Daniel@0: % Fit a piece-wise linear regression model.
Daniel@0: % Here is the model
Daniel@0: %
Daniel@0: %  X \
Daniel@0: %  | |
Daniel@0: %  Q |
Daniel@0: %  | /
Daniel@0: %  Y
Daniel@0: %
Daniel@0: % where all arcs point down.
Daniel@0: % We condition everything on X, so X is a root node. Q is a softmax, and Y is a linear Gaussian.
Daniel@0: % Q is hidden, X and Y are observed.
Daniel@0: 
Daniel@0: X = 1;
Daniel@0: Q = 2;
Daniel@0: Y = 3;
Daniel@0: dag = zeros(3,3);
Daniel@0: dag(X,[Q Y]) = 1;
Daniel@0: dag(Q,Y) = 1;
Daniel@0: ns = [1 2 1]; % make X and Y scalars, and have 2 experts
Daniel@0: dnodes = [2];
Daniel@0: onodes = [1 3];
Daniel@0: bnet = mk_bnet(dag, ns, 'discrete', dnodes, 'observed', onodes);
Daniel@0: 
Daniel@0: IRLS_iter = 10;
Daniel@0: clamped = 0;
Daniel@0: 
Daniel@0: bnet.CPD{1} = root_CPD(bnet, 1);
Daniel@0: 
Daniel@0: if 0
Daniel@0:   % start with good initial params
Daniel@0:   w = [-5 5];  % w(:,i) is the normal vector to the i'th decisions boundary
Daniel@0:   b = [0 0];  % b(i) is the offset (bias) to the i'th decisions boundary
Daniel@0:   
Daniel@0:   mu = [0 0];
Daniel@0:   sigma = 1;
Daniel@0:   Sigma = repmat(sigma*eye(ns(Y)), [ns(Y) ns(Y) ns(Q)]);
Daniel@0:   W = [-1 1];
Daniel@0:   W2 = reshape(W, [ns(Y) ns(X) ns(Q)]);
Daniel@0: 
Daniel@0:   bnet.CPD{2} = softmax_CPD(bnet, 2, w, b,  clamped, IRLS_iter);
Daniel@0:   bnet.CPD{3} = gaussian_CPD(bnet, 3, mu, Sigma, W2);
Daniel@0: else
Daniel@0:   % start with rnd initial params
Daniel@0:   rand('state', 0);
Daniel@0:   randn('state', 0);
Daniel@0:   bnet.CPD{2} = softmax_CPD(bnet, 2, 'clamped', clamped, 'max_iter', IRLS_iter);
Daniel@0:   bnet.CPD{3} = gaussian_CPD(bnet, 3);
Daniel@0: end
Daniel@0: 
Daniel@0: 
Daniel@0: 
Daniel@0: load('/examples/static/Misc/mixexp_data.txt', '-ascii');        
Daniel@0: % Just use 1/10th of the data, to speed things up
Daniel@0: data = mixexp_data(1:10:end, :);
Daniel@0: %data = mixexp_data;
Daniel@0:  
Daniel@0: %plot(data(:,1), data(:,2), '.')
Daniel@0: 
Daniel@0: 
Daniel@0: s = struct(bnet.CPD{2}); % violate object privacy
Daniel@0: %eta0 = [s.glim.b1; s.glim.w1]';
Daniel@0: eta0 = [s.glim{1}.b1; s.glim{1}.w1]';
Daniel@0: s = struct(bnet.CPD{3}); % violate object privacy
Daniel@0: W = reshape(s.weights, [1 2]);
Daniel@0: theta0 = [s.mean; W]';
Daniel@0: 
Daniel@0: %figure(1)
Daniel@0: %mixexp_plot(theta0, eta0, data);
Daniel@0: %suptitle('before learning')
Daniel@0: 
Daniel@0: ncases = size(data, 1);
Daniel@0: cases = cell(3, ncases);
Daniel@0: cases([1 3], :) = num2cell(data');
Daniel@0: 
Daniel@0: engine = jtree_inf_engine(bnet);
Daniel@0: 
Daniel@0: % log lik before learning
Daniel@0: ll = 0;
Daniel@0: for l=1:ncases
Daniel@0:   ev = cases(:,l);
Daniel@0:   [engine, loglik] = enter_evidence(engine, ev);
Daniel@0:   ll = ll + loglik;
Daniel@0: end
Daniel@0: 
Daniel@0: % do learning
Daniel@0: max_iter = 5;
Daniel@0: [bnet2, LL2] = learn_params_em(engine, cases, max_iter);
Daniel@0: 
Daniel@0: s = struct(bnet2.CPD{2});
Daniel@0: %eta2 = [s.glim.b1; s.glim.w1]';
Daniel@0: eta2 = [s.glim{1}.b1; s.glim{1}.w1]';
Daniel@0: s = struct(bnet2.CPD{3});
Daniel@0: W = reshape(s.weights, [1 2]);
Daniel@0: theta2 = [s.mean; W]';
Daniel@0: 
Daniel@0: %figure(2)
Daniel@0: %mixexp_plot(theta2, eta2, data);
Daniel@0: %suptitle('after learning')
Daniel@0: 
Daniel@0: fprintf('mixexp2: loglik before learning %f, after %d iters %f\n', ll, length(LL2),  LL2(end));
Daniel@0: 
Daniel@0: 
Daniel@0: