src/lc.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 <iostream>
  23 #include <algorithm>
  24 #include <map>
  25 #include <set>
  26 #include <dai/lc.h>
  27 #include <dai/diffs.h>
  28 #include <dai/util.h>
  29 #include <dai/alldai.h>
  30 #include <dai/x2x.h>
  31
  32
  33 namespace dai {
  34
  35
  36 using namespace std;
  37
  38
  39 const char *LC::Name = "LC";
  40
  41
  42 void LC::setProperties( const PropertySet &opts ) {
  43     assert( opts.hasKey("tol") );
  44     assert( opts.hasKey("maxiter") );
  45     assert( opts.hasKey("verbose") );
  46     assert( opts.hasKey("cavity") );
  47     assert( opts.hasKey("updates") );
  48
  49     props.tol = opts.getStringAs<double>("tol");
  50     props.maxiter = opts.getStringAs<size_t>("maxiter");
  51     props.verbose = opts.getStringAs<size_t>("verbose");
  52     props.cavity = opts.getStringAs<Properties::CavityType>("cavity");
  53     props.updates = opts.getStringAs<Properties::UpdateType>("updates");
  54     if( opts.hasKey("cavainame") )
  55         props.cavainame = opts.getStringAs<string>("cavainame");
  56     if( opts.hasKey("cavaiopts") )
  57         props.cavaiopts = opts.getStringAs<PropertySet>("cavaiopts");
  58     if( opts.hasKey("reinit") )
  59         props.reinit = opts.getStringAs<bool>("reinit");
  60 }
  61
  62
  63 PropertySet LC::getProperties() const {
  64     PropertySet opts;
  65     opts.Set( "tol", props.tol );
  66     opts.Set( "maxiter", props.maxiter );
  67     opts.Set( "verbose", props.verbose );
  68     opts.Set( "cavity", props.cavity );
  69     opts.Set( "updates", props.updates );
  70     opts.Set( "cavainame", props.cavainame );
  71     opts.Set( "cavaiopts", props.cavaiopts );
  72     opts.Set( "reinit", props.reinit );
  73     return opts;
  74 }
  75
  76
  77 LC::LC( const FactorGraph & fg, const PropertySet &opts ) : DAIAlgFG(fg), _pancakes(), _cavitydists(), _phis(), _beliefs(), props(), maxdiff(0.0) {
  78     setProperties( opts );
  79
  80     // create pancakes
  81     _pancakes.resize(nrVars());
  82
  83     // create cavitydists
  84     for( size_t i=0; i < nrVars(); i++ )
  85         _cavitydists.push_back(Factor(delta(i)));
  86
  87     // create phis
  88     _phis.reserve( nrVars() );
  89     for( size_t i = 0; i < nrVars(); i++ ) {
  90         _phis.push_back( vector<Factor>() );
  91         _phis[i].reserve( nbV(i).size() );
  92         foreach( const Neighbor &I, nbV(i) )
  93             _phis[i].push_back( Factor( factor(I).vars() / var(i) ) );
  94     }
  95
  96     // create beliefs
  97     for( size_t i=0; i < nrVars(); i++ )
  98         _beliefs.push_back(Factor(var(i)));
  99 }
 100
 101
 102 string LC::identify() const {
 103     stringstream result (stringstream::out);
 104     result << Name << getProperties();
 105     return result.str();
 106 }
 107
 108
 109 void LC::CalcBelief (size_t i) {
 110     _beliefs[i] = _pancakes[i].marginal(var(i));
 111 }
 112
 113
 114 double LC::CalcCavityDist (size_t i, const std::string &name, const PropertySet &opts) {
 115     Factor Bi;
 116     double maxdiff = 0;
 117
 118     if( props.verbose >= 2 )
 119         cout << "Initing cavity " << var(i) << "(" << delta(i).size() << " vars, " << delta(i).states() << " states)" << endl;
 120
 121     if( props.cavity == Properties::CavityType::UNIFORM )
 122         Bi = Factor(delta(i));
 123     else {
 124         InfAlg *cav = newInfAlg( name, *this, opts );
 125         cav->makeCavity( i );
 126
 127         if( props.cavity == Properties::CavityType::FULL )
 128             Bi = calcMarginal( *cav, cav->delta(i), props.reinit );
 129         else if( props.cavity == Properties::CavityType::PAIR )
 130             Bi = calcMarginal2ndO( *cav, cav->delta(i), props.reinit );
 131         else if( props.cavity == Properties::CavityType::PAIR2 ) {
 132             vector<Factor> pairbeliefs = calcPairBeliefsNew( *cav, cav->delta(i), props.reinit );
 133             for( size_t ij = 0; ij < pairbeliefs.size(); ij++ )
 134                 Bi *= pairbeliefs[ij];
 135         } else if( props.cavity == Properties::CavityType::PAIRINT ) {
 136             Bi = calcMarginal( *cav, cav->delta(i), props.reinit );
 137
 138             // Set interactions of order > 2 to zero
 139             size_t N = delta(i).size();
 140             Real *p = &(*Bi.p().p().begin());
 141             x2x::p2logp (N, p);
 142             x2x::logp2w (N, p);
 143             x2x::fill (N, p, 2, 0.0);
 144             x2x::w2logp (N, p);
 145 //            x2x::logpnorm (N, p);
 146             x2x::logp2p (N, p);
 147         } else if( props.cavity == Properties::CavityType::PAIRCUM ) {
 148             Bi = calcMarginal( *cav, cav->delta(i), props.reinit );
 149
 150             // Set cumulants of order > 2 to zero
 151             size_t N = delta(i).size();
 152             Real *p = &(*Bi.p().p().begin());
 153             x2x::p2m (N, p);
 154             x2x::m2c (N, p, N);
 155             x2x::fill (N, p, 2, 0.0);
 156             x2x::c2m (N, p, N);
 157             x2x::m2p (N, p);
 158         }
 159         maxdiff = cav->maxDiff();
 160         delete cav;
 161     }
 162     Bi.normalize( _normtype );
 163     _cavitydists[i] = Bi;
 164
 165     return maxdiff;
 166 }
 167
 168
 169 double LC::InitCavityDists( const std::string &name, const PropertySet &opts ) {
 170     double tic = toc();
 171
 172     if( props.verbose >= 1 ) {
 173         cout << "LC::InitCavityDists:  ";
 174         if( props.cavity == Properties::CavityType::UNIFORM )
 175             cout << "Using uniform initial cavity distributions" << endl;
 176         else if( props.cavity == Properties::CavityType::FULL )
 177             cout << "Using full " << name << opts << "...";
 178         else if( props.cavity == Properties::CavityType::PAIR )
 179             cout << "Using pairwise " << name << opts << "...";
 180         else if( props.cavity == Properties::CavityType::PAIR2 )
 181             cout << "Using pairwise(new) " << name << opts << "...";
 182     }
 183
 184     double maxdiff = 0.0;
 185     for( size_t i = 0; i < nrVars(); i++ ) {
 186         double md = CalcCavityDist(i, name, opts);
 187         if( md > maxdiff )
 188             maxdiff = md;
 189     }
 190     init();
 191
 192     if( props.verbose >= 1 ) {
 193         cout << "used " << toc() - tic << " clocks." << endl;
 194     }
 195
 196     return maxdiff;
 197 }
 198
 199
 200 long LC::SetCavityDists( std::vector<Factor> &Q ) {
 201     if( props.verbose >= 1 )
 202         cout << "LC::SetCavityDists:  Setting initial cavity distributions" << endl;
 203     if( Q.size() != nrVars() )
 204         return -1;
 205     for( size_t i = 0; i < nrVars(); i++ ) {
 206         if( _cavitydists[i].vars() != Q[i].vars() ) {
 207             return i+1;
 208         } else
 209             _cavitydists[i] = Q[i];
 210     }
 211     init();
 212     return 0;
 213 }
 214
 215
 216 void LC::init() {
 217     for( size_t i = 0; i < nrVars(); ++i )
 218         foreach( const Neighbor &I, nbV(i) )
 219             if( props.updates == Properties::UpdateType::SEQRND )
 220                 _phis[i][I.iter].randomize();
 221             else
 222                 _phis[i][I.iter].fill(1.0);
 223     for( size_t i = 0; i < nrVars(); i++ ) {
 224         _pancakes[i] = _cavitydists[i];
 225
 226         foreach( const Neighbor &I, nbV(i) ) {
 227             _pancakes[i] *= factor(I);
 228             if( props.updates == Properties::UpdateType::SEQRND )
 229               _pancakes[i] *= _phis[i][I.iter];
 230         }
 231
 232         _pancakes[i].normalize( _normtype );
 233
 234         CalcBelief(i);
 235     }
 236 }
 237
 238
 239 Factor LC::NewPancake (size_t i, size_t _I, bool & hasNaNs) {
 240     size_t I = nbV(i)[_I];
 241     Factor piet = _pancakes[i];
 242
 243     // recalculate _pancake[i]
 244     VarSet Ivars = factor(I).vars();
 245     Factor A_I;
 246     for( VarSet::const_iterator k = Ivars.begin(); k != Ivars.end(); k++ )
 247         if( var(i) != *k )
 248             A_I *= (_pancakes[findVar(*k)] * factor(I).inverse()).part_sum( Ivars / var(i) );
 249     if( Ivars.size() > 1 )
 250         A_I ^= (1.0 / (Ivars.size() - 1));
 251     Factor A_Ii = (_pancakes[i] * factor(I).inverse() * _phis[i][_I].inverse()).part_sum( Ivars / var(i) );
 252     Factor quot = A_I.divided_by(A_Ii);
 253
 254     piet *= quot.divided_by( _phis[i][_I] ).normalized( _normtype );
 255     _phis[i][_I] = quot.normalized( _normtype );
 256
 257     piet.normalize( _normtype );
 258
 259     if( piet.hasNaNs() ) {
 260         cout << "LC::NewPancake(" << i << ", " << _I << "):  has NaNs!" << endl;
 261         hasNaNs = true;
 262     }
 263
 264     return piet;
 265 }
 266
 267
 268 double LC::run() {
 269     if( props.verbose >= 1 )
 270         cout << "Starting " << identify() << "...";
 271     if( props.verbose >= 2 )
 272         cout << endl;
 273
 274     double tic = toc();
 275     Diffs diffs(nrVars(), 1.0);
 276
 277     double md = InitCavityDists( props.cavainame, props.cavaiopts );
 278     if( md > maxdiff )
 279         maxdiff = md;
 280
 281     vector<Factor> old_beliefs;
 282     for(size_t i=0; i < nrVars(); i++ )
 283         old_beliefs.push_back(belief(i));
 284
 285     bool hasNaNs = false;
 286     for( size_t i=0; i < nrVars(); i++ )
 287         if( _pancakes[i].hasNaNs() ) {
 288             hasNaNs = true;
 289             break;
 290         }
 291     if( hasNaNs ) {
 292         cout << "LC::run:  initial _pancakes has NaNs!" << endl;
 293         return NAN;
 294     }
 295
 296     size_t nredges = nrEdges();
 297     vector<Edge> update_seq;
 298     update_seq.reserve( nredges );
 299     for( size_t i = 0; i < nrVars(); ++i )
 300         foreach( const Neighbor &I, nbV(i) )
 301             update_seq.push_back( Edge( i, I.iter ) );
 302
 303     size_t iter = 0;
 304
 305     // do several passes over the network until maximum number of iterations has
 306     // been reached or until the maximum belief difference is smaller than tolerance
 307     for( iter=0; iter < props.maxiter && diffs.maxDiff() > props.tol; iter++ ) {
 308         // Sequential updates
 309         if( props.updates == Properties::UpdateType::SEQRND )
 310             random_shuffle( update_seq.begin(), update_seq.end() );
 311
 312         for( size_t t=0; t < nredges; t++ ) {
 313             size_t i = update_seq[t].first;
 314             size_t _I = update_seq[t].second;
 315             _pancakes[i] = NewPancake( i, _I, hasNaNs);
 316             if( hasNaNs )
 317                 return NAN;
 318             CalcBelief( i );
 319         }
 320
 321         // compare new beliefs with old ones
 322         for(size_t i=0; i < nrVars(); i++ ) {
 323             diffs.push( dist( belief(i), old_beliefs[i], Prob::DISTLINF ) );
 324             old_beliefs[i] = belief(i);
 325         }
 326
 327         if( props.verbose >= 3 )
 328             cout << "LC::run:  maxdiff " << diffs.maxDiff() << " after " << iter+1 << " passes" << endl;
 329     }
 330
 331     if( diffs.maxDiff() > maxdiff )
 332         maxdiff = diffs.maxDiff();
 333
 334     if( props.verbose >= 1 ) {
 335         if( diffs.maxDiff() > props.tol ) {
 336             if( props.verbose == 1 )
 337                 cout << endl;
 338                 cout << "LC::run:  WARNING: not converged within " << props.maxiter << " passes (" << toc() - tic << " clocks)...final maxdiff:" << diffs.maxDiff() << endl;
 339         } else {
 340             if( props.verbose >= 2 )
 341                 cout << "LC::run:  ";
 342                 cout << "converged in " << iter << " passes (" << toc() - tic << " clocks)." << endl;
 343         }
 344     }
 345
 346     return diffs.maxDiff();
 347 }
 348
 349
 350 } // end of namespace dai