470 lines
12 KiB
C++
470 lines
12 KiB
C++
#include <cassert>
|
|
#include <limits>
|
|
|
|
#include <algorithm>
|
|
|
|
#include <iostream>
|
|
|
|
#include "BeliefProp.h"
|
|
#include "FactorGraph.h"
|
|
#include "Factor.h"
|
|
#include "Indexer.h"
|
|
#include "Horus.h"
|
|
|
|
|
|
BeliefProp::BeliefProp (const FactorGraph& fg) : Solver (fg)
|
|
{
|
|
runned_ = false;
|
|
}
|
|
|
|
|
|
|
|
BeliefProp::~BeliefProp (void)
|
|
{
|
|
for (size_t i = 0; i < varsI_.size(); i++) {
|
|
delete varsI_[i];
|
|
}
|
|
for (size_t i = 0; i < facsI_.size(); i++) {
|
|
delete facsI_[i];
|
|
}
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
delete links_[i];
|
|
}
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::solveQuery (VarIds queryVids)
|
|
{
|
|
assert (queryVids.empty() == false);
|
|
return queryVids.size() == 1
|
|
? getPosterioriOf (queryVids[0])
|
|
: getJointDistributionOf (queryVids);
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::printSolverFlags (void) const
|
|
{
|
|
stringstream ss;
|
|
ss << "belief propagation [" ;
|
|
ss << "schedule=" ;
|
|
typedef BpOptions::Schedule Sch;
|
|
switch (BpOptions::schedule) {
|
|
case Sch::SEQ_FIXED: ss << "seq_fixed"; break;
|
|
case Sch::SEQ_RANDOM: ss << "seq_random"; break;
|
|
case Sch::PARALLEL: ss << "parallel"; break;
|
|
case Sch::MAX_RESIDUAL: ss << "max_residual"; break;
|
|
}
|
|
ss << ",max_iter=" << Util::toString (BpOptions::maxIter);
|
|
ss << ",accuracy=" << Util::toString (BpOptions::accuracy);
|
|
ss << ",log_domain=" << Util::toString (Globals::logDomain);
|
|
ss << "]" ;
|
|
cout << ss.str() << endl;
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::getPosterioriOf (VarId vid)
|
|
{
|
|
if (runned_ == false) {
|
|
runSolver();
|
|
}
|
|
assert (fg.getVarNode (vid));
|
|
VarNode* var = fg.getVarNode (vid);
|
|
Params probs;
|
|
if (var->hasEvidence()) {
|
|
probs.resize (var->range(), LogAware::noEvidence());
|
|
probs[var->getEvidence()] = LogAware::withEvidence();
|
|
} else {
|
|
probs.resize (var->range(), LogAware::multIdenty());
|
|
const BpLinks& links = ninf(var)->getLinks();
|
|
if (Globals::logDomain) {
|
|
for (size_t i = 0; i < links.size(); i++) {
|
|
probs += links[i]->message();
|
|
}
|
|
LogAware::normalize (probs);
|
|
Util::exp (probs);
|
|
} else {
|
|
for (size_t i = 0; i < links.size(); i++) {
|
|
probs *= links[i]->message();
|
|
}
|
|
LogAware::normalize (probs);
|
|
}
|
|
}
|
|
return probs;
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::getJointDistributionOf (const VarIds& jointVarIds)
|
|
{
|
|
if (runned_ == false) {
|
|
runSolver();
|
|
}
|
|
VarNode* vn = fg.getVarNode (jointVarIds[0]);
|
|
const FacNodes& facNodes = vn->neighbors();
|
|
size_t idx = facNodes.size();
|
|
for (size_t i = 0; i < facNodes.size(); i++) {
|
|
if (facNodes[i]->factor().contains (jointVarIds)) {
|
|
idx = i;
|
|
break;
|
|
}
|
|
}
|
|
if (idx == facNodes.size()) {
|
|
return getJointByConditioning (jointVarIds);
|
|
}
|
|
return getFactorJoint (idx, jointVarIds);
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::getFactorJoint (
|
|
size_t fnIdx,
|
|
const VarIds& jointVarIds)
|
|
{
|
|
if (runned_ == false) {
|
|
runSolver();
|
|
}
|
|
FacNode* fn = fg.facNodes()[fnIdx];
|
|
Factor res (fn->factor());
|
|
const BpLinks& links = ninf(fn)->getLinks();
|
|
for (size_t i = 0; i < links.size(); i++) {
|
|
Factor msg ({links[i]->varNode()->varId()},
|
|
{links[i]->varNode()->range()},
|
|
getVarToFactorMsg (links[i]));
|
|
res.multiply (msg);
|
|
}
|
|
res.sumOutAllExcept (jointVarIds);
|
|
res.reorderArguments (jointVarIds);
|
|
res.normalize();
|
|
Params jointDist = res.params();
|
|
if (Globals::logDomain) {
|
|
Util::exp (jointDist);
|
|
}
|
|
return jointDist;
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::runSolver (void)
|
|
{
|
|
initializeSolver();
|
|
nIters_ = 0;
|
|
while (!converged() && nIters_ < BpOptions::maxIter) {
|
|
nIters_ ++;
|
|
if (Globals::verbosity > 1) {
|
|
Util::printHeader (string ("Iteration ") + Util::toString (nIters_));
|
|
}
|
|
switch (BpOptions::schedule) {
|
|
case BpOptions::Schedule::SEQ_RANDOM:
|
|
std::random_shuffle (links_.begin(), links_.end());
|
|
// no break
|
|
case BpOptions::Schedule::SEQ_FIXED:
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
calculateAndUpdateMessage (links_[i]);
|
|
}
|
|
break;
|
|
case BpOptions::Schedule::PARALLEL:
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
calculateMessage (links_[i]);
|
|
}
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
updateMessage(links_[i]);
|
|
}
|
|
break;
|
|
case BpOptions::Schedule::MAX_RESIDUAL:
|
|
maxResidualSchedule();
|
|
break;
|
|
}
|
|
}
|
|
if (Globals::verbosity > 0) {
|
|
if (nIters_ < BpOptions::maxIter) {
|
|
cout << "Belief propagation converged in " ;
|
|
cout << nIters_ << " iterations" << endl;
|
|
} else {
|
|
cout << "The maximum number of iterations was hit, terminating..." ;
|
|
cout << endl;
|
|
}
|
|
cout << endl;
|
|
}
|
|
runned_ = true;
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::createLinks (void)
|
|
{
|
|
const FacNodes& facNodes = fg.facNodes();
|
|
for (size_t i = 0; i < facNodes.size(); i++) {
|
|
const VarNodes& neighbors = facNodes[i]->neighbors();
|
|
for (size_t j = 0; j < neighbors.size(); j++) {
|
|
links_.push_back (new BpLink (facNodes[i], neighbors[j]));
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::maxResidualSchedule (void)
|
|
{
|
|
if (nIters_ == 1) {
|
|
for (size_t 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 (size_t c = 0; c < links_.size(); c++) {
|
|
if (Globals::verbosity > 1) {
|
|
cout << "current residuals:" << endl;
|
|
for (SortedOrder::iterator it = sortedOrder_.begin();
|
|
it != sortedOrder_.end(); ++it) {
|
|
cout << " " << setw (30) << left << (*it)->toString();
|
|
cout << "residual = " << (*it)->residual() << endl;
|
|
}
|
|
}
|
|
|
|
SortedOrder::iterator it = sortedOrder_.begin();
|
|
BpLink* link = *it;
|
|
if (link->residual() < 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 FacNodes& factorNeighbors = link->varNode()->neighbors();
|
|
for (size_t i = 0; i < factorNeighbors.size(); i++) {
|
|
if (factorNeighbors[i] != link->facNode()) {
|
|
const BpLinks& links = ninf(factorNeighbors[i])->getLinks();
|
|
for (size_t j = 0; j < links.size(); j++) {
|
|
if (links[j]->varNode() != link->varNode()) {
|
|
calculateMessage (links[j]);
|
|
BpLinkMap::iterator iter = linkMap_.find (links[j]);
|
|
sortedOrder_.erase (iter->second);
|
|
iter->second = sortedOrder_.insert (links[j]);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
if (Globals::verbosity > 1) {
|
|
Util::printDashedLine();
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::calcFactorToVarMsg (BpLink* link)
|
|
{
|
|
FacNode* src = link->facNode();
|
|
const VarNode* dst = link->varNode();
|
|
const BpLinks& links = ninf(src)->getLinks();
|
|
// calculate the product of messages that were sent
|
|
// to factor `src', except from var `dst'
|
|
unsigned reps = 1;
|
|
unsigned msgSize = Util::sizeExpected (src->factor().ranges());
|
|
Params msgProduct (msgSize, LogAware::multIdenty());
|
|
if (Globals::logDomain) {
|
|
for (size_t i = links.size(); i-- > 0; ) {
|
|
if (links[i]->varNode() != dst) {
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " message from " << links[i]->varNode()->label();
|
|
cout << ": " ;
|
|
}
|
|
Util::apply_n_times (msgProduct, getVarToFactorMsg (links[i]),
|
|
reps, std::plus<double>());
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << endl;
|
|
}
|
|
}
|
|
reps *= links[i]->varNode()->range();
|
|
}
|
|
} else {
|
|
for (size_t i = links.size(); i-- > 0; ) {
|
|
if (links[i]->varNode() != dst) {
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " message from " << links[i]->varNode()->label();
|
|
cout << ": " ;
|
|
}
|
|
Util::apply_n_times (msgProduct, getVarToFactorMsg (links[i]),
|
|
reps, std::multiplies<double>());
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << endl;
|
|
}
|
|
}
|
|
reps *= links[i]->varNode()->range();
|
|
}
|
|
}
|
|
Factor result (src->factor().arguments(),
|
|
src->factor().ranges(), msgProduct);
|
|
result.multiply (src->factor());
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " message product: " << msgProduct << endl;
|
|
cout << " original factor: " << src->factor().params() << endl;
|
|
cout << " factor product: " << result.params() << endl;
|
|
}
|
|
result.sumOutAllExcept (dst->varId());
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " marginalized: " << result.params() << endl;
|
|
}
|
|
link->nextMessage() = result.params();
|
|
LogAware::normalize (link->nextMessage());
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " curr msg: " << link->message() << endl;
|
|
cout << " next msg: " << link->nextMessage() << endl;
|
|
}
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::getVarToFactorMsg (const BpLink* link) const
|
|
{
|
|
const VarNode* src = link->varNode();
|
|
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::SHOW_BP_CALCS) {
|
|
cout << msg;
|
|
}
|
|
BpLinks::const_iterator it;
|
|
const BpLinks& links = ninf (src)->getLinks();
|
|
if (Globals::logDomain) {
|
|
for (it = links.begin(); it != links.end(); ++it) {
|
|
msg += (*it)->message();
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " x " << (*it)->message();
|
|
}
|
|
}
|
|
msg -= link->message();
|
|
} else {
|
|
for (it = links.begin(); it != links.end(); ++it) {
|
|
msg *= (*it)->message();
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " x " << (*it)->message();
|
|
}
|
|
}
|
|
msg /= link->message();
|
|
}
|
|
if (Constants::SHOW_BP_CALCS) {
|
|
cout << " = " << msg;
|
|
}
|
|
return msg;
|
|
}
|
|
|
|
|
|
|
|
Params
|
|
BeliefProp::getJointByConditioning (const VarIds& jointVarIds) const
|
|
{
|
|
return Solver::getJointByConditioning (GroundSolver::BP, fg, jointVarIds);
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::initializeSolver (void)
|
|
{
|
|
const VarNodes& varNodes = fg.varNodes();
|
|
varsI_.reserve (varNodes.size());
|
|
for (size_t i = 0; i < varNodes.size(); i++) {
|
|
varsI_.push_back (new SPNodeInfo());
|
|
}
|
|
const FacNodes& facNodes = fg.facNodes();
|
|
facsI_.reserve (facNodes.size());
|
|
for (size_t i = 0; i < facNodes.size(); i++) {
|
|
facsI_.push_back (new SPNodeInfo());
|
|
}
|
|
createLinks();
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
FacNode* src = links_[i]->facNode();
|
|
VarNode* dst = links_[i]->varNode();
|
|
ninf (dst)->addBpLink (links_[i]);
|
|
ninf (src)->addBpLink (links_[i]);
|
|
}
|
|
}
|
|
|
|
|
|
|
|
bool
|
|
BeliefProp::converged (void)
|
|
{
|
|
if (links_.size() == 0) {
|
|
return true;
|
|
}
|
|
if (nIters_ == 0) {
|
|
return false;
|
|
}
|
|
if (Globals::verbosity > 2) {
|
|
cout << endl;
|
|
}
|
|
if (nIters_ == 1) {
|
|
if (Globals::verbosity > 1) {
|
|
cout << "no residuals" << endl << endl;
|
|
}
|
|
return false;
|
|
}
|
|
bool converged = true;
|
|
if (BpOptions::schedule == BpOptions::Schedule::MAX_RESIDUAL) {
|
|
double maxResidual = (*(sortedOrder_.begin()))->residual();
|
|
if (maxResidual > BpOptions::accuracy) {
|
|
converged = false;
|
|
} else {
|
|
converged = true;
|
|
}
|
|
} else {
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
double residual = links_[i]->residual();
|
|
if (Globals::verbosity > 1) {
|
|
cout << links_[i]->toString() + " residual = " << residual << endl;
|
|
}
|
|
if (residual > BpOptions::accuracy) {
|
|
converged = false;
|
|
if (Globals::verbosity < 2) {
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
if (Globals::verbosity > 1) {
|
|
cout << endl;
|
|
}
|
|
}
|
|
return converged;
|
|
}
|
|
|
|
|
|
|
|
void
|
|
BeliefProp::printLinkInformation (void) const
|
|
{
|
|
for (size_t i = 0; i < links_.size(); i++) {
|
|
BpLink* l = links_[i];
|
|
cout << l->toString() << ":" << endl;
|
|
cout << " curr msg = " ;
|
|
cout << l->message() << endl;
|
|
cout << " next msg = " ;
|
|
cout << l->nextMessage() << endl;
|
|
cout << " residual = " << l->residual() << endl;
|
|
}
|
|
}
|
|
|