include/dai/factor.h

   1 /*  Copyright (C) 2006-2008  Joris Mooij  [j dot mooij at science dot ru dot nl]
   2     Radboud University Nijmegen, The Netherlands
   3
   4     This file is part of libDAI.
   5
   6     libDAI is free software; you can redistribute it and/or modify
   7     it under the terms of the GNU General Public License as published by
   8     the Free Software Foundation; either version 2 of the License, or
   9     (at your option) any later version.
  10
  11     libDAI is distributed in the hope that it will be useful,
  12     but WITHOUT ANY WARRANTY; without even the implied warranty of
  13     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  14     GNU General Public License for more details.
  15
  16     You should have received a copy of the GNU General Public License
  17     along with libDAI; if not, write to the Free Software
  18     Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
  19 */
  20
  21
  22 #ifndef __defined_libdai_factor_h
  23 #define __defined_libdai_factor_h
  24
  25
  26 #include <iostream>
  27 #include <cmath>
  28 #include <dai/prob.h>
  29 #include <dai/varset.h>
  30 #include <dai/index.h>
  31
  32
  33 namespace dai {
  34
  35
  36 template<typename T> class      TFactor;
  37 typedef TFactor<Real>           Factor;
  38 typedef TFactor<Complex>        CFactor;
  39
  40
  41 // predefine friends
  42 template<typename T> Real           dist( const TFactor<T> & x, const TFactor<T> & y, Prob::DistType dt );
  43 template<typename T> Complex        KL_dist( const TFactor<T> & p, const TFactor<T> & q );
  44 template<typename T> std::ostream&  operator<< (std::ostream& os, const TFactor<T>& P);
  45
  46
  47 // T should be castable from and to double and to complex
  48 template <typename T> class TFactor {
  49     protected:
  50         VarSet      _vs;
  51         TProb<T>    _p;
  52
  53     public:
  54         // Default constructor
  55         TFactor () : _vs(), _p(1,1.0) {}
  56
  57         // Construct Factor from VarSet
  58         TFactor( const VarSet& ns ) : _vs(ns), _p(_vs.stateSpace()) {}
  59
  60         // Construct Factor from VarSet and initial value
  61         TFactor( const VarSet& ns, Real p ) : _vs(ns), _p(_vs.stateSpace(),p) {}
  62
  63         // Construct Factor from VarSet and initial array
  64         TFactor( const VarSet& ns, const Real* p ) : _vs(ns), _p(_vs.stateSpace(),p) {}
  65
  66         // Construct Factor from VarSet and TProb<T>
  67         TFactor( const VarSet& ns, const TProb<T> p ) : _vs(ns), _p(p) {
  68 #ifdef DAI_DEBUG
  69             assert( _vs.stateSpace() == _p.size() );
  70 #endif
  71         }
  72
  73         // Construct Factor from Var
  74         TFactor( const Var& n ) : _vs(n), _p(n.states()) {}
  75
  76         // Copy constructor
  77         TFactor( const TFactor<T> &x ) : _vs(x._vs), _p(x._p) {}
  78
  79         // Assignment operator
  80         TFactor<T> & operator= (const TFactor<T> &x) {
  81             if( this != &x ) {
  82                 _vs = x._vs;
  83                 _p  = x._p;
  84             }
  85             return *this;
  86         }
  87
  88         const TProb<T> & p() const { return _p; }
  89         TProb<T> & p() { return _p; }
  90         const VarSet & vars() const { return _vs; }
  91         size_t stateSpace() const {
  92 #ifdef DAI_DEBUG
  93             assert( _vs.stateSpace() == _p.size() );
  94 #endif
  95             return _p.size();
  96         }
  97
  98         T operator[] (size_t i) const { return _p[i]; }
  99         T& operator[] (size_t i) { return _p[i]; }
 100         TFactor<T> & fill (T p)
 101             { _p.fill( p ); return(*this); }
 102         TFactor<T> & randomize ()
 103             { _p.randomize(); return(*this); }
 104         TFactor<T> operator* (T x) const {
 105             Factor result = *this;
 106             result.p() *= x;
 107             return result;
 108         }
 109         TFactor<T>& operator*= (T x) {
 110             _p *= x;
 111             return *this;
 112         }
 113         TFactor<T> operator/ (T x) const {
 114             Factor result = *this;
 115             result.p() /= x;
 116             return result;
 117         }
 118         TFactor<T>& operator/= (T x) {
 119             _p /= x;
 120             return *this;
 121         }
 122         TFactor<T> operator* (const TFactor<T>& Q) const;
 123         TFactor<T>& operator*= (const TFactor<T>& Q) { return( *this = (*this * Q) ); }
 124         TFactor<T> operator+ (const TFactor<T>& Q) const {
 125 #ifdef DAI_DEBUG
 126             assert( Q._vs == _vs );
 127 #endif
 128             TFactor<T> sum(*this);
 129             sum._p += Q._p;
 130             return sum;
 131         }
 132         TFactor<T> operator- (const TFactor<T>& Q) const {
 133 #ifdef DAI_DEBUG
 134             assert( Q._vs == _vs );
 135 #endif
 136             TFactor<T> sum(*this);
 137             sum._p -= Q._p;
 138             return sum;
 139         }
 140         TFactor<T>& operator+= (const TFactor<T>& Q) {
 141 #ifdef DAI_DEBUG
 142             assert( Q._vs == _vs );
 143 #endif
 144             _p += Q._p;
 145             return *this;
 146         }
 147         TFactor<T>& operator-= (const TFactor<T>& Q) {
 148 #ifdef DAI_DEBUG
 149             assert( Q._vs == _vs );
 150 #endif
 151             _p -= Q._p;
 152             return *this;
 153         }
 154
 155         TFactor<T> operator^ (Real a) const { TFactor<T> x; x._vs = _vs; x._p = _p^a; return x; }
 156         TFactor<T>& operator^= (Real a) { _p ^= a; return *this; }
 157
 158         TFactor<T>& makeZero( Real epsilon ) {
 159             _p.makeZero( epsilon );
 160             return *this;
 161         }
 162
 163         TFactor<T> inverse() const {
 164             TFactor<T> inv;
 165             inv._vs = _vs;
 166             inv._p = _p.inverse(true);  // FIXME
 167             return inv;
 168         }
 169
 170         TFactor<T> divided_by( const TFactor<T>& denom ) const {
 171 #ifdef DAI_DEBUG
 172             assert( denom._vs == _vs );
 173 #endif
 174             TFactor<T> quot(*this);
 175             quot._p /= denom._p;
 176             return quot;
 177         }
 178
 179         TFactor<T>& divide( const TFactor<T>& denom ) {
 180 #ifdef DAI_DEBUG
 181             assert( denom._vs == _vs );
 182 #endif
 183             _p /= denom._p;
 184             return *this;
 185         }
 186
 187         TFactor<T> exp() const {
 188             TFactor<T> e;
 189             e._vs = _vs;
 190             e._p = _p.exp();
 191             return e;
 192         }
 193
 194         TFactor<T> log() const {
 195             TFactor<T> l;
 196             l._vs = _vs;
 197             l._p = _p.log();
 198             return l;
 199         }
 200
 201         TFactor<T> log0() const {
 202             TFactor<T> l0;
 203             l0._vs = _vs;
 204             l0._p = _p.log0();
 205             return l0;
 206         }
 207
 208         CFactor clog0() const {
 209             CFactor l0;
 210             l0._vs = _vs;
 211             l0._p = _p.clog0();
 212             return l0;
 213         }
 214
 215         T normalize( typename Prob::NormType norm ) { return _p.normalize( norm ); }
 216         TFactor<T> normalized( typename Prob::NormType norm ) const {
 217             TFactor<T> result;
 218             result._vs = _vs;
 219             result._p = _p.normalized( norm );
 220             return result;
 221         }
 222
 223         // returns slice of this factor where the subset ns is in state ns_state
 224         Factor slice( const VarSet & ns, size_t ns_state ) const {
 225             assert( ns << _vs );
 226             VarSet nsrem = _vs / ns;
 227             Factor result( nsrem, 0.0 );
 228
 229             // OPTIMIZE ME
 230             Index i_ns (ns, _vs);
 231             Index i_nsrem (nsrem, _vs);
 232             for( size_t i = 0; i < stateSpace(); i++, ++i_ns, ++i_nsrem )
 233                 if( (size_t)i_ns == ns_state )
 234                     result._p[i_nsrem] = _p[i];
 235
 236             return result;
 237         }
 238
 239         // returns unnormalized marginal
 240         TFactor<T> part_sum(const VarSet & ns) const;
 241         // returns normalized marginal
 242         TFactor<T> marginal(const VarSet & ns) const { return part_sum(ns).normalized( Prob::NORMPROB ); }
 243
 244         bool hasNaNs() const { return _p.hasNaNs(); }
 245         bool hasNegatives() const { return _p.hasNegatives(); }
 246         T totalSum() const { return _p.totalSum(); }
 247         T maxAbs() const { return _p.maxAbs(); }
 248         T max() const { return _p.max(); }
 249         Complex entropy() const { return _p.entropy(); }
 250         T strength( const Var &i, const Var &j ) const;
 251
 252         friend Real dist( const TFactor<T> & x, const TFactor<T> & y, Prob::DistType dt ) {
 253             if( x._vs.empty() || y._vs.empty() )
 254                 return -1;
 255             else {
 256 #ifdef DAI_DEBUG
 257                 assert( x._vs == y._vs );
 258 #endif
 259                 return dist( x._p, y._p, dt );
 260             }
 261         }
 262         friend Complex KL_dist <> (const TFactor<T> & p, const TFactor<T> & q);
 263         template<class U> friend std::ostream& operator<< (std::ostream& os, const TFactor<U>& P);
 264 };
 265
 266
 267 template<typename T> TFactor<T> TFactor<T>::part_sum(const VarSet & ns) const {
 268 #ifdef DAI_DEBUG
 269     assert( ns << _vs );
 270 #endif
 271
 272     TFactor<T> res( ns, 0.0 );
 273
 274     Index i_res( ns, _vs );
 275     for( size_t i = 0; i < _p.size(); i++, ++i_res )
 276         res._p[i_res] += _p[i];
 277
 278     return res;
 279 }
 280
 281
 282 template<typename T> std::ostream& operator<< (std::ostream& os, const TFactor<T>& P) {
 283     os << "(" << P.vars() << " <";
 284     for( size_t i = 0; i < P._p.size(); i++ )
 285         os << P._p[i] << " ";
 286     os << ">)";
 287     return os;
 288 }
 289
 290
 291 template<typename T> TFactor<T> TFactor<T>::operator* (const TFactor<T>& Q) const {
 292     TFactor<T> prod( _vs | Q._vs, 0.0 );
 293
 294     Index i1(_vs, prod._vs);
 295     Index i2(Q._vs, prod._vs);
 296
 297     for( size_t i = 0; i < prod._p.size(); i++, ++i1, ++i2 )
 298         prod._p[i] += _p[i1] * Q._p[i2];
 299
 300     return prod;
 301 }
 302
 303
 304 template<typename T> Complex KL_dist(const TFactor<T> & P, const TFactor<T> & Q) {
 305     if( P._vs.empty() || Q._vs.empty() )
 306         return -1;
 307     else {
 308 #ifdef DAI_DEBUG
 309         assert( P._vs == Q._vs );
 310 #endif
 311         return KL_dist( P._p, Q._p );
 312     }
 313 }
 314
 315
 316 // calculate N(psi, i, j)
 317 template<typename T> T TFactor<T>::strength( const Var &i, const Var &j ) const {
 318 #ifdef DAI_DEBUG
 319     assert( _vs && i );
 320     assert( _vs && j );
 321     assert( i != j );
 322 #endif
 323     VarSet ij = i | j;
 324
 325     T max = 0.0;
 326     for( size_t alpha1 = 0; alpha1 < i.states(); alpha1++ )
 327         for( size_t alpha2 = 0; alpha2 < i.states(); alpha2++ )
 328             if( alpha2 != alpha1 )
 329                 for( size_t beta1 = 0; beta1 < j.states(); beta1++ )
 330                     for( size_t beta2 = 0; beta2 < j.states(); beta2++ )
 331                         if( beta2 != beta1 ) {
 332                             size_t as = 1, bs = 1;
 333                             if( i < j )
 334                                 bs = i.states();
 335                             else
 336                                 as = j.states();
 337                             T f1 = slice( ij, alpha1 * as + beta1 * bs ).p().divide( slice( ij, alpha2 * as + beta1 * bs ).p() ).max();
 338                             T f2 = slice( ij, alpha2 * as + beta2 * bs ).p().divide( slice( ij, alpha1 * as + beta2 * bs ).p() ).max();
 339                             T f = f1 * f2;
 340                             if( f > max )
 341                                 max = f;
 342                         }
 343
 344     return std::tanh( 0.25 * std::log( max ) );
 345 }
 346
 347
 348 template<typename T> TFactor<T> RemoveFirstOrderInteractions( const TFactor<T> & psi ) {
 349     TFactor<T> result = psi;
 350
 351     VarSet vars = psi.vars();
 352     for( size_t iter = 0; iter < 100; iter++ ) {
 353         for( VarSet::const_iterator n = vars.begin(); n != vars.end(); n++ )
 354             result = result * result.part_sum(*n).inverse();
 355         result.normalize( Prob::NORMPROB );
 356     }
 357
 358     return result;
 359 }
 360
 361
 362 } // end of namespace dai
 363
 364
 365 #endif