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| 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/docs/usage_dbn.html Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,719 @@ +<HEAD> +<TITLE>How to use BNT for DBNs</TITLE> +</HEAD> + +<BODY BGCOLOR="#FFFFFF"> +<!-- white background is better for the pictures and equations --> + +Documentation last updated on 7 June 2004 + +<h1>How to use BNT for DBNs</h1> + +<p> +<ul> +<li> <a href="#spec">Model specification</a> +<ul> +<li> <a href="#hmm">HMMs</a> +<li> <a href="#lds">Kalman filters</a> +<li> <a href="#chmm">Coupled HMMs</a> +<li> <a href="#water">Water network</a> +<li> <a href="#bat">BAT network</a> +</ul> + +<li> <a href="#inf">Inference</a> +<ul> +<li> <a href="#discrete">Discrete hidden nodes</a> +<li> <a href="#cts">Continuous hidden nodes</a> +</ul> + +<li> <a href="#learn">Learning</a> +<ul> +<li> <a href="#param_learn">Parameter learning</a> +<li> <a href="#struct_learn">Structure learning</a> +</ul> + +</ul> + +Note: +you are recommended to read an introduction +to DBNs first, such as +<a href="http://www.ai.mit.edu/~murphyk/Papers/dbnchapter.pdf"> +this book chapter</a>. +<br> +You may also want to consider using +<a href=http://ssli.ee.washington.edu/~bilmes/gmtk/>GMTk</a>, which is +an excellent C++ package for DBNs. + + +<h1><a name="spec">Model specification</h1> + + +<!--<h1><a name="dbn_intro">Dynamic Bayesian Networks (DBNs)</h1>--> + +Dynamic Bayesian Networks (DBNs) are directed graphical models of stochastic +processes. +They generalise <a href="#hmm">hidden Markov models (HMMs)</a> +and <a href="#lds">linear dynamical systems (LDSs)</a> +by representing the hidden (and observed) state in terms of state +variables, which can have complex interdependencies. +The graphical structure provides an easy way to specify these +conditional independencies, and hence to provide a compact +parameterization of the model. +<p> +Note that "temporal Bayesian network" would be a better name than +"dynamic Bayesian network", since +it is assumed that the model structure does not change, but +the term DBN has become entrenched. +We also normally assume that the parameters do not +change, i.e., the model is time-invariant. +However, we can always add extra +hidden nodes to represent the current "regime", thereby creating +mixtures of models to capture periodic non-stationarities. +<p> +There are some cases where the size of the state space can change over +time, e.g., tracking a variable, but unknown, number of objects. +In this case, we need to change the model structure over time. +BNT does not support this. +<!-- +, but see the following paper for a +discussion of some of the issues: +<ul> +<li> <a href="ftp://ftp.cs.monash.edu.au/pub/annn/smc.ps"> +Dynamic belief networks for discrete monitoring</a>, +A. E. Nicholson and J. M. Brady. +IEEE Systems, Man and Cybernetics, 24(11):1593-1610, 1994. +</ul> +--> + + +<h2><a name="hmm">Hidden Markov Models (HMMs)</h2> + +The simplest kind of DBN is a Hidden Markov Model (HMM), which has +one discrete hidden node and one discrete or continuous +observed node per slice. We illustrate this below. +As before, circles denote continuous nodes, squares denote +discrete nodes, clear means hidden, shaded means observed. +<!-- +(The observed nodes can be +discrete or continuous; the crucial thing about an HMM is that the +hidden nodes are discrete, so the system can model arbitrary dynamics +-- providing, of course, that the hidden state space is large enough.) +--> +<p> +<img src="Figures/hmm3.gif"> +<p> +We have "unrolled" the model for three "time slices" -- the structure and parameters are +assumed to repeat as the model is unrolled further. +Hence to specify a DBN, we need to +define the intra-slice topology (within a slice), +the inter-slice topology (between two slices), +as well as the parameters for the first two slices. +(Such a two-slice temporal Bayes net is often called a 2TBN.) +<p> +We can specify the topology as follows. +<PRE> +intra = zeros(2); +intra(1,2) = 1; % node 1 in slice t connects to node 2 in slice t + +inter = zeros(2); +inter(1,1) = 1; % node 1 in slice t-1 connects to node 1 in slice t +</pre> +We can specify the parameters as follows, +where for simplicity we assume the observed node is discrete. +<pre> +Q = 2; % num hidden states +O = 2; % num observable symbols + +ns = [Q O]; +dnodes = 1:2; +bnet = mk_dbn(intra, inter, ns, 'discrete', dnodes); +for i=1:4 + bnet.CPD{i} = tabular_CPD(bnet, i); +end +</pre> +<p> +We assume the distributions P(X(t) | X(t-1)) and +P(Y(t) | X(t)) are independent of t for t > 1. +Hence the CPD for nodes 5, 7, ... is the same as for node 3, so we say they +are in the same equivalence class, with node 3 being the "representative" +for this class. In other words, we have tied the parameters for nodes +3, 5, 7, ... +Similarly, nodes 4, 6, 8, ... are tied. +Note, however, that (the parameters for) nodes 1 and 2 are not tied to +subsequent slices. +<p> +Above we assumed the observation model P(Y(t) | X(t)) is independent of t for t>1, but +it is conventional to assume this is true for all t. +So we would like to put nodes 2, 4, 6, ... all in the same class. +We can do this by explicitely defining the equivalence classes, as +follows (see <a href="usage.html#tying">here</a> for more details on +parameter tying). +<p> +We define eclass1(i) to be the equivalence class that node i in slice +1 belongs to. +Similarly, we define eclass2(i) to be the equivalence class that node i in slice +2, 3, ..., belongs to. +For an HMM, we have +<pre> +eclass1 = [1 2]; +eclass2 = [3 2]; +eclass = [eclass1 eclass2]; +</pre> +This ties the observation model across slices, +since e.g., eclass(4) = eclass(2) = 2. +<p> +By default, +eclass1 = 1:ss, and eclass2 = (1:ss)+ss, where ss = slice size = the +number of nodes per slice. +<!--This will tie nodes in slices 3, 4, ... to the the nodes in slice 2, +but none of the nodes in slice 2 to any in slice 1.--> +But by using the above tieing pattern, +we now only have 3 CPDs to specify, instead of 4: +<pre> +bnet = mk_dbn(intra, inter, ns, 'discrete', dnodes, 'eclass1', eclass1, 'eclass2', eclass2); +prior0 = normalise(rand(Q,1)); +transmat0 = mk_stochastic(rand(Q,Q)); +obsmat0 = mk_stochastic(rand(Q,O)); +bnet.CPD{1} = tabular_CPD(bnet, 1, prior0); +bnet.CPD{2} = tabular_CPD(bnet, 2, obsmat0); +bnet.CPD{3} = tabular_CPD(bnet, 3, transmat0); +</pre> +We discuss how to do <a href="#inf">inference</a> and <a href="#learn">learning</a> on this model +below. +(See also +my <a href="../HMM/hmm.html">HMM toolbox</a>, which is included with BNT.) + +<p> +Some common variants on HMMs are shown below. +BNT can handle all of these. +<p> +<center> +<table> +<tr> +<td><img src="Figures/hmm_gauss.gif"> +<td><img src="Figures/hmm_mixgauss.gif" +<td><img src="Figures/hmm_ar.gif"> +<tr> +<td><img src="Figures/hmm_factorial.gif"> +<td><img src="Figures/hmm_coupled.gif" +<td><img src="Figures/hmm_io.gif"> +<tr> +</table> +</center> + + + +<h2><a name="lds">Linear Dynamical Systems (LDSs) and Kalman filters</h2> + +A Linear Dynamical System (LDS) has the same topology as an HMM, but +all the nodes are assumed to have linear-Gaussian distributions, i.e., +<pre> + x(t+1) = A*x(t) + w(t), w ~ N(0, Q), x(0) ~ N(init_x, init_V) + y(t) = C*x(t) + v(t), v ~ N(0, R) +</pre> +Some simple variants are shown below. +<p> +<center> +<table> +<tr> +<td><img src="Figures/ar1.gif"> +<td><img src="Figures/sar.gif"> +<td><img src="Figures/kf.gif"> +<td><img src="Figures/skf.gif"> +</table> +</center> +<p> + +We can create a regular LDS in BNT as follows. +<pre> + +intra = zeros(2); +intra(1,2) = 1; +inter = zeros(2); +inter(1,1) = 1; +n = 2; + +X = 2; % size of hidden state +Y = 2; % size of observable state + +ns = [X Y]; +dnodes = []; +onodes = [2]; +eclass1 = [1 2]; +eclass2 = [3 2]; +bnet = mk_dbn(intra, inter, ns, 'discrete', dnodes, 'eclass1', eclass1, 'eclass2', eclass2); + +x0 = rand(X,1); +V0 = eye(X); % must be positive semi definite! +C0 = rand(Y,X); +R0 = eye(Y); +A0 = rand(X,X); +Q0 = eye(X); + +bnet.CPD{1} = gaussian_CPD(bnet, 1, 'mean', x0, 'cov', V0, 'cov_prior_weight', 0); +bnet.CPD{2} = gaussian_CPD(bnet, 2, 'mean', zeros(Y,1), 'cov', R0, 'weights', C0, ... + 'clamp_mean', 1, 'cov_prior_weight', 0); +bnet.CPD{3} = gaussian_CPD(bnet, 3, 'mean', zeros(X,1), 'cov', Q0, 'weights', A0, ... + 'clamp_mean', 1, 'cov_prior_weight', 0); +</pre> +We discuss how to do <a href="#inf">inference</a> and <a href="#learn">learning</a> on this model +below. +(See also +my <a href="../Kalman/kalman.html">Kalman filter toolbox</a>, which is included with BNT.) +<p> + + +<h2><a name="chmm">Coupled HMMs</h2> + +Here is an example of a coupled HMM with N=5 chains, unrolled for T=3 +slices. Each hidden discrete node has a private observed Gaussian +child. +<p> +<img src="Figures/chmm5.gif"> +<p> +We can make this using the function +<pre> +Q = 2; % binary hidden nodes +discrete_obs = 0; % cts observed nodes +Y = 1; % scalar observed nodes +bnet = mk_chmm(N, Q, Y, discrete_obs); +</pre> + +<!--We will use this model <a href="#pred">below</a> to illustrate online prediction.--> + + + +<h2><a name="water">Water network</h2> + +Consider the following model +of a water purification plant, developed +by Finn V. Jensen, Uffe Kjærulff, Kristian G. Olesen, and Jan +Pedersen. +<!-- +The clear nodes represent the hidden state of the system in +factored form, and the shaded nodes represent the observations in +factored form. +--> +<!-- +(Click <a +href="http://www-nt.cs.berkeley.edu/home/nir/public_html/Repository/water.htm">here</a> +for more details on this model. +Following Boyen and Koller, we have added discrete evidence nodes.) +--> +<!-- +We have "unrolled" the model for three "time slices" -- the structure and parameters are +assumed to repeat as the model is unrolled further. +Hence to specify a DBN, we need to +define the intra-slice topology (within a slice), +the inter-slice topology (between two slices), +as well as the parameters for the first two slices. +(Such a two-slice temporal Bayes net is often called a 2TBN.) +--> +<p> +<center> +<IMG SRC="Figures/water3_75.gif"> +</center> +We now show how to specify this model in BNT. +<pre> +ss = 12; % slice size +intra = zeros(ss); +intra(1,9) = 1; +intra(3,10) = 1; +intra(4,11) = 1; +intra(8,12) = 1; + +inter = zeros(ss); +inter(1, [1 3]) = 1; % node 1 in slice 1 connects to nodes 1 and 3 in slice 2 +inter(2, [2 3 7]) = 1; +inter(3, [3 4 5]) = 1; +inter(4, [3 4 6]) = 1; +inter(5, [3 5 6]) = 1; +inter(6, [4 5 6]) = 1; +inter(7, [7 8]) = 1; +inter(8, [6 7 8]) = 1; + +onodes = 9:12; % observed +dnodes = 1:ss; % discrete +ns = 2*ones(1,ss); % binary nodes +eclass1 = 1:12; +eclass2 = [13:20 9:12]; +eclass = [eclass1 eclass2]; +bnet = mk_dbn(intra, inter, ns, 'discrete', dnodes, 'eclass1', eclass1, 'eclass2', eclass2); +for e=1:max(eclass) + bnet.CPD{e} = tabular_CPD(bnet, e); +end +</pre> +We have tied the observation parameters across all slices. +Click <a href="param_tieing.html">here</a> for a more complex example +of parameter tieing. + +<!-- +Let X(i,t) denote the i'th hidden node in slice t, +and Y(i,y) denote the i'th observed node in slice t. +We also use the notation Nj to refer to the j'th node in the +unrolled network, e.g., N25 = X(1,3), N33 = Y(1,3). +<p> +We assume the distributions P(X(i,t) | X(i,t-1)) and +P(Y(i,t) | X(i,t)) are independent of t for t > 1 and for all i. +Hence the CPD for N25, N37, ... is the same as for N13, so we say they +are in the same equivalence class, with N13 being the "representative" +for this class. In other words, we have tied the parameters for nodes +N13, N25, N37, ... +Note, however, that the parameters for the nodes in the first slice +are not tied, so each equivalence class for nodes 1..12 contains a +single node. +<p> +Above we assumed P(Y(i,t) | X(i,t)) is independent of t for t>1, but +it is conventional to assume this is true for all t. +So we would like to put N9, N21, N33, ... all in the same class, and +similarly for the other observed nodes. +We can do this by explicitely defining the equivalence classes, as +follows. +<p> +We define eclass1(i) to be the equivalence class that node i in slice +1 belongs to. +Similarly, we define eclass2(i) to be the equivalence class that node i in slice +2, 3, ..., belongs to. +For the water model, we have +<pre> +</pre> +This ties the observation model across slices, +since e.g., eclass(9) = eclass(21) = 9, so Y(1,1) and Y(1,2) belong to the +same class. +<p> +By default, +eclass1 = 1:ss, and eclass2 = (1:ss)+ss, where ss = slice size = the +number of nodes per slice. +This will tie nodes in slices 3, 4, ... to the the nodes in slice 2, +but none of the nodes in slice 2 to any in slice 1. +By using the above tieing pattern, +we now only have 20 CPDs to specify, instead of 24: +<pre> +bnet = mk_dbn(intra, inter, ns, dnodes, eclass1, eclass2); +for e=1:max(eclass) + bnet.CPD{e} = tabular_CPD(bnet, e); +end +</pre> +--> + + + +<h2><a name="bat">BATnet</h2> + +As an example of a more complicated DBN, consider the following +example, +which is a model of a car's high level state, as might be used by +an automated car. +(The model is from Forbes, Huang, Kanazawa and Russell, "The BATmobile: Towards a +Bayesian Automated Taxi", IJCAI 95. The figure is from +Boyen and Koller, "Tractable Inference for Complex Stochastic +Processes", UAI98. +For simplicity, we only show the observed nodes for slice 2.) +<p> +<center> +<IMG SRC="Figures/batnet.gif"> +</center> +<p> +Since this topology is so complicated, +it is useful to be able to refer to the nodes by name, instead of +number. +<pre> +names = {'LeftClr', 'RightClr', 'LatAct', ... 'Bclr', 'BYdotDiff'}; +ss = length(names); +</pre> +We can specify the intra-slice topology using a cell array as follows, +where each row specifies a connection between two named nodes: +<pre> +intrac = {... + 'LeftClr', 'LeftClrSens'; + 'RightClr', 'RightClrSens'; + ... + 'BYdotDiff', 'BcloseFast'}; +</pre> +Finally, we can convert this cell array to an adjacency matrix using +the following function: +<pre> +[intra, names] = mk_adj_mat(intrac, names, 1); +</pre> +This function also permutes the names so that they are in topological +order. +Given this ordering of the names, we can make the inter-slice +connectivity matrix as follows: +<pre> +interc = {... + 'LeftClr', 'LeftClr'; + 'LeftClr', 'LatAct'; + ... + 'FBStatus', 'LatAct'}; + +inter = mk_adj_mat(interc, names, 0); +</pre> + +To refer to a node, we must know its number, which can be computed as +in the following example: +<pre> +obs = {'LeftClrSens', 'RightClrSens', 'TurnSignalSens', 'XdotSens', 'YdotSens', 'FYdotDiffSens', ... + 'FclrSens', 'BXdotSens', 'BclrSens', 'BYdotDiffSens'}; +for i=1:length(obs) + onodes(i) = strmatch(obs{i}, names); +end +onodes = sort(onodes); +</pre> +(We sort the onodes since most BNT routines assume that set-valued +arguments are in sorted order.) +We can now make the DBN: +<pre> +dnodes = 1:ss; +ns = 2*ones(1,ss); % binary nodes +bnet = mk_dbn(intra, inter, ns, 'iscrete', dnodes); +</pre> +To specify the parameters, we must know the order of the parents. +See the function BNT/general/mk_named_CPT for a way to do this in the +case of tabular nodes. For simplicity, we just generate random +parameters: +<pre> +for i=1:2*ss + bnet.CPD{i} = tabular_CPD(bnet, i); +end +</pre> +A complete version of this example is available in BNT/examples/dynamic/bat1.m. + + + + +<h1><a name="inf">Inference</h1> + + +The general inference problem for DBNs is to compute +P(X(i,t0) | Y(:, t1:t2)), where X(i,t) represents the i'th hidden +variable at time t and Y(:,t1:t2) represents all the evidence +between times t1 and t2. +There are several special cases of interest, illustrated below. +The arrow indicates t0: it is X(t0) that we are trying to estimate. +The shaded region denotes t1:t2, the available data. +<p> + +<img src="Figures/filter.gif"> + +<p> +BNT can currently only handle offline smoothing. +(The HMM engine handles filtering and, to a limited extent, prediction.) +The usage is similar to static +inference engines, except now the evidence is a 2D cell array of +size ss*T, where ss is the number of nodes per slice (ss = slice sizee) and T is the +number of slices. +Also, 'marginal_nodes' takes two arguments, the nodes and the time-slice. +For example, to compute P(X(i,t) | y(:,1:T)), we proceed as follows +(where onodes are the indices of the observedd nodes in each slice, +which correspond to y): +<pre> +ev = sample_dbn(bnet, T); +evidence = cell(ss,T); +evidence(onodes,:) = ev(onodes, :); % all cells besides onodes are empty +[engine, ll] = enter_evidence(engine, evidence); +marg = marginal_nodes(engine, i, t); +</pre> + + +<h2><a name="discrete">Discrete hidden nodes</h2> + +If all the hidden nodes are discrete, +we can use the junction tree algorithm to perform inference. +The simplest approach, +<tt>jtree_unrolled_dbn_inf_engine</tt>, +unrolls the DBN into a static network and applies jtree; however, for +long sequences, this +can be very slow and can result in numerical underflow. +A better approach is to apply the jtree algorithm to pairs of +neighboring slices at a time; this is implemented in +<tt>jtree_dbn_inf_engine</tt>. + +<p> +A DBN can be converted to an HMM if all the hidden nodes are discrete. +In this case, you can use +<tt>hmm_inf_engine</tt>. This is faster than jtree for small models +because the constant factors of the algorithm are lower, but can be +exponentially slower for models with many variables +(e.g., > 6 binary hidden nodes). + +<p> +The use of both +<tt>jtree_dbn_inf_engine</tt> +and +<tt>hmm_inf_engine</tt> +is deprecated. +A better approach is to construct a smoother engine out of lower-level +engines, which implement forward/backward operators. +You can create these engines as follows. +<pre> +engine = smoother_engine(hmm_2TBN_inf_engine(bnet)); +or +engine = smoother_engine(jtree_2TBN_inf_engine(bnet)); +</pre> +You then call them in the usual way: +<pre> +engine = enter_evidence(engine, evidence); +m = marginal_nodes(engine, nodes, t); +</pre> +Note: you must declare the observed nodes in the bnet before using +hmm_2TBN_inf_engine. + + +<p> +Unfortunately, when all the hiddden nodes are discrete, +exact inference takes O(2^n) time, where n is the number of hidden +nodes per slice, +even if the model is sparse. +The basic reason for this is that two nodes become correlated, even if +there is no direct connection between them in the 2TBN, +by virtue of sharing common ancestors in the past. +Hence we need to use approximations. +<p> +A popular approximate inference algorithm for discrete DBNs, known as BK, is described in +<ul> +<li> +<A HREF="http://robotics.Stanford.EDU/~xb/uai98/index.html"> +Tractable inference for complex stochastic processes </A>, +Boyen and Koller, UAI 1998 +<li> +<A HREF="http://robotics.Stanford.EDU/~xb/nips98/index.html"> +Approximate learning of dynamic models</a>, Boyen and Koller, NIPS +1998. +</ul> +This approximates the belief state with a product of +marginals on a specified set of clusters. For example, +in the water network, we might use the following clusters: +<pre> +engine = bk_inf_engine(bnet, { [1 2], [3 4 5 6], [7 8] }); +</pre> +This engine can now be used just like the jtree engine. +Two special cases of the BK algorithm are supported: 'ff' (fully +factored) means each node has its own cluster, and 'exact' means there +is 1 cluster that contains the whole slice. These can be created as +follows: +<pre> +engine = bk_inf_engine(bnet, 'ff'); +engine = bk_inf_engine(bnet, 'exact'); +</pre> +For pedagogical purposes, an implementation of BK-FF that uses an HMM +instead of junction tree is available at +<tt>bk_ff_hmm_inf_engine</tt>. + + + +<h2><a name="cts">Continuous hidden nodes</h2> + +If all the hidden nodes are linear-Gaussian, <em>and</em> the observed nodes are +linear-Gaussian, +the model is a <a href="http://www.cs.berkeley.edu/~murphyk/Bayes/kalman.html"> +linear dynamical system</a> (LDS). +A DBN can be converted to an LDS if all the hidden nodes are linear-Gaussian +and if they are all persistent. In this case, you can use +<tt>kalman_inf_engine</tt>. +For more general linear-gaussian models, you can use +<tt>jtree_dbn_inf_engine</tt> or <tt>jtree_unrolled_dbn_inf_engine</tt>. + +<p> +For nonlinear systems with Gaussian noise, the unscented Kalman filter (UKF), +due to Julier and Uhlmann, is far superior to the well-known extended Kalman +filter (EKF), both in theory and practice. +<!-- +See +<A HREF="http://phoebe.robots.ox.ac.uk/default.html">"A General Method for +Approximating Nonlinear Transformations of +Probability Distributions"</A>. +(If the above link is down, +try <a href="http://www.ece.ogi.edu/~ericwan/pubs.html">Eric Wan's</a> +page, who has done a lot of work on the UKF.) +<p> +--> +The key idea of the UKF is that it is easier to estimate a Gaussian distribution +from a set of points than to approximate an arbitrary non-linear +function. +We start with points that are plus/minus sigma away from the mean along +each dimension, and then pipe them through the nonlinearity, and +then fit a Gaussian to the transformed points. +(No need to compute Jacobians, unlike the EKF!) + +<p> +For systems with non-Gaussian noise, I recommend +<a href="http://www.cs.berkeley.edu/~jfgf/smc/">Particle +filtering</a> (PF), which is a popular sequential Monte Carlo technique. + +<p> +The EKF can be used as a proposal distribution for a PF. +This method is better than either one alone. +See <a href="http://www.cs.berkeley.edu/~jfgf/upf.ps.gz">The Unscented Particle Filter</a>, +by R van der Merwe, A Doucet, JFG de Freitas and E Wan, May 2000. +<a href="http://www.cs.berkeley.edu/~jfgf/software.html">Matlab +software</a> for the UPF is also available. +<p> +Note: none of this software is part of BNT. + + + +<h1><a name="learn">Learning</h1> + +Learning in DBNs can be done online or offline. +Currently only offline learning is implemented in BNT. + + +<h2><a name="param_learn">Parameter learning</h2> + +Offline parameter learning is very similar to learning in static networks, +except now the training data is a cell-array of 2D cell-arrays. +For example, +cases{l}{i,t} is the value of node i in slice t in sequence l, or [] +if unobserved. +Each sequence can be a different length, and may have missing values +in arbitrary locations. +Here is a typical code fragment for using EM. +<pre> +ncases = 2; +cases = cell(1, ncases); +for i=1:ncases + ev = sample_dbn(bnet, T); + cases{i} = cell(ss,T); + cases{i}(onodes,:) = ev(onodes, :); +end +[bnet2, LLtrace] = learn_params_dbn_em(engine, cases, 'max_iter', 10); +</pre> +If the observed node is vector-valued and stored in an OxT array, you +need to assign each vector to a single cell, as in the following +example. +<pre> +data = [xpos(:)'; ypos(:)']; +ncases = 1; +cases = cell(1, ncases); +onodes = bnet.observed; +for i=1:ncases + cases{i} = cell(ss,T); + cases{i}(onodes,:) = num2cell(data(:,1:T), 1); +end +</pre> +<p> +For a complete code listing of how to do EM in a simple DBN, click +<a href="dbn_hmm_demo.m">here</a>. + +<h2><a name="struct_learn">Structure learning</h2> + +There is currently only one structure learning algorithm for DBNs. +This assumes all nodes are tabular and observed, and that there are +no intra-slice connections. Hence we can find the optimal set of +parents for each node separately, without worrying about directed +cycles or node orderings. +The function is called as follows +<pre> +inter = learn_struct_dbn_reveal(cases, ns, max_fan_in, penalty) +</pre> +A full example is given in BNT/examples/dynamic/reveal1.m. +Setting the penalty term to 0 gives the maximum likelihood model; this +is equivalent to maximizing the mutual information between parents and +child (in the bioinformatics community, this is known as the REVEAL +algorithm). A non-zero penalty invokes the BIC criterion, which +lessens the chance of overfitting. +<p> +<a href="http://www.bioss.sari.ac.uk/~dirk/software/DBmcmc/"> +Dirk Husmeier has extended MCMC model selection to DBNs</a>. + +</BODY>