Fixed bug (found by cax): when building MatLab MEX files, GMP libraries were not...
[libdai.git] / include / dai / hak.h
1 /* This file is part of libDAI - http://www.libdai.org/
2 *
3 * Copyright (c) 2006-2011, The libDAI authors. All rights reserved.
4 *
5 * Use of this source code is governed by a BSD-style license that can be found in the LICENSE file.
6 */
7
8
9 /// \file
10 /// \brief Defines class HAK, which implements a variant of Generalized Belief Propagation.
11 /// \idea Implement more general region graphs and corresponding Generalized Belief Propagation updates as described in [\ref YFW05].
12 /// \todo Use ClusterGraph instead of a vector<VarSet> for speed.
13 /// \todo Optimize this code for large factor graphs.
14 /// \todo Implement GBP parent-child algorithm.
15
16
17 #ifndef __defined_libdai_hak_h
18 #define __defined_libdai_hak_h
19
20
21 #include <string>
22 #include <dai/daialg.h>
23 #include <dai/regiongraph.h>
24 #include <dai/enum.h>
25 #include <dai/properties.h>
26
27
28 namespace dai {
29
30
31 /// Approximate inference algorithm: implementation of single-loop ("Generalized Belief Propagation") and double-loop algorithms by Heskes, Albers and Kappen [\ref HAK03]
32 class HAK : public DAIAlgRG {
33 private:
34 /// Outer region beliefs
35 std::vector<Factor> _Qa;
36 /// Inner region beliefs
37 std::vector<Factor> _Qb;
38 /// Messages from outer to inner regions
39 std::vector<std::vector<Factor> > _muab;
40 /// Messages from inner to outer regions
41 std::vector<std::vector<Factor> > _muba;
42 /// Maximum difference encountered so far
43 Real _maxdiff;
44 /// Number of iterations needed
45 size_t _iters;
46
47 public:
48 /// Parameters for HAK
49 struct Properties {
50 /// Enumeration of possible cluster choices
51 /** The following cluster choices are defined:
52 * - MIN minimal clusters, i.e., one outer region for each maximal factor
53 * - DELTA one outer region for each variable and its Markov blanket
54 * - LOOP one cluster for each loop of length at most \a Properties::loopdepth, and in addition one cluster for each maximal factor
55 * - BETHE Bethe approximation (one outer region for each maximal factor, inner regions are single variables)
56 */
57 DAI_ENUM(ClustersType,MIN,BETHE,DELTA,LOOP);
58
59 /// Enumeration of possible message initializations
60 DAI_ENUM(InitType,UNIFORM,RANDOM);
61
62 /// Verbosity (amount of output sent to stderr)
63 size_t verbose;
64
65 /// Maximum number of iterations
66 size_t maxiter;
67
68 /// Maximum time (in seconds)
69 double maxtime;
70
71 /// Tolerance for convergence test
72 Real tol;
73
74 /// Damping constant (0.0 means no damping, 1.0 is maximum damping)
75 Real damping;
76
77 /// How to choose the outer regions
78 ClustersType clusters;
79
80 /// How to initialize the messages
81 InitType init;
82
83 /// Use single-loop (GBP) or double-loop (HAK)
84 bool doubleloop;
85
86 /// Depth of loops (only relevant for \a clusters == \c ClustersType::LOOP)
87 size_t loopdepth;
88 } props;
89
90 public:
91 /// \name Constructors/destructors
92 //@{
93 /// Default constructor
94 HAK() : DAIAlgRG(), _Qa(), _Qb(), _muab(), _muba(), _maxdiff(0.0), _iters(0U), props() {}
95
96 /// Construct from FactorGraph \a fg and PropertySet \a opts
97 /** \param fg Factor graph.
98 * \param opts Parameters @see Properties
99 */
100 HAK( const FactorGraph &fg, const PropertySet &opts );
101
102 /// Construct from RegionGraph \a rg and PropertySet \a opts
103 HAK( const RegionGraph &rg, const PropertySet &opts );
104 //@}
105
106
107 /// \name General InfAlg interface
108 //@{
109 virtual HAK* clone() const { return new HAK(*this); }
110 virtual HAK* construct( const FactorGraph &fg, const PropertySet &opts ) const { return new HAK( fg, opts ); }
111 virtual std::string name() const { return "HAK"; }
112 virtual Factor belief( const VarSet &vs ) const;
113 virtual std::vector<Factor> beliefs() const;
114 virtual Real logZ() const;
115 virtual void init();
116 virtual void init( const VarSet &vs );
117 virtual Real run();
118 virtual Real maxDiff() const { return _maxdiff; }
119 virtual size_t Iterations() const { return _iters; }
120 virtual void setMaxIter( size_t maxiter ) { props.maxiter = maxiter; }
121 virtual void setProperties( const PropertySet &opts );
122 virtual PropertySet getProperties() const;
123 virtual std::string printProperties() const;
124 //@}
125
126
127 /// \name Additional interface specific for HAK
128 //@{
129 /// Returns reference to message from outer region \a alpha to its \a _beta 'th neighboring inner region
130 Factor & muab( size_t alpha, size_t _beta ) { return _muab[alpha][_beta]; }
131 /// Returns reference to message the \a _beta 'th neighboring inner region of outer region \a alpha to that outer region
132 Factor & muba( size_t alpha, size_t _beta ) { return _muba[alpha][_beta]; }
133 /// Returns belief of outer region \a alpha
134 const Factor& Qa( size_t alpha ) const { return _Qa[alpha]; };
135 /// Returns belief of inner region \a beta
136 const Factor& Qb( size_t beta ) const { return _Qb[beta]; };
137
138 /// Runs single-loop algorithm (algorithm 1 in [\ref HAK03])
139 Real doGBP();
140 /// Runs double-loop algorithm (as described in section 4.2 of [\ref HAK03]), which always convergences
141 Real doDoubleLoop();
142 //@}
143
144 private:
145 /// Helper function for constructors
146 void construct();
147 /// Recursive procedure for finding clusters of variables containing loops of length at most \a length
148 /** \param fg the factor graph
149 * \param allcl the clusters found so far
150 * \param newcl partial candidate cluster
151 * \param root start (and end) point of the loop
152 * \param length number of variables that may be added to \a newcl
153 * \param vars neighboring variables of \a newcl
154 * \return allcl all clusters of variables with loops of length at most \a length passing through root
155 */
156 void findLoopClusters( const FactorGraph &fg, std::set<VarSet> &allcl, VarSet newcl, const Var & root, size_t length, VarSet vars );
157 };
158
159
160 } // end of namespace dai
161
162
163 #endif