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yap-6.3/packages/CLPBN/learning/em.yap
2012-12-17 17:57:00 +00:00

356 lines
10 KiB
Prolog

%
% The world famous EM algorithm, in a nutshell
%
:- module(clpbn_em, [em/5]).
:- reexport(library(clpbn),
[clpbn_flag/2,
clpbn_flag/3
]).
:- use_module(library(clpbn),
[clpbn_init_graph/1,
clpbn_init_solver/4,
clpbn_run_solver/3,
clpbn_finalize_solver/1,
pfl_init_solver/5,
pfl_run_solver/3,
conditional_probability/3,
clpbn_flag/2
]).
:- use_module(library('clpbn/dists'),
[get_dist_domain_size/2,
empty_dist/2,
dist_new_table/2,
get_dist_key/2,
randomise_all_dists/0,
uniformise_all_dists/0
]).
:- use_module(library('clpbn/ground_factors'),
[generate_network/5,
f/3
]).
:- use_module(library('clpbn/utils'),
[check_for_hidden_vars/3,
sort_vars_by_key/3
]).
:- use_module(library('clpbn/learning/learn_utils'),
[run_all/1,
clpbn_vars/2,
normalise_counts/2,
compute_likelihood/3,
soften_sample/2
]).
:- use_module(library(bhash),
[b_hash_new/1,
b_hash_lookup/3,
b_hash_insert/4
]).
:- use_module(library(matrix),
[matrix_add/3,
matrix_to_list/2
]).
:- use_module(library(lists),
[member/2]).
:- use_module(library(rbtrees),
[rb_new/1,
rb_insert/4,
rb_lookup/3
]).
:- use_module(library(maplist)).
:- meta_predicate em(:,+,+,-,-), init_em(:,-).
em(Items, MaxError, MaxIts, Tables, Likelihood) :-
catch(init_em(Items, State),Error,handle_em(Error)),
em_loop(0, 0.0, State, MaxError, MaxIts, Likelihood, Tables),
clpbn_finalize_solver(State),
assert(em_found(Tables, Likelihood)),
fail.
% get rid of new random variables the easy way :)
em(_, _, _, Tables, Likelihood) :-
retract(em_found(Tables, Likelihood)).
handle_em(error(repeated_parents)) :- !,
assert(em_found(_, -inf)),
fail.
handle_em(Error) :-
throw(Error).
% This gets you an initial configuration. If there is a lot of evidence
% tables may be filled in close to optimal, otherwise they may be
% close to uniform.
% it also gets you a run for random variables
% state collects all Info we need for the EM algorithm
% it includes the list of variables without evidence,
% the list of distributions for which we want to compute parameters,
% and more detailed info on distributions, namely with a list of all instances for the distribution.
init_em(Items, State) :-
clpbn_flag(em_solver, Solver),
% only used for PCGs
clpbn_init_graph(Solver),
% randomise_all_dists,
% set initial values for distributions
uniformise_all_dists,
setup_em_network(Items, State).
setup_em_network(Items, state(AllDists, AllDistInstances, MargKeys, SolverState)) :-
clpbn:use_parfactors(on), !,
% get all variables to marginalise
run_examples(Items, Keys, Factors, EList),
% get the EM CPT connections info from the factors
generate_dists(Factors, EList, AllDists, AllDistInstances, MargKeys),
% setup solver, if necessary
pfl_init_solver(MargKeys, Keys, Factors, EList, SolverState).
setup_em_network(Items, state(AllDists, AllDistInstances, MargVars, SolverState)) :-
% create the ground network
call_run_all(Items),
% get all variables to marginalise
attributes:all_attvars(AllVars0),
% and order them
sort_vars_by_key(AllVars0,AllVars,[]),
% remove variables that do not have to do with this query.
different_dists(AllVars, AllDists, AllDistInstances, MargVars),
% setup solver by doing parameter independent work.
clpbn_init_solver(MargVars, AllVars, _, SolverState).
run_examples(user:Exs, Keys, Factors, EList) :-
Exs = [_:_|_], !,
findall(ex(EKs, EFs, EEs), run_example(Exs, EKs, EFs, EEs), VExs),
foldl4(join_example, VExs, [], Keys, [], Factors, [], EList, 0, _).
run_examples(Items, Keys, Factors, EList) :-
run_ex(Items, Keys, Factors, EList).
join_example( ex(EKs, EFs, EEs), Keys0, Keys, Factors0, Factors, EList0, EList, I0, I) :-
I is I0+1,
foldl(process_key(I0), EKs, Keys0, Keys),
foldl(process_factor(I0), EFs, Factors0, Factors),
foldl(process_ev(I0), EEs, EList0, EList).
process_key(I0, K, Keys0, [I0:K|Keys0]).
process_factor(I0, f(Type, Id, Keys), Keys0, [f(Type, Id, NKeys)|Keys0]) :-
maplist(update_key(I0), Keys, NKeys).
update_key(I0, K, I0:K).
process_ev(I0, K=V, Es0, [(I0:K)=V|Es0]).
run_example([_:Items|_], Keys, Factors, EList) :-
run_ex(user:Items, Keys, Factors, EList).
run_example([_|LItems], Keys, Factors, EList) :-
run_example(LItems, Keys, Factors, EList).
run_ex(Items, Keys, Factors, EList) :-
% create the ground network
call_run_all(Items),
attributes:all_attvars(AllVars0),
% and order them
sort_vars_by_key(AllVars0,AllVars,[]),
% no, we are in trouble because we don't know the network yet.
% get the ground network
generate_network(AllVars, _, Keys, Factors, EList).
% loop for as long as you want.
em_loop(Its, Likelihood0, State, MaxError, MaxIts, LikelihoodF, FTables) :-
estimate(State, LPs),
maximise(State, Tables, LPs, Likelihood),
ltables(Tables, F0Tables),
%writeln(iteration:Its:Likelihood:Its:Likelihood0:F0Tables),
(
(
abs((Likelihood - Likelihood0)/Likelihood) < MaxError
;
Its == MaxIts
)
->
ltables(Tables, FTables),
LikelihoodF = Likelihood
;
Its1 is Its+1,
em_loop(Its1, Likelihood, State, MaxError, MaxIts, LikelihoodF, FTables)
).
ltables([], []).
ltables([Id-T|Tables], [Key-LTable|FTables]) :-
matrix_to_list(T,LTable),
get_dist_key(Id, Key),
ltables(Tables, FTables).
generate_dists(Factors, EList, AllDists, AllInfo, MargVars) :-
b_hash_new(Ev0),
foldl(elist_to_hash, EList, Ev0, Ev),
maplist(process_factor(Ev), Factors, Dists0),
sort(Dists0, Dists1),
group(Dists1, AllDists, AllInfo, MargVars0, []),
sort(MargVars0, MargVars).
elist_to_hash(K=V, Ev0, Ev) :-
b_hash_insert(Ev0, K, V, Ev).
process_factor(Ev, f(bayes,Id,Ks), i(Id, Ks, Cases, NonEvs)) :-
foldl( fetch_evidence(Ev), Ks, CompactCases, [], NonEvs),
uncompact_cases(CompactCases, Cases).
fetch_evidence(Ev, K, E, NonEvs, NonEvs) :-
b_hash_lookup(K, E, Ev), !.
fetch_evidence(_Ev, K, Ns, NonEvs, [K|NonEvs]) :-
pfl:skolem(K,D),
foldl(domain_to_number, D, Ns, 0, _).
domain_to_number(_, I0, I0, I) :-
I is I0+1.
% collect the different dists we are going to learn next.
different_dists(AllVars, AllDists, AllInfo, MargVars) :-
all_dists(AllVars, AllVars, Dists0),
sort(Dists0, Dists1),
group(Dists1, AllDists, AllInfo, MargVars0, []),
sort(MargVars0, MargVars).
%
% V -> to Id defining V. We get:
% the random variables that are parents
% the cases that can happen, eg if we have A <- B, C
% A and B are boolean w/o evidence, and C is f, the cases could be
% [0,0,1], [0,1,1], [1,0,0], [1,1,0],
% Hiddens will be C
%
all_dists([], _, []).
all_dists([V|AllVars], AllVars0, [i(Id, [V|Parents], Cases, Hiddens)|Dists]) :-
% V is an instance of Id
clpbn:get_atts(V, [dist(Id,Parents)]),
sort([V|Parents], Sorted),
length(Sorted, LengSorted),
length(Parents, LengParents),
(
LengParents+1 =:= LengSorted
->
true
;
throw(error(repeated_parents))
),
generate_hidden_cases([V|Parents], CompactCases, Hiddens),
uncompact_cases(CompactCases, Cases),
all_dists(AllVars, AllVars0, Dists).
generate_hidden_cases([], [], []).
generate_hidden_cases([V|Parents], [P|Cases], Hiddens) :-
clpbn:get_atts(V, [evidence(P)]), !,
generate_hidden_cases(Parents, Cases, Hiddens).
generate_hidden_cases([V|Parents], [Cases|MoreCases], [V|Hiddens]) :-
clpbn:get_atts(V, [dist(Id,_)]),
get_dist_domain_size(Id, Sz),
gen_cases(0, Sz, Cases),
generate_hidden_cases(Parents, MoreCases, Hiddens).
gen_cases(Sz, Sz, []) :- !.
gen_cases(I, Sz, [I|Cases]) :-
I1 is I+1,
gen_cases(I1, Sz, Cases).
uncompact_cases(CompactCases, Cases) :-
findall(Case, is_case(CompactCases, Case), Cases).
is_case([], []).
is_case([A|CompactCases], [A|Case]) :-
integer(A), !,
is_case(CompactCases, Case).
is_case([L|CompactCases], [C|Case]) :-
member(C, L),
is_case(CompactCases, Case).
group([], [], []) --> [].
group([i(Id,Ps,Cs,[])|Dists1], [Id|Ids], [Id-[i(Id,Ps,Cs,[])|Extra]|AllInfo]) --> !,
same_id(Dists1, Id, Extra, Rest),
group(Rest, Ids, AllInfo).
group([i(Id,Ps,Cs,Hs)|Dists1], [Id|Ids], [Id-[i(Id,Ps,Cs,Hs)|Extra]|AllInfo]) -->
[Hs],
same_id(Dists1, Id, Extra, Rest),
group(Rest, Ids, AllInfo).
same_id([i(Id,Vs,Cases,[])|Dists1], Id, [i(Id, Vs, Cases, [])|Extra], Rest) --> !,
same_id(Dists1, Id, Extra, Rest).
same_id([i(Id,Vs,Cases,Hs)|Dists1], Id, [i(Id, Vs, Cases, Hs)|Extra], Rest) --> !,
[Hs],
same_id(Dists1, Id, Extra, Rest).
same_id(Dists, _, [], Dists) --> [].
compact_mvars([], []).
compact_mvars([X1,X2|MargVars], CMVars) :- X1 == X2, !,
compact_mvars([X2|MargVars], CMVars).
compact_mvars([X|MargVars], [X|CMVars]) :- !,
compact_mvars(MargVars, CMVars).
estimate(state(_, _, Margs, SolverState), LPs) :-
clpbn:use_parfactors(on), !,
pfl_run_solver(Margs, LPs, SolverState).
estimate(state(_, _, Margs, SolverState), LPs) :-
clpbn_run_solver(Margs, LPs, SolverState).
maximise(state(_,DistInstances,MargVars,_), Tables, LPs, Likelihood) :-
rb_new(MDistTable0),
foldl(create_mdist_table, MargVars, LPs, MDistTable0, MDistTable),
compute_parameters(DistInstances, Tables, MDistTable, 0.0, Likelihood, LPs:MargVars).
create_mdist_table(Vs, Ps, MDistTable0, MDistTable) :-
rb_insert(MDistTable0, Vs, Ps, MDistTable).
compute_parameters([], [], _, Lik, Lik, _).
compute_parameters([Id-Samples|Dists], [Id-NewTable|Tables], MDistTable, Lik0, Lik, LPs:MargVars) :-
empty_dist(Id, Table0),
add_samples(Samples, Table0, MDistTable),
%matrix_to_list(Table0,Mat), lists:sumlist(Mat, Sum), format(user_error, 'FINAL ~d ~w ~w~n', [Id,Sum,Mat]),
soften_sample(Table0, SoftenedTable),
% matrix:matrix_sum(Table0,TotM),
normalise_counts(SoftenedTable, NewTable),
compute_likelihood(Table0, NewTable, DeltaLik),
dist_new_table(Id, NewTable),
NewLik is Lik0+DeltaLik,
compute_parameters(Dists, Tables, MDistTable, NewLik, Lik, LPs:MargVars).
add_samples([], _, _).
add_samples([i(_,_,[Case],[])|Samples], Table, MDistTable) :- !,
matrix_add(Table,Case,1.0),
add_samples(Samples, Table, MDistTable).
add_samples([i(_,_,Cases,Hiddens)|Samples], Table, MDistTable) :-
rb_lookup(Hiddens, Ps, MDistTable),
run_sample(Cases, Ps, Table),
%matrix_to_list(Table,M), format(user_error, '~w ~w~n', [Cases,Ps]),
add_samples(Samples, Table, MDistTable).
run_sample([], [], _).
run_sample([C|Cases], [P|Ps], Table) :-
matrix_add(Table, C, P),
run_sample(Cases, Ps, Table).
call_run_all(Mod:Items) :-
clpbn_flag(em_solver, pcg), !,
backtrack_run_all(Items, Mod).
call_run_all(Mod:Items) :-
run_all(Mod:Items).
backtrack_run_all([Item|_], Mod) :-
call(Mod:Item),
fail.
backtrack_run_all([_|Items], Mod) :-
backtrack_run_all(Items, Mod).
backtrack_run_all([], _).