Formatted and fixed discrete examples
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@ -1,7 +1,4 @@
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set (excluded_examples
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DiscreteBayesNet_FG.cpp
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UGM_chain.cpp
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UGM_small.cpp
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elaboratePoint2KalmanFilter.cpp
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)
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@ -10,110 +10,111 @@
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* -------------------------------------------------------------------------- */
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/**
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* @file DiscreteBayesNet_FG.cpp
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* @file DiscreteBayesNet_graph.cpp
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* @brief Discrete Bayes Net example using Factor Graphs
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* @author Abhijit
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* @date Jun 4, 2012
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*
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* We use the famous Rain/Cloudy/Sprinkler Example of [Russell & Norvig, 2009, p529]
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* You may be familiar with other graphical model packages like BNT (available
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* at http://bnt.googlecode.com/svn/trunk/docs/usage.html) where this is used as an
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* example. The following demo is same as that in the above link, except that
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* everything is using GTSAM.
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* We use the famous Rain/Cloudy/Sprinkler Example of [Russell & Norvig, 2009,
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* p529] You may be familiar with other graphical model packages like BNT
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* (available at http://bnt.googlecode.com/svn/trunk/docs/usage.html) where this
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* is used as an example. The following demo is same as that in the above link,
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* except that everything is using GTSAM.
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*/
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#include <gtsam/discrete/DiscreteFactorGraph.h>
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#include <gtsam/discrete/DiscreteSequentialSolver.h>
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#include <gtsam/discrete/DiscreteMarginals.h>
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#include <iomanip>
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using namespace std;
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using namespace gtsam;
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int main(int argc, char **argv) {
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// Define keys and a print function
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Key C(1), S(2), R(3), W(4);
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auto print = [=](DiscreteFactor::sharedValues values) {
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cout << boolalpha << "Cloudy = " << static_cast<bool>((*values)[C])
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<< " Sprinkler = " << static_cast<bool>((*values)[S])
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<< " Rain = " << boolalpha << static_cast<bool>((*values)[R])
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<< " WetGrass = " << static_cast<bool>((*values)[W]) << endl;
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};
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// We assume binary state variables
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// we have 0 == "False" and 1 == "True"
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const size_t nrStates = 2;
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// define variables
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DiscreteKey Cloudy(1, nrStates), Sprinkler(2, nrStates), Rain(3, nrStates),
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WetGrass(4, nrStates);
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DiscreteKey Cloudy(C, nrStates), Sprinkler(S, nrStates), Rain(R, nrStates),
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WetGrass(W, nrStates);
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// create Factor Graph of the bayes net
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DiscreteFactorGraph graph;
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// add factors
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graph.add(Cloudy, "0.5 0.5"); //P(Cloudy)
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graph.add(Cloudy & Sprinkler, "0.5 0.5 0.9 0.1"); //P(Sprinkler | Cloudy)
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graph.add(Cloudy & Rain, "0.8 0.2 0.2 0.8"); //P(Rain | Cloudy)
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graph.add(Cloudy, "0.5 0.5"); // P(Cloudy)
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graph.add(Cloudy & Sprinkler, "0.5 0.5 0.9 0.1"); // P(Sprinkler | Cloudy)
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graph.add(Cloudy & Rain, "0.8 0.2 0.2 0.8"); // P(Rain | Cloudy)
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graph.add(Sprinkler & Rain & WetGrass,
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"1 0 0.1 0.9 0.1 0.9 0.001 0.99"); //P(WetGrass | Sprinkler, Rain)
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"1 0 0.1 0.9 0.1 0.9 0.001 0.99"); // P(WetGrass | Sprinkler, Rain)
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// Alternatively we can also create a DiscreteBayesNet, add DiscreteConditional
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// factors and create a FactorGraph from it. (See testDiscreteBayesNet.cpp)
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// Alternatively we can also create a DiscreteBayesNet, add
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// DiscreteConditional factors and create a FactorGraph from it. (See
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// testDiscreteBayesNet.cpp)
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// Since this is a relatively small distribution, we can as well print
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// the whole distribution..
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cout << "Distribution of Example: " << endl;
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cout << setw(11) << "Cloudy(C)" << setw(14) << "Sprinkler(S)" << setw(10)
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<< "Rain(R)" << setw(14) << "WetGrass(W)" << setw(15) << "P(C,S,R,W)"
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<< endl;
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<< "Rain(R)" << setw(14) << "WetGrass(W)" << setw(15) << "P(C,S,R,W)"
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<< endl;
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for (size_t a = 0; a < nrStates; a++)
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for (size_t m = 0; m < nrStates; m++)
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for (size_t h = 0; h < nrStates; h++)
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for (size_t c = 0; c < nrStates; c++) {
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DiscreteFactor::Values values;
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values[Cloudy.first] = c;
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values[Sprinkler.first] = h;
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values[Rain.first] = m;
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values[WetGrass.first] = a;
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values[C] = c;
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values[S] = h;
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values[R] = m;
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values[W] = a;
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double prodPot = graph(values);
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cout << boolalpha << setw(8) << (bool) c << setw(14)
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<< (bool) h << setw(12) << (bool) m << setw(13)
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<< (bool) a << setw(16) << prodPot << endl;
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cout << setw(8) << static_cast<bool>(c) << setw(14)
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<< static_cast<bool>(h) << setw(12) << static_cast<bool>(m)
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<< setw(13) << static_cast<bool>(a) << setw(16) << prodPot
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<< endl;
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}
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// "Most Probable Explanation", i.e., configuration with largest value
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DiscreteSequentialSolver solver(graph);
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DiscreteFactor::sharedValues optimalDecoding = solver.optimize();
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cout <<"\nMost Probable Explanation (MPE):" << endl;
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cout << boolalpha << "Cloudy = " << (bool)(*optimalDecoding)[Cloudy.first]
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<< " Sprinkler = " << (bool)(*optimalDecoding)[Sprinkler.first]
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<< " Rain = " << boolalpha << (bool)(*optimalDecoding)[Rain.first]
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<< " WetGrass = " << (bool)(*optimalDecoding)[WetGrass.first]<< endl;
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DiscreteFactor::sharedValues mpe = graph.eliminateSequential()->optimize();
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cout << "\nMost Probable Explanation (MPE):" << endl;
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print(mpe);
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// "Inference" We show an inference query like: probability that the Sprinkler
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// was on; given that the grass is wet i.e. P( S | C=0) = ?
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// "Inference" We show an inference query like: probability that the Sprinkler was on;
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// given that the grass is wet i.e. P( S | W=1) =?
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cout << "\nInference Query: Probability of Sprinkler being on given Grass is Wet" << endl;
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// add evidence that it is not Cloudy
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graph.add(Cloudy, "1 0");
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// Method 1: we can compute the joint marginal P(S,W) and from that we can compute
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// P(S | W=1) = P(S,W=1)/P(W=1) We do this in following three steps..
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// solve again, now with evidence
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DiscreteBayesNet::shared_ptr chordal = graph.eliminateSequential();
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DiscreteFactor::sharedValues mpe_with_evidence = chordal->optimize();
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//Step1: Compute P(S,W)
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DiscreteFactorGraph jointFG;
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jointFG = *solver.jointFactorGraph(DiscreteKeys(Sprinkler & WetGrass).indices());
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DecisionTreeFactor probSW = jointFG.product();
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cout << "\nMPE given C=0:" << endl;
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print(mpe_with_evidence);
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//Step2: Compute P(W)
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DiscreteFactor::shared_ptr probW = solver.marginalFactor(WetGrass.first);
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//Step3: Computer P(S | W=1) = P(S,W=1)/P(W=1)
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DiscreteFactor::Values values;
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values[WetGrass.first] = 1;
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//print P(S=0|W=1)
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values[Sprinkler.first] = 0;
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cout << "P(S=0|W=1) = " << probSW(values)/(*probW)(values) << endl;
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//print P(S=1|W=1)
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values[Sprinkler.first] = 1;
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cout << "P(S=1|W=1) = " << probSW(values)/(*probW)(values) << endl;
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// TODO: Method 2 : One way is to modify the factor graph to
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// incorporate the evidence node and compute the marginal
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// TODO: graph.addEvidence(Cloudy,0);
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// we can also calculate arbitrary marginals:
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DiscreteMarginals marginals(graph);
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cout << "\nP(S=1|C=0):" << marginals.marginalProbabilities(Sprinkler)[1]
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<< endl;
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cout << "\nP(R=0|C=0):" << marginals.marginalProbabilities(Rain)[0] << endl;
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cout << "\nP(W=1|C=0):" << marginals.marginalProbabilities(WetGrass)[1]
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<< endl;
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// We can also sample from it
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cout << "\n10 samples:" << endl;
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for (size_t i = 0; i < 10; i++) {
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DiscreteFactor::sharedValues sample = chordal->sample();
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print(sample);
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}
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return 0;
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}
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@ -10,7 +10,7 @@
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* -------------------------------------------------------------------------- */
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/**
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* @file small.cpp
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* @file UGM_chain.cpp
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* @brief UGM (undirected graphical model) examples: chain
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* @author Frank Dellaert
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* @author Abhijit Kundu
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* for more explanation. This code demos the same example using GTSAM.
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*/
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#include <gtsam/discrete/DiscreteFactorGraph.h>
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#include <gtsam/discrete/DiscreteSequentialSolver.h>
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#include <gtsam/discrete/DiscreteMarginals.h>
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#include <gtsam/base/timing.h>
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#include <gtsam/discrete/DiscreteFactorGraph.h>
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#include <gtsam/discrete/DiscreteMarginals.h>
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#include <iomanip>
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using namespace gtsam;
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int main(int argc, char** argv) {
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// Set Number of Nodes in the Graph
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const int nrNodes = 60;
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// Set Number of Nodes in the Graph
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const int nrNodes = 60;
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// Each node takes 1 of 7 possible states denoted by 0-6 in following order:
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// ["VideoGames" "Industry" "GradSchool" "VideoGames(with PhD)"
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const size_t nrStates = 7;
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// define variables
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vector<DiscreteKey> nodes;
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for (int i = 0; i < nrNodes; i++){
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DiscreteKey dk(i, nrStates);
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nodes.push_back(dk);
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}
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vector<DiscreteKey> nodes;
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for (int i = 0; i < nrNodes; i++) {
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DiscreteKey dk(i, nrStates);
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nodes.push_back(dk);
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}
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// create graph
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DiscreteFactorGraph graph;
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// add node potentials
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graph.add(nodes[0], ".3 .6 .1 0 0 0 0");
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for (int i = 1; i < nrNodes; i++)
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graph.add(nodes[i], "1 1 1 1 1 1 1");
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for (int i = 1; i < nrNodes; i++) graph.add(nodes[i], "1 1 1 1 1 1 1");
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const std::string edgePotential = ".08 .9 .01 0 0 0 .01 "
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".03 .95 .01 0 0 0 .01 "
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".06 .06 .75 .05 .05 .02 .01 "
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"0 0 0 .3 .6 .09 .01 "
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"0 0 0 .02 .95 .02 .01 "
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"0 0 0 .01 .01 .97 .01 "
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"0 0 0 0 0 0 1";
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const std::string edgePotential =
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".08 .9 .01 0 0 0 .01 "
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".03 .95 .01 0 0 0 .01 "
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".06 .06 .75 .05 .05 .02 .01 "
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"0 0 0 .3 .6 .09 .01 "
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"0 0 0 .02 .95 .02 .01 "
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"0 0 0 .01 .01 .97 .01 "
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"0 0 0 0 0 0 1";
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// add edge potentials
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for (int i = 0; i < nrNodes - 1; i++)
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graph.add(nodes[i] & nodes[i + 1], edgePotential);
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cout << "Created Factor Graph with " << nrNodes << " variable nodes and "
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<< graph.size() << " factors (Unary+Edge).";
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<< graph.size() << " factors (Unary+Edge).";
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// "Decoding", i.e., configuration with largest value
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// We use sequential variable elimination
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DiscreteSequentialSolver solver(graph);
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DiscreteFactor::sharedValues optimalDecoding = solver.optimize();
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DiscreteBayesNet::shared_ptr chordal = graph.eliminateSequential();
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DiscreteFactor::sharedValues optimalDecoding = chordal->optimize();
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optimalDecoding->print("\nMost Probable Explanation (optimalDecoding)\n");
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// "Inference" Computing marginals for each node
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cout << "\nComputing Node Marginals ..(Sequential Elimination)" << endl;
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gttic_(Sequential);
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for (vector<DiscreteKey>::iterator itr = nodes.begin(); itr != nodes.end();
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++itr) {
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//Compute the marginal
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Vector margProbs = solver.marginalProbabilities(*itr);
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//Print the marginals
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cout << "Node#" << setw(4) << itr->first << " : ";
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print(margProbs);
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}
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gttoc_(Sequential);
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// Here we'll make use of DiscreteMarginals class, which makes use of
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// bayes-tree based shortcut evaluation of marginals
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DiscreteMarginals marginals(graph);
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cout << "\nComputing Node Marginals ..(BayesTree based)" << endl;
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gttic_(Multifrontal);
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for (vector<DiscreteKey>::iterator itr = nodes.begin(); itr != nodes.end();
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++itr) {
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//Compute the marginal
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Vector margProbs = marginals.marginalProbabilities(*itr);
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for (vector<DiscreteKey>::iterator it = nodes.begin(); it != nodes.end();
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++it) {
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// Compute the marginal
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Vector margProbs = marginals.marginalProbabilities(*it);
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//Print the marginals
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cout << "Node#" << setw(4) << itr->first << " : ";
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// Print the marginals
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cout << "Node#" << setw(4) << it->first << " : ";
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print(margProbs);
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}
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gttoc_(Multifrontal);
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@ -111,4 +94,3 @@ int main(int argc, char** argv) {
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tictoc_print_();
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return 0;
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}
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@ -10,15 +10,16 @@
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* -------------------------------------------------------------------------- */
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/**
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* @file small.cpp
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* @file UGM_small.cpp
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* @brief UGM (undirected graphical model) examples: small
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* @author Frank Dellaert
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*
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* See http://www.di.ens.fr/~mschmidt/Software/UGM/small.html
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*/
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#include <gtsam/base/Vector.h>
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#include <gtsam/discrete/DiscreteFactorGraph.h>
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#include <gtsam/discrete/DiscreteSequentialSolver.h>
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#include <gtsam/discrete/DiscreteMarginals.h>
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using namespace std;
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using namespace gtsam;
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// "Decoding", i.e., configuration with largest value (MPE)
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// We use sequential variable elimination
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DiscreteSequentialSolver solver(graph);
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DiscreteFactor::sharedValues optimalDecoding = solver.optimize();
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DiscreteBayesNet::shared_ptr chordal = graph.eliminateSequential();
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DiscreteFactor::sharedValues optimalDecoding = chordal->optimize();
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optimalDecoding->print("\noptimalDecoding");
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// "Inference" Computing marginals
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cout << "\nComputing Node Marginals .." << endl;
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Vector margProbs;
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DiscreteMarginals marginals(graph);
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margProbs = solver.marginalProbabilities(Cathy);
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Vector margProbs = marginals.marginalProbabilities(Cathy);
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print(margProbs, "Cathy's Node Marginal:");
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margProbs = solver.marginalProbabilities(Heather);
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margProbs = marginals.marginalProbabilities(Heather);
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print(margProbs, "Heather's Node Marginal");
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margProbs = solver.marginalProbabilities(Mark);
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margProbs = marginals.marginalProbabilities(Mark);
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print(margProbs, "Mark's Node Marginal");
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margProbs = solver.marginalProbabilities(Allison);
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margProbs = marginals.marginalProbabilities(Allison);
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print(margProbs, "Allison's Node Marginal");
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return 0;
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