wolffd@0: function CPD = update_ess2(CPD, fmarginal, evidence, ns, cnodes, hidden_bitv) wolffd@0: % UPDATE_ESS Update the Expected Sufficient Statistics of a hhmm Q node. wolffd@0: % function CPD = update_ess(CPD, fmarginal, evidence, ns, cnodes, idden_bitv) wolffd@0: wolffd@0: % Figure out the node numbers associated with each parent wolffd@0: dom = fmarginal.domain; wolffd@0: self = dom(end); % by assumption wolffd@0: old_self = dom(CPD.old_self_ndx); wolffd@0: Fself = dom(CPD.Fself_ndx); wolffd@0: Fbelow = dom(CPD.Fbelow_ndx); wolffd@0: Qps = dom(CPD.Qps_ndx); wolffd@0: wolffd@0: Qsz = CPD.Qsz; wolffd@0: Qpsz = CPD.Qpsz; wolffd@0: wolffd@0: wolffd@0: fmarg = add_ev_to_dmarginal(fmarginal, evidence, ns); wolffd@0: wolffd@0: wolffd@0: wolffd@0: % hor_counts(old_self, Qps, self), wolffd@0: % fmarginal(old_self, Fbelow, Fself, Qps, self) wolffd@0: % hor_counts(i,k,j) = fmarginal(i,2,1,k,j) % below has finished, self has not wolffd@0: % ver_counts(i,k,j) = fmarginal(i,2,2,k,j) % below has finished, and so has self (reset) wolffd@0: % Since any of i,j,k may be observed, we write wolffd@0: % hor_counts(counts_ndx{:}) = fmarginal(fmarg_ndx{:}) wolffd@0: % where e.g., counts_ndx = {1, ':', 2} if Qps is hidden but we observe old_self=1, self=2. wolffd@0: % To create this counts_ndx, we write counts_ndx = mk_multi_ndx(3, obs_dim, obs_val) wolffd@0: % where counts_obs_dim = [1 3], counts_obs_val = [1 2] specifies the values of dimensions 1 and 3. wolffd@0: wolffd@0: counts_obs_dim = []; wolffd@0: fmarg_obs_dim = []; wolffd@0: obs_val = []; wolffd@0: if hidden_bitv(self) wolffd@0: effQsz = Qsz; wolffd@0: else wolffd@0: effQsz = 1; wolffd@0: counts_obs_dim = [counts_obs_dim 3]; wolffd@0: fmarg_obs_dim = [fmarg_obs_dim 5]; wolffd@0: obs_val = [obs_val evidence{self}]; wolffd@0: end wolffd@0: wolffd@0: % e.g., D=4, d=3, Qps = all Qs above, so dom = [Q3(t-1) F4(t-1) F3(t-1) Q1(t) Q2(t) Q3(t)]. wolffd@0: % so self = Q3(t), old_self = Q3(t-1), CPD.Qps = [1 2], Qps = [Q1(t) Q2(t)] wolffd@0: dom = fmarginal.domain; wolffd@0: self = dom(end); wolffd@0: old_self = dom(1); wolffd@0: Qps = dom(length(dom)-length(CPD.Qps):end-1); wolffd@0: wolffd@0: Qsz = CPD.Qsizes(CPD.d); wolffd@0: Qpsz = prod(CPD.Qsizes(CPD.Qps)); wolffd@0: wolffd@0: % If some of the Q nodes are observed (which happens during supervised training) wolffd@0: % the counts will only be non-zero in positions wolffd@0: % consistent with the evidence. We put the computed marginal responsibilities wolffd@0: % into the appropriate slots of the big counts array. wolffd@0: % (Recall that observed discrete nodes only have a single effective value.) wolffd@0: % (A more general, but much slower, way is to call add_evidence_to_dmarginal.) wolffd@0: % We assume the F nodes are never observed. wolffd@0: wolffd@0: obs_self = ~hidden_bitv(self); wolffd@0: obs_Qps = (~isempty(Qps)) & (~any(hidden_bitv(Qps))); % we assume that all or none of the Q parents are observed wolffd@0: wolffd@0: if obs_self wolffd@0: self_val = evidence{self}; wolffd@0: oldself_val = evidence{old_self}; wolffd@0: end wolffd@0: wolffd@0: if obs_Qps wolffd@0: Qps_val = subv2ind(Qpsz, cat(1, evidence{Qps})); wolffd@0: if Qps_val == 0 wolffd@0: keyboard wolffd@0: end wolffd@0: end wolffd@0: wolffd@0: if CPD.d==1 % no Qps from above wolffd@0: if ~CPD.F1toQ1 % no F from self wolffd@0: % marg(Q1(t-1), F2(t-1), Q1(t)) wolffd@0: % F2(t-1) P(Q1(t)=j | Q1(t-1)=i) wolffd@0: % 1 delta(i,j) wolffd@0: % 2 transprob(i,j) wolffd@0: if obs_self wolffd@0: hor_counts = zeros(Qsz, Qsz); wolffd@0: hor_counts(oldself_val, self_val) = fmarginal.T(2); wolffd@0: else wolffd@0: marg = reshape(fmarginal.T, [Qsz 2 Qsz]); wolffd@0: hor_counts = squeeze(marg(:,2,:)); wolffd@0: end wolffd@0: else wolffd@0: % marg(Q1(t-1), F2(t-1), F1(t-1), Q1(t)) wolffd@0: % F2(t-1) F1(t-1) P(Qd(t)=j| Qd(t-1)=i) wolffd@0: % ------------------------------------------------------ wolffd@0: % 1 1 delta(i,j) wolffd@0: % 2 1 transprob(i,j) wolffd@0: % 1 2 impossible wolffd@0: % 2 2 startprob(j) wolffd@0: if obs_self wolffd@0: marg = myreshape(fmarginal.T, [1 2 2 1]); wolffd@0: hor_counts = zeros(Qsz, Qsz); wolffd@0: hor_counts(oldself_val, self_val) = marg(1,2,1,1); wolffd@0: ver_counts = zeros(Qsz, 1); wolffd@0: %ver_counts(self_val) = marg(1,2,2,1); wolffd@0: ver_counts(self_val) = marg(1,2,2,1) + marg(1,1,2,1); wolffd@0: else wolffd@0: marg = reshape(fmarginal.T, [Qsz 2 2 Qsz]); wolffd@0: hor_counts = squeeze(marg(:,2,1,:)); wolffd@0: %ver_counts = squeeze(sum(marg(:,2,2,:),1)); % sum over i wolffd@0: ver_counts = squeeze(sum(marg(:,2,2,:),1)) + squeeze(sum(marg(:,1,2,:),1)); % sum i,b wolffd@0: end wolffd@0: end % F1toQ1 wolffd@0: else % d ~= 1 wolffd@0: if CPD.d < CPD.D % general case wolffd@0: % marg(Qd(t-1), Fd+1(t-1), Fd(t-1), Qps(t), Qd(t)) wolffd@0: % Fd+1(t-1) Fd(t-1) P(Qd(t)=j| Qd(t-1)=i, Qps(t)=k) wolffd@0: % ------------------------------------------------------ wolffd@0: % 1 1 delta(i,j) wolffd@0: % 2 1 transprob(i,k,j) wolffd@0: % 1 2 impossible wolffd@0: % 2 2 startprob(k,j) wolffd@0: if obs_Qps & obs_self wolffd@0: marg = myreshape(fmarginal.T, [1 2 2 1 1]); wolffd@0: k = 1; wolffd@0: hor_counts = zeros(Qsz, Qpsz, Qsz); wolffd@0: hor_counts(oldself_val, Qps_val, self_val) = marg(1, 2,1, k,1); wolffd@0: ver_counts = zeros(Qpsz, Qsz); wolffd@0: %ver_counts(Qps_val, self_val) = marg(1, 2,2, k,1); wolffd@0: ver_counts(Qps_val, self_val) = marg(1, 2,2, k,1) + marg(1, 1,2, k,1); wolffd@0: elseif obs_Qps & ~obs_self wolffd@0: marg = myreshape(fmarginal.T, [Qsz 2 2 1 Qsz]); wolffd@0: k = 1; wolffd@0: hor_counts = zeros(Qsz, Qpsz, Qsz); wolffd@0: hor_counts(:, Qps_val, :) = marg(:, 2,1, k,:); wolffd@0: ver_counts = zeros(Qpsz, Qsz); wolffd@0: %ver_counts(Qps_val, :) = sum(marg(:, 2,2, k,:), 1); wolffd@0: ver_counts(Qps_val, :) = sum(marg(:, 2,2, k,:), 1) + sum(marg(:, 1,2, k,:), 1); wolffd@0: elseif ~obs_Qps & obs_self wolffd@0: error('not yet implemented') wolffd@0: else % everything is hidden wolffd@0: marg = reshape(fmarginal.T, [Qsz 2 2 Qpsz Qsz]); wolffd@0: hor_counts = squeeze(marg(:,2,1,:,:)); % i,k,j wolffd@0: %ver_counts = squeeze(sum(marg(:,2,2,:,:),1)); % sum over i wolffd@0: ver_counts = squeeze(sum(marg(:,2,2,:,:),1)) + squeeze(sum(marg(:,1,2,:,:),1)); % sum over i,b wolffd@0: end wolffd@0: else % d == D, so no F from below wolffd@0: % marg(QD(t-1), FD(t-1), Qps(t), QD(t)) wolffd@0: % FD(t-1) P(QD(t)=j | QD(t-1)=i, Qps(t)=k) wolffd@0: % 1 transprob(i,k,j) wolffd@0: % 2 startprob(k,j) wolffd@0: if obs_Qps & obs_self wolffd@0: marg = myreshape(fmarginal.T, [1 2 1 1]); wolffd@0: k = 1; wolffd@0: hor_counts = zeros(Qsz, Qpsz, Qsz); wolffd@0: hor_counts(oldself_val, Qps_val, self_val) = marg(1, 1, k,1); wolffd@0: ver_counts = zeros(Qpsz, Qsz); wolffd@0: ver_counts(Qps_val, self_val) = marg(1, 2, k,1); wolffd@0: elseif obs_Qps & ~obs_self wolffd@0: marg = myreshape(fmarginal.T, [Qsz 2 1 Qsz]); wolffd@0: k = 1; wolffd@0: hor_counts = zeros(Qsz, Qpsz, Qsz); wolffd@0: hor_counts(:, Qps_val, :) = marg(:, 1, k,:); wolffd@0: ver_counts = zeros(Qpsz, Qsz); wolffd@0: ver_counts(Qps_val, :) = sum(marg(:, 2, k, :), 1); wolffd@0: elseif ~obs_Qps & obs_self wolffd@0: error('not yet implemented') wolffd@0: else % everything is hidden wolffd@0: marg = reshape(fmarginal.T, [Qsz 2 Qpsz Qsz]); wolffd@0: hor_counts = squeeze(marg(:,1,:,:)); wolffd@0: ver_counts = squeeze(sum(marg(:,2,:,:),1)); % sum over i wolffd@0: end wolffd@0: end wolffd@0: end wolffd@0: wolffd@0: CPD.sub_CPD_trans = update_ess_simple(CPD.sub_CPD_trans, hor_counts); wolffd@0: wolffd@0: if ~isempty(CPD.sub_CPD_start) wolffd@0: CPD.sub_CPD_start = update_ess_simple(CPD.sub_CPD_start, ver_counts); wolffd@0: end wolffd@0: