/* This file is part of libDAI - http://www.libdai.org/
*
* libDAI is licensed under the terms of the GNU General Public License version
* 2, or (at your option) any later version. libDAI is distributed without any
* warranty. See the file COPYING for more details.
*
* Copyright (C) 2008-2009 Joris Mooij [joris dot mooij at libdai dot org]
*/
/** \file
* \brief Contains additional doxygen documentation
*
* \todo Improve documentation
*
* \todo Merge COPYING into doxygen documentation
* \todo Merge README into doxygen documentation
* \todo Document examples, tests and utils
*
* \todo Adapt (part of the) guidelines in http://www.boost.org/development/requirements.html#Design_and_Programming
*
* \todo Use "gcc -MM" to generate dependencies for targets: http://make.paulandlesley.org/autodep.html
* \todo Investigate whether switching to cmake as cross-platform build system would be a good idea.
*
* \todo Replace VarSets by SmallSet where appropriate, in order to minimize the use of FactorGraph::findVar().
*
* \idea Disentangle structures. In particular, ensure that graphical properties are not
* entangled with probabilistic properties. For example, a FactorGraph contains several
* components:
* - a BipartiteGraph
* - an array of variable labels
* - an array of variable state space sizes
* - an array of pointers to factor value vectors
* In this way, each factor could be implemented differently, e.g., we could have
* some sparse factors, some noisy-OR factors, some dense factors, some arbitrary
* precision factors, etc.
*
* \idea Use Boost::uBLAS framework to deal with matrices, especially, with 2D sparse matrices.
* See http://www.boost.org/libs/numeric/ublas/doc/matrix_sparse.htm
* I read somewhere that boost::uBLAS concentrates more on correct implementation than on performance.
*
* \idea Introduce naming scheme:
* - all Vars should be named v_..., e.g. v_i instead of i
* - all VarSets should be named vs_..., e.g. v_i instead of i
* - all Factors should be named f_..., e.g. f_I instead of I
* - all indices should be named _..., e.g. _k instead of k
* - all iterators should be named i_, e.g. i_i is an iterator to i
* - all const_iterators should be named ci_, e.g. ci_i is an iterator to i
**/
/** \page discussion Discussion of possible improvements
* \section discuss_extendedgraphs Extended factorgraphs/regiongraphs
*
* A FactorGraph and a RegionGraph are often equipped with
* additional properties for nodes and edges. The code to initialize those
* is often quite similar. Maybe one could abstract this, e.g.:
* \code
* template
* class ExtFactorGraph : public FactorGraph {
* public:
* std::vector node1Props;
* std::vector node2Props;
* std::vector > edgeProps;
* // ...
* }
* \endcode
*
* Advantages:
* - Less code duplication.
* - Easier maintainability.
* - Easier to write new inference algorithms.
*
* Disadvantages:
* - Cachability may be worse.
* - A problem is the case where there are no properties for either type of nodes or for edges.
* Maybe this can be solved using specializations, or using variadac template arguments?
* Another possible solution would be to define a "class Empty {}", and add some code
* that checks for the typeid, comparing it with Empty, and doing something special in that case
* (e.g., not allocating memory).
* - The main disadvantage of this approach seems to be that it leads to even more entanglement.
* Therefore this is probably a bad idea.
*
* \section discuss_templates Polymorphism by template parameterization
* Instead of polymorphism by inheritance, use polymorphism by template parameterization.
* For example, the real reason for introducing the complicated inheritance scheme of dai::InfAlg
* was for functions like dai::calcMarginal. Instead, one could use a template function:
* \code
* template
* Factor calcMarginal( const InfAlg &obj, const VarSet &ns, bool reInit );
* \endcode
* This would assume that the type InfAlg supports certain methods. Ideally, one would use
* concepts to define different classes of inference algorithms with different capabilities,
* for example the ability to calculate logZ, the ability to calculate marginals, the ability to
* calculate bounds, the ability to calculate MAP states, etc. Then, one would use traits
* classes in order to be able to query the capabilities of the model. For example, one would be
* able to query whether the inference algorithm supports calculation of logZ. Unfortunately,
* this is compile-time polymorphism, whereas tests/testdai needs runtime polymorphism.
* Therefore this is probably a bad idea.
*/
/** \mainpage libDAI reference manual
* \author Joris Mooij
* \version git HEAD
* \date October 10, 2008
*
* \section about About libDAI
* libDAI is a free/open source C++ library (licensed under GPLv2+) that provides
* implementations of various (approximate) inference methods for discrete
* graphical models. libDAI supports arbitrary factor graphs with discrete
* variables; this includes discrete Markov Random Fields and Bayesian
* Networks.
*
* The library is targeted at researchers. To be able to use the library, a
* good understanding of graphical models is needed.
*
* \section limitations Limitations
* libDAI is not intended to be a complete package for approximate inference.
* Instead, it should be considered as an "inference engine", providing
* various inference methods. In particular, it contains no GUI, currently
* only supports its own file format for input and output (although support
* for standard file formats may be added later), and provides very limited
* visualization functionalities. The only learning method supported currently
* is EM for learning factor parameters.
*
* \section features Features
* Currently, libDAI supports the following (approximate) inference methods:
* - Exact inference by brute force enumeration;
* - Exact inference by junction-tree methods;
* - Mean Field;
* - Loopy Belief Propagation [\ref KFL01];
* - Tree Expectation Propagation [\ref MiQ04];
* - Generalized Belief Propagation [\ref YFW05];
* - Double-loop GBP [\ref HAK03];
* - Various variants of Loop Corrected Belief Propagation
* [\ref MoK07, \ref MoR05];
* - Gibbs sampler;
* - Conditioned BP [\ref EaG09];
*
* In addition, libDAI supports parameter learning of conditional probability
* tables by Expectation Maximization.
*
* \section language Why C++?
* Because libDAI is implemented in C++, it is very fast compared with
* implementations in MatLab (a factor 1000 faster is not uncommon).
* libDAI does provide a MatLab interface for easy integration with MatLab.
*/
/** \example example.cpp
*/
/** \page quickstart Quick start
* An example program illustrating basic usage of libDAI is given in examples/example.cpp.
*/
/** \page bibliography Bibliography
* \section Bibliograpy
* \anchor KFL01 \ref KFL01
* F. R. Kschischang and B. J. Frey and H.-A. Loeliger (2001):
* "Factor Graphs and the Sum-Product Algorithm",
* *IEEE Transactions on Information Theory* 47(2):498-519.
* http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=910572
*
* \anchor MiQ04 \ref MiQ04
* T. Minka and Y. Qi (2004):
* "Tree-structured Approximations by Expectation Propagation",
* *Advances in Neural Information Processing Systems* (NIPS) 16.
* http://books.nips.cc/papers/files/nips16/NIPS2003_AA25.pdf
*
* \anchor MoR05 \ref MoR05
* A. Montanari and T. Rizzo (2005):
* "How to Compute Loop Corrections to the Bethe Approximation",
* *Journal of Statistical Mechanics: Theory and Experiment*
* 2005(10)-P10011.
* http://stacks.iop.org/1742-5468/2005/P10011
*
* \anchor YFW05 \ref YFW05
* J. S. Yedidia and W. T. Freeman and Y. Weiss (2005):
* "Constructing Free-Energy Approximations and Generalized Belief Propagation Algorithms",
* *IEEE Transactions on Information Theory*
* 51(7):2282-2312.
* http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=1459044
*
* \anchor HAK03 \ref HAK03
* T. Heskes and C. A. Albers and H. J. Kappen (2003):
* "Approximate Inference and Constrained Optimization",
* *Proceedings of the 19th Annual Conference on Uncertainty in Artificial Intelligence (UAI-03)* pp. 313-320.
* http://www.snn.ru.nl/reports/Heskes.uai2003.ps.gz
*
* \anchor MoK07 \ref MoK07
* J. M. Mooij and H. J. Kappen (2007):
* "Loop Corrections for Approximate Inference on Factor Graphs",
* *Journal of Machine Learning Research* 8:1113-1143.
* http://www.jmlr.org/papers/volume8/mooij07a/mooij07a.pdf
*
* \anchor MoK07b \ref MoK07b
* J. M. Mooij and H. J. Kappen (2007):
* "Sufficient Conditions for Convergence of the Sum-Product Algorithm",
* *IEEE Transactions on Information Theory* 53(12):4422-4437.
* http://ieeexplore.ieee.org/xpl/freeabs_all.jsp?arnumber=4385778
*
* \anchor EaG09 \ref EaG09
* F. Eaton and Z. Ghahramani (2009):
* "Choosing a Variable to Clamp",
* *Proceedings of the Twelfth International Conference on Artificial Intelligence and Statistics (AISTATS 2009)* 5:145-152
* http://jmlr.csail.mit.edu/proceedings/papers/v5/eaton09a/eaton09a.pdf
*
* \anchor StW99 \ref StW99
* A. Steger and N. C. Wormald (1999):
* "Generating Random Regular Graphs Quickly",
* *Combinatorics, Probability and Computing* Vol 8, Issue 4, pp. 377-396
* http://www.math.uwaterloo.ca/~nwormald/papers/randgen.pdf
*
* \anchor EMK06 \ref EMK06
* G. Elidan and I. McGraw and D. Koller (2006):
* "Residual Belief Propagation: Informed Scheduling for Asynchronous Message Passing",
* *Proceedings of the 22nd Annual Conference on Uncertainty in Artificial Intelligence (UAI-06)*
*/
/** \page fileformat libDAI factorgraph file format
*
* This page describes the .fg fileformat used in libDAI to store factor graphs.
* Markov Random Fields are special cases of factor graphs, as are Bayesian
* networks. A factor graph can be specified as follows: for each factor, one has
* to specify which variables occur in the factor, what their respective
* cardinalities (i.e., number of possible values) are, and a table listing all
* the values of that factor for all possible configurations of these variables.
* A .fg file is not much more than that. It starts with a line containing the
* number of factors in that graph, followed by an empty line. Then all factors
* are specified, one block for each factor, where the blocks are seperated by
* empty lines. Each variable occurring in the factor graph has a unique
* identifier, its index (which should be a nonnegative integer). Comment lines
* start with #.
*
* Each block starts with a line containing the number of variables in that
* factor. The second line contains the indices of these variables, seperated by
* spaces (indices are nonnegative integers and to avoid confusion, it is
* suggested to start counting at 0). The third line contains the number of
* possible values of each of these variables, also seperated by spaces. Note that
* there is some redundancy here, since if a variable appears in more than one
* factor, the cardinality of that variable appears several times in the .fg file.
* The fourth line contains the number of nonzero entries in the factor table.
* The rest of the lines contain these nonzero entries; each entry consists of a
* table index, followed by white-space, followed by the value corresponding to
* that table index. The most difficult part is getting the indexing right. The
* convention that is used is that the left-most variables cycle through their
* values the fastest (similar to MATLAB indexing of multidimensional arrays). An
* example block describing one factor is:
*
* 3\n
* 4 8 7\n
* 3 2 2\n
* 11\n
* 0 0.1\n
* 1 3.5\n
* 2 2.8\n
* 3 6.3\n
* 4 8.4\n
* 6 7.4\n
* 7 2.4\n
* 8 8.9\n
* 9 1.3\n
* 10 1.6\n
* 12 6.4\n
* 11 2.6\n
*
* which corresponds to the following factor:
*
* \f[
* \begin{array}{ccc|c}
* x_4 & x_8 & x_7 & \mbox{value}\\
* \hline
* 0 & 0 & 0 & 0.1\\
* 1 & 0 & 0 & 3.5\\
* 2 & 0 & 0 & 2.8\\
* 0 & 1 & 0 & 6.3\\
* 1 & 1 & 0 & 8.4\\
* 2 & 1 & 0 & 0.0\\
* 0 & 0 & 1 & 7.4\\
* 1 & 0 & 1 & 2.4\\
* 2 & 0 & 1 & 8.9\\
* 0 & 1 & 1 & 1.3\\
* 1 & 1 & 1 & 1.6\\
* 2 & 1 & 1 & 2.6
* \end{array}
* \f]
*
* Note that the value of x_4 changes fastest, followed by that of x_8, and x_7
* varies the slowest, corresponding to the second line of the block ("4 8 7").
* Further, x_4 can take on three values, and x_8 and x_7 each have two possible
* values, as described in the third line of the block ("3 2 2"). The table
* contains 11 non-zero entries (all except for the fifth entry). Note that the
* eleventh and twelveth entries are interchanged.
*
* A final note: the internal representation in libDAI of the factor above is
* different, because the variables are ordered according to their indices
* (i.e., the ordering would be x_4 x_7 x_8) and the values of the table are
* stored accordingly, with the variable having the smallest index changing
* fastest:
*
* \f[
* \begin{array}{ccc|c}
* x_4 & x_7 & x_8 & \mbox{value}\\
* \hline
* 0 & 0 & 0 & 0.1\\
* 1 & 0 & 0 & 3.5\\
* 2 & 0 & 0 & 2.8\\
* 0 & 1 & 0 & 7.4\\
* 1 & 1 & 0 & 2.4\\
* 2 & 1 & 0 & 8.9\\
* 0 & 0 & 1 & 6.3\\
* 1 & 0 & 1 & 8.4\\
* 2 & 0 & 1 & 0.0\\
* 0 & 1 & 1 & 1.3\\
* 1 & 1 & 1 & 1.6\\
* 2 & 1 & 1 & 2.6
* \end{array}
* \f]
*/
/** \page license License
* \verbinclude COPYING
*/