void CBayesLearningEngine::Learn()
{
    if(!m_pGrModel)
    {
        PNL_THROW( CNULLPointer, "no graphical model")
    }
    CStaticGraphicalModel *grmodel = this->GetStaticModel();
    CFactor *factor = NULL;
    int numberOfFactors = grmodel->GetNumberOfFactors();
    int domainNodes;
    
    if(m_numberOfLearnedEvidences == m_numberOfAllEvidences)
    {
        PNL_THROW(COutOfRange, "number of unlearned evidences must be positive")
    }
    int currentEvidNumber;
    const CEvidence* pCurrentEvid;
    
    //below code is intended to work on tabular CPD and gaussian CPD
    //later we will generalize it for other distribution types
    if ((grmodel->GetFactor(0))->GetDistributionType() == dtTabular)
    {
        for( int ev = m_numberOfLearnedEvidences; ev < m_numberOfAllEvidences; ev++)
        {
            currentEvidNumber = ev;
            pCurrentEvid = m_Vector_pEvidences[currentEvidNumber];
        
            if( !pCurrentEvid)
            {
                PNL_THROW(CNULLPointer, "evidence")
            }
        
            for( domainNodes = 0; domainNodes < numberOfFactors; domainNodes++ )
            {
                factor = grmodel->GetFactor( domainNodes );
                int DomainSize;
                const int *domain;
                factor->GetDomain( &DomainSize, &domain );
                const CEvidence *pEvidences[] = { pCurrentEvid };
                CTabularDistribFun* pDistribFun = (CTabularDistribFun*)(factor->GetDistribFun());
                pDistribFun->BayesUpdateFactor(pEvidences, 1, domain);
            }
        }
    }
    else 
    {
        for( domainNodes = 0; domainNodes < numberOfFactors; domainNodes++ )
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 CParEMLearningEngine::LearnContMPI()
{
    CStaticGraphicalModel *pGrModel =  this->GetStaticModel();
    PNL_CHECK_IS_NULL_POINTER(pGrModel);
    PNL_CHECK_LEFT_BORDER(GetNumEv() - GetNumberProcEv() , 1);
    
    CInfEngine *pInfEng = NULL;
  
    pInfEng = CJtreeInfEngine::Create(pGrModel);
      
    
    float loglik = 0.0f;
    int domainNodes;
    CFactor *parameter = NULL;
    int numberOfParameters = pGrModel->GetNumberOfParameters();
    
    int nFactors = pGrModel->GetNumberOfFactors();
    const CEvidence *pEv;
    CFactor *pFactor;
    
    int iteration = 0;
    int ev;
    int i,numSelfEvidences,NumberOfProcesses, MyRank;
    int start_mpi, finish_mpi;
    
    MPI_Comm_size(MPI_COMM_WORLD, &NumberOfProcesses);
    MPI_Comm_rank(MPI_COMM_WORLD, &MyRank);
    
    if (IsAllObserved())
    {
        int i;
        float **evid = NULL;
        EDistributionType dt;
        CFactor *factor = NULL;
        for (i = 0; i < nFactors; i++)
        {
            factor = pGrModel->GetFactor(i);
                 
            factor->UpdateStatisticsML(&m_Vector_pEvidences[GetNumberProcEv()], 
               GetNumEv() - GetNumberProcEv());
            
        }
        m_critValue.push_back(UpdateModel());
    }
    else
    {
        bool bContinue;
        const CPotential * pot;
        
        do
        {
            ClearStatisticData();
            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++)
            {
                
                bool bInfIsNeed = !GetObsFlags(ev)->empty(); 
                pEv = m_Vector_pEvidences[ev];
                
                if( bInfIsNeed )
                {
                    pInfEng->EnterEvidence(pEv,      0, 0);
                }
                int i;
                
                for( i = 0; i < nFactors; i++ )
                {
                    pFactor = pGrModel->GetFactor(i);
                    int nnodes;
                    const int * domain;
                    pFactor->GetDomain( &nnodes, &domain );
                    if( bInfIsNeed && !IsDomainObserved(nnodes, domain, ev ) )
                    {
                        pInfEng->MarginalNodes( domain, nnodes, 1 );
                        pot = pInfEng->GetQueryJPD(); 
                        
                        pFactor->UpdateStatisticsEM( /*pInfEng->GetQueryJPD */ pot, pEv );
                    }
                    else
                    {
                        pFactor->UpdateStatisticsML( &pEv, 1 );
                    }
                }
            }
            
            for(domainNodes = 0; domainNodes < numberOfParameters; domainNodes++ )
            {   
                parameter = pGrModel->GetFactor(domainNodes);
                
                C2DNumericDenseMatrix<float> *matMeanForSending;
                C2DNumericDenseMatrix<float> *matCovForSending;
                int dataLengthM,dataLengthC;
                
                const float *pMeanDataForSending;
                const float *pCovDataForSending;
                
                matMeanForSending = static_cast<C2DNumericDenseMatrix<float>*>
                    ((parameter->GetDistribFun())->GetStatisticalMatrix(stMatMu));               
                
                matMeanForSending->GetRawData(&dataLengthM, &pMeanDataForSending);
                
                matCovForSending = static_cast<C2DNumericDenseMatrix<float>*>
                    ((parameter->GetDistribFun())->GetStatisticalMatrix(stMatSigma));               
                
                matCovForSending->GetRawData(&dataLengthC, &pCovDataForSending);
                
                float *pMeanDataRecv = new float[dataLengthM];
                float *pCovDataRecv = new float[dataLengthC];
                MPI_Status status;                         
                
                MPI_Allreduce((void*)pMeanDataForSending, pMeanDataRecv, dataLengthM, MPI_FLOAT, MPI_SUM,
                    MPI_COMM_WORLD);
                MPI_Allreduce((void*)pCovDataForSending, pCovDataRecv, dataLengthC, MPI_FLOAT, MPI_SUM,
                    MPI_COMM_WORLD);
                
                memcpy((void*)pMeanDataForSending,pMeanDataRecv,dataLengthM*sizeof(float));
                
                memcpy((void*)pCovDataForSending,pCovDataRecv,dataLengthC*sizeof(float));
            }                        

            loglik = UpdateModel();
            
            if( GetMaxIterEM() != 1)
            {
                bool flag = iteration == 1 ? true : 
                (fabs(2*(m_critValue.back()-loglik)/(m_critValue.back() + loglik)) > GetPrecisionEM() );
                
                bContinue = GetMaxIterEM() > iteration && flag;
            }
            else
            {
                bContinue = false;
            }
            m_critValue.push_back(loglik);
            
        }while(bContinue);
    }
    SetNumProcEv( GetNumEv() );
}
Esempio n. 4
0
CExInfEngine< INF_ENGINE, MODEL, FLAV, FALLBACK_ENGINE1, FALLBACK_ENGINE2 >::CExInfEngine( CStaticGraphicalModel const *gm )
    : CInfEngine( itEx, gm ), evidence_mine( false ),
      maximize( 0 ), MPE_ev( 0 ), query_JPD( 0 ), graphical_model( gm )
{
    int i, j, k;
    intVector dom;
    intVector conv;
    CFactor *fac;

    PNL_MAKE_LOCAL( CGraph *, gr, gm, GetGraph() );
    PNL_MAKE_LOCAL( int, sz, gr, GetNumberOfNodes() );

    gr->GetConnectivityComponents( &decomposition );

    for ( i = decomposition.size(); i--; )
    {
        std::sort( decomposition[i].begin(), decomposition[i].end() );
    }
    if ( PNL_IS_EXINFENGINEFLAVOUR_UNSORTED( FLAV ) )
    {
        gr->GetTopologicalOrder( &conv );
    }

    orig2comp.resize( sz );
    orig2idx.resize( sz );

    for ( k = 2; k--; )
    {
        for ( i = decomposition.size(); i--; )
        {
            for ( j = decomposition[i].size(); j--; )
            {
                orig2comp[decomposition[i][j]] = i;
                orig2idx[decomposition[i][j]] = j;
            }
        }

        if ( PNL_IS_EXINFENGINEFLAVOUR_UNSORTED( FLAV ) && k )
        {
            for ( i = sz; i--; )
            {
                decomposition[orig2comp[conv[i]]][orig2idx[conv[i]]] = i;
            }
        }
        else
        {
            break;
        }
    }

    graphs.resize( decomposition.size() );
    models.resize( decomposition.size() );
    engines.resize( decomposition.size() );

    for ( i = decomposition.size(); i--; )
    {
        graphs[i] = gr->ExtractSubgraph( decomposition[i] );
#if 0
        std::cout << "graph " << i << std::endl;
        graphs[i]->Dump();
#endif
    }
    node_types.resize( decomposition.size() );
    node_assoc.resize( decomposition.size() );
    for ( i = 0, k = 0; i < decomposition.size(); ++i )
    {
        node_types[i].resize( decomposition[i].size() );
        node_assoc[i].resize( decomposition[i].size() );
        for ( j = 0; j < decomposition[i].size(); ++j )
        {
            node_types[i][j] = *gm->GetNodeType( decomposition[i][j] );
            node_assoc[i][j] = j;
        }
    }
    for ( i = decomposition.size(); i--; )
    {
        models[i] = MODEL::Create( decomposition[i].size(), node_types[i], node_assoc[i], graphs[i] );
    }
    for ( i = 0; i < gm->GetNumberOfFactors(); ++i )
    {
        fac = gm->GetFactor( i );
        fac->GetDomain( &dom );
#if 0
        std::cout << "Ex received orig factor" << std::endl;
        fac->GetDistribFun()->Dump();
#endif
        k = orig2comp[dom[0]];
        for ( j = dom.size(); j--; )
        {
            dom[j] = orig2idx[dom[j]];
        }
        fac = CFactor::CopyWithNewDomain( fac, dom, models[k]->GetModelDomain() );
#if 0
        std::cout << "Ex mangled it to" << std::endl;
        fac->GetDistribFun()->Dump();
#endif
        models[k]->AttachFactor( fac );
    }
    for ( i = decomposition.size(); i--; )
    {
        switch ( decomposition[i].size() )
        {
        case 1:
            engines[i] = FALLBACK_ENGINE1::Create( models[i] );
            continue;
        case 2:
            engines[i] = FALLBACK_ENGINE2::Create( models[i] );
            continue;
        default:
            engines[i] = INF_ENGINE::Create( models[i] );
        }
    }
}
Esempio n. 5
0
float CMlLearningEngine::_LearnPotentials()
{
    int iteration = 1;
    float log_lik = 0.0f;
    CStaticGraphicalModel *grmodel = this->GetStaticModel();
    CFactor *parameter = NULL;
    
    float epsilon = m_precisionIPF;
    const CPotential *joint_prob = NULL;
    CPotential *clique_jpd = NULL;
    
    CMatrix<float> *itogMatrix;
    
    CInfEngine *m_pInfEngine = 
        CNaiveInfEngine::Create(grmodel);
    intVector obsNodes(0);
    valueVector obsValues(0);
    CEvidence *emptyEvidence = CEvidence::Create(grmodel->GetModelDomain(), obsNodes, obsValues);
    m_pInfEngine -> EnterEvidence( emptyEvidence );
    int querySize = grmodel->GetNumberOfNodes();
    int *query;
    query = new int [querySize];

    int i;
    for( i = 0; i < querySize; i++ )
    {
        query[i] = i;
    }
    m_pInfEngine -> MarginalNodes( query, querySize );
    joint_prob = m_pInfEngine->GetQueryJPD();
    CPotential *itog_joint_prob = 
        static_cast<CPotential *>(joint_prob ->Marginalize(query, querySize));
    
    int DomainSize;
    const int *domain;
    
    potsPVector learn_factors;
    CPotential *tmp_factor;
    
    for (i = 0; i <  grmodel -> GetNumberOfFactors(); i++)
    {
        factor = grmodel -> GetFactor(i);
        factor -> GetDomain( &DomainSize, &domain );
        CDistribFun *correspData= factor -> GetDistribFun();
        
        CMatrix<float> *learnMatrix = correspData ->
            GetStatisticalMatrix(stMatTable);
        
        CPotential *factor = CTabularPotential::Create(	domain, DomainSize,
            parameter->GetModelDomain());
        
        learn_factors.push_back(factor);
        learn_factors[i] -> AttachMatrix(learnMatrix->NormalizeAll(), matTable);
    }
    
    int data_length;
    float *old_itog_data = NULL;
    const float *itog_data;
    
    delete [] query;
    int convergence = 0;	
    while( !convergence && (iteration <= m_maxIterIPF))
    {
        iteration++;
        itogMatrix = (itog_joint_prob->GetDistribFun())
            -> GetMatrix(matTable);
        static_cast<CNumericDenseMatrix<float>*>(itogMatrix)->
            GetRawData(&data_length, &itog_data);
        old_itog_data = new float[data_length];
        for( i = 0; i < data_length; i++)
        {
            old_itog_data[i] = itog_data[i];
        }
        for( int clique = 0; clique < grmodel->GetNumberOfFactors(); clique++)
        {
            factor = grmodel -> GetFactor(clique);
            factor -> GetDomain( &DomainSize, &domain );
            clique_jpd = static_cast<CPotential *>
                (itog_joint_prob -> Marginalize( domain, DomainSize ));
            
            
            tmp_factor = itog_joint_prob -> Multiply(learn_factors[clique]);
            delete (itog_joint_prob);
            itog_joint_prob = tmp_factor;
            tmp_factor = itog_joint_prob -> Divide(clique_jpd);
            delete (itog_joint_prob);
            delete (clique_jpd);
            itog_joint_prob = tmp_factor;
            
        }
        itogMatrix = (itog_joint_prob->GetDistribFun())
            -> GetMatrix(matTable);
        
        static_cast<CNumericDenseMatrix<float>*>(itogMatrix)->
            GetRawData(&data_length, &itog_data);
        convergence = true;
        for (int j = 0; j < data_length; j++)
        {
            if( fabs( itog_data[j] - old_itog_data[j] ) > epsilon)
            {
                convergence = false;
                break;
            }
            
        }
        delete []old_itog_data;
    }
    if(iteration > m_maxIterIPF)
    {
        PNL_THROW(CNotConverged, 
            "maximum number of iterations for IPF procedure")
    }
    
    for(int  clique = 0; clique < grmodel -> GetNumberOfFactors(); clique++)
    {
        CMatrix<float> *matrix = NULL;
        factor = grmodel -> GetFactor(clique);
        int DomainSize;
        const int *domain;
        int data_length;
        const float *data;
        factor -> GetDomain( &DomainSize, &domain );
        
        matrix = itog_joint_prob->Marginalize( domain, DomainSize )
            ->GetDistribFun()-> GetMatrix( matTable );
        static_cast<CNumericDenseMatrix<float>*>(matrix)->GetRawData(&data_length, &data);
        CNumericDenseMatrix<float>* matLearn = 
            static_cast<CNumericDenseMatrix<float>*>(
            parameter->GetDistribFun()->GetStatisticalMatrix(stMatTable));
        for(int offset = 0; offset < data_length; offset++)
        {
            float prob = float( ( data[offset] < FLT_EPSILON ) ? -FLT_MAX : log( data[offset] ) );
            
            log_lik += matLearn->GetElementByOffset(offset)*prob - 
                m_Vector_pEvidences.size();
        }
        factor ->AttachMatrix(matrix, matTable);
        delete (learn_factors[clique]);
    }
    delete (itog_joint_prob);
    learn_factors.clear();
    
    return log_lik;
}