Added examples example_sprinkler_gibbs and example_sprinkler_em
[libdai.git] / include / dai / factorgraph.h
1 /* This file is part of libDAI - http://www.libdai.org/
2 *
3 * libDAI is licensed under the terms of the GNU General Public License version
4 * 2, or (at your option) any later version. libDAI is distributed without any
5 * warranty. See the file COPYING for more details.
6 *
7 * Copyright (C) 2006-2009 Joris Mooij [joris dot mooij at libdai dot org]
8 * Copyright (C) 2006-2007 Radboud University Nijmegen, The Netherlands
9 */
10
11
12 /// \file
13 /// \brief Defines the FactorGraph class, which represents factor graphs (e.g., Bayesian networks or Markov random fields)
14
15
16 #ifndef __defined_libdai_factorgraph_h
17 #define __defined_libdai_factorgraph_h
18
19
20 #include <iostream>
21 #include <map>
22 #include <dai/bipgraph.h>
23 #include <dai/factor.h>
24
25
26 namespace dai {
27
28
29 /// Represents a factor graph.
30 /** Both Bayesian Networks and Markov random fields can be represented in a
31 * unifying representation, called <em>factor graph</em> [\ref KFL01],
32 * implemented in libDAI by the FactorGraph class.
33 *
34 * Consider a probability distribution over \f$N\f$ discrete random variables
35 * \f$x_0,x_1,\dots,x_{N-1}\f$ that factorizes as a product of \f$M\f$ factors, each of
36 * which depends on some subset of the variables:
37 * \f[
38 * P(x_0,x_1,\dots,x_{N-1}) = \frac{1}{Z} \prod_{I=0}^{M-1} f_I(x_I), \qquad
39 * Z = \sum_{x_0}\dots\sum_{x_{N-1}} \prod_{I=0}^{M-1} f_I(X_I).
40 * \f]
41 * Each factor \f$f_I\f$ is a function from an associated subset
42 * of variables \f$X_I \subset \{x_0,x_1,\dots,x_{N-1}\}\f$ to the nonnegative
43 * real numbers.
44 *
45 * For a Bayesian network, each factor corresponds to a (conditional)
46 * probability table, whereas for a Markov random field, each factor
47 * corresponds to a maximal clique of the undirected graph.
48 *
49 * Factor graphs explicitly express the factorization structure of the
50 * corresponding probability distribution. A factor graph is a bipartite graph,
51 * containing variable nodes and factor nodes, and an edge between a variable
52 * node and a factor node if the corresponding factor depends on that variable.
53 * In libDAI, this structure is represented by a BipartiteGraph.
54 *
55 * So basically, a FactorGraph consists of a BipartiteGraph, a vector of Var 's
56 * and a vector of TFactor 's.
57 *
58 * \idea Alternative implementation of undo factor changes: the only things that have to be
59 * undone currently are setting a factor to 1 and setting a factor to a Kronecker delta. This
60 * could also be implemented in the TFactor itself, which could maintain its state
61 * (ones/delta/full) and act accordingly. Update: it seems that the proposed functionality
62 * would not be enough for CBP, for which it would make more sense to add more levels of
63 * backup/restore.
64 */
65 class FactorGraph {
66 public:
67 /// Stores the neighborhood structure
68 BipartiteGraph G;
69
70 /// Shorthand for BipartiteGraph::Neighbor
71 typedef BipartiteGraph::Neighbor Neighbor;
72
73 /// Shorthand for BipartiteGraph::Neighbors
74 typedef BipartiteGraph::Neighbors Neighbors;
75
76 /// Shorthand for BipartiteGraph::Edge
77 typedef BipartiteGraph::Edge Edge;
78
79 /// Iterator over factors
80 typedef std::vector<Factor>::iterator iterator;
81
82 /// Constant iterator over factors
83 typedef std::vector<Factor>::const_iterator const_iterator;
84
85
86 private:
87 /// Stores the variables
88 std::vector<Var> _vars;
89 /// Stores the factors
90 std::vector<Factor> _factors;
91 /// Stores backups of some factors
92 std::map<size_t,Factor> _backup;
93
94 public:
95 /// \name Constructors and destructors
96 //@{
97 /// Default constructor
98 FactorGraph() : G(), _vars(), _factors(), _backup() {}
99
100 /// Constructs a factor graph from a vector of factors
101 FactorGraph( const std::vector<Factor> &P );
102
103 /// Constructs a factor graph from given factor and variable iterators
104 /** \tparam FactorInputIterator Iterates over instances of type dai::Factor
105 * \tparam VarInputIterator Iterates over instances of type Var
106 * \pre Assumes that the set of variables in [\a var_begin, \a var_end) is the union of the variables in the factors in [\a fact_begin, \a fact_end)
107 */
108 template<typename FactorInputIterator, typename VarInputIterator>
109 FactorGraph(FactorInputIterator fact_begin, FactorInputIterator fact_end, VarInputIterator var_begin, VarInputIterator var_end, size_t nr_fact_hint = 0, size_t nr_var_hint = 0 );
110
111 /// Destructor
112 virtual ~FactorGraph() {}
113
114 /// Virtual copy constructor
115 virtual FactorGraph* clone() const { return new FactorGraph(); }
116 //@}
117
118 /// \name Accessors and mutators
119 //@{
120 /// Returns constant reference the \a i 'th variable
121 const Var & var(size_t i) const { return _vars[i]; }
122 /// Returns constant reference to all variables
123 const std::vector<Var> & vars() const { return _vars; }
124
125 /// Returns reference to \a I 'th factor
126 Factor & factor(size_t I) { return _factors[I]; }
127 /// Returns constant reference to \a I 'th factor
128 const Factor & factor(size_t I) const { return _factors[I]; }
129 /// Returns constant reference to all factors
130 const std::vector<Factor> & factors() const { return _factors; }
131
132 /// Returns constant reference to neighbors of the \a i 'th variable
133 const Neighbors & nbV( size_t i ) const { return G.nb1(i); }
134 /// Returns constant reference to neighbors of the \a I 'th factor
135 const Neighbors & nbF( size_t I ) const { return G.nb2(I); }
136 /// Returns constant reference to the \a _I 'th neighbor of the \a i 'th variable
137 const Neighbor & nbV( size_t i, size_t _I ) const { return G.nb1(i)[_I]; }
138 /// Returns constant reference to the \a _i 'th neighbor of the \a I 'th factor
139 const Neighbor & nbF( size_t I, size_t _i ) const { return G.nb2(I)[_i]; }
140 //@}
141
142 /// \name Iterator interface
143 //@{
144 /// Returns iterator pointing to first factor
145 iterator begin() { return _factors.begin(); }
146 /// Returns constant iterator pointing to first factor
147 const_iterator begin() const { return _factors.begin(); }
148 /// Returns iterator pointing beyond last factor
149 iterator end() { return _factors.end(); }
150 /// Returns constant iterator pointing beyond last factor
151 const_iterator end() const { return _factors.end(); }
152 //@}
153
154 /// \name Queries
155 //@{
156 /// Returns number of variables
157 size_t nrVars() const { return vars().size(); }
158 /// Returns number of factors
159 size_t nrFactors() const { return factors().size(); }
160 /// Calculates number of edges
161 /** \note Time complexity: O(nrVars())
162 */
163 size_t nrEdges() const { return G.nrEdges(); }
164
165 /// Returns the index of a particular variable
166 /** \note Time complexity: O(nrVars())
167 * \throw OBJECT_NOT_FOUND if the variable is not part of this factor graph
168 */
169 size_t findVar( const Var &n ) const {
170 size_t i = find( vars().begin(), vars().end(), n ) - vars().begin();
171 if( i == nrVars() )
172 DAI_THROW(OBJECT_NOT_FOUND);
173 return i;
174 }
175
176 /// Returns a set of indexes corresponding to a set of variables
177 /** \note Time complexity: O( nrVars() * ns.size() )
178 * \throw OBJECT_NOT_FOUND if one of the variables is not part of this factor graph
179 */
180 std::set<size_t> findVars( VarSet &ns ) const {
181 std::set<size_t> indexes;
182 for( VarSet::const_iterator n = ns.begin(); n != ns.end(); n++ )
183 indexes.insert( findVar( *n ) );
184 return indexes;
185 }
186
187 /// Returns index of the first factor that depends on the variables
188 /** \note Time complexity: O(nrFactors())
189 * \throw OBJECT_NOT_FOUND if no factor in this factor graph depends on those variables
190 */
191 size_t findFactor( const VarSet &ns ) const {
192 size_t I;
193 for( I = 0; I < nrFactors(); I++ )
194 if( factor(I).vars() == ns )
195 break;
196 if( I == nrFactors() )
197 DAI_THROW(OBJECT_NOT_FOUND);
198 return I;
199 }
200
201 /// Return all variables that occur in a factor involving the \a i 'th variable, itself included
202 VarSet Delta( size_t i ) const;
203
204 /// Return all variables that occur in a factor involving some variable in \a vs, \a vs itself included
205 VarSet Delta( const VarSet &vs ) const;
206
207 /// Return all variables that occur in a factor involving the \a i 'th variable, itself excluded
208 VarSet delta( size_t i ) const;
209
210 /// Return all variables that occur in a factor involving some variable in \a vs, \a vs itself excluded
211 VarSet delta( const VarSet &vs ) const {
212 return Delta( vs ) / vs;
213 }
214
215 /// Returns \c true if the factor graph is connected
216 bool isConnected() const { return G.isConnected(); }
217
218 /// Returns \c true if the factor graph is a tree (i.e., has no cycles and is connected)
219 bool isTree() const { return G.isTree(); }
220
221 /// Returns \c true if each factor depends on at most two variables
222 bool isPairwise() const;
223
224 /// Returns \c true if each variable has only two possible values
225 bool isBinary() const;
226
227 /// Returns the cliques (fully connected subgraphs of the corresponding Markov graph) in this factor graph
228 std::vector<VarSet> Cliques() const;
229 //@}
230
231 /// \name Backup/restore mechanism for factors
232 //@{
233 /// Set the content of the \a I 'th factor and make a backup of its old content if \a backup == \c true
234 virtual void setFactor( size_t I, const Factor &newFactor, bool backup = false ) {
235 DAI_ASSERT( newFactor.vars() == factor(I).vars() );
236 if( backup )
237 backupFactor( I );
238 _factors[I] = newFactor;
239 }
240
241 /// Set the contents of all factors as specified by \a facs and make a backup of the old contents if \a backup == \c true
242 virtual void setFactors( const std::map<size_t, Factor> & facs, bool backup = false ) {
243 for( std::map<size_t, Factor>::const_iterator fac = facs.begin(); fac != facs.end(); fac++ ) {
244 if( backup )
245 backupFactor( fac->first );
246 setFactor( fac->first, fac->second );
247 }
248 }
249
250 /// Makes a backup of the \a I 'th factor
251 /** \throw MULTIPLE_UNDO if a backup already exists
252 */
253 void backupFactor( size_t I );
254
255 /// Restores the \a I 'th factor from the backup (it should be backed up first)
256 void restoreFactor( size_t I );
257
258 /// Backup the factors specified by indices in \a facs
259 /** \throw MULTIPLE_UNDO if a backup already exists
260 */
261 virtual void backupFactors( const std::set<size_t> & facs );
262
263 /// Restore all factors to the backup copies
264 virtual void restoreFactors();
265
266 /// Makes a backup of all factors connected to a set of variables
267 /** \throw MULTIPLE_UNDO if a backup already exists
268 */
269 void backupFactors( const VarSet &ns );
270
271 /// Restores all factors connected to a set of variables from their backups
272 void restoreFactors( const VarSet &ns );
273 //@}
274
275 /// \name Transformations
276 //@{
277 /// Returns a copy of \c *this, where all factors that are subsumed by some larger factor are merged with the larger factors.
278 FactorGraph maximalFactors() const;
279
280 /// Clamp the \a i 'th variable to value \a x (i.e. multiply with a Kronecker delta \f$\delta_{x_i,x}\f$);
281 /** \note This version changes the factor graph structure and thus returns a newly constructed FactorGraph
282 * and keeps the current one constant, contrary to clamp()
283 */
284 FactorGraph clamped( size_t i, size_t x ) const;
285 //@}
286
287 /// \name Operations
288 //@{
289 /// Clamp the \a i 'th variable to value \a x (i.e. multiply with a Kronecker delta \f$\delta_{x_i, x}\f$)
290 /** If \a backup == \c true, make a backup of all factors that are changed
291 */
292 virtual void clamp( size_t i, size_t x, bool backup = false );
293
294 /// Clamp a variable in a factor graph to have one out of a list of values
295 /** If \a backup == \c true, make a backup of all factors that are changed
296 */
297 void clampVar( size_t i, const std::vector<size_t> &xis, bool backup = false );
298
299 /// Clamp a factor in a factor graph to have one out of a list of values
300 /** If \a backup == \c true, make a backup of all factors that are changed
301 */
302 void clampFactor( size_t I, const std::vector<size_t> &xIs, bool backup = false );
303
304 /// Set all factors interacting with the \a i 'th variable to 1
305 /** If \a backup == \c true, make a backup of all factors that are changed
306 */
307 virtual void makeCavity( size_t i, bool backup = false );
308 //@}
309
310 /// \name Input/Output
311 //@{
312 /// Reads a factor graph from a file
313 /** \see \ref fileformats-factorgraph
314 * \throw CANNOT_READ_FILE if the file cannot be opened
315 * \throw INVALID_FACTORGRAPH_FILE if the file is not valid
316 */
317 void ReadFromFile( const char *filename );
318
319 /// Writes a factor graph to a file
320 /** \see \ref fileformats-factorgraph
321 * \throw CANNOT_WRITE_FILE if the file cannot be written
322 */
323 void WriteToFile( const char *filename, size_t precision=15 ) const;
324
325 /// Writes a factor graph to an output stream
326 /** \see \ref fileformats-factorgraph
327 */
328 friend std::ostream& operator<< (std::ostream &os, const FactorGraph &fg );
329
330 /// Reads a factor graph from an input stream
331 /** \see \ref fileformats-factorgraph
332 * \throw INVALID_FACTORGRAPH_FILE if the input stream is not valid
333 */
334 friend std::istream& operator>> (std::istream &is, FactorGraph &fg );
335
336 /// Writes a factor graph to a GraphViz .dot file
337 void printDot( std::ostream& os ) const;
338 //@}
339
340 private:
341 /// Part of constructors (creates edges, neighbors and adjacency matrix)
342 void constructGraph( size_t nrEdges );
343 };
344
345
346 template<typename FactorInputIterator, typename VarInputIterator>
347 FactorGraph::FactorGraph(FactorInputIterator fact_begin, FactorInputIterator fact_end, VarInputIterator var_begin, VarInputIterator var_end, size_t nr_fact_hint, size_t nr_var_hint ) : G(), _backup() {
348 // add factors
349 size_t nrEdges = 0;
350 _factors.reserve( nr_fact_hint );
351 for( FactorInputIterator p2 = fact_begin; p2 != fact_end; ++p2 ) {
352 _factors.push_back( *p2 );
353 nrEdges += p2->vars().size();
354 }
355
356 // add variables
357 _vars.reserve( nr_var_hint );
358 for( VarInputIterator p1 = var_begin; p1 != var_end; ++p1 )
359 _vars.push_back( *p1 );
360
361 // create graph structure
362 constructGraph( nrEdges );
363 }
364
365
366 /** \example example.cpp
367 * This example illustrates how to read a factor graph from a file and how to
368 * run several inference algorithms (junction tree, loopy belief propagation,
369 * and the max-product algorithm) on it.
370 */
371
372
373 /** \example example_sprinkler.cpp
374 * This example illustrates how to manually construct a factor graph and
375 * write it to a file.
376 */
377
378
379 } // end of namespace dai
380
381
382 #endif