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root / _FullBNT / BNT / CPDs / @softmax_CPD / update_ess.m @ 8:b5b38998ef3b
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function CPD = update_ess(CPD, fmarginal, evidence, ns, cnodes, hidden_bitv) |
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% UPDATE_ESS Update the Expected Sufficient Statistics of a softmax node |
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% function CPD = update_ess(CPD, fmarginal, evidence, ns, cnodes, hidden_bitv) |
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% |
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% fmarginal = overall posterior distribution of self and its parents |
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% fmarginal(i1,i2...,ik,s)=prob(Pa1=i1,...,Pak=ik, self=s| X) |
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% |
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% => 1) prob(self|Pa1,...,Pak)=fmarginal/prob(Pa1,...,Pak) with prob(Pa1,...,Pak)=sum{s,fmarginal}
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% [self estimation -> CPD.self_vals] |
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% 2) prob(Pa1,...,Pak) [WIRLS weights -> CPD.eso_weights] |
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% |
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% Hidden_bitv is ignored |
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% Written by Pierpaolo Brutti |
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if ~adjustable_CPD(CPD), return; end |
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domain = fmarginal.domain; |
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self = domain(end); |
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ps = domain(1:end-1); |
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cnodes = domain(CPD.cpndx); |
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cps = myintersect(domain, cnodes); |
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dps = mysetdiff(ps, cps); |
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dn_use = dps; |
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if isempty(evidence{self}) dn_use = [dn_use self]; end % if self is hidden we must consider its dimension
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dps_as_cps = domain(CPD.dps_as_cps.ndx); |
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odom = domain(~isemptycell(evidence(domain))); |
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ns = zeros(1, max(domain)); |
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ns(domain) = CPD.sizes; % CPD.sizes = bnet.node_sizes([ps self]); |
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ens = ns; % effective node sizes |
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ens(odom) = 1; |
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dpsize = prod(ns(dps)); |
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% Extract the params compatible with the observations (if any) on the discrete parents (if any) |
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dops = myintersect(dps, odom); |
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dpvals = cat(1, evidence{dops});
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subs = ind2subv(ens(dn_use), 1:prod(ens(dn_use))); |
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dpmap = find_equiv_posns(dops, dn_use); |
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if ~isempty(dpmap), subs(:,dpmap) = subs(:,dpmap)+repmat(dpvals(:)',[size(subs,1) 1])-1; end |
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supportedQs = subv2ind(ns(dn_use), subs); subs=subs(1:prod(ens(dps)),1:length(dps)); |
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Qarity = prod(ns(dn_use)); |
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if isempty(dn_use), Qarity = 1; end |
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fullm.T = zeros(Qarity, 1); |
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fullm.T(supportedQs) = fmarginal.T(:); |
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rs_dim = CPD.sizes; rs_dim(CPD.cpndx) = 1; % |
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if ~isempty(evidence{self}), rs_dim(end)=1; end % reshaping the marginal
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fullm.T = reshape(fullm.T, rs_dim); % |
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% --------------------------------------------------------------------------------UPDATE-- |
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CPD.nsamples = CPD.nsamples + 1; |
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% 1) observations vector -> CPD.parents_vals --------------------------------------------- |
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cpvals = cat(1, evidence{cps});
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if ~isempty(dps_as_cps), % ...get in the dp_as_cp parents... |
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separator = CPD.dps_as_cps.separator; |
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dp_as_cpmap = find_equiv_posns(dps_as_cps, dps); |
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for i=1:dpsize, |
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dp_as_cpvals=zeros(1,sum(ns(dps_as_cps))); |
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possible_vals = ind2subv(ns(dps),i); |
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ll=find(ismember(subs(:,dp_as_cpmap), possible_vals(dp_as_cpmap), 'rows')==1); |
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if ~isempty(ll), |
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where_one = separator + possible_vals(dp_as_cpmap); |
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dp_as_cpvals(where_one)=1; |
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end |
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CPD.parent_vals(CPD.nsamples,:,i) = [dp_as_cpvals(:); cpvals(:)]'; |
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end |
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else |
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CPD.parent_vals(CPD.nsamples,:) = cpvals(:)'; |
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end |
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% 2) weights vector -> CPD.eso_weights ---------------------------------------------------- |
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if isempty(evidence{self}), % self is hidden
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pesi=reshape(sum(fullm.T, length(rs_dim)),[dpsize,1]); |
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else |
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pesi=reshape(fullm.T,[dpsize,1]); |
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end |
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assert(approxeq(sum(pesi),1)); % check |
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% 3) estimate (if R is hidden) or recover (if R is obs) self'value------------------------- |
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if isempty(evidence{self}) % P(self|Pa1,...,Pak)=fmarginal/prob(Pa1,...,Pak)
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r=reshape(mk_stochastic(fullm.T), [dpsize ns(self)]); % matrix size: prod{j,ns(Paj)} x ns(self)
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else |
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r = zeros(dpsize,ns(self)); |
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for i=1:dpsize, if pesi(i)~=0, r(i,evidence{self}) = 1; end; end
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end |
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for i=1:dpsize, if pesi(i)~=0, assert(approxeq(sum(r(i,:)),1)); end; end % check |
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% 4) save the previous values -------------------------------------------------------------- |
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for i=1:dpsize |
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CPD.eso_weights(CPD.nsamples,:,i)=pesi(i); |
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CPD.self_vals(CPD.nsamples,:,i) = r(i,:); |
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end |