps)==0) % root node
+    qi=length(children(bnet.dag,n))-1;
+  else
+    qi=length(children(bnet.dag,n));
+  end
+  bf = marginal_family(engine, n, add_ev);
+  bf = bf.T(:);
+  e = bnet.equiv_class(n);
+  T = CPD_to_CPT(bnet.CPD{e});
+  T = T(:);
+  E = E-sum(log(T+(T==0)).*bf);
+
+  if length(ps) > 0
+    % root nodes don't count as fmailies
+    H1 = H1+sum(log(bf+(bf==0)).*bf);
+  end
+  
+  bi = marginal_nodes(engine, n, add_ev);
+  bi = bi.T(:);
+  H2 = H2+qi*sum(log(bi+(bi==0)).*bi);
+end
+loglik=E+H1-H2;
+loglik=-loglik;