wolffd@0: function [startprob, transprob, obsprob] = dbn_to_hmm(bnet) wolffd@0: % DBN_TO_HMM % Convert DBN params to HMM params wolffd@0: % [startprob, transprob, obsprob] = dbn_to_hmm(bnet, onodes) wolffd@0: % startprob(i) wolffd@0: % transprob(i,j) wolffd@0: % obsprob{k}.big_CPT(i,o) if k'th observed node is discrete wolffd@0: % obsprob{k}.big_mu(:,i), .big_Sigma(:,:,i) if k'th observed node is Gaussian wolffd@0: % Big means the domain contains all the hidden discrete nodes, not just the parents. wolffd@0: wolffd@0: % Called by constructor and by update_engine wolffd@0: wolffd@0: ss = length(bnet.intra); wolffd@0: onodes = bnet.observed; wolffd@0: hnodes = mysetdiff(1:ss, onodes); wolffd@0: evidence = cell(ss, 2); wolffd@0: ns = bnet.node_sizes(:); wolffd@0: Qh = prod(ns(hnodes)); wolffd@0: tmp = dpot_to_table(compute_joint_pot(bnet, hnodes, evidence)); wolffd@0: startprob = reshape(tmp, Qh, 1); wolffd@0: wolffd@0: tmp = dpot_to_table(compute_joint_pot(bnet, hnodes+ss, evidence, [hnodes hnodes+ss])); wolffd@0: transprob = mk_stochastic(reshape(tmp, Qh, Qh)); wolffd@0: wolffd@0: % P(o|ps) is used by mk_hmm_obs_lik_vec for a single time slice wolffd@0: % P(o|h) (the big version), where h = all hidden nodes, is used by enter_evidence wolffd@0: wolffd@0: obsprob = cell(1, length(onodes)); wolffd@0: for i=1:length(onodes) wolffd@0: o = onodes(i); wolffd@0: if bnet.auto_regressive(o) wolffd@0: % We assume the parents of this node are all the hidden nodes in the slice, wolffd@0: % so the params already are "big". Also, we assume we regress only on our old selves. wolffd@0: % slice 1 wolffd@0: e = bnet.equiv_class(o); wolffd@0: CPD = struct(bnet.CPD{e}); wolffd@0: O = ns(o); wolffd@0: ps = bnet.parents{o}; wolffd@0: Qps = prod(ns(ps)); wolffd@0: obsprob{i}.big_mu0 = reshape(CPD.mean, [O Qps]); wolffd@0: obsprob{i}.big_Sigma0 = reshape(CPD.cov, [O O Qps]); wolffd@0: wolffd@0: % slice t>1 wolffd@0: e = bnet.equiv_class(o+ss); wolffd@0: CPD = struct(bnet.CPD{e}); wolffd@0: O = ns(o); wolffd@0: dps = mysetdiff(bnet.parents{o+ss}, o); wolffd@0: Qdps = prod(ns(dps)); wolffd@0: obsprob{i}.big_mu = reshape(CPD.mean, [O Qdps]); wolffd@0: obsprob{i}.big_Sigma = reshape(CPD.cov, [O O Qdps]); wolffd@0: obsprob{i}.big_W = reshape(CPD.weights, [O O Qdps]); wolffd@0: else wolffd@0: e = bnet.equiv_class(o+ss); wolffd@0: CPD = struct(bnet.CPD{e}); wolffd@0: O = ns(o); wolffd@0: ps = bnet.parents{o}; wolffd@0: Qps = prod(ns(ps)); wolffd@0: % We make a big potential, replicating the params if necessary wolffd@0: % e.g., for a 2 chain coupled HMM, mu(:,Q1) becomes mu(:,Q1,Q2) wolffd@0: bigpot = pot_to_marginal(compute_joint_pot(bnet, onodes(i), evidence, [hnodes onodes(i)])); wolffd@0: wolffd@0: if myismember(o, bnet.dnodes) wolffd@0: obsprob{i}.CPT = reshape(CPD.CPT, [Qps O]); wolffd@0: obsprob{i}.big_CPT = reshape(bigpot.T, Qh, O); wolffd@0: else wolffd@0: obsprob{i}.big_mu = bigpot.mu; wolffd@0: obsprob{i}.big_Sigma = bigpot.Sigma; wolffd@0: wolffd@0: if 1 wolffd@0: obsprob{i}.mu = reshape(CPD.mean, [O Qps]); wolffd@0: C = reshape(CPD.cov, [O O Qps]); wolffd@0: obsprob{i}.Sigma = C; wolffd@0: d = size(obsprob{i}.mu, 1); wolffd@0: for j=1:Qps wolffd@0: obsprob{i}.inv_Sigma(:,:,j) = inv(C(:,:,j)); wolffd@0: obsprob{i}.denom(j) = (2*pi)^(d/2)*sqrt(abs(det(C(:,:,j)))); wolffd@0: end wolffd@0: end wolffd@0: wolffd@0: end % if discrete wolffd@0: end % if ar wolffd@0: end % for