Mercurial > hg > camir-aes2014
view toolboxes/FullBNT-1.0.7/bnt/general/convert_dbn_CPDs_to_tables.m @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
---|---|
date | Tue, 10 Feb 2015 15:05:51 +0000 |
parents | |
children |
line wrap: on
line source
function CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence) % CONVERT_DBN_CPDS_TO_TABLES Convert CPDs of (possibly instantiated) DBN nodes to tables % CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence) % % CPDpot{n,t} is a table containing P(n,t|pa(n,t), ev) % All hidden nodes are assumed to be discrete. % We assume the observed nodes are the same in every slice. % % Evaluating the conditional likelihood of long evidence sequences can be very slow, % so we take pains to vectorize where possible. [ss T] = size(evidence); %obs_bitv = ~isemptycell(evidence(:)); obs_bitv = zeros(1, 2*ss); obs_bitv(bnet.observed) = 1; obs_bitv(bnet.observed+ss) = 1; ns = bnet.node_sizes(:); CPDpot = cell(ss,T); for n=1:ss % slice 1 t = 1; ps = parents(bnet.dag, n); e = bnet.equiv_class(n, 1); if ~any(obs_bitv(ps)) CPDpot{n,t} = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, evidence{n,t}); else CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps n], evidence(:,1)); end % special cases: c=child, p=parents, d=discrete, h=hidden, 1sl=1slice % if c=h=1 then c=d=1, since hidden nodes must be discrete % c=h c=d p=h p=d 1sl method % --------------------------- % 1 1 1 1 - replicate CPT % - 1 - 1 - evaluate CPT on evidence * % 0 1 1 1 1 dhmm % 0 0 1 1 1 ghmm % other loop % % * = any subset of the domain may be observed % Example where all of the special cases occur - a hierarchical HMM % where the top layer (G) and leaves (Y) are observed and % all nodes are discrete except Y. % (O turns on if Y is an outlier) % G ---------> G % | | % v v % S --------> S % | | % v v % Y Y % ^ ^ % | | % O O % Evaluating P(yt|St,Ot) is the ghmm case % Evaluating P(St|S(t-1),gt) is the eval CPT case % Evaluating P(gt|g(t-1) is the eval CPT case (hdom = []) % Evaluating P(Ot) is the replicated CPT case % Cts parents (e.g., inputs) would require an additional special case for speed % slices 2..T [ss T] = size(evidence); self = n+ss; ps = parents(bnet.dag, self); e = bnet.equiv_class(n, 2); if 1 debug = 0; hidden_child = ~obs_bitv(n); discrete_child = myismember(n, bnet.dnodes); hidden_ps = all(~obs_bitv(ps)); discrete_ps = mysubset(ps, bnet.dnodes); parents_in_same_slice = all(ps > ss); if hidden_child & discrete_child & hidden_ps & discrete_ps CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug); elseif discrete_child & discrete_ps CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug); elseif discrete_child & hidden_ps & discrete_ps & parents_in_same_slice CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug); elseif ~discrete_child & hidden_ps & discrete_ps & parents_in_same_slice CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug); else if debug, fprintf('node %d, slow\n', n); end for t=2:T CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t)); end end end if 0 for t=2:T CPDpot2{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t)); if ~approxeq(CPDpot{n,t}, CPDpot2{n,t}) fprintf('CPDpot n=%d, t=%d\n',n,t); keyboard end end end end %%%%%%% function CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug) [ss T] = size(evidence); if debug, fprintf('node %d, repl\n', n); end e = bnet.equiv_class(n, 2); CPT = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, []); CPDpot(n,2:T) = num2cell(repmat(CPT, [1 1 T-1]), [1 2]); %%%%%%% function CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug) [ss T] = size(evidence); self = n+ss; ps = parents(bnet.dag, self); e = bnet.equiv_class(n, 2); ns = bnet.node_sizes(:); % Example: given CPT(p1, p2, p3, p4, c), where p1,p3 are observed % we create CPT([p2 p4 c], [p1 p3]). % We then convert all observed p1,p3 into indices ndx % and return CPT(:, ndx) CPT = CPD_to_CPT(bnet.CPD{e}); domain = [ps self]; % if dom is [3 7 8] and 3,8 are observed, odom_rel = [1 3], hdom_rel = 2, % odom = [3 8], hdom = 7 odom_rel = find(obs_bitv(domain)); hdom_rel = find(~obs_bitv(domain)); odom = domain(odom_rel); hdom = domain(hdom_rel); if isempty(hdom) CPT = CPT(:); else CPT = permute(CPT, [hdom_rel odom_rel]); CPT = reshape(CPT, prod(ns(hdom)), prod(ns(odom))); end parents_in_same_slice = all(ps > ss); if parents_in_same_slice if debug, fprintf('node %d eval 1 slice\n', n); end data = cell2num(evidence(odom-ss,2:T)); %data(i,t) = val of i'th obs parent at t+1 else if debug, fprintf('node %d eval 2 slice\n', n); end % there's probably a way of vectorizing this... data = zeros(length(odom), T-1); for t=2:T ev = evidence(:,t-1:t); ev = ev(:); ev2 = ev(odom); data(:,t-1) = cat(1, ev2{:}); %data(:,t-1) = cell2num(ev2); end end ndx = subv2ind(ns(odom), data'); % ndx(t) encodes data(:,t) if isempty(hdom) CPDpot(n,2:T) = num2cell(CPT(ndx)); % a cell array of floats else CPDpot(n,2:T) = num2cell(CPT(:, ndx), 1); % a cell array of column vectors end %%%%%%% function CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug) if debug, fprintf('node %d, dhmm\n', n); end [ss T] = size(evidence); self = n+ss; ps = parents(bnet.dag, self); e = bnet.equiv_class(n, 2); ns = bnet.node_sizes(:); CPT = CPD_to_CPT(bnet.CPD{e}); CPT = reshape(CPT, [prod(ns(ps)) ns(self)]); % what if no parents? %obslik = mk_dhmm_obs_lik(cell2num(evidence(n,2:T)), CPT); obslik = eval_pdf_cond_multinomial(cell2num(evidence(n,2:T)), CPT); CPDpot(n,2:T) = num2cell(obslik, 1); %%%%%%% function CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug) if debug, fprintf('node %d, ghmm\n', n); end [ss T] = size(evidence); e = bnet.equiv_class(n, 2); S = struct(bnet.CPD{e}); ev2 = cell2num(evidence(n,2:T)); %obslik = mk_ghmm_obs_lik(ev2, S.mean, S.cov); obslik = eval_pdf_cond_gauss(ev2, S.mean, S.cov); CPDpot(n,2:T) = num2cell(obslik, 1);