Exemplo n.º 1
0
/** Only maximization step included
 *
 *  This function performs maximization based on the evidence collected from tab file
 *  Since there's no belief propagation stage, it does not return proper likelihood.
 */
Real UnsafeEmalg::iterateWithoutEstep(MaximizationStep &mstep) {
    Real logZ = 0;
    Real likelihood = 0;

    // Expectation calculation
    int nProcessed = 0;

    for( Evidence::const_iterator e = _evidence.begin(); e != _evidence.end(); ++e ) {
        InfAlg* clamped = _estep.clone();

        // Apply evidence
        for( Evidence::Observation::const_iterator i = e->begin(); i != e->end(); ++i )
            clamped->clamp( clamped->fg().findVar(i->first), i->second );

        mstep.addExpectations( *clamped );

        delete clamped;

        nProcessed++;

        if (nProcessed % 10 == 0) {
            cout << nProcessed << " number of samples processed" << endl;
        }
    }

    // Maximization of parameters
    mstep.maximize(_estep.fg());

    return likelihood;
}
Exemplo n.º 2
0
 void doDAI() {
     double tic = toc();
     if( obj != NULL ) {
         obj->init();
         obj->run();
         time += toc() - tic;
         try {
             logZ = obj->logZ();
             has_logZ = true;
         } catch( Exception &e ) {
             has_logZ = false;
         }
         try {
             maxdiff = obj->maxDiff();
             has_maxdiff = true;
         } catch( Exception &e ) {
             has_maxdiff = false;
         }
         try {
             iters = obj->Iterations();
             has_iters = true;
         } catch( Exception &e ) {
             has_iters = false;
         }
         q = allBeliefs();
     };
 }
Exemplo n.º 3
0
string mapper(EMdata &dat) {
	FactorGraph fg = dat.fg;

	PropertySet infprops = getProps();

	InfAlg* inf = newInfAlg(INF_TYPE, fg, infprops);
	inf->init();

	// Read sample from file
	Evidence e;
	istringstream estream(dat.tabFile);
	e.addEvidenceTabFile(estream, fg);

	// Read EM specification
	istringstream emstream(dat.emFile);
	EMAlg em(e, *inf, emstream);

	// perform 1 iteration e-step
	Real likelihood = hadoop_iterate(em._msteps, em._evidence, em._estep);

	dat.likelihood = likelihood;
	dat.msteps = em._msteps;

	// Clean up
	delete inf;

	dat.emFile = ""; // reduce amount of serialization
	dat.tabFile = "";

	return emToString(dat);
}
Exemplo n.º 4
0
int main() {
	// This is the INFERENCE/EM engine, derived from the 
    // libDAI example program (example_sprinkler_em)
    // (http://www.cs.ubc.ca/~murphyk/Bayes/bnintro.html)
    //
    // The factor graph file (input.fg) has to be generated first
	// and the data file (sprinkler.tab),
	// as well as the EM commands 

    // Read the factorgraph from the file
    FactorGraph Network;
    Network.ReadFromFile( "input.fg" );

    // Prepare junction-tree object for doing exact inference for E-step
    PropertySet infprops;
    infprops.set( "verbose", (size_t)1 );
    infprops.set( "updates", string("HUGIN") );
    infprops.set( "maxiter", string("1000") );
    infprops.set( "tol", string("0.00001") );
    infprops.set( "logdomain", true);
    infprops.set( "updates", string("SEQFIX") );
    InfAlg* inf = newInfAlg("BP", Network, infprops );
    inf->init();

    // Read sample from file
    Evidence e;
    ifstream estream( "input.tab" );
    e.addEvidenceTabFile( estream, Network );
    cerr << "Number of samples: " << e.nrSamples() << endl;

    // Read EM specification
    ifstream emstream( "input.em" );
    EMAlg em(e, *inf, emstream);

    // Iterate EM until convergence
    while( !em.hasSatisfiedTermConditions() ) {
        Real l = em.iterate();
        cerr << "Iteration " << em.Iterations() << " likelihood: " << l <<endl;
		Real c = inf->logZ();
        cerr << "Iteration infAlg " << em.Iterations() << " likelihood: " << c <<endl;
    }

    cout.precision(6);
    cout << inf->fg();

    delete inf;

    return 0;
}
EMAlg::EMAlg( const Evidence &evidence, InfAlg &estep, std::istream &msteps_file )
  : _evidence(evidence), _estep(estep), _msteps(), _iters(0), _lastLogZ(), _max_iters(MAX_ITERS_DEFAULT), _log_z_tol(LOG_Z_TOL_DEFAULT)
{
    msteps_file.exceptions( std::istream::eofbit | std::istream::failbit | std::istream::badbit );
    size_t num_msteps = -1;
    msteps_file >> num_msteps;
    _msteps.reserve(num_msteps);
    for( size_t i = 0; i < num_msteps; ++i )
        _msteps.push_back( MaximizationStep( msteps_file, estep.fg() ) );
}
void SharedParameters::collectSufficientStatistics( InfAlg &alg ) {
    for( std::map< FactorIndex, Permute >::iterator i = _perms.begin(); i != _perms.end(); ++i ) {
        Permute &perm = i->second;
        VarSet &vs = _varsets[i->first];

        Factor b = alg.belief(vs);
        Prob p( b.states(), 0.0 );
        for( size_t entry = 0; entry < b.states(); ++entry )
            p[entry] = b[perm.convertLinearIndex(entry)]; // apply inverse permutation
        _estimation->addSufficientStatistics( p );
    }
}
Exemplo n.º 7
0
void SharedParameters::collectExpectations( InfAlg &alg ) {
    for( std::map< FactorIndex, Permute >::iterator i = _perms.begin(); i != _perms.end(); ++i ) {
        Permute &perm = i->second;
        VarSet &vs = _varsets[i->first];

        Factor b = alg.belief(vs);
        Prob p( b.nrStates(), 0.0 );
        for( size_t entry = 0; entry < b.nrStates(); ++entry )
            p.set( entry, b[perm.convertLinearIndex(entry)] ); // apply inverse permutation
        (*_expectations) += p;
    }
}
Real EMAlg::iterate( MaximizationStep &mstep ) {
    Real logZ = 0;
    Real likelihood = 0;

    _estep.run();
    logZ = _estep.logZ();

    // Expectation calculation
    for( Evidence::const_iterator e = _evidence.begin(); e != _evidence.end(); ++e ) {
        InfAlg* clamped = _estep.clone();
        // Apply evidence
        for( Evidence::Observation::const_iterator i = e->begin(); i != e->end(); ++i )
            clamped->clamp( clamped->fg().findVar(i->first), i->second );
        clamped->init();
        clamped->run();

        likelihood += clamped->logZ() - logZ;

        mstep.addExpectations( *clamped );

        delete clamped;
    }

    // Maximization of parameters
    mstep.maximize( _estep.fg() );

    return likelihood;
}
Exemplo n.º 9
0
Real LC::CalcCavityDist (size_t i, const std::string &name, const PropertySet &opts) {
    Factor Bi;
    Real maxdiff = 0;

    if( props.verbose >= 2 )
        cerr << "Initing cavity " << var(i) << "(" << delta(i).size() << " vars, " << delta(i).nrStates() << " states)" << endl;

    if( props.cavity == Properties::CavityType::UNIFORM )
        Bi = Factor(delta(i));
    else {
        InfAlg *cav = newInfAlg( name, *this, opts );
        cav->makeCavity( i );

        if( props.cavity == Properties::CavityType::FULL )
            Bi = calcMarginal( *cav, cav->fg().delta(i), props.reinit );
        else if( props.cavity == Properties::CavityType::PAIR ) {
            vector<Factor> pairbeliefs = calcPairBeliefs( *cav, cav->fg().delta(i), props.reinit, false );
            for( size_t ij = 0; ij < pairbeliefs.size(); ij++ )
                Bi *= pairbeliefs[ij];
        } else if( props.cavity == Properties::CavityType::PAIR2 ) {
            vector<Factor> pairbeliefs = calcPairBeliefs( *cav, cav->fg().delta(i), props.reinit, true );
            for( size_t ij = 0; ij < pairbeliefs.size(); ij++ )
                Bi *= pairbeliefs[ij];
        }
        maxdiff = cav->maxDiff();
        delete cav;
    }
    Bi.normalize();
    _cavitydists[i] = Bi;

    return maxdiff;
}
Exemplo n.º 10
0
int main( int argc, char** argv ) {
    if( argc != 4 )
        usage("Incorrect number of arguments.");

    FactorGraph fg;
    fg.ReadFromFile( argv[1] );

    PropertySet infprops;
    infprops.set( "verbose", (size_t)0 );
    infprops.set( "updates", string("HUGIN") );
    InfAlg* inf = newInfAlg( "JTREE", fg, infprops );
    inf->init();

    Evidence e;
    ifstream estream( argv[2] );
    e.addEvidenceTabFile( estream, fg );

    cout << "Number of samples: " << e.nrSamples() << endl;
    for( Evidence::iterator ps = e.begin(); ps != e.end(); ps++ )
        cout << "Sample #" << (ps - e.begin()) << " has " << ps->size() << " observations." << endl;

    ifstream emstream( argv[3] );
    EMAlg em(e, *inf, emstream);

    while( !em.hasSatisfiedTermConditions() ) {
        Real l = em.iterate();
        cout << "Iteration " << em.Iterations() << " likelihood: " << l <<endl;
    }

    cout << endl << "Inferred Factor Graph:" << endl << "######################" << endl;
    cout.precision(12);
    cout << inf->fg();

    delete inf;

    return 0;
}
Exemplo n.º 11
0
Real EM_estep(MaximizationStep &mstep, const Evidence &evidence, InfAlg &inf) {
	Real likelihood = 0;

	inf.run();
	Real logZ = inf.logZ();

	// Expectation calculation
	for (Evidence::const_iterator e = evidence.begin(); e != evidence.end(); ++e) {
		InfAlg* clamped = inf.clone();
		// Apply evidence
		for (Evidence::Observation::const_iterator i = e->begin(); i != e->end(); ++i)
			clamped->clamp(clamped->fg().findVar(i->first), i->second);
		clamped->init();
		clamped->run();

		likelihood += clamped->logZ() - logZ;

		mstep.addExpectations(*clamped);

		delete clamped;
	}

	return likelihood;
}
Exemplo n.º 12
0
 vector<Factor> allBeliefs() {
     vector<Factor> result;
     for( size_t i = 0; i < obj->fg().nrVars(); i++ )
         result.push_back( obj->belief( obj->fg().var(i) ) );
     return result;
 }
Exemplo n.º 13
0
 string identify() { 
     if( obj != NULL )
         return obj->identify(); 
     else
         return "NULL";
 }
Exemplo n.º 14
0
Real BBPCostFunction::evaluate( const InfAlg &ia, const vector<size_t> *stateP ) const {
    Real cf = 0.0;
    const FactorGraph &fg = ia.fg();

    switch( (size_t)(*this) ) {
        case CFN_BETHE_ENT: // ignores state
            cf = -ia.logZ();
            break;
        case CFN_VAR_ENT: // ignores state
            for( size_t i = 0; i < fg.nrVars(); i++ )
                cf += -ia.beliefV(i).entropy();
            break;
        case CFN_FACTOR_ENT: // ignores state
            for( size_t I = 0; I < fg.nrFactors(); I++ )
                cf += -ia.beliefF(I).entropy();
            break;
        case CFN_GIBBS_B:
        case CFN_GIBBS_B2:
        case CFN_GIBBS_EXP: {
            DAI_ASSERT( stateP != NULL );
            vector<size_t> state = *stateP;
            DAI_ASSERT( state.size() == fg.nrVars() );
            for( size_t i = 0; i < fg.nrVars(); i++ ) {
                Real b = ia.beliefV(i)[state[i]];
                switch( (size_t)(*this) ) {
                    case CFN_GIBBS_B:
                        cf += b;
                        break;
                    case CFN_GIBBS_B2:
                        cf += b * b / 2.0;
                        break;
                    case CFN_GIBBS_EXP:
                        cf += exp( b );
                        break;
                    default:
                        DAI_THROW(UNKNOWN_ENUM_VALUE);
                }
            }
            break;
        } case CFN_GIBBS_B_FACTOR:
          case CFN_GIBBS_B2_FACTOR:
          case CFN_GIBBS_EXP_FACTOR: {
            DAI_ASSERT( stateP != NULL );
            vector<size_t> state = *stateP;
            DAI_ASSERT( state.size() == fg.nrVars() );
            for( size_t I = 0; I < fg.nrFactors(); I++ ) {
                size_t x_I = getFactorEntryForState( fg, I, state );
                Real b = ia.beliefF(I)[x_I];
                switch( (size_t)(*this) ) {
                    case CFN_GIBBS_B_FACTOR:
                        cf += b;
                        break;
                    case CFN_GIBBS_B2_FACTOR:
                        cf += b * b / 2.0;
                        break;
                    case CFN_GIBBS_EXP_FACTOR:
                        cf += exp( b );
                        break;
                    default:
                        DAI_THROW(UNKNOWN_ENUM_VALUE);
                }
            }
            break;
        } default:
            DAI_THROWE(UNKNOWN_ENUM_VALUE, "Unknown cost function " + std::string(*this));
    }
    return cf;
}
Exemplo n.º 15
0
int main( int argc, char *argv[] ) {
    if ( argc != 5 ) {
        cout << "This program is part of libDAI - http://www.libdai.org/" << endl << endl;
        cout << "It is one of the winning solvers that participated in the" << endl;
        cout << "UAI 2010 Approximate Inference Challenge" << endl;
        cout << "(see http://www.cs.huji.ac.il/project/UAI10/)" << endl << endl;
        cout << "Usage: " << argv[0] << " <filename.uai> <filename.uai.evid> <seed> <task>" << endl << endl;
        return 1;
    } else {
        double starttic = toc();

        size_t verbose = 1;    // verbosity
        size_t ia_verbose = 0; // verbosity of inference algorithms
        bool surgery = true;   // change factor graph structure based on evidence
        if( verbose )
            cout << "Solver:               " << argv[0] << endl;

        // set random seed
        size_t seed = fromString<size_t>( argv[3] );
        rnd_seed( seed );
        if( verbose )
            cout << "Seed:                 " << seed << endl;

        // check whether the task is valid
        string task( argv[4] );
        if( task != string("PR") && task != string("MPE") && task != string("MAR") )
            DAI_THROWE(RUNTIME_ERROR,"Unknown task");
        if( verbose )
            cout << "Task:                 " << task << endl;

        // output other command line options
        if( verbose ) {
            cout << "Factorgraph filename: " << argv[1] << endl;
            cout << "Evidence filename:    " << argv[2] << endl;
        }

        // get time and memory limits
        char *buf = getenv( "UAI_TIME" );
        double UAI_time = INFINITY;
        if( buf != NULL )
            UAI_time = fromString<double>( buf );
        buf = getenv( "UAI_MEMORY" );
        size_t UAI_memory = 0;
        if( buf != NULL ) {
            UAI_memory = fromString<double>( buf ) * 1024 * 1024 * 1024;
        }
        if( verbose ) {
            cout << "Time limit:           " << UAI_time << endl;
            cout << "Memory limit:         " << UAI_memory << endl;
        }

        // build output file name
        vector<string> pathComponents = tokenizeString( string(argv[1]), true, "/" );
        string outfile = pathComponents.back() + "." + task;
        if( verbose )
            cout << "Output filename:      " << outfile << endl;

        // open output stream
        ofstream os;
        os.open( outfile.c_str() );
        if( !os.is_open() )
            DAI_THROWE(CANNOT_WRITE_FILE,"Cannot write to file " + outfile);
        if( verbose )
            cout << "Opened output stream" << endl;

        // read factor graph
        vector<Var> vars;
        vector<Factor> facs0;
        vector<Permute> permutations;
        if( verbose )
            cout << "Reading factor graph..." << endl;
        ReadUaiAieFactorGraphFile( argv[1], verbose, vars, facs0, permutations );
        if( verbose )
            cout << "Successfully read factor graph" << endl;

        // check if it could be a grid
        bool couldBeGrid = true;
        FactorGraph fg0( facs0.begin(), facs0.end(), vars.begin(), vars.end(), facs0.size(), vars.size() );
        for( size_t i = 0; i < fg0.nrVars(); i++ )
            if( fg0.delta(i).size() > 4 ) {
                couldBeGrid = false;
                break;
            }
        if( couldBeGrid )
            for( size_t I = 0; I < fg0.nrFactors(); I++ )
                if( fg0.factor(I).vars().size() > 2 ) {
                    couldBeGrid = false;
                    break;
                }
        if( verbose ) {
            if( couldBeGrid )
                cout << "This could be a grid!" << endl;
            else
                cout << "This cannot be a grid!" << endl;
        }

        // read evidence
        if( verbose )
            cout << "Reading evidence..." << endl;
        vector<map<size_t,size_t> > evid = ReadUaiAieEvidenceFile( argv[2], verbose );
        if( verbose )
            cout << "Successfully read " << evid.size() << " evidence cases" << endl;

        // write output header
        if( verbose )
            cout << "  Writing header to file..." << endl;
        os << task << endl;

        // construct clamped factor graphs
        if( verbose )
            cout << "Constructing clamped factor graphs..." << endl;
        vector<FactorGraph> fgs;
        fgs.reserve( evid.size() );
        for( size_t ev = 0; ev < evid.size(); ev++ ) {
            if( verbose )
                cout << "  Evidence case " << ev << "..." << endl;
            // copy vector of factors
            vector<Factor> facs( facs0 );

            // change factor graph to reflect observed evidence
            if( verbose )
                cout << "    Applying evidence..." << endl;
            if( surgery ) {
                // replace factors with clamped variables with slices
                for( size_t I = 0; I < facs.size(); I++ ) {
                    for( map<size_t,size_t>::const_iterator e = evid[ev].begin(); e != evid[ev].end(); e++ ) {
                        if( facs[I].vars() >> vars[e->first] ) {
                            if( verbose >= 2 )
                                cout << "      Clamping " << e->first << " to value " << e->second << " in factor " << I << " = " << facs[I].vars() << endl;
                            facs[I] = facs[I].slice( vars[e->first], e->second );
                            if( verbose >= 2 )
                                cout << "      ...remaining vars: " << facs[I].vars() << endl;
                        }
                    }
                }
                // remove empty factors
                Real logZcorr = 0.0;
                for( vector<Factor>::iterator I = facs.begin(); I != facs.end(); )
                    if( I->vars().size() == 0 ) {
                        logZcorr += std::log( (Real)(*I)[0] );
                        I = facs.erase( I );
                    } else
                        I++;
                // multiply with logZcorr constant
                if( facs.size() == 0 )
                    facs.push_back( Factor( VarSet(), std::exp(logZcorr) ) );
                else
                    facs.front() *= std::exp(logZcorr);
            }
            // add delta factors corresponding to observed variable values
            for( map<size_t,size_t>::const_iterator e = evid[ev].begin(); e != evid[ev].end(); e++ )
                facs.push_back( createFactorDelta( vars[e->first], e->second ) );

            // construct clamped factor graph
            if( verbose )
                cout << "    Constructing factor graph..." << endl;
            fgs.push_back( FactorGraph( facs.begin(), facs.end(), vars.begin(), vars.end(), facs.size(), vars.size() ) );
        }

        // variables for storing best results so far
        vector<PRbest> bestPR( evid.size() );
        vector<MARbest> bestMAR( evid.size() );
        vector<MPEbest> bestMPE( evid.size() );
        for( size_t ev = 0; ev < evid.size(); ev++ )
            bestMPE[ev].state = stateVec( fgs[ev].nrVars(), 0 );
        vector<size_t> ev2go;
        ev2go.reserve( evid.size() );
        for( size_t ev = 0; ev < evid.size(); ev++ )
            ev2go.push_back( ev );

        // solve inference problems
        if( verbose )
            cout << "Solving inference problems..." << endl;
        bool first = true;
        size_t nrsolvers = 3;
        vector<size_t> nrsubsolvers( nrsolvers );
        nrsubsolvers[0] = 2;
        nrsubsolvers[1] = 1;
        nrsubsolvers[2] = 1;
        double MPEdamping = 0.49;
        // for each (sub)solver
        for( size_t solver = 0; solver < nrsolvers; solver++ ) {
            if( verbose )
                cout << "  Solver " << solver << endl;

            // for each evidence case
            size_t subsolver = 0;
            for( long _ev = 0; _ev < (long)ev2go.size(); ) {
                bool improved = false;
                size_t ev = ev2go[_ev];
                if( verbose )
                    cout << "    Evidence case " << ev << ", subsolver = " << subsolver << "..." << endl;

                // construct inference algorithm on clamped factor graph
                if( verbose )
                    cout << "      Constructing inference algorithm..." << endl;
                InfAlg *ia = NULL;
                double tic = toc();
                bool failed = false;
                try {
                    // construct
                    if( solver == 0 ) { // the quick one
                        double remtime = (UAI_time - (toc() - starttic)) * 0.9;
                        if( remtime < 1.0 )
                            remtime = 1.0 ;
                        double maxtime = remtime / (ev2go.size() - _ev);
                        if( verbose ) {
                            cout << "      Past time:     " << (toc() - starttic) << endl;
                            cout << "      Remaining time:" << remtime << endl;
                            cout << "      Allotted time: " << maxtime << endl;
                        }
                        string maxtimestr;
                        if( maxtime != INFINITY )
                            maxtimestr = ",maxtime=" + toString(maxtime);
                        // quick and dirty...
                        if( task == "MPE" )
                            ia = newInfAlgFromString( "BP[inference=MAXPROD,updates=SEQRND,logdomain=" + toString(subsolver) + ",tol=1e-9,maxiter=10000" + maxtimestr + ",damping=0.1,verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                        else {
                            if( couldBeGrid )
                                ia = newInfAlgFromString( "HAK[doubleloop=1,clusters=LOOP,init=UNIFORM,loopdepth=4,tol=1e-9,maxiter=10000" + maxtimestr + ",verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                            else
                                ia = newInfAlgFromString( "BP[inference=SUMPROD,updates=SEQRND,logdomain=" + toString(subsolver) + ",tol=1e-9,maxiter=10000" + maxtimestr + ",damping=0.0,verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                        }
                    } else if( solver == 1 ) { // the exact one
                        string maxmemstr;
                        if( UAI_memory != 0 )
                            maxmemstr = ",maxmem=" + toString(UAI_memory);
                        if( task == "MPE" )
                            ia = newInfAlgFromString( "JTREE[inference=MAXPROD,updates=HUGIN" + maxmemstr + ",verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                        else
                            ia = newInfAlgFromString( "JTREE[inference=SUMPROD,updates=HUGIN" + maxmemstr + ",verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                    } else if( solver == 2 ) { // the decent one
                        double remtime = (UAI_time - (toc() - starttic));
                        if( remtime < 1.0 )
                            remtime = 1.0;
                        double maxtime = 0.95 * remtime / (ev2go.size() - _ev);
                        if( verbose ) {
                            cout << "      Past time:     " << (toc() - starttic) << endl;
                            cout << "      Remaining time:" << remtime << endl;
                            cout << "      Allotted time: " << maxtime << endl;
                        }
                        if( task == "MPE" )
                            maxtime /= fgs[ev].nrVars();
                        string maxtimestr;
                        if( maxtime != INFINITY )
                            maxtimestr = ",maxtime=" + toString(maxtime);
                        if( task == "MPE" )
                            ia = newInfAlgFromString( "DECMAP[ianame=BP,iaopts=[inference=MAXPROD,updates=SEQRND,logdomain=1,tol=1e-9,maxiter=10000" + maxtimestr + ",damping=" + toString(MPEdamping) + ",verbose=0],reinit=1,verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                        else {
                            if( couldBeGrid )
                                ia = newInfAlgFromString( "HAK[doubleloop=1,clusters=LOOP,init=UNIFORM,loopdepth=4,tol=1e-9" + maxtimestr + ",maxiter=100000,verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                            else {
                                if( task == "PR" )
                                    ia = newInfAlgFromString( "HAK[doubleloop=1,clusters=MIN,init=UNIFORM,tol=1e-9" + maxtimestr + ",maxiter=100000,verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                                else
                                    ia = newInfAlgFromString( "GIBBS[maxiter=1000000000,burnin=1000,restart=10000000" + maxtimestr + ",verbose=" + toString(ia_verbose) + "]", fgs[ev] );
                            }
                        }
                    }

                    // initialize
                    if( verbose )
                        cout << "      Initializing inference algorithm..." << endl;
                    ia->init();
                    // run
                    if( verbose )
                        cout << "      Running inference algorithm..." << endl;
                    ia->run();
                    if( verbose )
                        cout << "      Inference algorithm finished..." << endl;
                } catch( Exception &e ) {
                    failed = true;
                    if( verbose ) {
                        cout << "      Inference algorithm failed...!" << endl;
                        cout << "      Exception: " << e.what() << endl;
                    }
                }

                if( verbose )
                    cout << "      Used time:             " << toc() - tic << endl;
                if( !failed && verbose ) {
                    try {
                        cout << "      Number of iterations:  " << ia->Iterations() << endl;
                    } catch( Exception &e ) {
                        cout << "      Number of iterations:   N/A" << endl;
                    }
                    try {
                        cout << "      Final maxdiff:         " << ia->maxDiff() << endl;
                    } catch( Exception &e ) {
                        cout << "      Final maxdiff:          N/A" << endl;
                    }
                }

                // update results for inference task
                if( !failed ) {
                    if( task == "PR" ) {
                        PRbest cur;

                        // calculate PR value
                        cur.value = ia->logZ() / dai::log((Real)10.0);

                        // get maxdiff
                        try {
                            cur.maxdiff = ia->maxDiff();
                        } catch( Exception &e ) {
                            cur.maxdiff = 1e-9;
                        }

                        // only update if this run has converged
                        if( ((cur.maxdiff <= 1e-9) || (cur.maxdiff <= bestPR[ev].maxdiff)) && !dai::isnan(cur.value) ) {
                            // if this was exact inference, we are ready
                            if( solver == 1 ) {
                                ev2go.erase( ev2go.begin() + _ev );
                                _ev--;
                                cur.ready = true;
                            }

                            if( verbose )
                                cout << "    Replacing best PR value so far (" << bestPR[ev].value << ") with new value " << cur.value << endl;
                            bestPR[ev] = cur;
                            improved = true;
                        } else {
                            if( verbose )
                                cout << "    Discarding PR value " << cur.value << endl;
                        }
                    } else if( task == "MAR" ) {
                        MARbest cur;

                        // get variable beliefs
                        bool hasnans = false;
                        cur.beliefs.reserve( fgs[ev].nrVars() );
                        for( size_t i = 0; i < fgs[ev].nrVars(); i++ ) {
                            cur.beliefs.push_back( ia->beliefV(i) );
                            if( cur.beliefs.back().hasNaNs() )
                                hasnans = true;
                        }

                        // get maxdiff
                        try {
                            cur.maxdiff = ia->maxDiff();
                        } catch( Exception &e ) {
                            cur.maxdiff = 1e-9;
                        }

                        // only update if this run has converged
                        if( ((cur.maxdiff <= 1e-9) || (cur.maxdiff <= bestMAR[ev].maxdiff)) && !hasnans ) {
                            // if this was exact inference, we are ready
                            if( solver == 1 ) {
                                ev2go.erase( ev2go.begin() + _ev );
                                _ev--;
                                cur.ready = true;
                            }

                            if( verbose )
                                cout << "    Replacing best beliefs so far with new beliefs" << endl;
                            bestMAR[ev] = cur;
                            improved = true;
                        } else {
                            if( verbose )
                                cout << "    Discarding beliefs" << endl;
                        }
                    } else if( task == "MPE" ) {
                        MPEbest cur;

                        // calculate MPE state
                        cur.state = ia->findMaximum();

                        // calculate MPE value
                        cur.value = fgs[ev].logScore( cur.state );

                        // update best MPE state and value
                        if( cur.value > bestMPE[ev].value && !dai::isnan(cur.value) ) {
                            // if this was exact inference, we are ready
                            if( solver == 1 ) {
                                ev2go.erase( ev2go.begin() + _ev );
                                _ev--;
                                cur.ready = true;
                            }

                            if( verbose )
                                cout << "    Replacing best MPE value so far (" << bestMPE[ev].value << ") with new value " << cur.value << endl;
                            bestMPE[ev] = cur;
                            improved = true;
                        } else {
                            if( verbose )
                                cout << "    New MPE value " << cur.value << " not better than best one so far " << bestMPE[ev].value << endl;
                        }
                    }
                }

                // remove inference algorithm
                if( verbose )
                    cout << "    Cleaning up..." << endl;
                if( !failed )
                    delete ia;

                // write current best output to stream
                if( improved ) {
                    if( verbose )
                        cout << "    Writing output..." << endl;
                    if( first )
                        first = false;
                    else
                        os << "-BEGIN-" << endl;
                    os << evid.size() << endl;
                    for( size_t ev = 0; ev < evid.size(); ev++ ) {
                        if( task == "PR" ) {
                            // output probability of evidence
                            os << bestPR[ev].value << endl;
                        } else if( task == "MAR" ) {
                            // output variable marginals
                            os << bestMAR[ev].beliefs.size() << " ";
                            for( size_t i = 0; i < bestMAR[ev].beliefs.size(); i++ ) {
                                os << bestMAR[ev].beliefs[i].nrStates() << " ";
                                for( size_t s = 0; s < bestMAR[ev].beliefs[i].nrStates(); s++ )
                                    os << bestMAR[ev].beliefs[i][s] << " ";
                            }
                            os << endl;
                        } else if( task == "MPE" ) {
                            // output MPE state
                            os << fgs[ev].nrVars() << " ";
                            for( size_t i = 0; i < fgs[ev].nrVars(); i++ )
                                os << bestMPE[ev].state[i] << " ";
                            os << endl;
                        }
                    }
                    os.flush();
                }

                if( verbose )
                    cout << "    Done..." << endl;

                if( !improved )
                    subsolver++;
                if( improved || subsolver >= nrsubsolvers[solver] || couldBeGrid ) {
                    subsolver = 0;
                    _ev++;
                }
            }

            if( task == "MPE" && solver == 2 && (toc() - starttic) < UAI_time && MPEdamping != 0.0 ) {
                MPEdamping /= 2.0;
                solver--;  // repeat this one
            }
            if( ev2go.size() == 0 )
                break;
        }

        // close output file
        if( verbose )
            cout << "Closing output file..." << endl;
        os.close();
        
        if( verbose )
            cout << "Done!" << endl;
    }

    return 0;
}
Exemplo n.º 16
0
        /// Run the algorithm and store its results
        void doDAI() {
            double tic = toc();
            if( obj != NULL ) {
                // Initialize
                obj->init();
                // Run
                obj->run();
                // Record the time
                time += toc() - tic;

                // Store logarithm of the partition sum (if supported)
                try {
                    logZ = obj->logZ();
                    has_logZ = true;
                } catch( Exception &e ) {
                    if( e.getCode() == Exception::NOT_IMPLEMENTED )
                        has_logZ = false;
                    else
                        throw;
                }

                // Store maximum difference encountered in last iteration (if supported)
                try {
                    maxdiff = obj->maxDiff();
                    has_maxdiff = true;
                } catch( Exception &e ) {
                    if( e.getCode() == Exception::NOT_IMPLEMENTED )
                        has_maxdiff = false;
                    else
                        throw;
                }

                // Store number of iterations needed (if supported)
                try {
                    iters = obj->Iterations();
                    has_iters = true;
                } catch( Exception &e ) {
                    if( e.getCode() == Exception::NOT_IMPLEMENTED )
                        has_iters = false;
                    else
                        throw;
                }

                // Store variable marginals
                varMarginals.clear();
                for( size_t i = 0; i < obj->fg().nrVars(); i++ )
                    varMarginals.push_back( obj->beliefV( i ) );

                // Store factor marginals
                facMarginals.clear();
                for( size_t I = 0; I < obj->fg().nrFactors(); I++ )
                    try {
                        facMarginals.push_back( obj->beliefF( I ) );
                    } catch( Exception &e ) {
                        if( e.getCode() == Exception::BELIEF_NOT_AVAILABLE )
                            facMarginals.push_back( Factor( obj->fg().factor(I).vars(), INFINITY ) );
                        else
                            throw;
                    }

                // Store all marginals calculated by the method
                allMarginals = obj->beliefs();
            };
        }