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
  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> Real           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
  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.states()) {}
  59
  60         // Construct Factor from VarSet and initial value
  61         TFactor( const VarSet& ns, Real p ) : _vs(ns), _p(_vs.states(),p) {}
  62
  63         // Construct Factor from VarSet and initial array
  64         TFactor( const VarSet& ns, const Real* p ) : _vs(ns), _p(_vs.states(),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.states() == _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 states() const {
  92 #ifdef DAI_DEBUG
  93             assert( _vs.states() == _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         T normalize( typename Prob::NormType norm ) { return _p.normalize( norm ); }
 209         TFactor<T> normalized( typename Prob::NormType norm ) const {
 210             TFactor<T> result;
 211             result._vs = _vs;
 212             result._p = _p.normalized( norm );
 213             return result;
 214         }
 215
 216         // returns slice of this factor where the subset ns is in state ns_state
 217         Factor slice( const VarSet & ns, size_t ns_state ) const {
 218             assert( ns << _vs );
 219             VarSet nsrem = _vs / ns;
 220             Factor result( nsrem, 0.0 );
 221
 222             // OPTIMIZE ME
 223             IndexFor i_ns (ns, _vs);
 224             IndexFor i_nsrem (nsrem, _vs);
 225             for( size_t i = 0; i < states(); i++, ++i_ns, ++i_nsrem )
 226                 if( (size_t)i_ns == ns_state )
 227                     result._p[i_nsrem] = _p[i];
 228
 229             return result;
 230         }
 231
 232         // returns unnormalized marginal
 233         TFactor<T> part_sum(const VarSet & ns) const;
 234         // returns normalized marginal
 235         TFactor<T> marginal(const VarSet & ns) const { return part_sum(ns).normalized( Prob::NORMPROB ); }
 236
 237         bool hasNaNs() const { return _p.hasNaNs(); }
 238         bool hasNegatives() const { return _p.hasNegatives(); }
 239         T totalSum() const { return _p.totalSum(); }
 240         T maxAbs() const { return _p.maxAbs(); }
 241         T maxVal() const { return _p.maxVal(); }
 242         Real entropy() const { return _p.entropy(); }
 243         T strength( const Var &i, const Var &j ) const;
 244
 245         friend Real dist( const TFactor<T> & x, const TFactor<T> & y, Prob::DistType dt ) {
 246             if( x._vs.empty() || y._vs.empty() )
 247                 return -1;
 248             else {
 249 #ifdef DAI_DEBUG
 250                 assert( x._vs == y._vs );
 251 #endif
 252                 return dist( x._p, y._p, dt );
 253             }
 254         }
 255         friend Real KL_dist <> (const TFactor<T> & p, const TFactor<T> & q);
 256         template<class U> friend std::ostream& operator<< (std::ostream& os, const TFactor<U>& P);
 257 };
 258
 259
 260 template<typename T> TFactor<T> TFactor<T>::part_sum(const VarSet & ns) const {
 261 #ifdef DAI_DEBUG
 262     assert( ns << _vs );
 263 #endif
 264
 265     TFactor<T> res( ns, 0.0 );
 266
 267     IndexFor i_res( ns, _vs );
 268     for( size_t i = 0; i < _p.size(); i++, ++i_res )
 269         res._p[i_res] += _p[i];
 270
 271     return res;
 272 }
 273
 274
 275 template<typename T> std::ostream& operator<< (std::ostream& os, const TFactor<T>& P) {
 276     os << "(" << P.vars() << " <";
 277     for( size_t i = 0; i < P._p.size(); i++ )
 278         os << P._p[i] << " ";
 279     os << ">)";
 280     return os;
 281 }
 282
 283
 284 template<typename T> TFactor<T> TFactor<T>::operator* (const TFactor<T>& Q) const {
 285     TFactor<T> prod( _vs | Q._vs, 0.0 );
 286
 287     IndexFor i1(_vs, prod._vs);
 288     IndexFor i2(Q._vs, prod._vs);
 289
 290     for( size_t i = 0; i < prod._p.size(); i++, ++i1, ++i2 )
 291         prod._p[i] += _p[i1] * Q._p[i2];
 292
 293     return prod;
 294 }
 295
 296
 297 template<typename T> Real KL_dist(const TFactor<T> & P, const TFactor<T> & Q) {
 298     if( P._vs.empty() || Q._vs.empty() )
 299         return -1;
 300     else {
 301 #ifdef DAI_DEBUG
 302         assert( P._vs == Q._vs );
 303 #endif
 304         return KL_dist( P._p, Q._p );
 305     }
 306 }
 307
 308
 309 // calculate N(psi, i, j)
 310 template<typename T> T TFactor<T>::strength( const Var &i, const Var &j ) const {
 311 #ifdef DAI_DEBUG
 312     assert( _vs.contains( i ) );
 313     assert( _vs.contains( j ) );
 314     assert( i != j );
 315 #endif
 316     VarSet ij = i | j;
 317
 318     T max = 0.0;
 319     for( size_t alpha1 = 0; alpha1 < i.states(); alpha1++ )
 320         for( size_t alpha2 = 0; alpha2 < i.states(); alpha2++ )
 321             if( alpha2 != alpha1 )
 322                 for( size_t beta1 = 0; beta1 < j.states(); beta1++ )
 323                     for( size_t beta2 = 0; beta2 < j.states(); beta2++ )
 324                         if( beta2 != beta1 ) {
 325                             size_t as = 1, bs = 1;
 326                             if( i < j )
 327                                 bs = i.states();
 328                             else
 329                                 as = j.states();
 330                             T f1 = slice( ij, alpha1 * as + beta1 * bs ).p().divide( slice( ij, alpha2 * as + beta1 * bs ).p() ).maxVal();
 331                             T f2 = slice( ij, alpha2 * as + beta2 * bs ).p().divide( slice( ij, alpha1 * as + beta2 * bs ).p() ).maxVal();
 332                             T f = f1 * f2;
 333                             if( f > max )
 334                                 max = f;
 335                         }
 336
 337     return std::tanh( 0.25 * std::log( max ) );
 338 }
 339
 340
 341 template<typename T> TFactor<T> RemoveFirstOrderInteractions( const TFactor<T> & psi ) {
 342     TFactor<T> result = psi;
 343
 344     VarSet vars = psi.vars();
 345     for( size_t iter = 0; iter < 100; iter++ ) {
 346         for( VarSet::const_iterator n = vars.begin(); n != vars.end(); n++ )
 347             result = result * result.part_sum(*n).inverse();
 348         result.normalize( Prob::NORMPROB );
 349     }
 350
 351     return result;
 352 }
 353
 354
 355 } // end of namespace dai
 356
 357
 358 #endif