annotate toolboxes/FullBNT-1.0.7/bnt/examples/static/cg1.m @ 0:cc4b1211e677 tip

initial commit to HG from Changeset: 646 (e263d8a21543) added further path and more save "camirversion.m"
author Daniel Wolff
date Fri, 19 Aug 2016 13:07:06 +0200
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Daniel@0 1 % Conditional Gaussian network
Daniel@0 2 % The waste incinerator emissions example from Lauritzen (1992),
Daniel@0 3 % "Propogation of Probabilities, Means and Variances in Mixed Graphical Association Models",
Daniel@0 4 % JASA 87(420): 1098--1108
Daniel@0 5 %
Daniel@0 6 % This example is reprinted on p145 of "Probabilistic Networks and Expert Systems",
Daniel@0 7 % Cowell, Dawid, Lauritzen and Spiegelhalter, 1999, Springer.
Daniel@0 8 %
Daniel@0 9 % For a picture, see http://www.cs.berkeley.edu/~murphyk/Bayes/usage.html#cg_model
Daniel@0 10
Daniel@0 11 ns = 2*ones(1,9);
Daniel@0 12 %bnet = mk_incinerator_bnet(ns);
Daniel@0 13 bnet = mk_incinerator_bnet;
Daniel@0 14
Daniel@0 15 engines = {};
Daniel@0 16 %engines{end+1} = stab_cond_gauss_inf_engine(bnet);
Daniel@0 17 engines{end+1} = jtree_inf_engine(bnet);
Daniel@0 18 engines{end+1} = cond_gauss_inf_engine(bnet);
Daniel@0 19 nengines = length(engines);
Daniel@0 20
Daniel@0 21 F = 1; W = 2; E = 3; B = 4; C = 5; D = 6; Min = 7; Mout = 8; L = 9;
Daniel@0 22 n = 9;
Daniel@0 23 dnodes = [B F W];
Daniel@0 24 cnodes = mysetdiff(1:n, dnodes);
Daniel@0 25
Daniel@0 26 evidence = cell(1,n); % no evidence
Daniel@0 27 ll = zeros(1, nengines);
Daniel@0 28 for e=1:nengines
Daniel@0 29 [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
Daniel@0 30 end
Daniel@0 31 %assert(approxeq(ll(1), ll)))
Daniel@0 32 ll
Daniel@0 33
Daniel@0 34 % Compare to the results in table on p1107.
Daniel@0 35 % These results are printed to 3dp in Cowell p150
Daniel@0 36
Daniel@0 37 mu = zeros(1,n);
Daniel@0 38 sigma = zeros(1,n);
Daniel@0 39 dprob = zeros(1,n);
Daniel@0 40 addev = 1;
Daniel@0 41 tol = 1e-2;
Daniel@0 42 for e=1:nengines
Daniel@0 43 for i=cnodes(:)'
Daniel@0 44 m = marginal_nodes(engines{e}, i, addev);
Daniel@0 45 mu(i) = m.mu;
Daniel@0 46 sigma(i) = sqrt(m.Sigma);
Daniel@0 47 end
Daniel@0 48 for i=dnodes(:)'
Daniel@0 49 m = marginal_nodes(engines{e}, i, addev);
Daniel@0 50 dprob(i) = m.T(1);
Daniel@0 51 end
Daniel@0 52 assert(approxeq(mu([E D C L Min Mout]), [-3.25 3.04 -1.85 1.48 -0.214 2.83], tol))
Daniel@0 53 assert(approxeq(sigma([E D C L Min Mout]), [0.709 0.770 0.507 0.631 0.459 0.860], tol))
Daniel@0 54 assert(approxeq(dprob([B F W]), [0.85 0.95 0.29], tol))
Daniel@0 55 %m = marginal_nodes(engines{e}, bnet.names('E'), addev);
Daniel@0 56 %assert(approxeq(m.mu, -3.25, tol))
Daniel@0 57 %assert(approxeq(sqrt(m.Sigma), 0.709, tol))
Daniel@0 58 end
Daniel@0 59
Daniel@0 60 % Add evidence (p 1105, top right)
Daniel@0 61 evidence = cell(1,n);
Daniel@0 62 evidence{W} = 1; % industrial
Daniel@0 63 evidence{L} = 1.1;
Daniel@0 64 evidence{C} = -0.9;
Daniel@0 65
Daniel@0 66 ll = zeros(1, nengines);
Daniel@0 67 for e=1:nengines
Daniel@0 68 [engines{e}, ll(e)] = enter_evidence(engines{e}, evidence);
Daniel@0 69 end
Daniel@0 70 assert(all(approxeq(ll(1), ll)))
Daniel@0 71
Daniel@0 72 for e=1:nengines
Daniel@0 73 for i=cnodes(:)'
Daniel@0 74 m = marginal_nodes(engines{e}, i, addev);
Daniel@0 75 mu(i) = m.mu;
Daniel@0 76 sigma(i) = sqrt(m.Sigma);
Daniel@0 77 end
Daniel@0 78 for i=dnodes(:)'
Daniel@0 79 m = marginal_nodes(engines{e}, i, addev);
Daniel@0 80 dprob(i) = m.T(1);
Daniel@0 81 end
Daniel@0 82 assert(approxeq(mu([E D C L Min Mout]), [-3.90 3.61 -0.9 1.1 0.5 4.11], tol))
Daniel@0 83 assert(approxeq(sigma([E D C L Min Mout]), [0.076 0.326 0 0 0.1 0.344], tol))
Daniel@0 84 assert(approxeq(dprob([B F W]), [0.0122 0.9995 1], tol))
Daniel@0 85 end
Daniel@0 86