def query(self, **kwds):
# Ensure the evidence variables are actually
# present
invalid_vars = [v for v in kwds.keys() if v not in self.nodes]
if invalid_vars:
raise VariableNotInGraphError(invalid_vars)
mu, sigma = self.get_joint_parameters()
# Iteratively apply the evidence...
result = dict()
result['evidence'] = kwds
for k, v in kwds.items():
x = MeansVector([[v]], names=[k])
sigma_yy, sigma_yx, sigma_xy, sigma_xx = (sigma.split(k))
mu_y, mu_x = mu.split(k)
# See equations (6) and (7) of CK
mu_y_given_x = MeansVector(
(mu_y + sigma_yx * sigma_xx.I * (x - mu_x)).rows,
names=mu_y.name_ordering)
sigma_y_given_x = CovarianceMatrix(
(sigma_yy - sigma_yx * sigma_xx.I * sigma_xy).rows,
names=sigma_yy.name_ordering)
sigma = sigma_y_given_x
mu = mu_y_given_x
result['joint'] = dict(mu=mu, sigma=sigma)
return result
def test_get_joint_parameters(self, river_graph):
mu, sigma = river_graph.get_joint_parameters()
assert mu == MeansVector([[3], [4], [9], [14]],
names=['a', 'b', 'c', 'd'])
assert sigma == CovarianceMatrix(
[[4, 4, 8, 12], [4, 5, 8, 13], [8, 8, 20, 28], [12, 13, 28, 42]],
names=['a', 'b', 'c', 'd'])
def test_query(self, river_graph):
result = river_graph.query(a=7)
mu = result['joint']['mu']
sigma = result['joint']['sigma']
assert mu == MeansVector([[8], [17], [26]], names=['b', 'c', 'd'])
assert sigma == CovarianceMatrix([[1, 0, 1], [0, 4, 4], [1, 4, 6]],
names=['b', 'c', 'd'])
result = river_graph.query(a=7, c=17)
mu = result['joint']['mu']
sigma = result['joint']['sigma']
assert mu == MeansVector([[8], [26]], names=['b', 'd'])
assert sigma == CovarianceMatrix([[1, 1], [1, 2]], names=['b', 'd'])
result = river_graph.query(a=7, c=17, b=8)
mu = result['joint']['mu']
sigma = result['joint']['sigma']
assert mu == MeansVector([[26]], names=['d'])
assert sigma == CovarianceMatrix([[1]], names=['d'])
def test_assignment_of_joint_parameters(self, river_graph):
assert river_graph.nodes['b'].func.joint_mu == MeansVector(
[[3], [4]], names=['a', 'b'])
assert river_graph.nodes[
'b'].func.covariance_matrix == CovarianceMatrix([[4, 4], [4, 5]],
names=['a', 'b'])