Fixed regression FBP and bugs in TRWBP
[libdai.git] / include / dai / trwbp.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) 2010 Joris Mooij
8 */
9
10
11 /// \file
12 /// \brief Defines class TRWBP, which implements Tree-Reweighted Belief Propagation
13
14
15 #ifndef __defined_libdai_trwbp_h
16 #define __defined_libdai_trwbp_h
17
18
19 #include <string>
20 #include <dai/daialg.h>
21 #include <dai/factorgraph.h>
22 #include <dai/properties.h>
23 #include <dai/enum.h>
24 #include <dai/bp.h>
25
26
27 namespace dai {
28
29
30 /// Approximate inference algorithm "Tree-Reweighted Belief Propagation" [\ref WJW03]
31 /** The Tree-Reweighted Belief Propagation algorithm is like Belief
32 * Propagation, but associates each factor with a scale parameter.
33 * which controls the divergence measure being minimized.
34 *
35 * The messages \f$m_{I\to i}(x_i)\f$ are passed from factors \f$I\f$ to variables \f$i\f$.
36 * The update equation is given by:
37 * \f[ m_{I\to i}(x_i) \propto \sum_{x_{N_I\setminus\{i\}}} f_I(x_I)^{1/c_I} \prod_{j\in N_I\setminus\{i\}} m_{I\to j}^{c_I-1} \prod_{J\in N_j\setminus\{I\}} m_{J\to j}^{c_J} \f]
38 * After convergence, the variable beliefs are calculated by:
39 * \f[ b_i(x_i) \propto \prod_{I\in N_i} m_{I\to i}^{c_I} \f]
40 * and the factor beliefs are calculated by:
41 * \f[ b_I(x_I) \propto f_I(x_I)^{1/c_I} \prod_{j \in N_I} m_{I\to j}^{c_I-1} \prod_{J\in N_j\setminus\{I\}} m_{J\to j}^{c_J} \f]
42 * The logarithm of the partition sum is approximated by:
43 * \f[ \log Z = \sum_{I} \sum_{x_I} b_I(x_I) \big( \log f_I(x_I) - c_I \log b_I(x_I) \big) + \sum_{i} (c_i - 1) \sum_{x_i} b_i(x_i) \log b_i(x_i) \f]
44 * where the variable weights are defined as
45 * \f[ c_i := \sum_{I \in N_i} c_I \f]
46 *
47 * \note TRWBP is actually equivalent to FBP
48 * \todo Merge duplicate code in calcNewMessage() and calcBeliefF()
49 * \todo Add nice way to set weights
50 * \todo Merge code of FBP and TRWBP
51 */
52 class TRWBP : public BP {
53 protected:
54 /// "Edge weights" (indexed by factor ID)
55 /** In [\ref WJW03], only unary or pairwise factors are considered.
56 * Here we are more general by having a weight for each factor in the
57 * factor graph. If unary factors have weight 1, and higher-order factors
58 * are absent, then we have the special case considered in [\ref WJW03].
59 */
60 std::vector<Real> _weight;
61
62 public:
63 /// Name of this inference algorithm
64 static const char *Name;
65
66 public:
67 /// \name Constructors/destructors
68 //@{
69 /// Default constructor
70 TRWBP() : BP(), _weight() {}
71
72 /// Construct from FactorGraph \a fg and PropertySet \a opts
73 /** \param opts Parameters @see BP::Properties
74 */
75 TRWBP( const FactorGraph &fg, const PropertySet &opts ) : BP(fg, opts), _weight() {
76 setProperties( opts );
77 construct();
78 }
79 //@}
80
81 /// \name General InfAlg interface
82 //@{
83 virtual TRWBP* clone() const { return new TRWBP(*this); }
84 virtual std::string identify() const;
85 virtual Real logZ() const;
86 //@}
87
88 /// \name TRWBP accessors/mutators for scale parameters
89 //@{
90 /// Returns weight corresponding to the \a I 'th factor
91 Real Weight( size_t I ) const { return _weight[I]; }
92
93 /// Returns constant reference to vector of all weights
94 const std::vector<Real>& Weights() const { return _weight; }
95
96 /// Sets the weight of the \a I 'th factor to \a c
97 void setWeight( size_t I, Real c ) { _weight[I] = c; }
98
99 /// Sets the weights of all factors simultaenously
100 /** \note Faster than calling setWeight(size_t,Real) for each factor
101 */
102 void setWeights( const std::vector<Real> &c ) { _weight = c; }
103
104 protected:
105 // Calculate the updated message from the \a _I 'th neighbor of variable \a i to variable \a i
106 virtual void calcNewMessage( size_t i, size_t _I );
107
108 /// Calculates unnormalized belief of variable \a i
109 virtual void calcBeliefV( size_t i, Prob &p ) const;
110
111 // Calculates unnormalized belief of factor \a I
112 virtual void calcBeliefF( size_t I, Prob &p ) const;
113
114 // Helper function for constructors
115 virtual void construct();
116 };
117
118
119 } // end of namespace dai
120
121
122 #endif