annotate toolboxes/FullBNT-1.0.7/bnt/general/convert_dbn_CPDs_to_tables.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 function CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence)
Daniel@0 2 % CONVERT_DBN_CPDS_TO_TABLES Convert CPDs of (possibly instantiated) DBN nodes to tables
Daniel@0 3 % CPDpot = convert_dbn_CPDs_to_tables(bnet, evidence)
Daniel@0 4 %
Daniel@0 5 % CPDpot{n,t} is a table containing P(n,t|pa(n,t), ev)
Daniel@0 6 % All hidden nodes are assumed to be discrete.
Daniel@0 7 % We assume the observed nodes are the same in every slice.
Daniel@0 8 %
Daniel@0 9 % Evaluating the conditional likelihood of long evidence sequences can be very slow,
Daniel@0 10 % so we take pains to vectorize where possible.
Daniel@0 11
Daniel@0 12 [ss T] = size(evidence);
Daniel@0 13 %obs_bitv = ~isemptycell(evidence(:));
Daniel@0 14 obs_bitv = zeros(1, 2*ss);
Daniel@0 15 obs_bitv(bnet.observed) = 1;
Daniel@0 16 obs_bitv(bnet.observed+ss) = 1;
Daniel@0 17
Daniel@0 18 ns = bnet.node_sizes(:);
Daniel@0 19 CPDpot = cell(ss,T);
Daniel@0 20
Daniel@0 21 for n=1:ss
Daniel@0 22 % slice 1
Daniel@0 23 t = 1;
Daniel@0 24 ps = parents(bnet.dag, n);
Daniel@0 25 e = bnet.equiv_class(n, 1);
Daniel@0 26 if ~any(obs_bitv(ps))
Daniel@0 27 CPDpot{n,t} = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, evidence{n,t});
Daniel@0 28 else
Daniel@0 29 CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps n], evidence(:,1));
Daniel@0 30 end
Daniel@0 31
Daniel@0 32 % special cases: c=child, p=parents, d=discrete, h=hidden, 1sl=1slice
Daniel@0 33 % if c=h=1 then c=d=1, since hidden nodes must be discrete
Daniel@0 34 % c=h c=d p=h p=d 1sl method
Daniel@0 35 % ---------------------------
Daniel@0 36 % 1 1 1 1 - replicate CPT
Daniel@0 37 % - 1 - 1 - evaluate CPT on evidence *
Daniel@0 38 % 0 1 1 1 1 dhmm
Daniel@0 39 % 0 0 1 1 1 ghmm
Daniel@0 40 % other loop
Daniel@0 41 %
Daniel@0 42 % * = any subset of the domain may be observed
Daniel@0 43
Daniel@0 44 % Example where all of the special cases occur - a hierarchical HMM
Daniel@0 45 % where the top layer (G) and leaves (Y) are observed and
Daniel@0 46 % all nodes are discrete except Y.
Daniel@0 47 % (O turns on if Y is an outlier)
Daniel@0 48
Daniel@0 49 % G ---------> G
Daniel@0 50 % | |
Daniel@0 51 % v v
Daniel@0 52 % S --------> S
Daniel@0 53 % | |
Daniel@0 54 % v v
Daniel@0 55 % Y Y
Daniel@0 56 % ^ ^
Daniel@0 57 % | |
Daniel@0 58 % O O
Daniel@0 59
Daniel@0 60 % Evaluating P(yt|St,Ot) is the ghmm case
Daniel@0 61 % Evaluating P(St|S(t-1),gt) is the eval CPT case
Daniel@0 62 % Evaluating P(gt|g(t-1) is the eval CPT case (hdom = [])
Daniel@0 63 % Evaluating P(Ot) is the replicated CPT case
Daniel@0 64
Daniel@0 65 % Cts parents (e.g., inputs) would require an additional special case for speed
Daniel@0 66
Daniel@0 67
Daniel@0 68 % slices 2..T
Daniel@0 69 [ss T] = size(evidence);
Daniel@0 70 self = n+ss;
Daniel@0 71 ps = parents(bnet.dag, self);
Daniel@0 72 e = bnet.equiv_class(n, 2);
Daniel@0 73
Daniel@0 74 if 1
Daniel@0 75 debug = 0;
Daniel@0 76 hidden_child = ~obs_bitv(n);
Daniel@0 77 discrete_child = myismember(n, bnet.dnodes);
Daniel@0 78 hidden_ps = all(~obs_bitv(ps));
Daniel@0 79 discrete_ps = mysubset(ps, bnet.dnodes);
Daniel@0 80 parents_in_same_slice = all(ps > ss);
Daniel@0 81
Daniel@0 82 if hidden_child & discrete_child & hidden_ps & discrete_ps
Daniel@0 83 CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug);
Daniel@0 84 elseif discrete_child & discrete_ps
Daniel@0 85 CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug);
Daniel@0 86 elseif discrete_child & hidden_ps & discrete_ps & parents_in_same_slice
Daniel@0 87 CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug);
Daniel@0 88 elseif ~discrete_child & hidden_ps & discrete_ps & parents_in_same_slice
Daniel@0 89 CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug);
Daniel@0 90 else
Daniel@0 91 if debug, fprintf('node %d, slow\n', n); end
Daniel@0 92 for t=2:T
Daniel@0 93 CPDpot{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t));
Daniel@0 94 end
Daniel@0 95 end
Daniel@0 96 end
Daniel@0 97
Daniel@0 98 if 0
Daniel@0 99 for t=2:T
Daniel@0 100 CPDpot2{n,t} = convert_to_table(bnet.CPD{e}, [ps self], evidence(:,t-1:t));
Daniel@0 101 if ~approxeq(CPDpot{n,t}, CPDpot2{n,t})
Daniel@0 102 fprintf('CPDpot n=%d, t=%d\n',n,t);
Daniel@0 103 keyboard
Daniel@0 104 end
Daniel@0 105 end
Daniel@0 106 end
Daniel@0 107
Daniel@0 108
Daniel@0 109 end
Daniel@0 110
Daniel@0 111
Daniel@0 112
Daniel@0 113
Daniel@0 114 %%%%%%%
Daniel@0 115 function CPDpot = helper_repl(bnet, evidence, n, CPDpot, obs_bitv, debug)
Daniel@0 116
Daniel@0 117 [ss T] = size(evidence);
Daniel@0 118 if debug, fprintf('node %d, repl\n', n); end
Daniel@0 119 e = bnet.equiv_class(n, 2);
Daniel@0 120 CPT = convert_CPD_to_table_hidden_ps(bnet.CPD{e}, []);
Daniel@0 121 CPDpot(n,2:T) = num2cell(repmat(CPT, [1 1 T-1]), [1 2]);
Daniel@0 122
Daniel@0 123
Daniel@0 124
Daniel@0 125 %%%%%%%
Daniel@0 126 function CPDpot = helper_eval(bnet, evidence, n, CPDpot, obs_bitv, debug)
Daniel@0 127
Daniel@0 128 [ss T] = size(evidence);
Daniel@0 129 self = n+ss;
Daniel@0 130 ps = parents(bnet.dag, self);
Daniel@0 131 e = bnet.equiv_class(n, 2);
Daniel@0 132 ns = bnet.node_sizes(:);
Daniel@0 133 % Example: given CPT(p1, p2, p3, p4, c), where p1,p3 are observed
Daniel@0 134 % we create CPT([p2 p4 c], [p1 p3]).
Daniel@0 135 % We then convert all observed p1,p3 into indices ndx
Daniel@0 136 % and return CPT(:, ndx)
Daniel@0 137 CPT = CPD_to_CPT(bnet.CPD{e});
Daniel@0 138 domain = [ps self];
Daniel@0 139 % if dom is [3 7 8] and 3,8 are observed, odom_rel = [1 3], hdom_rel = 2,
Daniel@0 140 % odom = [3 8], hdom = 7
Daniel@0 141 odom_rel = find(obs_bitv(domain));
Daniel@0 142 hdom_rel = find(~obs_bitv(domain));
Daniel@0 143 odom = domain(odom_rel);
Daniel@0 144 hdom = domain(hdom_rel);
Daniel@0 145 if isempty(hdom)
Daniel@0 146 CPT = CPT(:);
Daniel@0 147 else
Daniel@0 148 CPT = permute(CPT, [hdom_rel odom_rel]);
Daniel@0 149 CPT = reshape(CPT, prod(ns(hdom)), prod(ns(odom)));
Daniel@0 150 end
Daniel@0 151 parents_in_same_slice = all(ps > ss);
Daniel@0 152 if parents_in_same_slice
Daniel@0 153 if debug, fprintf('node %d eval 1 slice\n', n); end
Daniel@0 154 data = cell2num(evidence(odom-ss,2:T)); %data(i,t) = val of i'th obs parent at t+1
Daniel@0 155 else
Daniel@0 156 if debug, fprintf('node %d eval 2 slice\n', n); end
Daniel@0 157 % there's probably a way of vectorizing this...
Daniel@0 158 data = zeros(length(odom), T-1);
Daniel@0 159 for t=2:T
Daniel@0 160 ev = evidence(:,t-1:t);
Daniel@0 161 ev = ev(:);
Daniel@0 162 ev2 = ev(odom);
Daniel@0 163 data(:,t-1) = cat(1, ev2{:});
Daniel@0 164 %data(:,t-1) = cell2num(ev2);
Daniel@0 165 end
Daniel@0 166 end
Daniel@0 167 ndx = subv2ind(ns(odom), data'); % ndx(t) encodes data(:,t)
Daniel@0 168 if isempty(hdom)
Daniel@0 169 CPDpot(n,2:T) = num2cell(CPT(ndx)); % a cell array of floats
Daniel@0 170 else
Daniel@0 171 CPDpot(n,2:T) = num2cell(CPT(:, ndx), 1); % a cell array of column vectors
Daniel@0 172 end
Daniel@0 173
Daniel@0 174 %%%%%%%
Daniel@0 175 function CPDpot = helper_dhmm(bnet, evidence, n, CPDpot, obs_bitv, debug)
Daniel@0 176
Daniel@0 177 if debug, fprintf('node %d, dhmm\n', n); end
Daniel@0 178 [ss T] = size(evidence);
Daniel@0 179 self = n+ss;
Daniel@0 180 ps = parents(bnet.dag, self);
Daniel@0 181 e = bnet.equiv_class(n, 2);
Daniel@0 182 ns = bnet.node_sizes(:);
Daniel@0 183 CPT = CPD_to_CPT(bnet.CPD{e});
Daniel@0 184 CPT = reshape(CPT, [prod(ns(ps)) ns(self)]); % what if no parents?
Daniel@0 185 %obslik = mk_dhmm_obs_lik(cell2num(evidence(n,2:T)), CPT);
Daniel@0 186 obslik = eval_pdf_cond_multinomial(cell2num(evidence(n,2:T)), CPT);
Daniel@0 187 CPDpot(n,2:T) = num2cell(obslik, 1);
Daniel@0 188
Daniel@0 189
Daniel@0 190 %%%%%%%
Daniel@0 191 function CPDpot = helper_ghmm(bnet, evidence, n, CPDpot, obs_bitv, debug)
Daniel@0 192
Daniel@0 193 if debug, fprintf('node %d, ghmm\n', n); end
Daniel@0 194 [ss T] = size(evidence);
Daniel@0 195 e = bnet.equiv_class(n, 2);
Daniel@0 196 S = struct(bnet.CPD{e});
Daniel@0 197 ev2 = cell2num(evidence(n,2:T));
Daniel@0 198 %obslik = mk_ghmm_obs_lik(ev2, S.mean, S.cov);
Daniel@0 199 obslik = eval_pdf_cond_gauss(ev2, S.mean, S.cov);
Daniel@0 200 CPDpot(n,2:T) = num2cell(obslik, 1);
Daniel@0 201