def test_query_multiple_variable(self):
belief_propagation = BeliefPropagation(self.bayesian_model)
query_result = belief_propagation.query(['Q', 'J'])
np_test.assert_array_almost_equal(query_result['J'].values,
np.array([0.416, 0.584]))
np_test.assert_array_almost_equal(query_result['Q'].values,
np.array([0.4912, 0.5088]))
def test_map_query_with_evidence(self):
belief_propagation = BeliefPropagation(self.bayesian_model)
map_query = belief_propagation.map_query(['A', 'R', 'L'], {
'J': 0,
'Q': 1,
'G': 0
})
self.assertDictEqual(map_query, {'A': 1, 'R': 0, 'L': 0})
def test_query_single_variable_with_evidence(self):
belief_propagation = BeliefPropagation(self.bayesian_model)
query_result = belief_propagation.query(variables=['J'],
evidence={
'A': 0,
'R': 1
})
np_test.assert_array_almost_equal(query_result['J'].values,
np.array([0.60, 0.40]))
def test_map_query(self):
belief_propagation = BeliefPropagation(self.bayesian_model)
map_query = belief_propagation.map_query()
self.assertDictEqual(map_query, {
'A': 1,
'R': 1,
'J': 1,
'Q': 1,
'G': 0,
'L': 0
})
def test_query_multiple_variable_with_evidence(self):
belief_propagation = BeliefPropagation(self.bayesian_model)
query_result = belief_propagation.query(variables=['J', 'Q'],
evidence={
'A': 0,
'R': 0,
'G': 0,
'L': 1
})
np_test.assert_array_almost_equal(query_result['J'].values,
np.array([0.818182, 0.181818]))
np_test.assert_array_almost_equal(query_result['Q'].values,
np.array([0.772727, 0.227273]))
def test_max_calibrate_sepset_belief(self):
belief_propagation = BeliefPropagation(self.junction_tree)
belief_propagation.max_calibrate()
sepset_belief = belief_propagation.get_sepset_beliefs()
phi1 = DiscreteFactor(['A', 'B'], [2, 3], range(6))
phi2 = DiscreteFactor(['B', 'C'], [3, 2], range(6))
phi3 = DiscreteFactor(['C', 'D'], [2, 2], range(4))
b_B = (phi1 * (phi3.maximize(['D'], inplace=False) * phi2).maximize(
['C'], inplace=False)).maximize(['A'], inplace=False)
b_C = (phi2 * (phi1.maximize(['A'], inplace=False) *
phi3.maximize(['D'], inplace=False))).maximize(
['B'], inplace=False)
np_test.assert_array_almost_equal(
sepset_belief[frozenset((('A', 'B'), ('B', 'C')))].values,
b_B.values)
np_test.assert_array_almost_equal(
sepset_belief[frozenset((('B', 'C'), ('C', 'D')))].values,
b_C.values)
def test_max_calibrate_clique_belief(self):
belief_propagation = BeliefPropagation(self.junction_tree)
belief_propagation.max_calibrate()
clique_belief = belief_propagation.get_clique_beliefs()
phi1 = DiscreteFactor(['A', 'B'], [2, 3], range(6))
phi2 = DiscreteFactor(['B', 'C'], [3, 2], range(6))
phi3 = DiscreteFactor(['C', 'D'], [2, 2], range(4))
b_A_B = phi1 * (phi3.maximize(['D'], inplace=False) * phi2).maximize(
['C'], inplace=False)
b_B_C = phi2 * (phi1.maximize(['A'], inplace=False) *
phi3.maximize(['D'], inplace=False))
b_C_D = phi3 * (phi1.maximize(['A'], inplace=False) * phi2).maximize(
['B'], inplace=False)
np_test.assert_array_almost_equal(clique_belief[('A', 'B')].values,
b_A_B.values)
np_test.assert_array_almost_equal(clique_belief[('B', 'C')].values,
b_B_C.values)
np_test.assert_array_almost_equal(clique_belief[('C', 'D')].values,
b_C_D.values)
def backward_inference(self, variables, evidence=None):
"""
Backward inference method using belief propagation.
Parameters:
----------
variables: list
list of variables for which you want to compute the probability
evidence: dict
a dict key, value pair as {var: state_of_var_observed}
None if no evidence
Examples:
--------
>>> from pgm.factors.discrete import TabularCPD
>>> from pgm.models import DynamicBayesianNetwork as DBN
>>> from pgm.inference import DBNInference
>>> dbnet = DBN()
>>> dbnet.add_edges_from([(('Z', 0), ('X', 0)), (('X', 0), ('Y', 0)),
... (('Z', 0), ('Z', 1))])
>>> z_start_cpd = TabularCPD(('Z', 0), 2, [[0.5, 0.5]])
>>> x_i_cpd = TabularCPD(('X', 0), 2, [[0.6, 0.9],
... [0.4, 0.1]],
... evidence=[('Z', 0)],
... evidence_card=2)
>>> y_i_cpd = TabularCPD(('Y', 0), 2, [[0.2, 0.3],
... [0.8, 0.7]],
... evidence=[('X', 0)],
... evidence_card=2)
>>> z_trans_cpd = TabularCPD(('Z', 1), 2, [[0.4, 0.7],
... [0.6, 0.3]],
... evidence=[('Z', 0)],
... evidence_card=2)
>>> dbnet.add_cpds(z_start_cpd, z_trans_cpd, x_i_cpd, y_i_cpd)
>>> dbnet.initialize_initial_state()
>>> dbn_inf = DBNInference(dbnet)
>>> dbn_inf.backward_inference([('X', 0)], {('Y', 0):0, ('Y', 1):1, ('Y', 2):1})[('X', 0)].values
array([ 0.66594382, 0.33405618])
"""
variable_dict = defaultdict(list)
for var in variables:
variable_dict[var[1]].append(var)
time_range = max(variable_dict)
interface_nodes_dict = {}
if evidence:
evid_time_range = max(
[time_slice for var, time_slice in evidence.keys()])
time_range = max(time_range, evid_time_range)
end_bp = BeliefPropagation(self.start_junction_tree)
potential_dict = self.forward_inference(variables, evidence,
'potential')
update_factor = self._shift_factor(potential_dict[time_range], 1)
factor_values = {}
for time_slice in range(time_range, 0, -1):
evidence_time = self._get_evidence(evidence, time_slice, 1)
evidence_prev_time = self._get_evidence(evidence, time_slice - 1,
0)
if evidence_prev_time:
interface_nodes_dict = {
k: v
for k, v in evidence_prev_time.items()
if k in self.interface_nodes_0
}
if evidence_time:
evidence_time.update(interface_nodes_dict)
mid_bp = BeliefPropagation(self.one_and_half_junction_tree)
self._update_belief(mid_bp, self.in_clique,
potential_dict[time_slice - 1])
forward_factor = self._shift_factor(potential_dict[time_slice], 1)
self._update_belief(mid_bp, self.out_clique, forward_factor,
update_factor)
if variable_dict[time_slice]:
variable_time = self._shift_nodes(variable_dict[time_slice], 1)
new_values = mid_bp.query(variable_time,
evidence=evidence_time)
changed_values = {}
for key in new_values.keys():
new_key = (key[0], time_slice)
new_factor = DiscreteFactor([new_key],
new_values[key].cardinality,
new_values[key].values)
changed_values[new_key] = new_factor
factor_values.update(changed_values)
clique_phi = self._get_factor(mid_bp, evidence_time)
in_clique_phi = self._marginalize_factor(self.interface_nodes_0,
clique_phi)
update_factor = self._shift_factor(in_clique_phi, 1)
out_clique_phi = self._shift_factor(update_factor, 0)
self._update_belief(end_bp, self.start_interface_clique,
potential_dict[0], out_clique_phi)
evidence_0 = self._get_evidence(evidence, 0, 0)
if variable_dict[0]:
factor_values.update(end_bp.query(variable_dict[0], evidence_0))
return factor_values