diff toolboxes/FullBNT-1.0.7/bnt/CPDs/@gaussian_CPD/Old/gaussian_CPD.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/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 = [];