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view toolboxes/FullBNT-1.0.7/bnt/inference/dynamic/@pearl_dbn_inf_engine/Old/smooth_evidence_fast.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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function [marginal, msg, loglik] = smooth_evidence_fast(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); temp = struct(bnet.CPD{e}); pi{i,t} = temp.CPT; else e = bnet.equiv_class(i,2); CPD = struct(bnet.CPD{e}); ps = parents(bnet.inter, i); temp = CPD.CPT; for p=ps(:)' temp(:) = temp(:) .* inter_pi_msg{p,i,t}(engine.mult_parent_ndx{i,p}); end dom = [ps i+ss]; pot = dpot(dom, ns(dom), temp); 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}); for p=ps(:)' temp = CPD.CPT(:) .* lambda{i,t}(engine.mult_self_ndx{i}); for k=ps(:)' if k ~= p temp(:) = temp(:) .* inter_pi_msg{k,i,t}(engine.mult_parent_ndx{i,k}); end end fam = [ps i+ss]; pot = dpot(fam, ns(fam), temp); 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;