2012-04-05 23:04:27 +01:00
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#include <cassert>
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#include <limits>
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#include <algorithm>
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#include <iostream>
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#include "BpSolver.h"
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#include "FactorGraph.h"
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#include "Factor.h"
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#include "Indexer.h"
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#include "Horus.h"
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BpSolver::BpSolver (const FactorGraph& fg) : Solver (fg)
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{
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2012-04-10 20:43:08 +01:00
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fg_ = &fg;
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2012-04-10 15:00:18 +01:00
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runned_ = false;
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2012-04-05 23:04:27 +01:00
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}
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BpSolver::~BpSolver (void)
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{
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for (unsigned i = 0; i < varsI_.size(); i++) {
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delete varsI_[i];
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}
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for (unsigned i = 0; i < facsI_.size(); i++) {
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delete facsI_[i];
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}
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for (unsigned i = 0; i < links_.size(); i++) {
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delete links_[i];
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}
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}
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2012-04-10 15:00:18 +01:00
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Params
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BpSolver::solveQuery (VarIds queryVids)
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2012-04-05 23:04:27 +01:00
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{
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2012-04-10 15:00:18 +01:00
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assert (queryVids.empty() == false);
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if (queryVids.size() == 1) {
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return getPosterioriOf (queryVids[0]);
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} else {
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return getJointDistributionOf (queryVids);
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2012-04-05 23:04:27 +01:00
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}
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}
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2012-04-13 15:22:24 +01:00
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void
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BpSolver::printSolverFlags (void) const
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{
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stringstream ss;
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ss << "belief propagation [" ;
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ss << "schedule=" ;
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typedef BpOptions::Schedule Sch;
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switch (BpOptions::schedule) {
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case Sch::SEQ_FIXED: ss << "seq_fixed"; break;
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case Sch::SEQ_RANDOM: ss << "seq_random"; break;
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case Sch::PARALLEL: ss << "parallel"; break;
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case Sch::MAX_RESIDUAL: ss << "max_residual"; break;
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}
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ss << ",maxiter=" << Util::toString (BpOptions::maxIter);
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ss << ",accuracy=" << Util::toString (BpOptions::accuracy);
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ss << ",log_domain=" << Util::toString (Globals::logDomain);
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ss << "]" ;
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cout << ss.str() << endl;
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}
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2012-04-05 23:04:27 +01:00
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Params
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BpSolver::getPosterioriOf (VarId vid)
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{
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2012-04-10 15:00:18 +01:00
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if (runned_ == false) {
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runSolver();
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}
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2012-04-10 20:43:08 +01:00
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assert (fg_->getVarNode (vid));
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VarNode* var = fg_->getVarNode (vid);
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2012-04-05 23:04:27 +01:00
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Params probs;
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if (var->hasEvidence()) {
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probs.resize (var->range(), LogAware::noEvidence());
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probs[var->getEvidence()] = LogAware::withEvidence();
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} else {
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probs.resize (var->range(), LogAware::multIdenty());
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const SpLinkSet& links = ninf(var)->getLinks();
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if (Globals::logDomain) {
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for (unsigned i = 0; i < links.size(); i++) {
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Util::add (probs, links[i]->getMessage());
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}
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LogAware::normalize (probs);
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Util::fromLog (probs);
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} else {
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for (unsigned i = 0; i < links.size(); i++) {
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Util::multiply (probs, links[i]->getMessage());
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}
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LogAware::normalize (probs);
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}
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}
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return probs;
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}
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Params
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BpSolver::getJointDistributionOf (const VarIds& jointVarIds)
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{
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2012-04-10 15:00:18 +01:00
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if (runned_ == false) {
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runSolver();
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}
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2012-04-05 23:04:27 +01:00
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int idx = -1;
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2012-04-10 20:43:08 +01:00
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VarNode* vn = fg_->getVarNode (jointVarIds[0]);
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2012-04-10 11:51:56 +01:00
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const FacNodes& facNodes = vn->neighbors();
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for (unsigned i = 0; i < facNodes.size(); i++) {
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if (facNodes[i]->factor().contains (jointVarIds)) {
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2012-04-05 23:04:27 +01:00
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idx = i;
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break;
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}
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}
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if (idx == -1) {
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return getJointByConditioning (jointVarIds);
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} else {
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2012-04-10 11:51:56 +01:00
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Factor res (facNodes[idx]->factor());
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const SpLinkSet& links = ninf(facNodes[idx])->getLinks();
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2012-04-05 23:04:27 +01:00
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for (unsigned i = 0; i < links.size(); i++) {
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2012-04-10 12:53:52 +01:00
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Factor msg ({links[i]->getVariable()->varId()},
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{links[i]->getVariable()->range()},
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2012-04-05 23:04:27 +01:00
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getVar2FactorMsg (links[i]));
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res.multiply (msg);
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}
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res.sumOutAllExcept (jointVarIds);
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res.reorderArguments (jointVarIds);
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res.normalize();
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Params jointDist = res.params();
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if (Globals::logDomain) {
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Util::fromLog (jointDist);
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}
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return jointDist;
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}
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}
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void
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2012-04-10 20:43:08 +01:00
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BpSolver::runSolver (void)
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2012-04-05 23:04:27 +01:00
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{
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2012-04-10 20:43:08 +01:00
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clock_t start;
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if (Constants::COLLECT_STATS) {
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start = clock();
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2012-04-05 23:04:27 +01:00
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}
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2012-04-10 20:43:08 +01:00
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initializeSolver();
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nIters_ = 0;
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while (!converged() && nIters_ < BpOptions::maxIter) {
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nIters_ ++;
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if (Constants::DEBUG >= 2) {
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2012-04-11 15:36:50 +01:00
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Util::printHeader (string ("Iteration ") + Util::toString (nIters_));
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// cout << endl;
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2012-04-10 20:43:08 +01:00
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}
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switch (BpOptions::schedule) {
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case BpOptions::Schedule::SEQ_RANDOM:
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random_shuffle (links_.begin(), links_.end());
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// no break
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case BpOptions::Schedule::SEQ_FIXED:
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for (unsigned i = 0; i < links_.size(); i++) {
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calculateAndUpdateMessage (links_[i]);
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}
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break;
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case BpOptions::Schedule::PARALLEL:
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for (unsigned i = 0; i < links_.size(); i++) {
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calculateMessage (links_[i]);
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}
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for (unsigned i = 0; i < links_.size(); i++) {
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updateMessage(links_[i]);
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}
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break;
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case BpOptions::Schedule::MAX_RESIDUAL:
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maxResidualSchedule();
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break;
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}
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if (Constants::DEBUG >= 2) {
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cout << endl;
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}
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2012-04-05 23:04:27 +01:00
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}
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2012-04-10 20:43:08 +01:00
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if (Constants::DEBUG >= 2) {
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cout << endl;
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if (nIters_ < BpOptions::maxIter) {
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cout << "Sum-Product converged in " ;
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cout << nIters_ << " iterations" << endl;
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} else {
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cout << "The maximum number of iterations was hit, terminating..." ;
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cout << endl;
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}
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2012-04-05 23:04:27 +01:00
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}
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2012-04-10 20:43:08 +01:00
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unsigned size = fg_->varNodes().size();
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if (Constants::COLLECT_STATS) {
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unsigned nIters = 0;
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bool loopy = fg_->isTree() == false;
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if (loopy) nIters = nIters_;
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double time = (double (clock() - start)) / CLOCKS_PER_SEC;
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Statistics::updateStatistics (size, loopy, nIters, time);
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2012-04-05 23:04:27 +01:00
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}
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2012-04-10 20:43:08 +01:00
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runned_ = true;
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2012-04-05 23:04:27 +01:00
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}
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void
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BpSolver::createLinks (void)
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{
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2012-04-10 20:43:08 +01:00
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const FacNodes& facNodes = fg_->facNodes();
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2012-04-05 23:04:27 +01:00
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for (unsigned i = 0; i < facNodes.size(); i++) {
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const VarNodes& neighbors = facNodes[i]->neighbors();
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for (unsigned j = 0; j < neighbors.size(); j++) {
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links_.push_back (new SpLink (facNodes[i], neighbors[j]));
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}
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}
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}
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void
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BpSolver::maxResidualSchedule (void)
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{
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if (nIters_ == 1) {
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for (unsigned i = 0; i < links_.size(); i++) {
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calculateMessage (links_[i]);
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SortedOrder::iterator it = sortedOrder_.insert (links_[i]);
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linkMap_.insert (make_pair (links_[i], it));
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}
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return;
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}
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for (unsigned c = 0; c < links_.size(); c++) {
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if (Constants::DEBUG >= 2) {
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cout << "current residuals:" << endl;
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for (SortedOrder::iterator it = sortedOrder_.begin();
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it != sortedOrder_.end(); it ++) {
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cout << " " << setw (30) << left << (*it)->toString();
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cout << "residual = " << (*it)->getResidual() << endl;
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}
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}
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SortedOrder::iterator it = sortedOrder_.begin();
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SpLink* link = *it;
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if (link->getResidual() < BpOptions::accuracy) {
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return;
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}
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updateMessage (link);
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link->clearResidual();
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sortedOrder_.erase (it);
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linkMap_.find (link)->second = sortedOrder_.insert (link);
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// update the messages that depend on message source --> destin
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2012-04-10 11:51:56 +01:00
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const FacNodes& factorNeighbors = link->getVariable()->neighbors();
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2012-04-05 23:04:27 +01:00
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for (unsigned i = 0; i < factorNeighbors.size(); i++) {
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if (factorNeighbors[i] != link->getFactor()) {
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const SpLinkSet& links = ninf(factorNeighbors[i])->getLinks();
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for (unsigned j = 0; j < links.size(); j++) {
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if (links[j]->getVariable() != link->getVariable()) {
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calculateMessage (links[j]);
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SpLinkMap::iterator iter = linkMap_.find (links[j]);
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sortedOrder_.erase (iter->second);
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iter->second = sortedOrder_.insert (links[j]);
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}
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}
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}
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}
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if (Constants::DEBUG >= 2) {
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Util::printDashedLine();
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}
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}
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}
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void
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2012-04-09 15:40:51 +01:00
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BpSolver::calculateFactor2VariableMsg (SpLink* link)
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2012-04-05 23:04:27 +01:00
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{
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2012-04-10 11:51:56 +01:00
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FacNode* src = link->getFactor();
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2012-04-05 23:04:27 +01:00
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const VarNode* dst = link->getVariable();
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const SpLinkSet& links = ninf(src)->getLinks();
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// calculate the product of messages that were sent
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// to factor `src', except from var `dst'
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unsigned msgSize = 1;
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for (unsigned i = 0; i < links.size(); i++) {
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msgSize *= links[i]->getVariable()->range();
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}
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unsigned repetitions = 1;
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Params msgProduct (msgSize, LogAware::multIdenty());
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if (Globals::logDomain) {
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for (int i = links.size() - 1; i >= 0; i--) {
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if (links[i]->getVariable() != dst) {
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2012-04-16 21:44:04 +01:00
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if (Constants::DEBUG >= 5) {
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cout << " message from " << links[i]->getVariable()->label();
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cout << ": " ;
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}
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2012-04-05 23:04:27 +01:00
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Util::add (msgProduct, getVar2FactorMsg (links[i]), repetitions);
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repetitions *= links[i]->getVariable()->range();
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2012-04-16 21:44:04 +01:00
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if (Constants::DEBUG >= 5) {
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cout << endl;
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}
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2012-04-05 23:04:27 +01:00
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} else {
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2012-04-16 21:44:04 +01:00
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unsigned range = links[i]->getVariable()->range();
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Util::add (msgProduct, Params (range, 0.0), repetitions);
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repetitions *= range;
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2012-04-05 23:04:27 +01:00
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}
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}
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} else {
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for (int i = links.size() - 1; i >= 0; i--) {
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if (links[i]->getVariable() != dst) {
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if (Constants::DEBUG >= 5) {
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cout << " message from " << links[i]->getVariable()->label();
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2012-04-16 21:44:04 +01:00
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cout << ": " ;
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2012-04-05 23:04:27 +01:00
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}
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Util::multiply (msgProduct, getVar2FactorMsg (links[i]), repetitions);
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repetitions *= links[i]->getVariable()->range();
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2012-04-16 21:44:04 +01:00
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if (Constants::DEBUG >= 5) {
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cout << endl;
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}
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2012-04-05 23:04:27 +01:00
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} else {
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2012-04-16 21:44:04 +01:00
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unsigned range = links[i]->getVariable()->range();
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Util::multiply (msgProduct, Params (range, 1.0), repetitions);
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repetitions *= range;
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2012-04-05 23:04:27 +01:00
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}
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}
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}
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2012-04-09 15:40:51 +01:00
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Factor result (src->factor().arguments(),
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src->factor().ranges(), msgProduct);
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result.multiply (src->factor());
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2012-04-05 23:04:27 +01:00
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if (Constants::DEBUG >= 5) {
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cout << " message product: " << msgProduct << endl;
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2012-04-10 12:53:52 +01:00
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cout << " original factor: " << src->factor().params() << endl;
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2012-04-05 23:04:27 +01:00
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cout << " factor product: " << result.params() << endl;
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}
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result.sumOutAllExcept (dst->varId());
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if (Constants::DEBUG >= 5) {
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cout << " marginalized: " ;
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cout << result.params() << endl;
|
|
|
|
}
|
|
|
|
const Params& resultParams = result.params();
|
|
|
|
Params& message = link->getNextMessage();
|
|
|
|
for (unsigned i = 0; i < resultParams.size(); i++) {
|
|
|
|
message[i] = resultParams[i];
|
|
|
|
}
|
|
|
|
LogAware::normalize (message);
|
|
|
|
if (Constants::DEBUG >= 5) {
|
|
|
|
cout << " curr msg: " << link->getMessage() << endl;
|
|
|
|
cout << " next msg: " << message << endl;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Params
|
|
|
|
BpSolver::getVar2FactorMsg (const SpLink* link) const
|
|
|
|
{
|
|
|
|
const VarNode* src = link->getVariable();
|
2012-04-10 11:51:56 +01:00
|
|
|
const FacNode* dst = link->getFactor();
|
2012-04-05 23:04:27 +01:00
|
|
|
Params msg;
|
|
|
|
if (src->hasEvidence()) {
|
|
|
|
msg.resize (src->range(), LogAware::noEvidence());
|
|
|
|
msg[src->getEvidence()] = LogAware::withEvidence();
|
|
|
|
} else {
|
|
|
|
msg.resize (src->range(), LogAware::one());
|
|
|
|
}
|
|
|
|
if (Constants::DEBUG >= 5) {
|
|
|
|
cout << msg;
|
|
|
|
}
|
|
|
|
const SpLinkSet& links = ninf (src)->getLinks();
|
|
|
|
if (Globals::logDomain) {
|
|
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
|
|
|
if (links[i]->getFactor() != dst) {
|
|
|
|
Util::add (msg, links[i]->getMessage());
|
2012-04-16 21:44:04 +01:00
|
|
|
if (Constants::DEBUG >= 5) {
|
|
|
|
cout << " x " << links[i]->getMessage();
|
|
|
|
}
|
2012-04-05 23:04:27 +01:00
|
|
|
}
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
|
|
|
if (links[i]->getFactor() != dst) {
|
|
|
|
Util::multiply (msg, links[i]->getMessage());
|
|
|
|
if (Constants::DEBUG >= 5) {
|
|
|
|
cout << " x " << links[i]->getMessage();
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
}
|
|
|
|
if (Constants::DEBUG >= 5) {
|
|
|
|
cout << " = " << msg;
|
|
|
|
}
|
|
|
|
return msg;
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Params
|
|
|
|
BpSolver::getJointByConditioning (const VarIds& jointVarIds) const
|
|
|
|
{
|
|
|
|
VarNodes jointVars;
|
|
|
|
for (unsigned i = 0; i < jointVarIds.size(); i++) {
|
2012-04-10 20:43:08 +01:00
|
|
|
assert (fg_->getVarNode (jointVarIds[i]));
|
|
|
|
jointVars.push_back (fg_->getVarNode (jointVarIds[i]));
|
2012-04-05 23:04:27 +01:00
|
|
|
}
|
|
|
|
|
2012-04-10 20:43:08 +01:00
|
|
|
FactorGraph* fg = new FactorGraph (*fg_);
|
2012-04-05 23:04:27 +01:00
|
|
|
BpSolver solver (*fg);
|
|
|
|
solver.runSolver();
|
|
|
|
Params prevBeliefs = solver.getPosterioriOf (jointVarIds[0]);
|
|
|
|
|
|
|
|
VarIds observedVids = {jointVars[0]->varId()};
|
|
|
|
|
|
|
|
for (unsigned i = 1; i < jointVarIds.size(); i++) {
|
|
|
|
assert (jointVars[i]->hasEvidence() == false);
|
|
|
|
Params newBeliefs;
|
|
|
|
Vars observedVars;
|
|
|
|
for (unsigned j = 0; j < observedVids.size(); j++) {
|
|
|
|
observedVars.push_back (fg->getVarNode (observedVids[j]));
|
|
|
|
}
|
|
|
|
StatesIndexer idx (observedVars, false);
|
|
|
|
while (idx.valid()) {
|
|
|
|
for (unsigned j = 0; j < observedVars.size(); j++) {
|
|
|
|
observedVars[j]->setEvidence (idx[j]);
|
|
|
|
}
|
|
|
|
++ idx;
|
|
|
|
BpSolver solver (*fg);
|
|
|
|
solver.runSolver();
|
|
|
|
Params beliefs = solver.getPosterioriOf (jointVarIds[i]);
|
|
|
|
for (unsigned k = 0; k < beliefs.size(); k++) {
|
|
|
|
newBeliefs.push_back (beliefs[k]);
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
int count = -1;
|
|
|
|
for (unsigned j = 0; j < newBeliefs.size(); j++) {
|
|
|
|
if (j % jointVars[i]->range() == 0) {
|
|
|
|
count ++;
|
|
|
|
}
|
|
|
|
newBeliefs[j] *= prevBeliefs[count];
|
|
|
|
}
|
|
|
|
prevBeliefs = newBeliefs;
|
|
|
|
observedVids.push_back (jointVars[i]->varId());
|
|
|
|
}
|
|
|
|
return prevBeliefs;
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
void
|
2012-04-10 20:43:08 +01:00
|
|
|
BpSolver::initializeSolver (void)
|
2012-04-10 15:00:18 +01:00
|
|
|
{
|
2012-04-10 20:43:08 +01:00
|
|
|
const VarNodes& varNodes = fg_->varNodes();
|
|
|
|
varsI_.reserve (varNodes.size());
|
|
|
|
for (unsigned i = 0; i < varNodes.size(); i++) {
|
|
|
|
varsI_.push_back (new SPNodeInfo());
|
2012-04-10 15:00:18 +01:00
|
|
|
}
|
2012-04-10 20:43:08 +01:00
|
|
|
const FacNodes& facNodes = fg_->facNodes();
|
|
|
|
facsI_.reserve (facNodes.size());
|
|
|
|
for (unsigned i = 0; i < facNodes.size(); i++) {
|
|
|
|
facsI_.push_back (new SPNodeInfo());
|
2012-04-10 15:00:18 +01:00
|
|
|
}
|
2012-04-10 20:43:08 +01:00
|
|
|
createLinks();
|
|
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
|
|
|
FacNode* src = links_[i]->getFactor();
|
|
|
|
VarNode* dst = links_[i]->getVariable();
|
|
|
|
ninf (dst)->addSpLink (links_[i]);
|
|
|
|
ninf (src)->addSpLink (links_[i]);
|
2012-04-10 15:00:18 +01:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
bool
|
|
|
|
BpSolver::converged (void)
|
|
|
|
{
|
|
|
|
if (links_.size() == 0) {
|
|
|
|
return true;
|
|
|
|
}
|
2012-04-10 20:43:08 +01:00
|
|
|
if (nIters_ <= 1) {
|
2012-04-10 15:00:18 +01:00
|
|
|
return false;
|
|
|
|
}
|
|
|
|
bool converged = true;
|
|
|
|
if (BpOptions::schedule == BpOptions::Schedule::MAX_RESIDUAL) {
|
|
|
|
double maxResidual = (*(sortedOrder_.begin()))->getResidual();
|
|
|
|
if (maxResidual > BpOptions::accuracy) {
|
|
|
|
converged = false;
|
|
|
|
} else {
|
|
|
|
converged = true;
|
|
|
|
}
|
|
|
|
} else {
|
|
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
|
|
|
double residual = links_[i]->getResidual();
|
|
|
|
if (Constants::DEBUG >= 2) {
|
|
|
|
cout << links_[i]->toString() + " residual = " << residual << endl;
|
|
|
|
}
|
|
|
|
if (residual > BpOptions::accuracy) {
|
|
|
|
converged = false;
|
|
|
|
if (Constants::DEBUG == 0) break;
|
|
|
|
}
|
|
|
|
}
|
2012-04-11 15:36:50 +01:00
|
|
|
if (Constants::DEBUG >= 2) {
|
|
|
|
cout << endl;
|
|
|
|
}
|
2012-04-10 15:00:18 +01:00
|
|
|
}
|
|
|
|
return converged;
|
|
|
|
}
|
|
|
|
|
2012-04-10 20:43:08 +01:00
|
|
|
|
|
|
|
|
|
|
|
void
|
|
|
|
BpSolver::printLinkInformation (void) const
|
|
|
|
{
|
|
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
|
|
|
SpLink* l = links_[i];
|
|
|
|
cout << l->toString() << ":" << endl;
|
|
|
|
cout << " curr msg = " ;
|
|
|
|
cout << l->getMessage() << endl;
|
|
|
|
cout << " next msg = " ;
|
|
|
|
cout << l->getNextMessage() << endl;
|
|
|
|
cout << " residual = " << l->getResidual() << endl;
|
|
|
|
}
|
|
|
|
}
|
|
|
|
|