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;
}
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();
};
}
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;
}
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;
}
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;
}
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;
}
/// 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();
};
}