hbayes-0.2: Bayes/VariableElimination.hs
{- | Algorithms for variable elimination
-}
module Bayes.VariableElimination(
-- * Inferences
priorMarginal
, posteriorMarginal
-- * Interaction graph and elimination order
, interactionGraph
, degreeOrder
, minDegreeOrder
, minFillOrder
, allVariables
, EliminationOrder
) where
import Bayes
import Bayes.Factor
import Data.List(partition,minimumBy,(\\),find)
import Data.Maybe(fromJust)
import Data.Function(on)
import qualified Data.Map as M
--import Debug.Trace
--debug s a = trace (s ++ "\n" ++ show a ++ "\n") a
-- | Elimination order
type EliminationOrder = [DV]
-- | Get all variables from a Bayesian Network
allVariables :: (Graph g, Factor f)
=> BayesianNetwork g f
-> [DV]
allVariables g =
let s = allVertexValues g
createDV = factorMainVariable
in
map createDV s
-- | Used for bucket elimination. Factor are organized by their first DV
type Buckets f = (EliminationOrder,M.Map DV [f])
createBuckets :: (Graph g, Factor f, Show f)
=> BayesianNetwork g f -- ^ Bayesian Network
-> EliminationOrder -- ^ Variables to eliminate
-> EliminationOrder -- ^ Remaining variables
-> Buckets f
createBuckets g e r =
let s = allVertexValues g
-- We put the selected variables for elimination in the right order at the beginning
-- Which means the function can work with a partial order which is completed with other
-- variables by default.
theOrder = e ++ r
addDVToBucket dv (rf, m) =
let (fk,remaining) = partition (flip containsVariable dv) rf
in
(remaining, M.insert dv fk m)
(_,b) = foldr addDVToBucket (s,M.empty) (reverse theOrder)
in
(tail theOrder,b)
-- | Get the factors for a bucket
getBucket :: DV
-> Buckets f
-> [f]
getBucket dv (_,m) = fromJust $ M.lookup dv m
-- | Update bucket
updateBucket :: Factor f => DV -> f -> Buckets f -> Buckets f
updateBucket dv f b@(e,m) =
if isScalarFactor f
then
(tail e,M.insert dv [f] m)
else
let b' = removeFromBucket dv b
(e',m') = addBucket f b'
in
(tail e',m')
-- | Add a factor to the right bucket
addBucket :: Factor f => f -> Buckets f -> Buckets f
addBucket f (e,b) =
let inBucket = find (f `containsVariable`) e
in
case inBucket of
Nothing -> (e,b)
Just bucket -> (e, M.insertWith' (++) bucket [f] b)
-- | Remove a variable from the bucket
removeFromBucket :: DV -> Buckets f -> Buckets f
removeFromBucket dv (e,m) = (e,M.delete dv m)
-- | Compute the prior marginal. All the variables in the
-- elimination order are conditionning variables ( p( . | conditionning variables) )
posteriorMarginal :: (Graph g, Factor f, Show f)
=> BayesianNetwork g f -- ^ Bayesian Network
-> EliminationOrder -- ^ Ordering of variables to marginzalie
-> EliminationOrder -- ^ Ordering of remaining variables
-> [DVI Int] -- ^ Assignment for some factors in vaiables to marginalize
-> f
posteriorMarginal n p r assignment =
-- The elimintation order are the variables to eliminate.
-- But the algorithm also needs the remaining variables
let bucket = createBuckets n p r
assignmentFactors = map factorFromInstantiation assignment
bucket' = foldr addBucket bucket assignmentFactors
(_,resultBucket) = foldr marginalizeOneVariable bucket' (reverse p)
resultFactor = factorProduct . concat . M.elems $ resultBucket
-- The norm is P(e) and result factor is P(Q,e)
norm = factorNorm resultFactor
in
-- We get P(Q | e)
resultFactor `factorDivide` norm
where
marginalizeOneVariable dv currentBucket =
let fk = getBucket dv currentBucket
p = factorProduct fk
f' = factorProjectOut [dv] p
in
updateBucket dv f' currentBucket
-- | Compute the prior marginal. All the variables in the
-- elimination order are conditionning variables ( p( . | conditionning variables) )
priorMarginal :: (Graph g, Factor f, Show f)
=> BayesianNetwork g f -- ^ Bayesian Network
-> EliminationOrder -- ^ Ordering of variables to marginalize
-> EliminationOrder -- ^ Ordering of remaining to keep in result
-> f
priorMarginal g ea eb = posteriorMarginal g ea eb []
-- | Compute the interaction graph of the BayesianNetwork
interactionGraph :: (FoldableWithVertex g,Factor f, UndirectedGraph g')
=> BayesianNetwork g f
-> g' () DV
interactionGraph g =
foldrWithVertex addFactor emptyGraph g
where
addFactor vertex factor graph =
let allvars = factorVariables factor
edges = [(x,y) | x <- allvars, y <- allvars , x /= y]
addNewEdge (va,vb) g =
let g' = addVertex (variableVertex vb) vb . addVertex (variableVertex va) va $ g
in
addEdge (edge (variableVertex va) (variableVertex vb)) () $ g'
in
foldr addNewEdge graph edges
-- | Number of neighbors for a variable in the bayesian network
nbNeighbors :: UndirectedSG () DV
-> DV
-> Int
nbNeighbors g dv =
let r = fromJust $ neighbors g (variableVertex dv)
in
length r
-- | Number of missing links between the neighbors of the graph
nbMissingLinks :: UndirectedSG () DV
-> DV
-> Int
nbMissingLinks g dv =
let r = fromJust $ neighbors g (variableVertex dv)
edges = [(x,y) | x <- r, y <- r , x /= y, not (isLinkedWithAnEdge g x y)]
in
length edges
-- | Compute the degree order of an elimination order
degreeOrder :: (FoldableWithVertex g, Factor f, Graph g)
=> BayesianNetwork g f
-> EliminationOrder
-> Int
degreeOrder g p =
let ig = interactionGraph g :: UndirectedSG () DV
(_,w) = foldr processVariable (ig,0) p
in
w
where
addAnEdge (va,vb) g = addEdge (edge va vb) () g
processVariable bdv (g,w) =
let r = fromJust $ neighbors g (variableVertex bdv)
nbNeighbors = length r
edges = [(x,y) | x <- r, y <- r , x /= y, not (isLinkedWithAnEdge g x y)]
g' = removeVertex (variableVertex bdv) (foldr addAnEdge g edges)
in
if nbNeighbors > w
then
(g',nbNeighbors)
else
(g',w)
-- | Find an elimination order minimizing a metric
eliminationOrderForMetric :: (Graph g, Factor f, FoldableWithVertex g, UndirectedGraph g')
=> (g' () DV -> DV -> Int)
-> BayesianNetwork g f
-> EliminationOrder
eliminationOrderForMetric metric g =
let ig = interactionGraph g
s = allVertexValues ig
getOptimalNode _ [] = []
getOptimalNode g l =
let (optimalNode,_) = minimumBy (compare `on` snd) . map (\v -> (v,metric g v)) $ l
g' = removeVertex (variableVertex optimalNode) g
in
optimalNode : getOptimalNode g' (l \\ [optimalNode])
in
getOptimalNode ig s
-- | Elimination order minimizing the degree
minDegreeOrder :: (Graph g, Factor f, FoldableWithVertex g)
=> BayesianNetwork g f
-> EliminationOrder
minDegreeOrder = eliminationOrderForMetric nbNeighbors
-- | Elimination order minimizing the filling
minFillOrder :: (Graph g, Factor f, FoldableWithVertex g)
=> BayesianNetwork g f
-> EliminationOrder
minFillOrder = eliminationOrderForMetric nbMissingLinks