Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@pearl_dbn_inf_engine/Old/smooth_evidence.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/inference/dynamic/@pearl_dbn_inf_engine/Old/smooth_evidence.m Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,181 @@ +function [marginal, msg, loglik] = smooth_evidence(engine, evidence) + +[ss T] = size(evidence); +bnet = bnet_from_engine(engine); +onodes = engine.onodes; +hnodes = mysetdiff(1:ss, onodes); +hnodes = hnodes(:)'; + +ns = bnet.node_sizes(:); +onodes2 = [onodes(:); onodes(:)+ss]; +ns(onodes2) = 1; + +verbose = 0; +pot_type = 'd'; +niter = engine.max_iter; + +if verbose, fprintf('new smooth\n'); end + +% msg(i1,t1,i2,j2) (i1,t1) -> (i2,t2) +%lambda_msg = cell(ss,T,ss,T); +%pi_msg = cell(ss,T,ss,T); + +% intra_lambda_msg(i,j,t) (i,t) -> (j,t), i is child +% inter_lambda_msg(i,j,t) (i,t+1) -> (j,t), i is child +% inter_pi_msg(i,j,t) (i,t-1) -> (j,t), i is parent +intra_lambda_msg = cell(ss,ss,T); +inter_lambda_msg = cell(ss,ss,T); +inter_pi_msg = cell(ss,ss,T); + +lambda = cell(ss,T); +pi = cell(ss,T); + +for t=1:T + for i=1:ss + lambda{i,t} = ones(ns(i), 1); + pi{i,t} = ones(ns(i), 1); + + cs = children(bnet.intra, i); + for c=cs(:)' + intra_lambda_msg{c,i,t} = ones(ns(i),1); + end + + cs = children(bnet.inter, i); + for c=cs(:)' + inter_lambda_msg{c,i,t} = ones(ns(i),1); + end + + ps = parents(bnet.inter, i); + for p=ps(:)' + inter_pi_msg{p,i,t} = ones(ns(i), 1); % not used for t==1 + end + end +end + + +% each hidden node absorbs lambda from its observed child (if any) +for t=1:T + for i=hnodes + c = engine.obschild(i); + if c > 0 + if t==1 + fam = family(bnet.dag, c); + e = bnet.equiv_class(c, 1); + CPDpot = CPD_to_pot(pot_type, bnet.CPD{e}, fam, bnet.node_sizes(:), bnet.cnodes(:), evidence(:,1)); + else + fam = family(bnet.dag, c, 2); % within 2 slice network + e = bnet.equiv_class(c, 2); + CPDpot = CPD_to_pot(pot_type, bnet.CPD{e}, fam, bnet.node_sizes(:), bnet.cnodes(:), evidence(:,t-1:t)); + end + temp = pot_to_marginal(CPDpot); + lam_msg = normalise(temp.T); + intra_lambda_msg{c,i,t} = lam_msg; + end + end +end + +for iter=1:engine.max_iter + % FORWARD + for t=1:T + % update pi + for i=hnodes + if t==1 + e = bnet.equiv_class(i,1); + CPD = struct(bnet.CPD{e}); + pi{i,t} = CPD.CPT; + else + e = bnet.equiv_class(i,2); + CPD = struct(bnet.CPD{e}); + ps = parents(bnet.inter, i); + dom = [ps i+ss]; + pot = dpot(dom, ns(dom), CPD.CPT); + for p=ps(:)' + temp = dpot(p, ns(p), inter_pi_msg{p,i,t}); + pot = multiply_by_pot(pot, temp); + end + pot = marginalize_pot(pot, i+ss); + temp = pot_to_marginal(pot); + pi{i,t} = temp.T; + end + if verbose, fprintf('%d updates pi\n', i+(t-1)*ss); disp(pi{i,t}); end + end + + % send pi msg to children + for i=hnodes + cs = children(bnet.inter, i); + for c=cs(:)' + pot = pi{i,t}; + for k=cs(:)' + if k ~= c + pot = pot .* inter_lambda_msg{k,i,t}; + end + end + cs2 = children(bnet.intra, i); + for k=cs2(:)' + pot = pot .* intra_lambda_msg{k,i,t}; + end + inter_pi_msg{i,c,t+1} = normalise(pot); + if verbose, fprintf('%d sends pi to %d\n', i+(t-1)*ss, c+t*ss); disp(inter_pi_msg{i,c,t+1}); end + end + end + end + + if verbose, fprintf('backwards\n'); end + % BACKWARD + for t=T:-1:1 + % update lambda + for i=hnodes + pot = ones(ns(i), 1); + cs = children(bnet.inter, i); + for c=cs(:)' + pot = pot .* inter_lambda_msg{c,i,t}; + end + cs = children(bnet.intra, i); + for c=cs(:)' + pot = pot .* intra_lambda_msg{c,i,t}; + end + lambda{i,t} = normalise(pot); + if verbose, fprintf('%d computes lambda\n', i+(t-1)*ss); disp(lambda{i,t}); end + end + + % send lambda msgs to hidden parents in prev slcie + for i=hnodes + ps = parents(bnet.inter, i); + if t > 1 + e = bnet.equiv_class(i, 2); + CPD = struct(bnet.CPD{e}); + fam = [ps i+ss]; + for p=ps(:)' + pot = dpot(fam, ns(fam), CPD.CPT); + temp = dpot(i+ss, ns(i), lambda{i,t}); + pot = multiply_by_pot(pot, temp); + for k=ps(:)' + if k ~= p + temp = dpot(k, ns(k), inter_pi_msg{k,i,t}); + pot = multiply_by_pot(pot, temp); + end + end + pot = marginalize_pot(pot, p); + temp = pot_to_marginal(pot); + inter_lambda_msg{i,p,t-1} = normalise(temp.T); + if verbose, fprintf('%d sends lambda to %d\n', i+(t-1)*ss, p+(t-2)*ss); disp(inter_lambda_msg{i,p,t-1}); end + end + end + end + end +end + + + +marginal = cell(ss,T); +for t=1:T + for i=hnodes + marginal{i,t} = normalise(pi{i,t} .* lambda{i,t}); + end +end + +loglik = 0; + +msg.inter_pi_msg = inter_pi_msg; +msg.inter_lambda_msg = inter_lambda_msg; +msg.intra_lambda_msg = intra_lambda_msg;