hbayes-0.4: Bayes/VariableElimination.hs
{- | Algorithms for variable elimination
-}
module Bayes.VariableElimination(
-- * Inferences
priorMarginal
, posteriorMarginal
-- * Interaction graph and elimination order
, interactionGraph
, degreeOrder
, minDegreeOrder
, minFillOrder
, allVariables
, marginal
, mpemarginal
, mpe
, EliminationOrder
) where
import Bayes
import Bayes.Factor
import Data.List(minimumBy,(\\),foldl')
import Data.Maybe(fromJust)
import Data.Function(on)
import qualified Data.Map as M
import Bayes.Factor.PrivateCPT(convertToMaxFactor,CPT,MAXCPT)
import Bayes.Factor.CPT
import Bayes.Factor.MaxCPT
import Bayes.PrivateTypes(DVISet)
import Bayes.VariableElimination.Buckets
--import Debug.Trace
--debug s a = trace (s ++ "\n" ++ show a ++ "\n") a
-- | 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
convertToMaxCPT :: Buckets CPT -> Buckets MAXCPT
convertToMaxCPT (Buckets e m) = Buckets e (M.map (map convertToMaxFactor) m)
-- | Compute the prior marginal. All the variables in the
-- elimination order are conditionning variables ( p( . | conditionning variables) )
marginal :: (IsBucketItem f, Factor f)
=> [f] -- ^ Bayesian Network
-> EliminationOrder DV -- ^ Ordering of variables to marginalize
-> EliminationOrder DV -- ^ Ordering of remaining variables
-> [DVI] -- ^ Assignment for some factors in variables to marginalize
-> f
marginal lf p r assignment =
-- The elimintation order are the variables to eliminate.
-- But the algorithm also needs the remaining variables
let bucket = createBuckets lf p r
assignmentFactors = map factorFromInstantiation assignment
bucket' = foldl' addBucket bucket assignmentFactors
Buckets _ resultBucket = foldl' marginalizeOneVariable bucket' p
resultFactor = factorProduct . concat . M.elems $ resultBucket
-- The norm is P(e) and result factor is P(Q,e)
in
-- We get P(Q , e)
resultFactor
-- | Compute the prior marginal. All the variables in the
-- elimination order are conditionning variables ( p( . | conditionning variables) )
-- First we sum, then we maximize for the remaining variables
mpemarginal :: [CPT] -- ^ Bayesian Network
-> EliminationOrder DV -- ^ Ordering of variables to marginalize
-> EliminationOrder DV -- ^ Ordering of remaining variables
-> [DVI] -- ^ Assignment for some factors in variables to marginalize
-> MAXCPT
mpemarginal lf p r assignment =
-- The elimintation order are the variables to eliminate.
-- But the algorithm also needs the remaining variables
let bucket = createBuckets lf p r
assignmentFactors = map factorFromInstantiation assignment
bucket' = foldl' addBucket bucket assignmentFactors
bucket'' = foldl' marginalizeOneVariable bucket' p
bucketMax = convertToMaxCPT bucket''
Buckets _ resultBucket = foldl' marginalizeOneVariable bucketMax r
resultFactor = factorProduct . concat . M.elems $ resultBucket
-- The norm is P(e) and result factor is P(Q,e)
in
-- We get P(Q , e)
resultFactor
-- | Most Probable Explanation (or Maximum A Posteriori estimator)
-- when restricted to a subest of variables in output
mpe :: (Graph g, BayesianDiscreteVariable dva, BayesianDiscreteVariable dvb)
=> BayesianNetwork g CPT -- ^ Bayesian network defining the factors
-> EliminationOrder dva -- ^ Ordering of variables to sum out (should contain evidence variables)
-> EliminationOrder dvb -- ^ Ordering of remaining variables (to maximize)
-> [DVI] -- ^ Assignment
-> [DVISet] -- ^ MPE or MAP instantiation
mpe g someP someR assignment =
let p = map dv someP
r = map dv someR
s = allVertexValues g
resultFactor = mpemarginal s p r assignment
in
mpeInstantiations (resultFactor)
posteriorMarginal :: (Graph g, IsBucketItem f, Factor f,Show f, BayesianDiscreteVariable dva, BayesianDiscreteVariable dvb)
=> BayesianNetwork g f -- ^ Bayesian Network
-> EliminationOrder dva -- ^ Ordering of variables to marginzalie
-> EliminationOrder dvb-- ^ Ordering of remaining variables
-> [DVI] -- ^ Assignment for some factors in variables to marginalize
-> f
posteriorMarginal g someP someR assignment =
let p = map dv someP
r = map dv someR
s = allVertexValues g
resultFactor = marginal s p r assignment
norm = factorNorm resultFactor
in
-- We get P(Q | e)
resultFactor `factorDivide` norm
-- | Compute the prior marginal. All the variables in the
-- elimination order are conditionning variables ( p( . | conditionning variables) )
priorMarginal :: (Graph g, IsBucketItem f, Factor f,Show f, BayesianDiscreteVariable dva, BayesianDiscreteVariable dvb)
=> BayesianNetwork g f -- ^ Bayesian Network
-> EliminationOrder dva-- ^ Ordering of variables to marginalize
-> EliminationOrder dvb-- ^ Ordering of remaining to keep in result
-> f
priorMarginal g someEA someEB =
let ea = map dv someEA
eb = map dv someEB
s = allVertexValues g
resultFactor = marginal s ea eb []
norm = factorNorm resultFactor
in
-- We get P(Q | e)
resultFactor `factorDivide` norm
-- | 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 g (va,vb) =
let g' = addVertex (variableVertex vb) vb . addVertex (variableVertex va) va $ g
in
addEdge (edge (variableVertex va) (variableVertex vb)) () $ g'
in
foldl' 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 DV
-> Int
degreeOrder g p =
let ig = interactionGraph g :: UndirectedSG () DV
(_,w) = foldl' processVariable (ig,0) p
in
w
where
addAnEdge g (va,vb) = addEdge (edge va vb) () g
processVariable (g,w) bdv =
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) (foldl' 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 DV
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 DV
minDegreeOrder = eliminationOrderForMetric nbNeighbors
-- | Elimination order minimizing the filling
minFillOrder :: (Graph g, Factor f, FoldableWithVertex g)
=> BayesianNetwork g f
-> EliminationOrder DV
minFillOrder = eliminationOrderForMetric nbMissingLinks