include/dai/factor.h

   1 /*  Copyright (C) 2006-2008  Joris Mooij  [j dot mooij at science dot ru dot nl]
   2     Copyright (C) 2002  Martijn Leisink  [martijn@mbfys.kun.nl]
   3     Radboud University Nijmegen, The Netherlands
   4
   5     This file is part of libDAI.
   6
   7     libDAI is free software; you can redistribute it and/or modify
   8     it under the terms of the GNU General Public License as published by
   9     the Free Software Foundation; either version 2 of the License, or
  10     (at your option) any later version.
  11
  12     libDAI is distributed in the hope that it will be useful,
  13     but WITHOUT ANY WARRANTY; without even the implied warranty of
  14     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  15     GNU General Public License for more details.
  16
  17     You should have received a copy of the GNU General Public License
  18     along with libDAI; if not, write to the Free Software
  19     Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
  20 */
  21
  22
  23 #ifndef __defined_libdai_factor_h
  24 #define __defined_libdai_factor_h
  25
  26
  27 #include <iostream>
  28 #include <cmath>
  29 #include <dai/prob.h>
  30 #include <dai/varset.h>
  31 #include <dai/index.h>
  32
  33
  34 namespace dai {
  35
  36
  37 template<typename T> class      TFactor;
  38 typedef TFactor<Real>           Factor;
  39 typedef TFactor<Complex>        CFactor;
  40
  41
  42 // predefine friends
  43 template<typename T> Real           dist( const TFactor<T> & x, const TFactor<T> & y, Prob::DistType dt );
  44 template<typename T> Complex        KL_dist( const TFactor<T> & p, const TFactor<T> & q );
  45 template<typename T> std::ostream&  operator<< (std::ostream& os, const TFactor<T>& P);
  46
  47
  48 // T should be castable from and to double and to complex
  49 template <typename T> class TFactor {
  50     protected:
  51         VarSet      _vs;
  52         TProb<T>    _p;
  53
  54     public:
  55         // Default constructor
  56         TFactor () : _vs(), _p(1,1.0) {}
  57
  58         // Construct Factor from VarSet
  59         TFactor( const VarSet& ns ) : _vs(ns), _p(_vs.states()) {}
  60
  61         // Construct Factor from VarSet and initial value
  62         TFactor( const VarSet& ns, Real p ) : _vs(ns), _p(_vs.states(),p) {}
  63
  64         // Construct Factor from VarSet and initial array
  65         TFactor( const VarSet& ns, const Real* p ) : _vs(ns), _p(_vs.states(),p) {}
  66
  67         // Construct Factor from VarSet and TProb<T>
  68         TFactor( const VarSet& ns, const TProb<T> p ) : _vs(ns), _p(p) {
  69 #ifdef DAI_DEBUG
  70             assert( _vs.states() == _p.size() );
  71 #endif
  72         }
  73
  74         // Construct Factor from Var
  75         TFactor( const Var& n ) : _vs(n), _p(n.states()) {}
  76
  77         // Copy constructor
  78         TFactor( const TFactor<T> &x ) : _vs(x._vs), _p(x._p) {}
  79
  80         // Assignment operator
  81         TFactor<T> & operator= (const TFactor<T> &x) {
  82             if( this != &x ) {
  83                 _vs = x._vs;
  84                 _p  = x._p;
  85             }
  86             return *this;
  87         }
  88
  89         const TProb<T> & p() const { return _p; }
  90         TProb<T> & p() { return _p; }
  91         const VarSet & vars() const { return _vs; }
  92         size_t states() const {
  93 #ifdef DAI_DEBUG
  94             assert( _vs.states() == _p.size() );
  95 #endif
  96             return _p.size();
  97         }
  98
  99         T operator[] (size_t i) const { return _p[i]; }
 100         T& operator[] (size_t i) { return _p[i]; }
 101         TFactor<T> & fill (T p)
 102             { _p.fill( p ); return(*this); }
 103         TFactor<T> & randomize ()
 104             { _p.randomize(); return(*this); }
 105         TFactor<T> operator* (T x) const {
 106             Factor result = *this;
 107             result.p() *= x;
 108             return result;
 109         }
 110         TFactor<T>& operator*= (T x) {
 111             _p *= x;
 112             return *this;
 113         }
 114         TFactor<T> operator/ (T x) const {
 115             Factor result = *this;
 116             result.p() /= x;
 117             return result;
 118         }
 119         TFactor<T>& operator/= (T x) {
 120             _p /= x;
 121             return *this;
 122         }
 123         TFactor<T> operator* (const TFactor<T>& Q) const;
 124         TFactor<T>& operator*= (const TFactor<T>& Q) { return( *this = (*this * Q) ); }
 125         TFactor<T> operator+ (const TFactor<T>& Q) const {
 126 #ifdef DAI_DEBUG
 127             assert( Q._vs == _vs );
 128 #endif
 129             TFactor<T> sum(*this);
 130             sum._p += Q._p;
 131             return sum;
 132         }
 133         TFactor<T> operator- (const TFactor<T>& Q) const {
 134 #ifdef DAI_DEBUG
 135             assert( Q._vs == _vs );
 136 #endif
 137             TFactor<T> sum(*this);
 138             sum._p -= Q._p;
 139             return sum;
 140         }
 141         TFactor<T>& operator+= (const TFactor<T>& Q) {
 142 #ifdef DAI_DEBUG
 143             assert( Q._vs == _vs );
 144 #endif
 145             _p += Q._p;
 146             return *this;
 147         }
 148         TFactor<T>& operator-= (const TFactor<T>& Q) {
 149 #ifdef DAI_DEBUG
 150             assert( Q._vs == _vs );
 151 #endif
 152             _p -= Q._p;
 153             return *this;
 154         }
 155
 156         TFactor<T> operator^ (Real a) const { TFactor<T> x; x._vs = _vs; x._p = _p^a; return x; }
 157         TFactor<T>& operator^= (Real a) { _p ^= a; return *this; }
 158
 159         TFactor<T>& makeZero( Real epsilon ) {
 160             _p.makeZero( epsilon );
 161             return *this;
 162         }
 163
 164         TFactor<T> inverse() const {
 165             TFactor<T> inv;
 166             inv._vs = _vs;
 167             inv._p = _p.inverse(true);  // FIXME
 168             return inv;
 169         }
 170
 171         TFactor<T> divided_by( const TFactor<T>& denom ) const {
 172 #ifdef DAI_DEBUG
 173             assert( denom._vs == _vs );
 174 #endif
 175             TFactor<T> quot(*this);
 176             quot._p /= denom._p;
 177             return quot;
 178         }
 179
 180         TFactor<T>& divide( const TFactor<T>& denom ) {
 181 #ifdef DAI_DEBUG
 182             assert( denom._vs == _vs );
 183 #endif
 184             _p /= denom._p;
 185             return *this;
 186         }
 187
 188         TFactor<T> exp() const {
 189             TFactor<T> e;
 190             e._vs = _vs;
 191             e._p = _p.exp();
 192             return e;
 193         }
 194
 195         TFactor<T> log() const {
 196             TFactor<T> l;
 197             l._vs = _vs;
 198             l._p = _p.log();
 199             return l;
 200         }
 201
 202         TFactor<T> log0() const {
 203             TFactor<T> l0;
 204             l0._vs = _vs;
 205             l0._p = _p.log0();
 206             return l0;
 207         }
 208
 209         CFactor clog0() const {
 210             CFactor l0;
 211             l0._vs = _vs;
 212             l0._p = _p.clog0();
 213             return l0;
 214         }
 215
 216         T normalize( typename Prob::NormType norm ) { return _p.normalize( norm ); }
 217         TFactor<T> normalized( typename Prob::NormType norm ) const {
 218             TFactor<T> result;
 219             result._vs = _vs;
 220             result._p = _p.normalized( norm );
 221             return result;
 222         }
 223
 224         // returns slice of this factor where the subset ns is in state ns_state
 225         Factor slice( const VarSet & ns, size_t ns_state ) const {
 226             assert( ns << _vs );
 227             VarSet nsrem = _vs / ns;
 228             Factor result( nsrem, 0.0 );
 229
 230             // OPTIMIZE ME
 231             IndexFor i_ns (ns, _vs);
 232             IndexFor i_nsrem (nsrem, _vs);
 233             for( size_t i = 0; i < states(); i++, ++i_ns, ++i_nsrem )
 234                 if( (size_t)i_ns == ns_state )
 235                     result._p[i_nsrem] = _p[i];
 236
 237             return result;
 238         }
 239
 240         // returns unnormalized marginal
 241         TFactor<T> part_sum(const VarSet & ns) const;
 242         // returns normalized marginal
 243         TFactor<T> marginal(const VarSet & ns) const { return part_sum(ns).normalized( Prob::NORMPROB ); }
 244
 245         bool hasNaNs() const { return _p.hasNaNs(); }
 246         bool hasNegatives() const { return _p.hasNegatives(); }
 247         T totalSum() const { return _p.totalSum(); }
 248         T maxAbs() const { return _p.maxAbs(); }
 249         T max() const { return _p.max(); }
 250         Complex entropy() const { return _p.entropy(); }
 251         T strength( const Var &i, const Var &j ) const;
 252
 253         friend Real dist( const TFactor<T> & x, const TFactor<T> & y, Prob::DistType dt ) {
 254             if( x._vs.empty() || y._vs.empty() )
 255                 return -1;
 256             else {
 257 #ifdef DAI_DEBUG
 258                 assert( x._vs == y._vs );
 259 #endif
 260                 return dist( x._p, y._p, dt );
 261             }
 262         }
 263         friend Complex KL_dist <> (const TFactor<T> & p, const TFactor<T> & q);
 264         template<class U> friend std::ostream& operator<< (std::ostream& os, const TFactor<U>& P);
 265 };
 266
 267
 268 template<typename T> TFactor<T> TFactor<T>::part_sum(const VarSet & ns) const {
 269 #ifdef DAI_DEBUG
 270     assert( ns << _vs );
 271 #endif
 272
 273     TFactor<T> res( ns, 0.0 );
 274
 275     IndexFor i_res( ns, _vs );
 276     for( size_t i = 0; i < _p.size(); i++, ++i_res )
 277         res._p[i_res] += _p[i];
 278
 279     return res;
 280 }
 281
 282
 283 template<typename T> std::ostream& operator<< (std::ostream& os, const TFactor<T>& P) {
 284     os << "(" << P.vars() << " <";
 285     for( size_t i = 0; i < P._p.size(); i++ )
 286         os << P._p[i] << " ";
 287     os << ">)";
 288     return os;
 289 }
 290
 291
 292 template<typename T> TFactor<T> TFactor<T>::operator* (const TFactor<T>& Q) const {
 293     TFactor<T> prod( _vs | Q._vs, 0.0 );
 294
 295     IndexFor i1(_vs, prod._vs);
 296     IndexFor i2(Q._vs, prod._vs);
 297
 298     for( size_t i = 0; i < prod._p.size(); i++, ++i1, ++i2 )
 299         prod._p[i] += _p[i1] * Q._p[i2];
 300
 301     return prod;
 302 }
 303
 304
 305 template<typename T> Complex KL_dist(const TFactor<T> & P, const TFactor<T> & Q) {
 306     if( P._vs.empty() || Q._vs.empty() )
 307         return -1;
 308     else {
 309 #ifdef DAI_DEBUG
 310         assert( P._vs == Q._vs );
 311 #endif
 312         return KL_dist( P._p, Q._p );
 313     }
 314 }
 315
 316
 317 // calculate N(psi, i, j)
 318 template<typename T> T TFactor<T>::strength( const Var &i, const Var &j ) const {
 319 #ifdef DAI_DEBUG
 320     assert( _vs && i );
 321     assert( _vs && j );
 322     assert( i != j );
 323 #endif
 324     VarSet ij = i | j;
 325
 326     T max = 0.0;
 327     for( size_t alpha1 = 0; alpha1 < i.states(); alpha1++ )
 328         for( size_t alpha2 = 0; alpha2 < i.states(); alpha2++ )
 329             if( alpha2 != alpha1 )
 330                 for( size_t beta1 = 0; beta1 < j.states(); beta1++ )
 331                     for( size_t beta2 = 0; beta2 < j.states(); beta2++ )
 332                         if( beta2 != beta1 ) {
 333                             size_t as = 1, bs = 1;
 334                             if( i < j )
 335                                 bs = i.states();
 336                             else
 337                                 as = j.states();
 338                             T f1 = slice( ij, alpha1 * as + beta1 * bs ).p().divide( slice( ij, alpha2 * as + beta1 * bs ).p() ).max();
 339                             T f2 = slice( ij, alpha2 * as + beta2 * bs ).p().divide( slice( ij, alpha1 * as + beta2 * bs ).p() ).max();
 340                             T f = f1 * f2;
 341                             if( f > max )
 342                                 max = f;
 343                         }
 344
 345     return std::tanh( 0.25 * std::log( max ) );
 346 }
 347
 348
 349 template<typename T> TFactor<T> RemoveFirstOrderInteractions( const TFactor<T> & psi ) {
 350     TFactor<T> result = psi;
 351
 352     VarSet vars = psi.vars();
 353     for( size_t iter = 0; iter < 100; iter++ ) {
 354         for( VarSet::const_iterator n = vars.begin(); n != vars.end(); n++ )
 355             result = result * result.part_sum(*n).inverse();
 356         result.normalize( Prob::NORMPROB );
 357     }
 358
 359     return result;
 360 }
 361
 362
 363 } // end of namespace dai
 364
 365
 366 #endif