src/daialg.cpp

   1 /*  Copyright (C) 2006-2008  Joris Mooij  [j dot mooij at science dot ru dot nl]
   2     Radboud University Nijmegen, The Netherlands
   3
   4     This file is part of libDAI.
   5
   6     libDAI is free software; you can redistribute it and/or modify
   7     it under the terms of the GNU General Public License as published by
   8     the Free Software Foundation; either version 2 of the License, or
   9     (at your option) any later version.
  10
  11     libDAI is distributed in the hope that it will be useful,
  12     but WITHOUT ANY WARRANTY; without even the implied warranty of
  13     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  14     GNU General Public License for more details.
  15
  16     You should have received a copy of the GNU General Public License
  17     along with libDAI; if not, write to the Free Software
  18     Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
  19 */
  20
  21
  22 #include <vector>
  23 #include <dai/daialg.h>
  24
  25
  26 namespace dai {
  27
  28
  29 using namespace std;
  30
  31
  32 /// Calculate the marginal of obj on ns by clamping
  33 /// all variables in ns and calculating logZ for each joined state
  34 Factor calcMarginal( const InfAlg & obj, const VarSet & ns, bool reInit ) {
  35     Factor Pns (ns);
  36
  37     InfAlg *clamped = obj.clone();
  38     if( !reInit )
  39         clamped->init();
  40
  41     Complex logZ0;
  42     for( State s(ns); s.valid(); s++ ) {
  43         // save unclamped factors connected to ns
  44         clamped->saveProbs( ns );
  45
  46         // set clamping Factors to delta functions
  47         for( VarSet::const_iterator n = ns.begin(); n != ns.end(); n++ )
  48             clamped->clamp( *n, s(*n) );
  49
  50         // run DAIAlg, calc logZ, store in Pns
  51         if( clamped->Verbose() >= 2 )
  52             cout << s << ": ";
  53         if( reInit )
  54             clamped->init();
  55         clamped->run();
  56
  57         Complex Z;
  58         if( s == 0 ) {
  59             logZ0 = clamped->logZ();
  60             Z = 1.0;
  61         } else {
  62             // subtract logZ0 to avoid very large numbers
  63             Z = exp(clamped->logZ() - logZ0);
  64             if( fabs(imag(Z)) > 1e-5 )
  65                 cout << "Marginal:: WARNING: complex Z (" << Z << ")" << endl;
  66         }
  67
  68         Pns[s] = real(Z);
  69
  70         // restore clamped factors
  71         clamped->undoProbs( ns );
  72     }
  73
  74     delete clamped;
  75
  76     return( Pns.normalized(Prob::NORMPROB) );
  77 }
  78
  79
  80 vector<Factor> calcPairBeliefs( const InfAlg & obj, const VarSet& ns, bool reInit ) {
  81     // convert ns to vector<VarSet>
  82     size_t N = ns.size();
  83     vector<Var> vns;
  84     vns.reserve( N );
  85     for( VarSet::const_iterator n = ns.begin(); n != ns.end(); n++ )
  86         vns.push_back( *n );
  87
  88     vector<Factor> pairbeliefs;
  89     pairbeliefs.reserve( N * N );
  90     for( size_t j = 0; j < N; j++ )
  91         for( size_t k = 0; k < N; k++ )
  92             if( j == k )
  93                 pairbeliefs.push_back(Factor());
  94             else
  95                 pairbeliefs.push_back(Factor(vns[j] | vns[k]));
  96
  97     InfAlg *clamped = obj.clone();
  98     if( !reInit )
  99         clamped->init();
 100
 101     Complex logZ0;
 102     for( size_t j = 0; j < N; j++ ) {
 103         // clamp Var j to its possible values
 104         for( size_t j_val = 0; j_val < vns[j].states(); j_val++ ) {
 105             if( obj.Verbose() >= 2 )
 106                 cout << j << "/" << N-1 << " (" << j_val << "/" << vns[j].states() << "): ";
 107
 108             // save unclamped factors connected to ns
 109             clamped->saveProbs( ns );
 110
 111             clamped->clamp( vns[j], j_val );
 112             if( reInit )
 113                 clamped->init();
 114             clamped->run();
 115
 116             //if( j == 0 )
 117             //  logZ0 = obj.logZ();
 118             double Z_xj = 1.0;
 119             if( j == 0 && j_val == 0 ) {
 120                 logZ0 = clamped->logZ();
 121             } else {
 122                 // subtract logZ0 to avoid very large numbers
 123                 Complex Z = exp(clamped->logZ() - logZ0);
 124                 if( fabs(imag(Z)) > 1e-5 )
 125                     cout << "calcPairBelief::  Warning: complex Z: " << Z << endl;
 126                 Z_xj = real(Z);
 127             }
 128
 129             for( size_t k = 0; k < N; k++ )
 130                 if( k != j ) {
 131                     Factor b_k = clamped->belief(vns[k]);
 132                     for( size_t k_val = 0; k_val < vns[k].states(); k_val++ )
 133                         if( vns[j].label() < vns[k].label() )
 134                             pairbeliefs[j * N + k][j_val + (k_val * vns[j].states())] = Z_xj * b_k[k_val];
 135                         else
 136                             pairbeliefs[j * N + k][k_val + (j_val * vns[k].states())] = Z_xj * b_k[k_val];
 137                 }
 138
 139             // restore clamped factors
 140             clamped->undoProbs( ns );
 141         }
 142     }
 143
 144     delete clamped;
 145
 146     // Calculate result by taking the geometric average
 147     vector<Factor> result;
 148     result.reserve( N * (N - 1) / 2 );
 149     for( size_t j = 0; j < N; j++ )
 150         for( size_t k = j+1; k < N; k++ )
 151             result.push_back( (pairbeliefs[j * N + k] * pairbeliefs[k * N + j]) ^ 0.5 );
 152
 153     return result;
 154 }
 155
 156
 157 Factor calcMarginal2ndO( const InfAlg & obj, const VarSet& ns, bool reInit ) {
 158     // returns a a probability distribution whose 1st order interactions
 159     // are unspecified, whose 2nd order interactions approximate those of
 160     // the marginal on ns, and whose higher order interactions are absent.
 161
 162     vector<Factor> pairbeliefs = calcPairBeliefs( obj, ns, reInit );
 163
 164     Factor Pns (ns);
 165     for( size_t ij = 0; ij < pairbeliefs.size(); ij++ )
 166         Pns *= pairbeliefs[ij];
 167
 168     return( Pns.normalized(Prob::NORMPROB) );
 169 }
 170
 171
 172 vector<Factor> calcPairBeliefsNew( const InfAlg & obj, const VarSet& ns, bool reInit ) {
 173     vector<Factor> result;
 174     result.reserve( ns.size() * (ns.size() - 1) / 2 );
 175
 176     InfAlg *clamped = obj.clone();
 177     if( !reInit )
 178         clamped->init();
 179
 180     Complex logZ0;
 181     VarSet::const_iterator nj = ns.begin();
 182     for( long j = 0; j < (long)ns.size() - 1; j++, nj++ ) {
 183         size_t k = 0;
 184         for( VarSet::const_iterator nk = nj; (++nk) != ns.end(); k++ ) {
 185             Factor pairbelief( *nj | *nk );
 186
 187             // clamp Vars j and k to their possible values
 188             for( size_t j_val = 0; j_val < nj->states(); j_val++ )
 189                 for( size_t k_val = 0; k_val < nk->states(); k_val++ ) {
 190                     // save unclamped factors connected to ns
 191                     clamped->saveProbs( ns );
 192
 193                     clamped->clamp( *nj, j_val );
 194                     clamped->clamp( *nk, k_val );
 195                     if( reInit )
 196                         clamped->init();
 197                     clamped->run();
 198
 199                     double Z_xj = 1.0;
 200                     if( j_val == 0 && k_val == 0 ) {
 201                         logZ0 = clamped->logZ();
 202                     } else {
 203                         // subtract logZ0 to avoid very large numbers
 204                         Complex Z = exp(clamped->logZ() - logZ0);
 205                         if( fabs(imag(Z)) > 1e-5 )
 206                             cout << "calcPairBelief::  Warning: complex Z: " << Z << endl;
 207                         Z_xj = real(Z);
 208                     }
 209
 210                     // we assume that j.label() < k.label()
 211                     // i.e. we make an assumption here about the indexing
 212                     pairbelief[j_val + (k_val * nj->states())] = Z_xj;
 213
 214                     // restore clamped factors
 215                     clamped->undoProbs( ns );
 216                 }
 217
 218             result.push_back( pairbelief );
 219         }
 220     }
 221
 222     delete clamped;
 223
 224     assert( result.size() == (ns.size() * (ns.size() - 1) / 2) );
 225
 226     return result;
 227 }
 228
 229
 230 } // end of namespace dai