src/lc.cpp

   1 /*  Copyright (C) 2006-2008  Joris Mooij  [joris dot mooij at tuebingen dot mpg dot de]
   2     Radboud University Nijmegen, The Netherlands /
   3     Max Planck Institute for Biological Cybernetics, Germany
   4
   5     This file is part of libDAI.
   6
   7     libDAI is free software; you can redistribute it and/or modify
   8     it under the terms of the GNU General Public License as published by
   9     the Free Software Foundation; either version 2 of the License, or
  10     (at your option) any later version.
  11
  12     libDAI is distributed in the hope that it will be useful,
  13     but WITHOUT ANY WARRANTY; without even the implied warranty of
  14     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
  15     GNU General Public License for more details.
  16
  17     You should have received a copy of the GNU General Public License
  18     along with libDAI; if not, write to the Free Software
  19     Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA  02110-1301  USA
  20 */
  21
  22
  23 #include <iostream>
  24 #include <algorithm>
  25 #include <map>
  26 #include <set>
  27 #include <dai/lc.h>
  28 #include <dai/util.h>
  29 #include <dai/alldai.h>
  30
  31
  32 namespace dai {
  33
  34
  35 using namespace std;
  36
  37
  38 const char *LC::Name = "LC";
  39
  40
  41 void LC::setProperties( const PropertySet &opts ) {
  42     assert( opts.hasKey("tol") );
  43     assert( opts.hasKey("maxiter") );
  44     assert( opts.hasKey("verbose") );
  45     assert( opts.hasKey("cavity") );
  46     assert( opts.hasKey("updates") );
  47
  48     props.tol = opts.getStringAs<double>("tol");
  49     props.maxiter = opts.getStringAs<size_t>("maxiter");
  50     props.verbose = opts.getStringAs<size_t>("verbose");
  51     props.cavity = opts.getStringAs<Properties::CavityType>("cavity");
  52     props.updates = opts.getStringAs<Properties::UpdateType>("updates");
  53     if( opts.hasKey("cavainame") )
  54         props.cavainame = opts.getStringAs<string>("cavainame");
  55     if( opts.hasKey("cavaiopts") )
  56         props.cavaiopts = opts.getStringAs<PropertySet>("cavaiopts");
  57     if( opts.hasKey("reinit") )
  58         props.reinit = opts.getStringAs<bool>("reinit");
  59     if( opts.hasKey("damping") )
  60         props.damping = opts.getStringAs<double>("damping");
  61     else
  62         props.damping = 0.0;
  63 }
  64
  65
  66 PropertySet LC::getProperties() const {
  67     PropertySet opts;
  68     opts.Set( "tol", props.tol );
  69     opts.Set( "maxiter", props.maxiter );
  70     opts.Set( "verbose", props.verbose );
  71     opts.Set( "cavity", props.cavity );
  72     opts.Set( "updates", props.updates );
  73     opts.Set( "cavainame", props.cavainame );
  74     opts.Set( "cavaiopts", props.cavaiopts );
  75     opts.Set( "reinit", props.reinit );
  76     opts.Set( "damping", props.damping );
  77     return opts;
  78 }
  79
  80
  81 string LC::printProperties() const {
  82     stringstream s( stringstream::out );
  83     s << "[";
  84     s << "tol=" << props.tol << ",";
  85     s << "maxiter=" << props.maxiter << ",";
  86     s << "verbose=" << props.verbose << ",";
  87     s << "cavity=" << props.cavity << ",";
  88     s << "updates=" << props.updates << ",";
  89     s << "cavainame=" << props.cavainame << ",";
  90     s << "cavaiopts=" << props.cavaiopts << ",";
  91     s << "reinit=" << props.reinit << ",";
  92     s << "damping=" << props.damping << "]";
  93     return s.str();
  94 }
  95
  96
  97 LC::LC( const FactorGraph & fg, const PropertySet &opts ) : DAIAlgFG(fg), _pancakes(), _cavitydists(), _phis(), _beliefs(), _maxdiff(0.0), _iters(0), props() {
  98     setProperties( opts );
  99
 100     // create pancakes
 101     _pancakes.resize( nrVars() );
 102
 103     // create cavitydists
 104     for( size_t i=0; i < nrVars(); i++ )
 105         _cavitydists.push_back(Factor( delta(i) ));
 106
 107     // create phis
 108     _phis.reserve( nrVars() );
 109     for( size_t i = 0; i < nrVars(); i++ ) {
 110         _phis.push_back( vector<Factor>() );
 111         _phis[i].reserve( nbV(i).size() );
 112         foreach( const Neighbor &I, nbV(i) )
 113             _phis[i].push_back( Factor( factor(I).vars() / var(i) ) );
 114     }
 115
 116     // create beliefs
 117     _beliefs.reserve( nrVars() );
 118     for( size_t i=0; i < nrVars(); i++ )
 119         _beliefs.push_back(Factor(var(i)));
 120 }
 121
 122
 123 string LC::identify() const {
 124     return string(Name) + printProperties();
 125 }
 126
 127
 128 void LC::CalcBelief (size_t i) {
 129     _beliefs[i] = _pancakes[i].marginal(var(i));
 130 }
 131
 132
 133 double LC::CalcCavityDist (size_t i, const std::string &name, const PropertySet &opts) {
 134     Factor Bi;
 135     double maxdiff = 0;
 136
 137     if( props.verbose >= 2 )
 138         cerr << "Initing cavity " << var(i) << "(" << delta(i).size() << " vars, " << delta(i).nrStates() << " states)" << endl;
 139
 140     if( props.cavity == Properties::CavityType::UNIFORM )
 141         Bi = Factor(delta(i));
 142     else {
 143         InfAlg *cav = newInfAlg( name, *this, opts );
 144         cav->makeCavity( i );
 145
 146         if( props.cavity == Properties::CavityType::FULL )
 147             Bi = calcMarginal( *cav, cav->fg().delta(i), props.reinit );
 148         else if( props.cavity == Properties::CavityType::PAIR )
 149             Bi = calcMarginal2ndO( *cav, cav->fg().delta(i), props.reinit );
 150         else if( props.cavity == Properties::CavityType::PAIR2 ) {
 151             vector<Factor> pairbeliefs = calcPairBeliefsNew( *cav, cav->fg().delta(i), props.reinit );
 152             for( size_t ij = 0; ij < pairbeliefs.size(); ij++ )
 153                 Bi *= pairbeliefs[ij];
 154         }
 155         maxdiff = cav->maxDiff();
 156         delete cav;
 157     }
 158     Bi.normalize();
 159     _cavitydists[i] = Bi;
 160
 161     return maxdiff;
 162 }
 163
 164
 165 double LC::InitCavityDists( const std::string &name, const PropertySet &opts ) {
 166     double tic = toc();
 167
 168     if( props.verbose >= 1 ) {
 169         cerr << Name << "::InitCavityDists:  ";
 170         if( props.cavity == Properties::CavityType::UNIFORM )
 171             cerr << "Using uniform initial cavity distributions" << endl;
 172         else if( props.cavity == Properties::CavityType::FULL )
 173             cerr << "Using full " << name << opts << "...";
 174         else if( props.cavity == Properties::CavityType::PAIR )
 175             cerr << "Using pairwise " << name << opts << "...";
 176         else if( props.cavity == Properties::CavityType::PAIR2 )
 177             cerr << "Using pairwise(new) " << name << opts << "...";
 178     }
 179
 180     double maxdiff = 0.0;
 181     for( size_t i = 0; i < nrVars(); i++ ) {
 182         double md = CalcCavityDist(i, name, opts);
 183         if( md > maxdiff )
 184             maxdiff = md;
 185     }
 186
 187     if( props.verbose >= 1 ) {
 188         cerr << Name << "::InitCavityDists used " << toc() - tic << " seconds." << endl;
 189     }
 190
 191     return maxdiff;
 192 }
 193
 194
 195 long LC::SetCavityDists( std::vector<Factor> &Q ) {
 196     if( props.verbose >= 1 )
 197         cerr << Name << "::SetCavityDists:  Setting initial cavity distributions" << endl;
 198     if( Q.size() != nrVars() )
 199         return -1;
 200     for( size_t i = 0; i < nrVars(); i++ ) {
 201         if( _cavitydists[i].vars() != Q[i].vars() ) {
 202             return i+1;
 203         } else
 204             _cavitydists[i] = Q[i];
 205     }
 206     return 0;
 207 }
 208
 209
 210 void LC::init() {
 211     for( size_t i = 0; i < nrVars(); ++i )
 212         foreach( const Neighbor &I, nbV(i) )
 213             if( props.updates == Properties::UpdateType::SEQRND )
 214                 _phis[i][I.iter].randomize();
 215             else
 216                 _phis[i][I.iter].fill(1.0);
 217 }
 218
 219
 220 Factor LC::NewPancake (size_t i, size_t _I, bool & hasNaNs) {
 221     size_t I = nbV(i)[_I];
 222     Factor piet = _pancakes[i];
 223
 224     // recalculate _pancake[i]
 225     VarSet Ivars = factor(I).vars();
 226     Factor A_I;
 227     for( VarSet::const_iterator k = Ivars.begin(); k != Ivars.end(); k++ )
 228         if( var(i) != *k )
 229             A_I *= (_pancakes[findVar(*k)] * factor(I).inverse()).marginal( Ivars / var(i), false );
 230     if( Ivars.size() > 1 )
 231         A_I ^= (1.0 / (Ivars.size() - 1));
 232     Factor A_Ii = (_pancakes[i] * factor(I).inverse() * _phis[i][_I].inverse()).marginal( Ivars / var(i), false );
 233     Factor quot = A_I / A_Ii;
 234     if( props.damping != 0.0 )
 235         quot = (quot^(1.0 - props.damping)) * (_phis[i][_I]^props.damping);
 236
 237     piet *= quot / _phis[i][_I].normalized();
 238     _phis[i][_I] = quot.normalized();
 239
 240     piet.normalize();
 241
 242     if( piet.hasNaNs() ) {
 243         cerr << Name << "::NewPancake(" << i << ", " << _I << "):  has NaNs!" << endl;
 244         hasNaNs = true;
 245     }
 246
 247     return piet;
 248 }
 249
 250
 251 double LC::run() {
 252     if( props.verbose >= 1 )
 253         cerr << "Starting " << identify() << "...";
 254     if( props.verbose >= 2 )
 255         cerr << endl;
 256
 257     double tic = toc();
 258     Diffs diffs(nrVars(), 1.0);
 259
 260     double md = InitCavityDists( props.cavainame, props.cavaiopts );
 261     if( md > _maxdiff )
 262         _maxdiff = md;
 263
 264     for( size_t i = 0; i < nrVars(); i++ ) {
 265         _pancakes[i] = _cavitydists[i];
 266
 267         foreach( const Neighbor &I, nbV(i) ) {
 268             _pancakes[i] *= factor(I);
 269             if( props.updates == Properties::UpdateType::SEQRND )
 270               _pancakes[i] *= _phis[i][I.iter];
 271         }
 272
 273         _pancakes[i].normalize();
 274
 275         CalcBelief(i);
 276     }
 277
 278     vector<Factor> old_beliefs;
 279     for(size_t i=0; i < nrVars(); i++ )
 280         old_beliefs.push_back(belief(i));
 281
 282     bool hasNaNs = false;
 283     for( size_t i=0; i < nrVars(); i++ )
 284         if( _pancakes[i].hasNaNs() ) {
 285             hasNaNs = true;
 286             break;
 287         }
 288     if( hasNaNs ) {
 289         cerr << Name << "::run:  initial _pancakes has NaNs!" << endl;
 290         return 1.0;
 291     }
 292
 293     size_t nredges = nrEdges();
 294     vector<Edge> update_seq;
 295     update_seq.reserve( nredges );
 296     for( size_t i = 0; i < nrVars(); ++i )
 297         foreach( const Neighbor &I, nbV(i) )
 298             update_seq.push_back( Edge( i, I.iter ) );
 299
 300     // do several passes over the network until maximum number of iterations has
 301     // been reached or until the maximum belief difference is smaller than tolerance
 302     for( _iters=0; _iters < props.maxiter && diffs.maxDiff() > props.tol; _iters++ ) {
 303         // Sequential updates
 304         if( props.updates == Properties::UpdateType::SEQRND )
 305             random_shuffle( update_seq.begin(), update_seq.end() );
 306
 307         for( size_t t=0; t < nredges; t++ ) {
 308             size_t i = update_seq[t].first;
 309             size_t _I = update_seq[t].second;
 310             _pancakes[i] = NewPancake( i, _I, hasNaNs);
 311             if( hasNaNs )
 312                 return 1.0;
 313             CalcBelief( i );
 314         }
 315
 316         // compare new beliefs with old ones
 317         for(size_t i=0; i < nrVars(); i++ ) {
 318             diffs.push( dist( belief(i), old_beliefs[i], Prob::DISTLINF ) );
 319             old_beliefs[i] = belief(i);
 320         }
 321
 322         if( props.verbose >= 3 )
 323             cerr << Name << "::run:  maxdiff " << diffs.maxDiff() << " after " << _iters+1 << " passes" << endl;
 324     }
 325
 326     if( diffs.maxDiff() > _maxdiff )
 327         _maxdiff = diffs.maxDiff();
 328
 329     if( props.verbose >= 1 ) {
 330         if( diffs.maxDiff() > props.tol ) {
 331             if( props.verbose == 1 )
 332                 cerr << endl;
 333                 cerr << Name << "::run:  WARNING: not converged within " << props.maxiter << " passes (" << toc() - tic << " seconds)...final maxdiff:" << diffs.maxDiff() << endl;
 334         } else {
 335             if( props.verbose >= 2 )
 336                 cerr << Name << "::run:  ";
 337                 cerr << "converged in " << _iters << " passes (" << toc() - tic << " seconds)." << endl;
 338         }
 339     }
 340
 341     return diffs.maxDiff();
 342 }
 343
 344
 345 } // end of namespace dai