500 lines
13 KiB
C++
500 lines
13 KiB
C++
|
#include <cassert>
|
||
|
|
#include <limits>
|
||
|
|
|
||
|
|
#include <algorithm>
|
||
|
|
|
||
|
|
#include <iostream>
|
||
|
|
|
||
|
|
#include "FgBpSolver.h"
|
||
|
|
#include "FactorGraph.h"
|
||
|
|
#include "Factor.h"
|
||
|
|
#include "Shared.h"
|
||
|
|
|
||
|
|
|
||
|
|
FgBpSolver::FgBpSolver (const FactorGraph& fg) : Solver (&fg)
|
||
|
|
{
|
||
|
|
factorGraph_ = &fg;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
FgBpSolver::~FgBpSolver (void)
|
||
|
|
{
|
||
|
|
for (unsigned i = 0; i < varsI_.size(); i++) {
|
||
|
|
delete varsI_[i];
|
||
|
|
}
|
||
|
|
for (unsigned i = 0; i < facsI_.size(); i++) {
|
||
|
|
delete facsI_[i];
|
||
|
|
}
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
delete links_[i];
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::runSolver (void)
|
||
|
|
{
|
||
|
|
clock_t start;
|
||
|
|
if (COLLECT_STATISTICS) {
|
||
|
|
start = clock();
|
||
|
|
}
|
||
|
|
if (false) {
|
||
|
|
//if (!BpOptions::useAlwaysLoopySolver && factorGraph_->isTree()) {
|
||
|
|
runTreeSolver();
|
||
|
|
} else {
|
||
|
|
runLoopySolver();
|
||
|
|
if (DL >= 2) {
|
||
|
|
cout << endl;
|
||
|
|
if (nIters_ < BpOptions::maxIter) {
|
||
|
|
cout << "Sum-Product converged in " ;
|
||
|
|
cout << nIters_ << " iterations" << endl;
|
||
|
|
} else {
|
||
|
|
cout << "The maximum number of iterations was hit, terminating..." ;
|
||
|
|
cout << endl;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
unsigned size = factorGraph_->getVarNodes().size();
|
||
|
|
if (COLLECT_STATISTICS) {
|
||
|
|
unsigned nIters = 0;
|
||
|
|
bool loopy = factorGraph_->isTree() == false;
|
||
|
|
if (loopy) nIters = nIters_;
|
||
|
|
double time = (double (clock() - start)) / CLOCKS_PER_SEC;
|
||
|
|
Statistics::updateStatistics (size, loopy, nIters, time);
|
||
|
|
}
|
||
|
|
if (EXPORT_TO_GRAPHVIZ && size > EXPORT_MINIMAL_SIZE) {
|
||
|
|
stringstream ss;
|
||
|
|
ss << Statistics::getSolvedNetworksCounting() << "." << size << ".dot" ;
|
||
|
|
factorGraph_->exportToGraphViz (ss.str().c_str());
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
ParamSet
|
||
|
|
FgBpSolver::getPosterioriOf (VarId vid)
|
||
|
|
{
|
||
|
|
assert (factorGraph_->getFgVarNode (vid));
|
||
|
|
FgVarNode* var = factorGraph_->getFgVarNode (vid);
|
||
|
|
ParamSet probs;
|
||
|
|
|
||
|
|
if (var->hasEvidence()) {
|
||
|
|
probs.resize (var->nrStates(), Util::noEvidence());
|
||
|
|
probs[var->getEvidence()] = Util::withEvidence();
|
||
|
|
} else {
|
||
|
|
probs.resize (var->nrStates(), Util::multIdenty());
|
||
|
|
const SpLinkSet& links = ninf(var)->getLinks();
|
||
|
|
switch (NSPACE) {
|
||
|
|
case NumberSpace::NORMAL:
|
||
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
||
|
|
Util::multiply (probs, links[i]->getMessage());
|
||
|
|
}
|
||
|
|
Util::normalize (probs);
|
||
|
|
break;
|
||
|
|
case NumberSpace::LOGARITHM:
|
||
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
||
|
|
Util::add (probs, links[i]->getMessage());
|
||
|
|
}
|
||
|
|
Util::normalize (probs);
|
||
|
|
Util::fromLog (probs);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return probs;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
ParamSet
|
||
|
|
FgBpSolver::getJointDistributionOf (const VarIdSet& jointVarIds)
|
||
|
|
{
|
||
|
|
unsigned msgSize = 1;
|
||
|
|
vector<unsigned> dsizes (jointVarIds.size());
|
||
|
|
for (unsigned i = 0; i < jointVarIds.size(); i++) {
|
||
|
|
dsizes[i] = factorGraph_->getFgVarNode (jointVarIds[i])->nrStates();
|
||
|
|
msgSize *= dsizes[i];
|
||
|
|
}
|
||
|
|
unsigned reps = 1;
|
||
|
|
ParamSet jointDist (msgSize, Util::multIdenty());
|
||
|
|
for (int i = jointVarIds.size() - 1 ; i >= 0; i--) {
|
||
|
|
Util::multiply (jointDist, getPosterioriOf (jointVarIds[i]), reps);
|
||
|
|
reps *= dsizes[i];
|
||
|
|
}
|
||
|
|
return jointDist;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::runTreeSolver (void)
|
||
|
|
{
|
||
|
|
initializeSolver();
|
||
|
|
const FgFacSet& facNodes = factorGraph_->getFactorNodes();
|
||
|
|
bool finish = false;
|
||
|
|
while (!finish) {
|
||
|
|
finish = true;
|
||
|
|
for (unsigned i = 0; i < facNodes.size(); i++) {
|
||
|
|
const SpLinkSet& links = ninf (facNodes[i])->getLinks();
|
||
|
|
for (unsigned j = 0; j < links.size(); j++) {
|
||
|
|
if (!links[j]->messageWasSended()) {
|
||
|
|
if (readyToSendMessage (links[j])) {
|
||
|
|
calculateAndUpdateMessage (links[j], false);
|
||
|
|
}
|
||
|
|
finish = false;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
bool
|
||
|
|
FgBpSolver::readyToSendMessage (const SpLink* link) const
|
||
|
|
{
|
||
|
|
const FgVarSet& neighbors = link->getFactor()->neighbors();
|
||
|
|
for (unsigned i = 0; i < neighbors.size(); i++) {
|
||
|
|
if (neighbors[i] != link->getVariable()) {
|
||
|
|
const SpLinkSet& links = ninf (neighbors[i])->getLinks();
|
||
|
|
for (unsigned j = 0; j < links.size(); j++) {
|
||
|
|
if (links[j]->getFactor() != link->getFactor() &&
|
||
|
|
!links[j]->messageWasSended()) {
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::runLoopySolver (void)
|
||
|
|
{
|
||
|
|
initializeSolver();
|
||
|
|
nIters_ = 0;
|
||
|
|
|
||
|
|
while (!converged() && nIters_ < BpOptions::maxIter) {
|
||
|
|
|
||
|
|
nIters_ ++;
|
||
|
|
if (DL >= 2) {
|
||
|
|
cout << "****************************************" ;
|
||
|
|
cout << "****************************************" ;
|
||
|
|
cout << endl;
|
||
|
|
cout << " Iteration " << nIters_ << endl;
|
||
|
|
cout << "****************************************" ;
|
||
|
|
cout << "****************************************" ;
|
||
|
|
cout << endl;
|
||
|
|
}
|
||
|
|
|
||
|
|
switch (BpOptions::schedule) {
|
||
|
|
case BpOptions::Schedule::SEQ_RANDOM:
|
||
|
|
random_shuffle (links_.begin(), links_.end());
|
||
|
|
// no break
|
||
|
|
|
||
|
|
case BpOptions::Schedule::SEQ_FIXED:
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
calculateAndUpdateMessage (links_[i]);
|
||
|
|
}
|
||
|
|
break;
|
||
|
|
|
||
|
|
case BpOptions::Schedule::PARALLEL:
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
calculateMessage (links_[i]);
|
||
|
|
}
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
updateMessage(links_[i]);
|
||
|
|
}
|
||
|
|
break;
|
||
|
|
|
||
|
|
case BpOptions::Schedule::MAX_RESIDUAL:
|
||
|
|
maxResidualSchedule();
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
if (DL >= 2) {
|
||
|
|
cout << endl;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::initializeSolver (void)
|
||
|
|
{
|
||
|
|
const FgVarSet& varNodes = factorGraph_->getVarNodes();
|
||
|
|
for (unsigned i = 0; i < varsI_.size(); i++) {
|
||
|
|
delete varsI_[i];
|
||
|
|
}
|
||
|
|
varsI_.reserve (varNodes.size());
|
||
|
|
for (unsigned i = 0; i < varNodes.size(); i++) {
|
||
|
|
varsI_.push_back (new SPNodeInfo());
|
||
|
|
}
|
||
|
|
|
||
|
|
const FgFacSet& facNodes = factorGraph_->getFactorNodes();
|
||
|
|
for (unsigned i = 0; i < facsI_.size(); i++) {
|
||
|
|
delete facsI_[i];
|
||
|
|
}
|
||
|
|
facsI_.reserve (facNodes.size());
|
||
|
|
for (unsigned i = 0; i < facNodes.size(); i++) {
|
||
|
|
facsI_.push_back (new SPNodeInfo());
|
||
|
|
}
|
||
|
|
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
delete links_[i];
|
||
|
|
}
|
||
|
|
createLinks();
|
||
|
|
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
FgFacNode* src = links_[i]->getFactor();
|
||
|
|
FgVarNode* dst = links_[i]->getVariable();
|
||
|
|
ninf (dst)->addSpLink (links_[i]);
|
||
|
|
ninf (src)->addSpLink (links_[i]);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::createLinks (void)
|
||
|
|
{
|
||
|
|
const FgFacSet& facNodes = factorGraph_->getFactorNodes();
|
||
|
|
for (unsigned i = 0; i < facNodes.size(); i++) {
|
||
|
|
const FgVarSet& neighbors = facNodes[i]->neighbors();
|
||
|
|
for (unsigned j = 0; j < neighbors.size(); j++) {
|
||
|
|
links_.push_back (new SpLink (facNodes[i], neighbors[j]));
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
bool
|
||
|
|
FgBpSolver::converged (void)
|
||
|
|
{
|
||
|
|
if (links_.size() == 0) {
|
||
|
|
return true;
|
||
|
|
}
|
||
|
|
if (nIters_ == 0 || nIters_ == 1) {
|
||
|
|
return false;
|
||
|
|
}
|
||
|
|
bool converged = true;
|
||
|
|
if (BpOptions::schedule == BpOptions::Schedule::MAX_RESIDUAL) {
|
||
|
|
Param 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 (DL >= 2) {
|
||
|
|
cout << links_[i]->toString() + " residual = " << residual << endl;
|
||
|
|
}
|
||
|
|
if (residual > BpOptions::accuracy) {
|
||
|
|
converged = false;
|
||
|
|
if (DL == 0) break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return converged;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::maxResidualSchedule (void)
|
||
|
|
{
|
||
|
|
if (nIters_ == 1) {
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
calculateMessage (links_[i]);
|
||
|
|
SortedOrder::iterator it = sortedOrder_.insert (links_[i]);
|
||
|
|
linkMap_.insert (make_pair (links_[i], it));
|
||
|
|
}
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
|
||
|
|
for (unsigned c = 0; c < links_.size(); c++) {
|
||
|
|
if (DL >= 2) {
|
||
|
|
cout << "current residuals:" << endl;
|
||
|
|
for (SortedOrder::iterator it = sortedOrder_.begin();
|
||
|
|
it != sortedOrder_.end(); it ++) {
|
||
|
|
cout << " " << setw (30) << left << (*it)->toString();
|
||
|
|
cout << "residual = " << (*it)->getResidual() << endl;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
SortedOrder::iterator it = sortedOrder_.begin();
|
||
|
|
SpLink* link = *it;
|
||
|
|
if (link->getResidual() < BpOptions::accuracy) {
|
||
|
|
return;
|
||
|
|
}
|
||
|
|
updateMessage (link);
|
||
|
|
link->clearResidual();
|
||
|
|
sortedOrder_.erase (it);
|
||
|
|
linkMap_.find (link)->second = sortedOrder_.insert (link);
|
||
|
|
|
||
|
|
// update the messages that depend on message source --> destin
|
||
|
|
const FgFacSet& factorNeighbors = link->getVariable()->neighbors();
|
||
|
|
for (unsigned i = 0; i < factorNeighbors.size(); i++) {
|
||
|
|
if (factorNeighbors[i] != link->getFactor()) {
|
||
|
|
const SpLinkSet& links = ninf(factorNeighbors[i])->getLinks();
|
||
|
|
for (unsigned j = 0; j < links.size(); j++) {
|
||
|
|
if (links[j]->getVariable() != link->getVariable()) {
|
||
|
|
calculateMessage (links[j]);
|
||
|
|
SpLinkMap::iterator iter = linkMap_.find (links[j]);
|
||
|
|
sortedOrder_.erase (iter->second);
|
||
|
|
iter->second = sortedOrder_.insert (links[j]);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if (DL >= 2) {
|
||
|
|
cout << "----------------------------------------" ;
|
||
|
|
cout << "----------------------------------------" << endl;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::calculateFactor2VariableMsg (SpLink* link) const
|
||
|
|
{
|
||
|
|
const FgFacNode* src = link->getFactor();
|
||
|
|
const FgVarNode* dst = link->getVariable();
|
||
|
|
const SpLinkSet& links = ninf(src)->getLinks();
|
||
|
|
// calculate the product of messages that were sent
|
||
|
|
// to factor `src', except from var `dst'
|
||
|
|
unsigned msgSize = 1;
|
||
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
||
|
|
msgSize *= links[i]->getVariable()->nrStates();
|
||
|
|
}
|
||
|
|
unsigned repetitions = 1;
|
||
|
|
ParamSet msgProduct (msgSize, Util::multIdenty());
|
||
|
|
switch (NSPACE) {
|
||
|
|
case NumberSpace::NORMAL:
|
||
|
|
for (int i = links.size() - 1; i >= 0; i--) {
|
||
|
|
if (links[i]->getVariable() != dst) {
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " message from " << links[i]->getVariable()->label();
|
||
|
|
cout << ": " << endl;
|
||
|
|
}
|
||
|
|
Util::multiply (msgProduct, getVar2FactorMsg (links[i]), repetitions);
|
||
|
|
repetitions *= links[i]->getVariable()->nrStates();
|
||
|
|
} else {
|
||
|
|
unsigned ds = links[i]->getVariable()->nrStates();
|
||
|
|
Util::multiply (msgProduct, ParamSet (ds, 1.0), repetitions);
|
||
|
|
repetitions *= ds;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
break;
|
||
|
|
case NumberSpace::LOGARITHM:
|
||
|
|
for (int i = links.size() - 1; i >= 0; i--) {
|
||
|
|
if (links[i]->getVariable() != dst) {
|
||
|
|
Util::add (msgProduct, getVar2FactorMsg (links[i]), repetitions);
|
||
|
|
repetitions *= links[i]->getVariable()->nrStates();
|
||
|
|
} else {
|
||
|
|
unsigned ds = links[i]->getVariable()->nrStates();
|
||
|
|
Util::add (msgProduct, ParamSet (ds, 1.0), repetitions);
|
||
|
|
repetitions *= ds;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
Factor result (src->factor()->getVarIds(),
|
||
|
|
src->factor()->getRanges(),
|
||
|
|
msgProduct);
|
||
|
|
result.multiplyByFactor (*(src->factor()));
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " message product: " ;
|
||
|
|
cout << Util::parametersToString (msgProduct) << endl;
|
||
|
|
cout << " original factor: " ;
|
||
|
|
cout << Util::parametersToString (src->getParameters()) << endl;
|
||
|
|
cout << " factor product: " ;
|
||
|
|
cout << Util::parametersToString (result.getParameters()) << endl;
|
||
|
|
}
|
||
|
|
result.removeAllVariablesExcept (dst->varId());
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " marginalized: " ;
|
||
|
|
cout << Util::parametersToString (result.getParameters()) << endl;
|
||
|
|
}
|
||
|
|
const ParamSet& resultParams = result.getParameters();
|
||
|
|
ParamSet& message = link->getNextMessage();
|
||
|
|
for (unsigned i = 0; i < resultParams.size(); i++) {
|
||
|
|
message[i] = resultParams[i];
|
||
|
|
}
|
||
|
|
Util::normalize (message);
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " curr msg: " ;
|
||
|
|
cout << Util::parametersToString (link->getMessage()) << endl;
|
||
|
|
cout << " next msg: " ;
|
||
|
|
cout << Util::parametersToString (message) << endl;
|
||
|
|
}
|
||
|
|
result.freeDistribution();
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
ParamSet
|
||
|
|
FgBpSolver::getVar2FactorMsg (const SpLink* link) const
|
||
|
|
{
|
||
|
|
const FgVarNode* src = link->getVariable();
|
||
|
|
const FgFacNode* dst = link->getFactor();
|
||
|
|
ParamSet msg;
|
||
|
|
if (src->hasEvidence()) {
|
||
|
|
msg.resize (src->nrStates(), Util::noEvidence());
|
||
|
|
msg[src->getEvidence()] = Util::withEvidence();
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << Util::parametersToString (msg);
|
||
|
|
}
|
||
|
|
} else {
|
||
|
|
msg.resize (src->nrStates(), Util::one());
|
||
|
|
}
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << Util::parametersToString (msg);
|
||
|
|
}
|
||
|
|
const SpLinkSet& links = ninf (src)->getLinks();
|
||
|
|
switch (NSPACE) {
|
||
|
|
case NumberSpace::NORMAL:
|
||
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
||
|
|
if (links[i]->getFactor() != dst) {
|
||
|
|
Util::multiply (msg, links[i]->getMessage());
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " x " << Util::parametersToString (links[i]->getMessage());
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
break;
|
||
|
|
case NumberSpace::LOGARITHM:
|
||
|
|
for (unsigned i = 0; i < links.size(); i++) {
|
||
|
|
if (links[i]->getFactor() != dst) {
|
||
|
|
Util::add (msg, links[i]->getMessage());
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if (DL >= 5) {
|
||
|
|
cout << " = " << Util::parametersToString (msg);
|
||
|
|
}
|
||
|
|
return msg;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
void
|
||
|
|
FgBpSolver::printLinkInformation (void) const
|
||
|
|
{
|
||
|
|
for (unsigned i = 0; i < links_.size(); i++) {
|
||
|
|
SpLink* l = links_[i];
|
||
|
|
cout << l->toString() << ":" << endl;
|
||
|
|
cout << " curr msg = " ;
|
||
|
|
cout << Util::parametersToString (l->getMessage()) << endl;
|
||
|
|
cout << " next msg = " ;
|
||
|
|
cout << Util::parametersToString (l->getNextMessage()) << endl;
|
||
|
|
cout << " residual = " << l->getResidual() << endl;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|