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dai::Gibbs Class Reference

Approximate inference algorithm "Gibbs sampling". More...

#include <dai/gibbs.h>

Inheritance diagram for dai::Gibbs:
dai::DAIAlg< GRM > dai::InfAlg

Classes

struct  Properties
 Parameters for Gibbs. More...

Public Member Functions

 Gibbs ()
 Default constructor.
 Gibbs (const FactorGraph &fg, const PropertySet &opts)
 Construct from FactorGraph fg and PropertySet opts.
General InfAlg interface
virtual Gibbsclone () const
 Returns a pointer to a new, cloned copy of *this (i.e., virtual copy constructor)
virtual Gibbsconstruct (const FactorGraph &fg, const PropertySet &opts) const
 Returns a pointer to a newly constructed inference algorithm.
virtual std::string name () const
 Returns the name of the algorithm.
virtual Factor belief (const Var &v) const
 Returns the (approximate) marginal probability distribution of a variable.
virtual Factor belief (const VarSet &vs) const
 Returns the (approximate) marginal probability distribution of a set of variables.
virtual Factor beliefV (size_t i) const
 Returns the (approximate) marginal probability distribution of the variable with index i.
virtual Factor beliefF (size_t I) const
 Returns the (approximate) marginal probability distribution of the variables on which factor I depends.
virtual std::vector< Factorbeliefs () const
 Returns all beliefs (approximate marginal probability distributions) calculated by the algorithm.
virtual Real logZ () const
 Returns the logarithm of the (approximated) partition sum (normalizing constant of the factor graph).
std::vector< std::size_t > findMaximum () const
 Calculates the joint state of all variables that has maximum probability.
virtual void init ()
 Initializes all data structures of the approximate inference algorithm.
virtual void init (const VarSet &)
 Initializes all data structures corresponding to some set of variables.
virtual Real run ()
 Runs the approximate inference algorithm.
virtual Real maxDiff () const
 Returns maximum difference between single variable beliefs in the last iteration.
virtual size_t Iterations () const
 Returns number of iterations done (one iteration passes over the complete factorgraph).
virtual void setMaxIter (size_t maxiter)
 Sets maximum number of iterations (one iteration passes over the complete factorgraph).
virtual void setProperties (const PropertySet &opts)
 Set parameters of this inference algorithm.
virtual PropertySet getProperties () const
 Returns parameters of this inference algorithm converted into a PropertySet.
virtual std::string printProperties () const
 Returns parameters of this inference algorithm formatted as a string in the format "[key1=val1,key2=val2,...,keyn=valn]".
Additional interface specific for Gibbs
void randomizeState ()
 Draw the current joint state of all variables from a uniform random distribution.
std::vector< size_t > & state ()
 Return reference to current state of all variables.
const std::vector< size_t > & state () const
 Return constant reference to current state of all variables.
- Public Member Functions inherited from dai::DAIAlg< GRM >
 DAIAlg ()
 Default constructor.
 DAIAlg (const GRM &grm)
 Construct from GRM.
FactorGraphfg ()
 Returns reference to underlying FactorGraph.
const FactorGraphfg () const
 Returns constant reference to underlying FactorGraph.
void clamp (size_t i, size_t x, bool backup=false)
 Clamp variable with index i to value x (i.e. multiply with a Kronecker delta $\delta_{x_i, x}$)
void makeCavity (size_t i, bool backup=false)
 Sets all factors interacting with variable with index i to one.
void backupFactor (size_t I)
 Make a backup copy of factor I.
void backupFactors (const VarSet &vs)
 Make backup copies of all factors involving the variables in vs.
void restoreFactor (size_t I)
 Restore factor I from its backup copy.
void restoreFactors (const VarSet &vs)
 Restore the factors involving the variables in vs from their backup copies.
- Public Member Functions inherited from dai::InfAlg
virtual ~InfAlg ()
 Virtual destructor (needed because this class contains virtual functions)
virtual std::string identify () const
 Identifies itself for logging purposes.

Public Attributes

struct dai::Gibbs::Properties props

Private Types

typedef std::vector< size_t > _count_t
 Type used to store the counts of various states.
typedef std::vector< size_t > _state_t
 Type used to store the joint state of all variables.

Private Member Functions

void construct ()
 Helper function for constructors.
void updateCounts ()
 Updates all counts (_sample_count, _var_counts, _factor_counts) based on current state.
Prob getVarDist (size_t i)
 Calculate conditional distribution of variable i, given the current state.
void resampleVar (size_t i)
 Draw state of variable i randomly from its conditional distribution and update the current state.
size_t getFactorEntry (size_t I)
 Calculates linear index into factor I corresponding to the current state.
size_t getFactorEntryDiff (size_t I, size_t i)
 Calculates the differences between linear indices into factor I corresponding with a state change of variable i.

Private Attributes

size_t _sample_count
 Number of samples counted so far (excluding burn-in periods)
std::vector< _count_t_var_counts
 State counts for each variable.
std::vector< _count_t_factor_counts
 State counts for each factor.
size_t _iters
 Number of iterations done (including burn-in periods)
_state_t _state
 Current joint state of all variables.
_state_t _max_state
 Joint state with maximum probability seen so far.
Real _max_score
 Highest score so far.

Related Functions

(Note that these are not member functions.)

std::vector< size_t > getGibbsState (const FactorGraph &fg, size_t maxiter)
 Runs Gibbs sampling for maxiter iterations (of which burnin for burn-in) on FactorGraph fg, and returns the resulting state.

Detailed Description

Approximate inference algorithm "Gibbs sampling".

Author
Frederik Eaton
Examples:
example_sprinkler_gibbs.cpp.

Member Typedef Documentation

typedef std::vector<size_t> dai::Gibbs::_count_t
private

Type used to store the counts of various states.

typedef std::vector<size_t> dai::Gibbs::_state_t
private

Type used to store the joint state of all variables.

Constructor & Destructor Documentation

dai::Gibbs::Gibbs ( )
inline

Default constructor.

dai::Gibbs::Gibbs ( const FactorGraph fg,
const PropertySet opts 
)
inline

Construct from FactorGraph fg and PropertySet opts.

Parameters
fgFactor graph.
optsParameters
See Also
Properties

Member Function Documentation

virtual Gibbs* dai::Gibbs::clone ( ) const
inlinevirtual

Returns a pointer to a new, cloned copy of *this (i.e., virtual copy constructor)

Implements dai::InfAlg.

virtual Gibbs* dai::Gibbs::construct ( const FactorGraph fg,
const PropertySet opts 
) const
inlinevirtual

Returns a pointer to a newly constructed inference algorithm.

Parameters
fgFactor graph on which to perform the inference algorithm;
optsParameters passed to constructor of inference algorithm;

Implements dai::InfAlg.

virtual std::string dai::Gibbs::name ( ) const
inlinevirtual

Returns the name of the algorithm.

Implements dai::InfAlg.

virtual Factor dai::Gibbs::belief ( const Var v) const
inlinevirtual

Returns the (approximate) marginal probability distribution of a variable.

Note
Before this method is called, run() should have been called.

Reimplemented from dai::InfAlg.

Factor dai::Gibbs::belief ( const VarSet vs) const
virtual

Returns the (approximate) marginal probability distribution of a set of variables.

Note
Before this method is called, run() should have been called.
Exceptions
NOT_IMPLEMENTEDif not implemented/supported.
BELIEF_NOT_AVAILABLEif the requested belief cannot be calculated with this algorithm.

Implements dai::InfAlg.

Factor dai::Gibbs::beliefV ( size_t  i) const
virtual

Returns the (approximate) marginal probability distribution of the variable with index i.

For some approximate inference algorithms, using beliefV() is preferred to belief() for performance reasons.

Note
Before this method is called, run() should have been called.

Reimplemented from dai::InfAlg.

Factor dai::Gibbs::beliefF ( size_t  I) const
virtual

Returns the (approximate) marginal probability distribution of the variables on which factor I depends.

For some approximate inference algorithms, using beliefF() is preferred to belief() for performance reasons.

Note
Before this method is called, run() should have been called.

Reimplemented from dai::InfAlg.

vector< Factor > dai::Gibbs::beliefs ( ) const
virtual

Returns all beliefs (approximate marginal probability distributions) calculated by the algorithm.

Note
Before this method is called, run() should have been called.

Implements dai::InfAlg.

virtual Real dai::Gibbs::logZ ( ) const
inlinevirtual

Returns the logarithm of the (approximated) partition sum (normalizing constant of the factor graph).

Note
Before this method is called, run() should have been called.
Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Implements dai::InfAlg.

std::vector<std::size_t> dai::Gibbs::findMaximum ( ) const
inlinevirtual

Calculates the joint state of all variables that has maximum probability.

Note
Before this method is called, run() should have been called.
Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Reimplemented from dai::InfAlg.

void dai::Gibbs::init ( )
virtual

Initializes all data structures of the approximate inference algorithm.

Note
This method should be called at least once before run() is called.

Implements dai::InfAlg.

Examples:
example_sprinkler_gibbs.cpp.
virtual void dai::Gibbs::init ( const VarSet vs)
inlinevirtual

Initializes all data structures corresponding to some set of variables.

This method can be used to do a partial initialization after a part of the factor graph has changed. Instead of initializing all data structures, it only initializes those involving the variables in vs.

Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Implements dai::InfAlg.

Real dai::Gibbs::run ( )
virtual

Runs the approximate inference algorithm.

Note
Before run() is called the first time, init() should have been called.

Implements dai::InfAlg.

Examples:
example_sprinkler_gibbs.cpp.
virtual Real dai::Gibbs::maxDiff ( ) const
inlinevirtual

Returns maximum difference between single variable beliefs in the last iteration.

Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Reimplemented from dai::InfAlg.

virtual size_t dai::Gibbs::Iterations ( ) const
inlinevirtual

Returns number of iterations done (one iteration passes over the complete factorgraph).

Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Reimplemented from dai::InfAlg.

virtual void dai::Gibbs::setMaxIter ( size_t  )
inlinevirtual

Sets maximum number of iterations (one iteration passes over the complete factorgraph).

Exceptions
NOT_IMPLEMENTEDif not implemented/supported

Reimplemented from dai::InfAlg.

void dai::Gibbs::setProperties ( const PropertySet opts)
virtual

Set parameters of this inference algorithm.

The parameters are set according to the PropertySet opts. The values can be stored either as std::string or as the type of the corresponding MF::props member.

Implements dai::InfAlg.

PropertySet dai::Gibbs::getProperties ( ) const
virtual

Returns parameters of this inference algorithm converted into a PropertySet.

Implements dai::InfAlg.

string dai::Gibbs::printProperties ( ) const
virtual

Returns parameters of this inference algorithm formatted as a string in the format "[key1=val1,key2=val2,...,keyn=valn]".

Implements dai::InfAlg.

void dai::Gibbs::randomizeState ( )

Draw the current joint state of all variables from a uniform random distribution.

std::vector<size_t>& dai::Gibbs::state ( )
inline

Return reference to current state of all variables.

Examples:
example_sprinkler_gibbs.cpp.
const std::vector<size_t>& dai::Gibbs::state ( ) const
inline

Return constant reference to current state of all variables.

void dai::Gibbs::construct ( )
private

Helper function for constructors.

void dai::Gibbs::updateCounts ( )
private

Updates all counts (_sample_count, _var_counts, _factor_counts) based on current state.

Prob dai::Gibbs::getVarDist ( size_t  i)
private

Calculate conditional distribution of variable i, given the current state.

void dai::Gibbs::resampleVar ( size_t  i)
private

Draw state of variable i randomly from its conditional distribution and update the current state.

size_t dai::Gibbs::getFactorEntry ( size_t  I)
private

Calculates linear index into factor I corresponding to the current state.

size_t dai::Gibbs::getFactorEntryDiff ( size_t  I,
size_t  i 
)
private

Calculates the differences between linear indices into factor I corresponding with a state change of variable i.

Friends And Related Function Documentation

std::vector< size_t > getGibbsState ( const FactorGraph fg,
size_t  maxiter 
)
related

Runs Gibbs sampling for maxiter iterations (of which burnin for burn-in) on FactorGraph fg, and returns the resulting state.

Member Data Documentation

size_t dai::Gibbs::_sample_count
private

Number of samples counted so far (excluding burn-in periods)

std::vector<_count_t> dai::Gibbs::_var_counts
private

State counts for each variable.

std::vector<_count_t> dai::Gibbs::_factor_counts
private

State counts for each factor.

size_t dai::Gibbs::_iters
private

Number of iterations done (including burn-in periods)

_state_t dai::Gibbs::_state
private

Current joint state of all variables.

_state_t dai::Gibbs::_max_state
private

Joint state with maximum probability seen so far.

Real dai::Gibbs::_max_score
private

Highest score so far.


The documentation for this class was generated from the following files: