void CMlLearningEngine::Learn()
{
/*
function takes an information from m_pEvidences and learns factors
of graphical model using prior probabilities or not
*/
float logLikTmp = 0;
if(!m_pGrModel)
{
PNL_THROW( CNULLPointer, "no graphical model")
}
CStaticGraphicalModel *grmodel = this->GetStaticModel();
CFactor *parameter = NULL;
int numberOfDomains = grmodel -> GetNumberOfFactors();
for( int domainNodes = 0; domainNodes < numberOfDomains; domainNodes++ )
{
factor = grmodel->GetFactor( domainNodes );
factor ->UpdateStatisticsML( &m_Vector_pEvidences.front(),
m_Vector_pEvidences.size() );
PNL_CHECK_LEFT_BORDER(m_numberOfAllEvidences, 1);
logLikTmp += parameter->ProcessingStatisticalData(m_numberOfAllEvidences);
}
switch( grmodel -> GetModelType() )
{
case mtBNet:
{
break;
}
case mtMRF2:
case mtMNet:
{
logLikTmp = _LearnPotentials();
break;
}
default:
{
PNL_THROW(CBadConst, "model type" )
break;
}
}
m_critValue.push_back(logLikTmp);
}
void CParEMLearningEngine::Learn()
{
CStaticGraphicalModel *pGrModel = this->GetStaticModel();
PNL_CHECK_IS_NULL_POINTER(pGrModel);
PNL_CHECK_LEFT_BORDER(GetNumEv() - GetNumberProcEv() , 1);
CJtreeInfEngine *pCurrentInfEng = NULL;
CFactor *parameter = NULL;
int exit = 0;
int numberOfParameters = pGrModel->GetNumberOfParameters();
int domainNodes;
int infIsNeed = 0;
int itsML = 0;
// !!!
float loglik = -FLT_MAX;
float loglikOld = -FLT_MAX;
float epsilon = GetPrecisionEM();
float stopExpression = epsilon + 1.0f;
int iteration = 0;
int currentEvidNumber;
int bMaximize = 0;
int bSumOnMixtureNode = 0;
const CEvidence* pCurrentEvid;
int start_mpi, finish_mpi;
int NumberOfProcesses, MyRank;
int numSelfEvidences;
MPI_Comm_size(MPI_COMM_WORLD, &NumberOfProcesses);
MPI_Comm_rank(MPI_COMM_WORLD, &MyRank);
int d = 0;
do
{
iteration++;
numSelfEvidences = (GetNumEv() - GetNumberProcEv()) / NumberOfProcesses;
start_mpi = GetNumberProcEv() + numSelfEvidences * MyRank; // !!!
if (MyRank < NumberOfProcesses - 1)
finish_mpi = start_mpi + numSelfEvidences; // !!!
else
finish_mpi = GetNumEv(); // !!!
for(int ev = start_mpi; ev < finish_mpi; ev++)
{
infIsNeed = 0;
currentEvidNumber = ev; // !!!
pCurrentEvid = m_Vector_pEvidences[currentEvidNumber];
if( !pCurrentEvid)
{
PNL_THROW(CNULLPointer, "evidence")
}
infIsNeed = !GetObsFlags(ev)->empty(); // !!!
if(infIsNeed)
{
// create inference engine
if(!pCurrentInfEng)
{
pCurrentInfEng = CJtreeInfEngine::Create(pGrModel);
}
pCurrentInfEng->EnterEvidence(pCurrentEvid, bMaximize,
bSumOnMixtureNode);
}
for(domainNodes = 0; domainNodes < numberOfParameters; domainNodes++)
{
parameter = pGrModel->GetFactor(domainNodes);
if(infIsNeed)
{
int DomainSize;
const int *domain;
parameter->GetDomain(&DomainSize, &domain);
if (IsDomainObserved(DomainSize, domain, currentEvidNumber))
{
const CEvidence *pEvidences[] = { pCurrentEvid };
parameter->UpdateStatisticsML(pEvidences, 1);
}
else
{
pCurrentInfEng->MarginalNodes(domain, DomainSize, 1);
const CPotential * pMargPot = pCurrentInfEng->GetQueryJPD();
parameter ->UpdateStatisticsEM(pMargPot, pCurrentEvid);
}
}
else
{
const CEvidence *pEvidences[] = { pCurrentEvid };
parameter->UpdateStatisticsML(pEvidences, 1);
}
}
itsML = itsML || !infIsNeed;
}
for(domainNodes = 0; domainNodes < numberOfParameters; domainNodes++ )
{
parameter = pGrModel->GetFactor(domainNodes);
CNumericDenseMatrix<float> *matForSending;
int matDim;
const int *pMatRanges;
int dataLength;
const float *pDataForSending;
matForSending = static_cast<CNumericDenseMatrix<float>*>
((parameter->GetDistribFun())->GetStatisticalMatrix(stMatTable));
matForSending->GetRanges(&matDim, &pMatRanges);
matForSending->GetRawData(&dataLength, &pDataForSending);
float *pDataRecv = new float[dataLength];
float *pDataRecv_copy = new float[dataLength];
MPI_Status status;
MPI_Allreduce((void*)pDataForSending, pDataRecv, dataLength, MPI_FLOAT, MPI_SUM,
MPI_COMM_WORLD);
CNumericDenseMatrix<float> *RecvMatrix =
static_cast<CNumericDenseMatrix<float>*>
(parameter->GetDistribFun()->GetStatisticalMatrix(stMatTable));
int dataLength_new;
float *pData_new;
RecvMatrix->GetRawData(&dataLength_new, (const float**)(&pData_new));
for(int t=0;t<dataLength_new;t++)
pData_new[t]=pDataRecv[t];
}
switch (pGrModel->GetModelType())
{
case mtBNet:
{
loglikOld = loglik;
loglik = 0.0f;
for(domainNodes = 0; domainNodes < numberOfParameters; domainNodes++)
{
parameter = pGrModel->GetFactor(domainNodes);
loglik += parameter->ProcessingStatisticalData(m_numberOfAllEvidences);
}
break;
}
case mtMRF2:
case mtMNet:
{
loglikOld = loglik;
loglik = _LearnPotentials();
break;
}
default:
{
PNL_THROW(CBadConst, "model type")
break;
}
}
stopExpression =
float(fabs(2 * (loglikOld - loglik) / (loglikOld + loglik)));
exit = ((stopExpression > epsilon) && (iteration <= GetMaxIterEM())) && !itsML;
if(exit)
{
ClearStatisticData();
}
delete pCurrentInfEng;
pCurrentInfEng = NULL;
}while(exit);
if(iteration > GetMaxIterEM())
{
PNL_THROW(CNotConverged, "maximum number of iterations")
}
SetNumProcEv( GetNumEv() );
}
void CEMLearningEngine::LearnExtraCPDs(int nMaxFamily, pCPDVector* additionalCPDs, floatVector* additionalLLs)
{
CStaticGraphicalModel *pGrModel = this->GetStaticModel();
PNL_CHECK_IS_NULL_POINTER(pGrModel);
PNL_CHECK_LEFT_BORDER(GetNumEv(), 1);
int numberOfFactors = pGrModel->GetNumberOfFactors();
int numberOfAddFactors = additionalCPDs->size();
additionalLLs->resize(numberOfAddFactors);
additionalLLs->clear();
m_vFamilyLogLik.resize(numberOfFactors);
float loglik = 0.0f, ll;
int i, ev;
int iteration = 0;
const CEvidence* pEv;
CFactor *factor = NULL;
int nnodes;
const int * domain;
bool bInfIsNeed;
CInfEngine *pInfEng = m_pInfEngine;
if (IsAllObserved())
{
for (i = 0; i < numberOfFactors; i++)
{
factor = pGrModel->GetFactor(i);
factor->UpdateStatisticsML(&m_Vector_pEvidences[GetNumberProcEv()],
GetNumEv() - GetNumberProcEv());
}
for( ev = 0; ev < GetNumEv() ; ev++)
{
pEv = m_Vector_pEvidences[ev];
for( i = 0; i < numberOfAddFactors; i++ )
{
factor = static_cast<CFactor*>((*additionalCPDs)[i]);
factor->UpdateStatisticsML( &pEv, 1 );
}
}
switch (pGrModel->GetModelType())
{
case mtBNet:
{
for( i = 0; i<numberOfFactors; i++ )
{
factor = pGrModel->GetFactor(i);
ll = factor->ProcessingStatisticalData( GetNumEv());
m_vFamilyLogLik[i] = ll;
loglik += ll;
}
for( i = 0; i < numberOfAddFactors; i++ )
{
factor = static_cast<CFactor*>((*additionalCPDs)[i]);
ll = factor->ProcessingStatisticalData( GetNumEv());
(*additionalLLs)[i] = ll;
}
break;
}
case mtMRF2:
case mtMNet:
{
break;
}
default:
{
PNL_THROW(CBadConst, "model type" )
break;
}
}
m_critValue.push_back(loglik);
}
else
{
int testSetStatistics()
{
int ret = TRS_OK;
float eps = 0.1f;
int seed = pnlTestRandSeed();
pnlSeed( seed );
CBNet *pBNet = pnlExCreateCondGaussArBNet();
CModelDomain *pMD = pBNet->GetModelDomain();
CGraph *pGraph = CGraph::Copy(pBNet->GetGraph());
CBNet *pBNet1 = CBNet::CreateWithRandomMatrices( pGraph, pMD );
pEvidencesVector evidences;
int nEvidences = pnlRand( 3000, 4000);
pBNet->GenerateSamples( &evidences, nEvidences );
int i;
for( i = 0; i < nEvidences; i++)
{
//evidences[i]->MakeNodeHiddenBySerialNum(0);
}
CEMLearningEngine *pLearn = CEMLearningEngine::Create(pBNet1);
pLearn->SetData( nEvidences, &evidences.front() );
pLearn->SetMaxIterEM();
pLearn->Learn();
for( i = 0; i < pBNet->GetNumberOfFactors(); i++ )
{
if( ! pBNet->GetFactor(i)->IsFactorsDistribFunEqual(pBNet1->GetFactor(i), eps))
{
ret = TRS_FAIL;
pBNet->GetFactor(i)->GetDistribFun()->Dump();
pBNet1->GetFactor(i)->GetDistribFun()->Dump();
}
}
CDistribFun *pDistr;
const CMatrix<float>* pMat;
CFactor *pCPD;
pDistr = pBNet1->GetFactor(0)->GetDistribFun();
pMat = pDistr->GetStatisticalMatrix(stMatTable);
pCPD = pBNet->GetFactor(0);
pCPD->SetStatistics(pMat, stMatTable);
pCPD->ProcessingStatisticalData(nEvidences);
if( ! pCPD->IsFactorsDistribFunEqual(pBNet1->GetFactor(0), 0.0001f) )
{
ret = TRS_FAIL;
}
pDistr = pBNet1->GetFactor(1)->GetDistribFun();
int parentVal;
pCPD = pBNet->GetFactor(1);
parentVal = 0;
pCPD->SetStatistics(pMat, stMatCoeff);
pMat = pDistr->GetStatisticalMatrix(stMatMu, &parentVal);
pCPD->SetStatistics(pMat, stMatMu, &parentVal);
pMat = pDistr->GetStatisticalMatrix(stMatSigma, &parentVal);
pCPD->SetStatistics(pMat, stMatSigma, &parentVal);
parentVal = 1;
pMat = pDistr->GetStatisticalMatrix(stMatMu, &parentVal);
pCPD->SetStatistics(pMat, stMatMu, &parentVal);
pMat = pDistr->GetStatisticalMatrix(stMatSigma, &parentVal);
pCPD->SetStatistics(pMat, stMatSigma, &parentVal);
pCPD->ProcessingStatisticalData(nEvidences);
if( ! pCPD->IsFactorsDistribFunEqual(pBNet1->GetFactor(1), eps) )
{
ret = TRS_FAIL;
}
for( i = 0; i < nEvidences; i++)
{
delete evidences[i];
}
delete pLearn;
delete pBNet1;
delete pBNet;
return trsResult( ret, ret == TRS_OK ? "No errors" :
"Bad test on SetStatistics");
}