Mauch MIREX 2010

function CPD = gaussian_CPD(varargin)

% GAUSSIAN_CPD Make a conditional linear Gaussian distrib.

%

% To define this CPD precisely, call the continuous (cts) parents (if any) X,

% the discrete parents (if any) Q, and this node Y. Then the distribution on Y is:

% - no parents: Y ~ N(mu, Sigma)

% - cts parents : Y|X=x ~ N(mu + W x, Sigma)

% - discrete parents: Y|Q=i ~ N(mu(i), Sigma(i))

% - cts and discrete parents: Y|X=x,Q=i ~ N(mu(i) + W(i) x, Sigma(i))

%

% CPD = gaussian_CPD(bnet, node, ...) will create a CPD with random parameters,

% where node is the number of a node in this equivalence class.

%

% The list below gives optional arguments [default value in brackets].

% (Let ns(i) be the size of node i, X = ns(X), Y = ns(Y) and Q = prod(ns(Q)).)

%

% mean       - mu(:,i) is the mean given Q=i [ randn(Y,Q) ]

% cov        - Sigma(:,:,i) is the covariance given Q=i [ repmat(eye(Y,Y), [1 1 Q]) ]

% weights    - W(:,:,i) is the regression matrix given Q=i [ randn(Y,X,Q) ]

% cov_type   - if 'diag', Sigma(:,:,i) is diagonal [ 'full' ]

% tied_cov   - if 1, we constrain Sigma(:,:,i) to be the same for all i [0]

% clamp_mean - if 1, we do not adjust mu(:,i) during learning [0]

% clamp_cov  - if 1, we do not adjust Sigma(:,:,i) during learning [0]

% clamp_weights - if 1, we do not adjust W(:,:,i) during learning [0]

% cov_prior_weight - weight given to I prior for estimating Sigma [0.01]

%

% e.g., CPD = gaussian_CPD(bnet, i, 'mean', [0; 0], 'clamp_mean', 'yes')

%

% For backwards compatibility with BNT2, you can also specify the parameters in the following order

%   CPD = gaussian_CPD(bnet, self, mu, Sigma, W, cov_type, tied_cov, clamp_mean, clamp_cov, clamp_weight)

%

% Sometimes it is useful to create an "isolated" CPD, without needing to pass in a bnet.

% In this case, you must specify the discrete and cts parents (dps, cps) and the family sizes, followed

% by the optional arguments above:

%   CPD = gaussian_CPD('self', i, 'dps', dps, 'cps', cps, 'sz', fam_size, ...)

if nargin==0

  % This occurs if we are trying to load an object from a file.

  CPD = init_fields;

  clamp = 0;

  CPD = class(CPD, 'gaussian_CPD', generic_CPD(clamp));

  return;

elseif isa(varargin{1}, 'gaussian_CPD')

  % This might occur if we are copying an object.

  CPD = varargin{1};

  return;

end

CPD = init_fields;

CPD = class(CPD, 'gaussian_CPD', generic_CPD(0));

% parse mandatory arguments

if ~isstr(varargin{1}) % pass in bnet

  bnet = varargin{1};

  self = varargin{2};

  args = varargin(3:end);

  ns = bnet.node_sizes;

  ps = parents(bnet.dag, self);

  dps = myintersect(ps, bnet.dnodes);

  cps = myintersect(ps, bnet.cnodes);

  fam_sz = ns([ps self]);

else

  disp('parsing new style')

  for i=1:2:length(varargin)

    switch varargin{i},

     case 'self', self = varargin{i+1}; 

     case 'dps',  dps = varargin{i+1};

     case 'cps',  cps = varargin{i+1};

     case 'sz',   fam_sz = varargin{i+1};

    end

  end

  ps = myunion(dps, cps);

  args = varargin;

end

CPD.self = self;

CPD.sizes = fam_sz;

% Figure out which (if any) of the parents are discrete, and which cts, and how big they are

% dps = discrete parents, cps = cts parents

CPD.cps = find_equiv_posns(cps, ps); % cts parent index

CPD.dps = find_equiv_posns(dps, ps);

ss = fam_sz(end);

psz = fam_sz(1:end-1);

dpsz = prod(psz(CPD.dps));

cpsz = sum(psz(CPD.cps));

% set default params

CPD.mean = randn(ss, dpsz);

CPD.cov = 100*repmat(eye(ss), [1 1 dpsz]);    

CPD.weights = randn(ss, cpsz, dpsz);

CPD.cov_type = 'full';

CPD.tied_cov = 0;

CPD.clamped_mean = 0;

CPD.clamped_cov = 0;

CPD.clamped_weights = 0;

CPD.cov_prior_weight = 0.01;

nargs = length(args);

if nargs > 0

  if ~isstr(args{1})

    % gaussian_CPD(bnet, self, mu, Sigma, W, cov_type, tied_cov, clamp_mean, clamp_cov, clamp_weights)

    if nargs >= 1 & ~isempty(args{1}), CPD.mean = args{1}; end

    if nargs >= 2 & ~isempty(args{2}), CPD.cov = args{2}; end

    if nargs >= 3 & ~isempty(args{3}), CPD.weights = args{3}; end

    if nargs >= 4 & ~isempty(args{4}), CPD.cov_type = args{4}; end

    if nargs >= 5 & ~isempty(args{5}) & strcmp(args{5}, 'tied'), CPD.tied_cov = 1; end

    if nargs >= 6 & ~isempty(args{6}), CPD.clamped_mean = 1; end

    if nargs >= 7 & ~isempty(args{7}), CPD.clamped_cov = 1; end

    if nargs >= 8 & ~isempty(args{8}), CPD.clamped_weights = 1; end

  else

    CPD = set_fields(CPD, args{:});

  end

end

% Make sure the matrices have 1 dimension per discrete parent.

% Bug fix due to Xuejing Sun 3/6/01

CPD.mean = myreshape(CPD.mean, [ss ns(dps)]);

CPD.cov = myreshape(CPD.cov, [ss ss ns(dps)]);

CPD.weights = myreshape(CPD.weights, [ss cpsz ns(dps)]);

CPD.init_cov = CPD.cov;  % we reset to this if things go wrong during learning

% expected sufficient statistics 

CPD.Wsum = zeros(dpsz,1);

CPD.WYsum = zeros(ss, dpsz);

CPD.WXsum = zeros(cpsz, dpsz);

CPD.WYYsum = zeros(ss, ss, dpsz);

CPD.WXXsum = zeros(cpsz, cpsz, dpsz);

CPD.WXYsum = zeros(cpsz, ss, dpsz);

% For BIC

CPD.nsamples = 0;

switch CPD.cov_type

  case 'full',

    ncov_params = ss*(ss-1)/2; % since symmetric (and positive definite)

  case 'diag',

    ncov_params = ss;

  otherwise

    error(['unrecognized cov_type ' cov_type]);

end

% params = weights + mean + cov

if CPD.tied_cov

  CPD.nparams = ss*cpsz*dpsz + ss*dpsz + ncov_params;

else

  CPD.nparams = ss*cpsz*dpsz + ss*dpsz + dpsz*ncov_params;

end

clamped = CPD.clamped_mean & CPD.clamped_cov & CPD.clamped_weights;

CPD = set_clamped(CPD, clamped);

%%%%%%%%%%%

function CPD = init_fields()

% This ensures we define the fields in the same order 

% no matter whether we load an object from a file,

% or create it from scratch. (Matlab requires this.)

CPD.self = [];

CPD.sizes = [];

CPD.cps = [];

CPD.dps = [];

CPD.mean = [];

CPD.cov = [];

CPD.weights = [];

CPD.clamped_mean = [];

CPD.clamped_cov = [];

CPD.clamped_weights = [];

CPD.init_cov = [];

CPD.cov_type = [];

CPD.tied_cov = [];

CPD.Wsum = [];

CPD.WYsum = [];

CPD.WXsum = [];

CPD.WYYsum = [];

CPD.WXXsum = [];

CPD.WXYsum = [];

CPD.nsamples = [];

CPD.nparams = [];            

CPD.cov_prior_weight = [];