Cleaned up some code in TreeEP and JTree
[libdai.git] / include / dai / mr.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) 2007 Bastian Wemmenhove
8 * Copyright (C) 2007-2009 Joris Mooij [joris dot mooij at libdai dot org]
9 * Copyright (C) 2007 Radboud University Nijmegen, The Netherlands
10 */
11
12
13 /// \file
14 /// \brief Defines class MR, which implements loop corrections as proposed by Montanari and Rizzo
15
16
17 #ifndef __defined_libdai_mr_h
18 #define __defined_libdai_mr_h
19
20
21 #include <vector>
22 #include <string>
23 #include <dai/factorgraph.h>
24 #include <dai/daialg.h>
25 #include <dai/enum.h>
26 #include <dai/properties.h>
27 #include <dai/exceptions.h>
28 #include <boost/dynamic_bitset.hpp>
29
30
31 namespace dai {
32
33
34 /// Approximate inference algorithm by Montanari and Rizzo [\ref MoR05]
35 /** \author Bastian Wemmenhove wrote the original implementation before it was merged into libDAI
36 * \todo Clean up code (use a BipartiteGraph-like implementation for the graph structure)
37 */
38 class MR : public DAIAlgFG {
39 private:
40 /// Is the underlying factor graph supported?
41 bool supported;
42 /// con[i] = connectivity of spin \a i
43 std::vector<size_t> con;
44 /// nb[i] are the neighbours of spin \a i
45 std::vector<std::vector<size_t> > nb;
46 /// tJ[i][_j] is the hyperbolic tangent of the interaction between spin \a i and its neighbour nb[i][_j]
47 std::vector<std::vector<Real> > tJ;
48 /// theta[i] is the local field on spin \a i
49 std::vector<Real> theta;
50 /// M[i][_j] is \f$ M^{(i)}_j \f$
51 std::vector<std::vector<Real> > M;
52 /// The \a _j 'th neighbour of spin \a i has spin \a i as its kindex[i][_j]'th neighbour
53 std::vector<std::vector<size_t> > kindex;
54 /// Cavity correlations
55 std::vector<std::vector<std::vector<Real> > > cors;
56 /// Maximum connectivity
57 static const size_t kmax = 31;
58 /// Type used for managing a subset of neighbors
59 typedef boost::dynamic_bitset<> sub_nb;
60 /// Number of variables (spins)
61 size_t N;
62 /// Magnetizations
63 std::vector<Real> Mag;
64 /// Maximum difference encountered so far
65 Real _maxdiff;
66 /// Number of iterations needed
67 size_t _iters;
68
69 public:
70 /// Parameters for MR
71 struct Properties {
72 /// Enumeration of different types of update equations
73 /** The possible update equations are:
74 * - FULL full updates, slow but accurate
75 * - LINEAR linearized updates, faster but less accurate
76 */
77 DAI_ENUM(UpdateType,FULL,LINEAR);
78
79 /// Enumeration of different ways of initializing the cavity correlations
80 /** The possible cavity initializations are:
81 * - RESPPROP using response propagation ("linear response")
82 * - CLAMPING using clamping and BP
83 * - EXACT using JunctionTree
84 */
85 DAI_ENUM(InitType,RESPPROP,CLAMPING,EXACT);
86
87 /// Verbosity (amount of output sent to stderr)
88 size_t verbose;
89
90 /// Tolerance for convergence test
91 Real tol;
92
93 /// Update equations
94 UpdateType updates;
95
96 /// How to initialize the cavity correlations
97 InitType inits;
98 } props;
99
100 /// Name of this inference method
101 static const char *Name;
102
103 public:
104 /// Default constructor
105 MR() : DAIAlgFG(), supported(), con(), nb(), tJ(), theta(), M(), kindex(), cors(), N(), Mag(), _maxdiff(), _iters(), props() {}
106
107 /// Construct from FactorGraph \a fg and PropertySet \a opts
108 /** \param opts Parameters @see Properties
109 * \note This implementation only deals with binary variables and pairwise interactions.
110 * \throw NOT_IMPLEMENTED if \a fg has factors depending on three or more variables or has variables with more than two possible states.
111 */
112 MR( const FactorGraph &fg, const PropertySet &opts );
113
114
115 /// \name General InfAlg interface
116 //@{
117 virtual MR* clone() const { return new MR(*this); }
118 virtual std::string identify() const;
119 virtual Factor belief( const Var &v ) const { return beliefV( findVar( v ) ); }
120 virtual Factor belief( const VarSet &/*vs*/ ) const { DAI_THROW(NOT_IMPLEMENTED); return Factor(); }
121 virtual Factor beliefV( size_t i ) const;
122 virtual std::vector<Factor> beliefs() const;
123 virtual Real logZ() const { DAI_THROW(NOT_IMPLEMENTED); return 0.0; }
124 virtual void init() {}
125 virtual void init( const VarSet &/*ns*/ ) { DAI_THROW(NOT_IMPLEMENTED); }
126 virtual Real run();
127 virtual Real maxDiff() const { return _maxdiff; }
128 virtual size_t Iterations() const { return _iters; }
129 virtual void setProperties( const PropertySet &opts );
130 virtual PropertySet getProperties() const;
131 virtual std::string printProperties() const;
132 //@}
133
134 private:
135 /// Returns the signum of \a a
136 Real sign(Real a) { return (a >= 0) ? 1.0 : -1.0; }
137
138 /// Initialize N, con, nb, tJ, theta
139 void init(size_t Nin, Real *_w, Real *_th);
140
141 /// Initialize kindex
142 void makekindex();
143
144 /// Initialize cors
145 void init_cor();
146
147 /// Calculate cors using response propagation
148 Real init_cor_resp();
149
150 /// Iterate update equations for cavity fields
151 void solvemcav();
152
153 /// Calculate magnetizations
154 void solveM();
155
156 /// Calculate the product of all tJ[i][_j] for _j in A
157 /** \param i variable index
158 * \param A subset of neighbors of variable \a i
159 */
160 Real _tJ(size_t i, sub_nb A);
161
162 /// Calculate \f$ \Omega^{(i)}_{j,l} \f$ as defined in [\ref MoR05] eqn. (2.15)
163 Real Omega(size_t i, size_t _j, size_t _l);
164
165 /// Calculate \f$ T^{(i)}_A \f$ as defined in [\ref MoR05] eqn. (2.17) with \f$ A = \{l_1,l_2,\dots\} \f$
166 /** \param i variable index
167 * \param A subset of neighbors of variable \a i
168 */
169 Real T(size_t i, sub_nb A);
170
171 /// Calculates \f$ T^{(i)}_j \f$ where \a j is the \a _j 'th neighbor of \a i
172 Real T(size_t i, size_t _j);
173
174 /// Calculates \f$ \Gamma^{(i)}_{j,l_1l_2} \f$ as defined in [\ref MoR05] eqn. (2.16)
175 Real Gamma(size_t i, size_t _j, size_t _l1, size_t _l2);
176
177 /// Calculates \f$ \Gamma^{(i)}_{l_1l_2} \f$ as defined in [\ref MoK07] on page 1141
178 Real Gamma(size_t i, size_t _l1, size_t _l2);
179
180 /// Approximates moments of variables in \a A
181 /** Calculate the moment of variables in \a A from M and cors, neglecting higher order cumulants,
182 * defined as the sum over all partitions of A into subsets of cardinality two at most of the
183 * product of the cumulants (either first order, i.e. M, or second order, i.e. cors) of the
184 * entries of the partitions.
185 *
186 * \param i variable index
187 * \param A subset of neighbors of variable \a i
188 */
189 Real appM(size_t i, sub_nb A);
190
191 /// Calculate sum over all even/odd subsets B of \a A of _tJ(j,B) appM(j,B)
192 /** \param j variable index
193 * \param A subset of neighbors of variable \a j
194 * \param sum_even on return, will contain the sum over all even subsets
195 * \param sum_odd on return, will contain the sum over all odd subsets
196 */
197 void sum_subs(size_t j, sub_nb A, Real *sum_even, Real *sum_odd);
198 };
199
200
201 } // end of namespace dai
202
203
204 #endif