497 lines
13 KiB
C++
497 lines
13 KiB
C++
#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 "FgBpSolver.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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FgBpSolver::FgBpSolver (const FactorGraph& fg) : Solver (&fg)
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{
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factorGraph_ = &fg;
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}
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FgBpSolver::~FgBpSolver (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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void
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FgBpSolver::runSolver (void)
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{
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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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}
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runLoopySolver();
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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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}
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unsigned size = factorGraph_->getVarNodes().size();
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if (Constants::COLLECT_STATS) {
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unsigned nIters = 0;
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bool loopy = factorGraph_->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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}
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}
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Params
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FgBpSolver::getPosterioriOf (VarId vid)
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{
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assert (factorGraph_->getFgVarNode (vid));
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FgVarNode* var = factorGraph_->getFgVarNode (vid);
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Params probs;
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if (var->hasEvidence()) {
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probs.resize (var->nrStates(), LogAware::noEvidence());
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probs[var->getEvidence()] = LogAware::withEvidence();
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} else {
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probs.resize (var->nrStates(), 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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FgBpSolver::getJointDistributionOf (const VarIds& jointVarIds)
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{
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int idx = -1;
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FgVarNode* vn = factorGraph_->getFgVarNode (jointVarIds[0]);
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const FgFacSet& factorNodes = vn->neighbors();
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for (unsigned i = 0; i < factorNodes.size(); i++) {
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if (factorNodes[i]->factor()->contains (jointVarIds)) {
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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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Factor res (*factorNodes[idx]->factor());
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const SpLinkSet& links = ninf(factorNodes[idx])->getLinks();
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for (unsigned i = 0; i < links.size(); i++) {
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Factor msg (links[i]->getVariable()->varId(),
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links[i]->getVariable()->nrStates(),
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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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FgBpSolver::runLoopySolver (void)
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{
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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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Util::printHeader (" Iteration " + nIters_);
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cout << endl;
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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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}
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}
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void
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FgBpSolver::initializeSolver (void)
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{
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const FgVarSet& varNodes = factorGraph_->getVarNodes();
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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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varsI_.reserve (varNodes.size());
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for (unsigned i = 0; i < varNodes.size(); i++) {
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varsI_.push_back (new SPNodeInfo());
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}
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const FgFacSet& facNodes = factorGraph_->getFactorNodes();
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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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facsI_.reserve (facNodes.size());
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for (unsigned i = 0; i < facNodes.size(); i++) {
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facsI_.push_back (new SPNodeInfo());
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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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createLinks();
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for (unsigned i = 0; i < links_.size(); i++) {
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FgFacNode* src = links_[i]->getFactor();
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FgVarNode* dst = links_[i]->getVariable();
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ninf (dst)->addSpLink (links_[i]);
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ninf (src)->addSpLink (links_[i]);
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}
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}
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void
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FgBpSolver::createLinks (void)
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{
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const FgFacSet& facNodes = factorGraph_->getFactorNodes();
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for (unsigned i = 0; i < facNodes.size(); i++) {
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const FgVarSet& 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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bool
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FgBpSolver::converged (void)
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{
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if (links_.size() == 0) {
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return true;
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}
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if (nIters_ == 0 || nIters_ == 1) {
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return false;
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}
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bool converged = true;
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if (BpOptions::schedule == BpOptions::Schedule::MAX_RESIDUAL) {
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double maxResidual = (*(sortedOrder_.begin()))->getResidual();
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if (maxResidual > BpOptions::accuracy) {
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converged = false;
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} else {
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converged = true;
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}
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} else {
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for (unsigned i = 0; i < links_.size(); i++) {
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double residual = links_[i]->getResidual();
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if (Constants::DEBUG >= 2) {
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cout << links_[i]->toString() + " residual = " << residual << endl;
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}
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if (residual > BpOptions::accuracy) {
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converged = false;
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if (Constants::DEBUG == 0) break;
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}
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}
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}
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return converged;
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}
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void
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FgBpSolver::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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const FgFacSet& factorNeighbors = link->getVariable()->neighbors();
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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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FgBpSolver::calculateFactor2VariableMsg (SpLink* link) const
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{
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const FgFacNode* src = link->getFactor();
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const FgVarNode* 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()->nrStates();
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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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Util::add (msgProduct, getVar2FactorMsg (links[i]), repetitions);
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repetitions *= links[i]->getVariable()->nrStates();
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} else {
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unsigned ds = links[i]->getVariable()->nrStates();
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Util::add (msgProduct, Params (ds, 1.0), repetitions);
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repetitions *= ds;
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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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cout << ": " << endl;
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}
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Util::multiply (msgProduct, getVar2FactorMsg (links[i]), repetitions);
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repetitions *= links[i]->getVariable()->nrStates();
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} else {
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unsigned ds = links[i]->getVariable()->nrStates();
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Util::multiply (msgProduct, Params (ds, 1.0), repetitions);
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repetitions *= ds;
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}
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}
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}
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Factor result (src->factor()->arguments(),
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src->factor()->ranges(),
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msgProduct);
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result.multiply (*(src->factor()));
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if (Constants::DEBUG >= 5) {
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cout << " message product: " << msgProduct << endl;
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cout << " original factor: " << src->params() << endl;
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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;
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}
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const Params& resultParams = result.params();
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Params& message = link->getNextMessage();
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for (unsigned i = 0; i < resultParams.size(); i++) {
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message[i] = resultParams[i];
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}
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LogAware::normalize (message);
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if (Constants::DEBUG >= 5) {
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cout << " curr msg: " << link->getMessage() << endl;
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cout << " next msg: " << message << endl;
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}
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}
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Params
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FgBpSolver::getVar2FactorMsg (const SpLink* link) const
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{
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const FgVarNode* src = link->getVariable();
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const FgFacNode* dst = link->getFactor();
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Params msg;
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if (src->hasEvidence()) {
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msg.resize (src->nrStates(), LogAware::noEvidence());
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msg[src->getEvidence()] = LogAware::withEvidence();
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if (Constants::DEBUG >= 5) {
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cout << msg;
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}
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} else {
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msg.resize (src->nrStates(), LogAware::one());
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}
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if (Constants::DEBUG >= 5) {
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cout << msg;
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}
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const SpLinkSet& links = ninf (src)->getLinks();
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if (Globals::logDomain) {
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for (unsigned i = 0; i < links.size(); i++) {
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if (links[i]->getFactor() != dst) {
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Util::add (msg, links[i]->getMessage());
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}
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}
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} else {
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for (unsigned i = 0; i < links.size(); i++) {
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if (links[i]->getFactor() != dst) {
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Util::multiply (msg, links[i]->getMessage());
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if (Constants::DEBUG >= 5) {
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cout << " x " << links[i]->getMessage();
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}
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}
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}
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}
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if (Constants::DEBUG >= 5) {
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cout << " = " << msg;
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}
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return msg;
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}
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Params
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FgBpSolver::getJointByConditioning (const VarIds& jointVarIds) const
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{
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FgVarSet jointVars;
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for (unsigned i = 0; i < jointVarIds.size(); i++) {
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assert (factorGraph_->getFgVarNode (jointVarIds[i]));
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jointVars.push_back (factorGraph_->getFgVarNode (jointVarIds[i]));
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}
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FactorGraph* fg = new FactorGraph (*factorGraph_);
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FgBpSolver solver (*fg);
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solver.runSolver();
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Params prevBeliefs = solver.getPosterioriOf (jointVarIds[0]);
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VarIds observedVids = {jointVars[0]->varId()};
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for (unsigned i = 1; i < jointVarIds.size(); i++) {
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assert (jointVars[i]->hasEvidence() == false);
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Params newBeliefs;
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VarNodes observedVars;
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for (unsigned j = 0; j < observedVids.size(); j++) {
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observedVars.push_back (fg->getFgVarNode (observedVids[j]));
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}
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StatesIndexer idx (observedVars, false);
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while (idx.valid()) {
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for (unsigned j = 0; j < observedVars.size(); j++) {
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observedVars[j]->setEvidence (idx[j]);
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}
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++ idx;
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FgBpSolver solver (*fg);
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solver.runSolver();
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Params beliefs = solver.getPosterioriOf (jointVarIds[i]);
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for (unsigned k = 0; k < beliefs.size(); k++) {
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newBeliefs.push_back (beliefs[k]);
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}
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}
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int count = -1;
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for (unsigned j = 0; j < newBeliefs.size(); j++) {
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if (j % jointVars[i]->nrStates() == 0) {
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count ++;
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}
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newBeliefs[j] *= prevBeliefs[count];
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}
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prevBeliefs = newBeliefs;
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observedVids.push_back (jointVars[i]->varId());
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}
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return prevBeliefs;
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}
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void
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FgBpSolver::printLinkInformation (void) const
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{
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for (unsigned i = 0; i < links_.size(); i++) {
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SpLink* l = links_[i];
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cout << l->toString() << ":" << endl;
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cout << " curr msg = " ;
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cout << l->getMessage() << endl;
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cout << " next msg = " ;
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cout << l->getNextMessage() << endl;
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cout << " residual = " << l->getResidual() << endl;
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}
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}
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