def transition_model(state):
# given a hidden state, return the Distribution for the next hidden state
x, y, action = state
next_states = Distribution()
# we can always stay where we are
if action == 'stay':
next_states[(x, y, 'stay')] = .2
else:
next_states[(x, y, 'stay')] = .1
if y > 0: # we can go up
if action == 'stay':
next_states[(x, y - 1, 'up')] = .2
if action == 'up':
next_states[(x, y - 1, 'up')] = .9
if y < GRID_HEIGHT - 1: # we can go down
if action == 'stay':
next_states[(x, y + 1, 'down')] = .2
if action == 'down':
next_states[(x, y + 1, 'down')] = .9
if x > 0: # we can go left
if action == 'stay':
next_states[(x - 1, y, 'left')] = .2
if action == 'left':
next_states[(x - 1, y, 'left')] = .9
if x < GRID_WIDTH - 1: # we can go right
if action == 'stay':
next_states[(x + 1, y, 'right')] = .2
if action == 'right':
next_states[(x + 1, y, 'right')] = .9
next_states.renormalize()
return next_states
def transition_model(state):
# given a hidden state, return the Distribution for the next hidden state
x, y, action = state
next_states = Distribution()
# we can always stay where we are
if action == 'stay':
next_states[(x, y, 'stay')] = .2
else:
next_states[(x, y, 'stay')] = .1
if y > 0: # we can go up
if action == 'stay':
next_states[(x, y-1, 'up')] = .2
if action == 'up':
next_states[(x, y-1, 'up')] = .9
if y < GRID_HEIGHT - 1: # we can go down
if action == 'stay':
next_states[(x, y+1, 'down')] = .2
if action == 'down':
next_states[(x, y+1, 'down')] = .9
if x > 0: # we can go left
if action == 'stay':
next_states[(x-1, y, 'left')] = .2
if action == 'left':
next_states[(x-1, y, 'left')] = .9
if x < GRID_WIDTH - 1: # we can go right
if action == 'stay':
next_states[(x+1, y, 'right')] = .2
if action == 'right':
next_states[(x+1, y, 'right')] = .9
next_states.renormalize()
return next_states
def run_experiment(error, alpha, m, iter=1000):
samples = []
# true distribution
true_dist = sample_distribution(alpha)
# empirical distribution
dist = Distribution()
# initialize h1 randomly
h = sample_hypothesis(alpha) # [hypothesis, is_comp]
samples.append(h)
dist[h] += 1
print("simulating Markov chain with", iter, "iterations...")
for i in range(iter):
if i%100 == 0:
print("iteration number:", i)
# run Markov chain
tm = transition_matrix(h, error, alpha, m)
h_next = tm.sample()
samples.append(h_next)
dist[h_next] += 1
h = h_next
dist.normalize()
return [samples, dist, true_dist]
def uniform_transition_model(state):
next_state_distribution = Distribution()
valid_next_states = get_valid_next_states(state)
for next_state in valid_next_states:
next_state_distribution[next_state] += 1
next_state_distribution.renormalize()
return next_state_distribution
def uniform_transition_model(state):
next_state_distribution = Distribution()
valid_next_states = get_valid_next_states(state)
for next_state in valid_next_states:
next_state_distribution[next_state] += 1
next_state_distribution.renormalize()
return next_state_distribution
def compute_marginal(message, node_potential):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in message and \
hidden_state in node_potential:
value = message[hidden_state] * node_potential[hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
return marginal
def compute_marginal(message, node_potential):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in message and \
hidden_state in node_potential:
value = message[hidden_state] * node_potential[hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
return marginal
def test_factor(self):
fn = lambda c: ord(c) - ord('a')
dist = Distribution({'a': 1, 'b': 2})
dist.factor('a', 0.5)
self.almostEqual(list(dist.as_numpy_array(fn)), [0.2, 0.8])
dist = Distribution({'a': 1, 'b': 2, 'c': 3})
dist.factor('b', 3)
self.almostEqual(list(dist.as_numpy_array(fn)), [0.1, 0.6, 0.3])
def spread_observation_model(state, radius=1):
# given a hidden state, return the Distribution for its observation
x, y, action = state
observed_states = Distribution()
for x_new in range(x - radius, x + radius + 1):
for y_new in range(y - radius, y + radius + 1):
if x_new >= 0 and x_new <= GRID_WIDTH - 1 and \
y_new >= 0 and y_new <= GRID_HEIGHT - 1:
observed_states[(x_new, y_new)] = 1.
observed_states.renormalize()
return observed_states
def spread_observation_model(state, radius=1):
# given a hidden state, return the Distribution for its observation
x, y, action = state
observed_states = Distribution()
for x_new in range(x - radius, x + radius + 1):
for y_new in range(y - radius, y + radius + 1):
if x_new >= 0 and x_new <= GRID_WIDTH - 1 and \
y_new >= 0 and y_new <= GRID_HEIGHT - 1:
observed_states[(x_new, y_new)] = 1.
observed_states.renormalize()
return observed_states
def get_transition_mus_and_probs(self, mu, a):
"""Gets information about possible transitions for the action.
This is the equivalent of self.mdp.get_transition_states_and_probs() for
generalized states. So, it returns a list of (next_mu, prob) pairs,
where next_mu must be a generalized state.
"""
s = self.extract_state_from_mu(mu)
base_result = self.mdp.get_transition_states_and_probs(s, a)
most_likely_state, _ = max(base_result, key=lambda tup: tup[1])
dist = Distribution(dict(base_result))
dist.factor(most_likely_state, self.calibration_factor)
return list(dist.get_dict().items())
def discretized_gaussian_observation_model(state, sigma=1):
# given a hidden state, return the Distribution for its observation
x, y, action = state
observed_states = Distribution()
# x_new, y_new = np.meshgrid(range(GRID_WIDTH), range(GRID_HEIGHT))
# values = np.exp( -( (x_new - x)**2 + (y_new -y)**2 )/(2.*sigma) )
for x_new in range(GRID_WIDTH):
for y_new in range(GRID_HEIGHT):
observed_states[(x_new, y_new)] = \
np.exp(-( (x_new - x)**2 + (y_new - y)**2 )/(2.*sigma))
observed_states.renormalize()
return observed_states
def discretized_gaussian_observation_model(state, sigma=1):
# given a hidden state, return the Distribution for its observation
x, y, action = state
observed_states = Distribution()
# x_new, y_new = np.meshgrid(range(GRID_WIDTH), range(GRID_HEIGHT))
# values = np.exp( -( (x_new - x)**2 + (y_new -y)**2 )/(2.*sigma) )
for x_new in range(GRID_WIDTH):
for y_new in range(GRID_HEIGHT):
observed_states[(x_new, y_new)] = \
np.exp(-( (x_new - x)**2 + (y_new - y)**2 )/(2.*sigma))
observed_states.renormalize()
return observed_states
def initial_distribution():
# returns a Distribution for the initial hidden state
prior = Distribution()
for x in range(GRID_WIDTH):
for y in range(GRID_HEIGHT):
prior[(x, y, 'stay')] = 1. / (GRID_WIDTH * GRID_HEIGHT)
return prior
def action(state):
# Walls are invalid states and the MDP will refuse to give an action for
# them. However, the VIN's architecture requires it to provide an action
# distribution for walls too, so hardcode it to always be STAY.
x, y = state
if mdp.walls[y][x]:
return dist_to_numpy(Distribution({Direction.STAY: 1}))
return dist_to_numpy(agent.get_action_distribution(state))
def get_action_distribution(self, s):
"""Returns a Distribution over actions.
Note that this is a normal state s, not a generalized state mu.
"""
mu = self.extend_state_to_mu(s)
actions = self.mdp.get_actions(s)
if self.beta is not None:
q_vals = np.array([self.qvalue(mu, a) for a in actions])
q_vals = q_vals - np.mean(q_vals) # To prevent overflow in exp
action_dist = np.exp(self.beta * q_vals)
return Distribution(dict(zip(actions, action_dist)))
best_value, best_actions = float("-inf"), []
for a in actions:
action_value = self.qvalue(mu, a)
if action_value > best_value:
best_value, best_actions = action_value, [a]
elif action_value == best_value:
best_actions.append(a)
return Distribution({a: 1 for a in best_actions})
def chill(show_all=False):
if show_all:
ignored_packages = ()
else:
ignored_packages = {
'pip', 'pip-chill', 'wheel', 'setuptools', 'pkg-resources'
}
# Gather all packages that are requirements and will be auto-installed.
distributions = {}
dependencies = {}
for distribution in pip.get_installed_distributions():
if distribution.key in ignored_packages:
continue
if distribution.key in dependencies:
dependencies[distribution.key].version = distribution.version
else:
distributions[distribution.key] = \
Distribution(distribution.key, distribution.version)
for requirement in distribution.requires():
if requirement.key not in ignored_packages:
if requirement.key in dependencies:
dependencies[requirement.key] \
.required_by.add(distribution.key)
else:
dependencies[requirement.key] = Distribution(
requirement.key, required_by=(distribution.key, ))
if requirement.key in distributions:
dependencies[requirement.key].version \
= distributions.pop(requirement.key).version
return sorted(distributions.values()), sorted(dependencies.values())
def compute_marginal(particles, weights):
"""
Essentially computes an *empirical* distribution given particles and
weights
Inputs
------
particles: a list where each element is a hidden state value
weights: a list where element i is the weight for particle i
Output
------
A Distribution, where each hidden state has probability proportional to
the total weight for that hidden state (which may be from multiple
particles)
"""
marginal = Distribution()
# TODO: Your code here
raise NotImplementedError
return marginal
def test_equality(self):
self.assertEqual(Distribution({
'a': 0.5,
'b': 0.5
}), Distribution({
'a': 1,
'b': 1
}))
self.assertEqual(Distribution({
'a': 0.5,
'b': 0.5,
'c': 0
}), Distribution({
'a': 0.5,
'b': 0.5,
'd': 0
}))
self.assertNotEqual(Distribution({
'a': 1,
'b': 1
}), Distribution({'a': 1}))
def forward_backward(
all_possible_hidden_states,
all_possible_observed_states,
prior_distribution,
transition_model,
observation_model,
observations,
):
"""
Inputs
------
all_possible_hidden_states: a list of possible hidden states
all_possible_observed_states: a list of possible observed states
prior_distribution: a distribution over states
transition_model: a function that takes a hidden state and returns a
Distribution for the next state
observation_model: a function that takes a hidden state and returns a
Distribution for the observation from that hidden state
observations: a list of observations, one per hidden state
(a missing observation is encoded as None)
Output
------
A list of marginal distributions at each time step; each distribution
should be encoded as a Distribution (see the Distribution class in
robot.py and see how it is used in both robot.py and the function
generate_data() above, and the i-th Distribution should correspond to time
step i
"""
num_time_steps = len(observations)
# -------------------------------------------------------------------------
# Fold observations into singleton potentials
#
phis = [] # phis[n] is the singleton potential for node n
for n in range(num_time_steps):
potential = Distribution()
observed_state = observations[n]
if n == 0:
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
else:
for hidden_state in all_possible_hidden_states:
if observed_state is None:
# singleton potential should be identically 1
potential[hidden_state] = 1.0
else:
value = observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
assert len(potential.keys()) > 0, (
"Invalid observation at time %d. Maybe you \
forgot the --use-spread-output argument?"
% n
)
phis.append(potential)
# we need not recompute edge potentials since they're given by the
# transition model: phi(x_i, x_j) = transition_model[x_i](x_j),
# where j = i+1
# -------------------------------------------------------------------------
# Forward pass
#
forward_messages = []
# compute message from non-existent node -1 to node 0
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.0
message.renormalize()
forward_messages.append(message)
for n in range(num_time_steps - 1):
# compute message from node n to node n+1
message = Distribution()
## the commented block below is easier to understand but is slow;
## a faster version is below that switches the order of the for loops
## and reduces the number of states that we iterate over
# for next_hidden_state in all_possible_hidden_states:
# value = 0.
# # only loop over hidden states with nonzero singleton potential!
# for hidden_state in phis[n]:
# value += phis[n][hidden_state] * \
# transition_model(hidden_state)[next_hidden_state] * \
# forward_messages[-1][hidden_state]
# if value > 0: # only store entries with nonzero prob.
# message[next_hidden_state] = value
## faster version of the commented block above
# 1. only loop over hidden states with nonzero singleton potential!
for hidden_state in phis[n]:
# 2. only loop over possible next hidden states given current
# hidden state
for next_hidden_state in transition_model(hidden_state):
factor = (
phis[n][hidden_state]
* transition_model(hidden_state)[next_hidden_state]
* forward_messages[-1][hidden_state]
)
if factor > 0: # only store entries with nonzero prob.
if next_hidden_state in message:
message[next_hidden_state] += factor
else:
message[next_hidden_state] = factor
message.renormalize()
forward_messages.append(message)
# -------------------------------------------------------------------------
# Pre-processing to speed up the backward pass: cache for each hidden
# state what the possible previous hidden states are
#
possible_prev_hidden_states = {}
for hidden_state in all_possible_hidden_states:
for next_hidden_state in transition_model(hidden_state):
if next_hidden_state in possible_prev_hidden_states:
possible_prev_hidden_states[next_hidden_state].add(hidden_state)
else:
possible_prev_hidden_states[next_hidden_state] = set([hidden_state])
# -------------------------------------------------------------------------
# Backward pass
#
backward_messages = []
# compute message from non-existent node <num_time_steps> to node
# <num_time_steps>-1
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.0
message.renormalize()
backward_messages.append(message)
for n in range(num_time_steps - 2, -1, -1):
# compute message from node n+1 to n
message = Distribution()
## again, I've commented out a block that's easier to understand but
## slow; the faster version is below
# for hidden_state in all_possible_hidden_states:
# value = 0.
# for next_hidden_state in transition_model(hidden_state):
# value += phis[n+1][next_hidden_state] * \
# transition_model(hidden_state)[next_hidden_state] * \
# backward_messages[0][next_hidden_state]
# if value > 0: # only store entries with nonzero prob.
# message[hidden_state] = value
## faster version
# 1. only loop over next hidden states with nonzero potential!
for next_hidden_state in phis[n + 1]:
# 2. only loop over possible previous hidden states
for hidden_state in possible_prev_hidden_states[next_hidden_state]:
factor = (
phis[n + 1][next_hidden_state]
* transition_model(hidden_state)[next_hidden_state]
* backward_messages[0][next_hidden_state]
)
if factor > 0: # only store entries with nonzero prob.
if hidden_state in message:
message[hidden_state] += factor
else:
message[hidden_state] = factor
message.renormalize()
backward_messages.insert(0, message)
# -------------------------------------------------------------------------
# Compute marginals
#
marginals = []
for n in range(num_time_steps):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in forward_messages[n] and hidden_state in backward_messages[n] and hidden_state in phis[n]:
value = forward_messages[n][hidden_state] * backward_messages[n][hidden_state] * phis[n][hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
marginals.append(marginal)
# vvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvv
### YOUR CODE HERE: Estimate marginals & pairwise marginals
pairwise_marginals = [None] * (num_time_steps - 1)
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
return (marginals, pairwise_marginals)
def forward(all_possible_hidden_states,
prior_distribution,
transition_model,
observation_model,
observations):
"""
Inputs
------
all_possible_hidden_states: a list of possible hidden states
prior_distribution: a distribution over states
transition_model: a function that takes a hidden state and returns a
Distribution for the next state
observation_model: a function that takes a hidden state and returns a
Distribution for the observation from that hidden state
observations: a list of observations, one per hidden state
(a missing observation is encoded as None)
Output
------
This function is a Python generator! It calculates outputs "on demand";
the i-th output should be the marginal distribution for time step i.
"""
num_time_steps = len(observations)
#-------------------------------------------------------------------------
# Forward pass
#
def compute_marginal(message, node_potential):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in message and \
hidden_state in node_potential:
value = message[hidden_state] * node_potential[hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
return marginal
# compute message from non-existent node -1 to node 0
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.
message.renormalize()
# compute node potential for time step 0
node_potential = Distribution()
observed_state = observations[0]
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0:
node_potential[hidden_state] = value
yield compute_marginal(message, node_potential)
prev_message = message
prev_node_potential = node_potential
for n in range(1, num_time_steps):
message = Distribution()
node_potential = Distribution()
observed_state = observations[n]
# compute message from node n-1 to n and fill in node potential for
# time step n
for hidden_state in all_possible_hidden_states:
# only loop over possible next hidden states given current
# hidden state
for next_hidden_state in transition_model(hidden_state):
factor = prev_node_potential[hidden_state] * \
transition_model(hidden_state)[next_hidden_state] * \
prev_message[hidden_state]
if factor > 0: # only store entries with nonzero prob.
if next_hidden_state in message:
message[next_hidden_state] += factor
else:
message[next_hidden_state] = factor
if observed_state is not None:
value = observation_model(hidden_state)[observed_state]
if value > 0:
node_potential[hidden_state] = value
else:
node_potential[hidden_state] = 1.
message.renormalize()
yield compute_marginal(message, node_potential)
prev_message = message
prev_node_potential = node_potential
def test_as_numpy_array(self):
dist = Distribution({'a': 1, 'b': 2, 'd': 2})
fn = lambda c: ord(c) - ord('a')
self.almostEqual(list(dist.as_numpy_array(fn)), [0.2, 0.4, 0, 0.4])
self.almostEqual(list(dist.as_numpy_array(fn, 5)),
[0.2, 0.4, 0, 0.4, 0])
def test_sample(self):
dist = Distribution({'a': 1, 'b': 1})
samples = [dist.sample() for _ in range(200)]
self.assertTrue(samples.count('a') > 10)
self.assertTrue(samples.count('b') > 10)
def Viterbi(
all_possible_hidden_states,
all_possible_observed_states,
prior_distribution,
transition_model,
observation_model,
observations,
):
"""
Inputs
------
See the list of inputs for the function forward_backward() above.
Output
------
A list of esimated hidden states, each encoded as a tuple
(<x>, <y>, <action>)
"""
num_time_steps = len(observations)
# Below is an implementation of the Min-Sum algorithm presented in class
# specialized to the HMM case
messages = [] # best values so far
back_pointers = [] # back-pointers for best values so far
# -------------------------------------------------------------------------
# Fold observations into singleton potentials
#
phis = [] # phis[n] is the singleton potential for node n
for n in range(num_time_steps):
potential = Distribution()
observed_state = observations[n]
if n == 0:
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
else:
for hidden_state in all_possible_hidden_states:
if observed_state is None:
# singleton potential should be identically 1
potential[hidden_state] = 1.0
else:
value = observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
assert len(potential.keys()) > 0, (
"Invalid observation at time %d. Maybe you \
forgot the --use-spread-output argument?"
% n
)
phis.append(potential)
# -------------------------------------------------------------------------
# Forward pass
#
# handle initial time step differently
initial_message = {}
for hidden_state in prior_distribution:
value = -careful_log(phis[0][hidden_state])
if value < float("inf"): # only store entries with nonzero prob.
initial_message[hidden_state] = value
messages.append(initial_message)
# rest of the time steps
for n in range(1, num_time_steps):
prev_message = messages[-1]
new_message = {}
new_back_pointer = {}
# only loop over hidden states with nonzero singleton potential!
for hidden_state in phis[n]:
values = []
for prev_hidden_state in prev_message:
value = (
prev_message[prev_hidden_state]
- careful_log(transition_model(prev_hidden_state)[hidden_state])
- careful_log(phis[n][hidden_state])
)
if value < float("inf"):
# only store entries with nonzero prob.
values.append((prev_hidden_state, value))
if len(values) > 0:
best_prev_hidden_state, best_value = min(values, key=lambda x: x[1])
new_message[hidden_state] = best_value
new_back_pointer[hidden_state] = best_prev_hidden_state
messages.append(new_message)
back_pointers.append(new_back_pointer)
# -------------------------------------------------------------------------
# Backward pass (follow back-pointers)
#
estimated_hidden_states = []
# handle last time step differently
last_message = messages[-1]
minimum = np.inf
arg_min = None
for hidden_state in last_message:
if last_message[hidden_state] < minimum:
minimum = last_message[hidden_state]
arg_min = hidden_state
estimated_hidden_states.append(arg_min)
# rest of the time steps
for n in range(num_time_steps - 2, -1, -1):
next_back_pointers = back_pointers[n]
best_hidden_state = next_back_pointers[estimated_hidden_states[0]]
estimated_hidden_states.insert(0, best_hidden_state)
return estimated_hidden_states
def forward(all_possible_hidden_states, prior_distribution, transition_model,
observation_model, observations):
"""
Inputs
------
all_possible_hidden_states: a list of possible hidden states
prior_distribution: a distribution over states
transition_model: a function that takes a hidden state and returns a
Distribution for the next state
observation_model: a function that takes a hidden state and returns a
Distribution for the observation from that hidden state
observations: a list of observations, one per hidden state
(a missing observation is encoded as None)
Output
------
This function is a Python generator! It calculates outputs "on demand";
the i-th output should be the marginal distribution for time step i.
"""
num_time_steps = len(observations)
#-------------------------------------------------------------------------
# Forward pass
#
def compute_marginal(message, node_potential):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in message and \
hidden_state in node_potential:
value = message[hidden_state] * node_potential[hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
return marginal
# compute message from non-existent node -1 to node 0
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.
message.renormalize()
# compute node potential for time step 0
node_potential = Distribution()
observed_state = observations[0]
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0:
node_potential[hidden_state] = value
yield compute_marginal(message, node_potential)
prev_message = message
prev_node_potential = node_potential
for n in range(1, num_time_steps):
message = Distribution()
node_potential = Distribution()
observed_state = observations[n]
# compute message from node n-1 to n and fill in node potential for
# time step n
for hidden_state in all_possible_hidden_states:
# only loop over possible next hidden states given current
# hidden state
for next_hidden_state in transition_model(hidden_state):
factor = prev_node_potential[hidden_state] * \
transition_model(hidden_state)[next_hidden_state] * \
prev_message[hidden_state]
if factor > 0: # only store entries with nonzero prob.
if next_hidden_state in message:
message[next_hidden_state] += factor
else:
message[next_hidden_state] = factor
if observed_state is not None:
value = observation_model(hidden_state)[observed_state]
if value > 0:
node_potential[hidden_state] = value
else:
node_potential[hidden_state] = 1.
message.renormalize()
yield compute_marginal(message, node_potential)
prev_message = message
prev_node_potential = node_potential
def second_best(all_possible_hidden_states, all_possible_observed_states,
prior_distribution, transition_model, observation_model,
observations):
"""
Inputs
------
See the list of inputs for the function forward_backward() above.
Output
------
A list of esimated hidden states, each encoded as a tuple
(<x>, <y>, <action>)
"""
num_time_steps = len(observations)
# Basically for each (possible) hidden state at time step i, we need to
# keep track of the best previous hidden state AND the second best
# previous hidden state--where we need to keep track of TWO back pointers
# per (possible) hidden state at each time step!
messages = [] # best values so far
messages2 = [] # second-best values so far
back_pointers = [] # per time step per hidden state, we now need
# *two* back-pointers
#-------------------------------------------------------------------------
# Fold observations into singleton potentials
#
phis = [] # phis[n] is the singleton potential for node n
for n in range(num_time_steps):
potential = Distribution()
observed_state = observations[n]
if n == 0:
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
else:
for hidden_state in all_possible_hidden_states:
if observed_state is None:
# singleton potential should be identically 1
potential[hidden_state] = 1.
else:
value = observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
phis.append(potential)
#-------------------------------------------------------------------------
# Forward pass
#
# handle initial time step differently
initial_message = {}
for hidden_state in prior_distribution:
value = -careful_log(phis[0][hidden_state])
if value < float('inf'): # only store entries with nonzero prob.
initial_message[hidden_state] = value
messages.append(initial_message)
initial_message2 = {} # there is no second-best option
messages2.append(initial_message2)
# rest of the time steps
for n in range(1, num_time_steps):
prev_message = messages[-1]
prev_message2 = messages2[-1]
new_message = {}
new_message2 = {}
new_back_pointers = {} # need to store 2 per possible hidden state
for hidden_state in phis[n]:
# only look at possible hidden states given observation
values = []
# each entry in values will be a tuple of the form:
# (<value>, <previous hidden state>,
# <which back pointer we followed>),
# where <which back pointer we followed> is 0 (best back pointer)
# or 1 (second-best back pointer)
# iterate through best previous values
for prev_hidden_state in prev_message:
value = prev_message[prev_hidden_state] - \
careful_log(transition_model(prev_hidden_state)[ \
hidden_state]) - \
careful_log(phis[n][hidden_state])
if value < float('inf'):
# only store entries with nonzero prob.
values.append((value, prev_hidden_state, 0))
# also iterate through second-best previous values
for prev_hidden_state in prev_message2:
value = prev_message2[prev_hidden_state] - \
careful_log(transition_model(prev_hidden_state)[ \
hidden_state]) - \
careful_log(phis[n][hidden_state])
if value < float('inf'):
# only store entries with nonzero prob.
values.append((value, prev_hidden_state, 1))
if len(values) > 0:
# this part could actually be sped up by not using a sorting
# algorithm...
sorted_values = sorted(values, key=lambda x: x[0])
best_value, best_prev_hidden_state, which_back_pointer = \
sorted_values[0]
# for the best value, the back pointer should *always* be 0,
# meaning that we follow the best back pointer and not the
# second best
if len(values) > 1:
best_value2, best_prev_hidden_state2, which_back_pointer2\
= sorted_values[1]
else:
best_value2 = float('inf')
best_prev_hidden_state2 = None
which_back_pointer2 = None
new_message[hidden_state] = best_value
new_message2[hidden_state] = best_value2
new_back_pointers[hidden_state] = \
( (best_prev_hidden_state, which_back_pointer),
(best_prev_hidden_state2, which_back_pointer2) )
messages.append(new_message)
messages2.append(new_message2)
back_pointers.append(new_back_pointers)
#-------------------------------------------------------------------------
# Backward pass (follow back-pointers)
#
estimated_hidden_states = []
# handle last time step differently
values = []
for hidden_state, value in messages[-1].iteritems():
values.append((value, hidden_state, 0))
for hidden_state, value in messages2[-1].iteritems():
values.append((value, hidden_state, 1))
if len(values) > 1:
# this part could actually be sped up by not using a sorting
# algorithm...
sorted_values = sorted(values, key=lambda x: x[0])
second_best_value, hidden_state, which_back_pointer = sorted_values[1]
estimated_hidden_states.append(hidden_state)
# rest of the time steps
for n in range(num_time_steps - 2, -1, -1):
next_back_pointers = back_pointers[n]
hidden_state, which_back_pointer = \
next_back_pointers[hidden_state][which_back_pointer]
estimated_hidden_states.insert(0, hidden_state)
else:
# this happens if there isn't a second best option, which should mean
# that the only possible option (the MAP estimate) is the only
# solution with 0 error
estimated_hidden_states = [None] * num_time_steps
return estimated_hidden_states
def forward_backward(all_possible_hidden_states, all_possible_observed_states,
prior_distribution, transition_model, observation_model,
observations):
"""
Inputs
------
all_possible_hidden_states: a list of possible hidden states
all_possible_observed_states: a list of possible observed states
prior_distribution: a distribution over states
transition_model: a function that takes a hidden state and returns a
Distribution for the next state
observation_model: a function that takes a hidden state and returns a
Distribution for the observation from that hidden state
observations: a list of observations, one per hidden state
(a missing observation is encoded as None)
Output
------
A list of marginal distributions at each time step; each distribution
should be encoded as a Distribution (see the Distribution class in
robot.py and see how it is used in both robot.py and the function
generate_data() above, and the i-th Distribution should correspond to time
step i
"""
num_time_steps = len(observations)
#-------------------------------------------------------------------------
# Fold observations into singleton potentials
#
phis = [] # phis[n] is the singleton potential for node n
for n in range(num_time_steps):
potential = Distribution()
observed_state = observations[n]
if n == 0:
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
else:
for hidden_state in all_possible_hidden_states:
if observed_state is None:
# singleton potential should be identically 1
potential[hidden_state] = 1.
else:
value = observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
assert len(potential.keys()) > 0 , \
"Invalid observation at time %d. Maybe you \
forgot the --use-spread-output argument?" %n
phis.append(potential)
# we need not recompute edge potentials since they're given by the
# transition model: phi(x_i, x_j) = transition_model[x_i](x_j),
# where j = i+1
#-------------------------------------------------------------------------
# Forward pass
#
forward_messages = []
# compute message from non-existent node -1 to node 0
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.
message.renormalize()
forward_messages.append(message)
for n in range(num_time_steps - 1):
# compute message from node n to node n+1
message = Distribution()
## the commented block below is easier to understand but is slow;
## a faster version is below that switches the order of the for loops
## and reduces the number of states that we iterate over
#for next_hidden_state in all_possible_hidden_states:
# value = 0.
# # only loop over hidden states with nonzero singleton potential!
# for hidden_state in phis[n]:
# value += phis[n][hidden_state] * \
# transition_model(hidden_state)[next_hidden_state] * \
# forward_messages[-1][hidden_state]
# if value > 0: # only store entries with nonzero prob.
# message[next_hidden_state] = value
## faster version of the commented block above
# 1. only loop over hidden states with nonzero singleton potential!
for hidden_state in phis[n]:
# 2. only loop over possible next hidden states given current
# hidden state
for next_hidden_state in transition_model(hidden_state):
factor = phis[n][hidden_state] * \
transition_model(hidden_state)[next_hidden_state] * \
forward_messages[-1][hidden_state]
if factor > 0: # only store entries with nonzero prob.
if next_hidden_state in message:
message[next_hidden_state] += factor
else:
message[next_hidden_state] = factor
message.renormalize()
forward_messages.append(message)
#-------------------------------------------------------------------------
# Pre-processing to speed up the backward pass: cache for each hidden
# state what the possible previous hidden states are
#
possible_prev_hidden_states = {}
for hidden_state in all_possible_hidden_states:
for next_hidden_state in transition_model(hidden_state):
if next_hidden_state in possible_prev_hidden_states:
possible_prev_hidden_states[next_hidden_state].add( \
hidden_state)
else:
possible_prev_hidden_states[next_hidden_state] = \
set([hidden_state])
#-------------------------------------------------------------------------
# Backward pass
#
backward_messages = []
# compute message from non-existent node <num_time_steps> to node
# <num_time_steps>-1
message = Distribution()
for hidden_state in all_possible_hidden_states:
message[hidden_state] = 1.
message.renormalize()
backward_messages.append(message)
for n in range(num_time_steps - 2, -1, -1):
# compute message from node n+1 to n
message = Distribution()
## again, I've commented out a block that's easier to understand but
## slow; the faster version is below
#for hidden_state in all_possible_hidden_states:
# value = 0.
# for next_hidden_state in transition_model(hidden_state):
# value += phis[n+1][next_hidden_state] * \
# transition_model(hidden_state)[next_hidden_state] * \
# backward_messages[0][next_hidden_state]
# if value > 0: # only store entries with nonzero prob.
# message[hidden_state] = value
## faster version
# 1. only loop over next hidden states with nonzero potential!
for next_hidden_state in phis[n + 1]:
# 2. only loop over possible previous hidden states
for hidden_state in possible_prev_hidden_states[next_hidden_state]:
factor = phis[n+1][next_hidden_state] * \
transition_model(hidden_state)[next_hidden_state] * \
backward_messages[0][next_hidden_state]
if factor > 0: # only store entries with nonzero prob.
if hidden_state in message:
message[hidden_state] += factor
else:
message[hidden_state] = factor
message.renormalize()
backward_messages.insert(0, message)
#-------------------------------------------------------------------------
# Compute marginals
#
marginals = []
for n in range(num_time_steps):
marginal = Distribution()
for hidden_state in all_possible_hidden_states:
if hidden_state in forward_messages[n] and \
hidden_state in backward_messages[n] and \
hidden_state in phis[n]:
value = forward_messages[n][hidden_state] * \
backward_messages[n][hidden_state] * \
phis[n][hidden_state]
if value > 0: # only store entries with nonzero prob.
marginal[hidden_state] = value
marginal.renormalize()
marginals.append(marginal)
# vvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvvv
### YOUR CODE HERE: Estimate marginals & pairwise marginals
pairwise_marginals = [None] * (num_time_steps - 1)
# ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
return (marginals, pairwise_marginals)
def optimal_agent_test(self, agent):
grid = [
'XXXXXXXXX', 'X9X6XA X', 'X X X XXX', 'X 2X', 'XXXXXXXXX'
]
n, s, e, w, stay = self.all_actions
mdp = GridworldMdp(grid, living_reward=-0.1)
env = Mdp(mdp)
agent.set_mdp(mdp)
start_state = mdp.get_start_state()
# Action distribution
action_dist = agent.get_action_distribution(start_state)
self.assertEqual(action_dist, Distribution({s: 1}))
# Trajectory
actions, _ = self.run_on_env(agent, env, gamma=0.95, episode_length=10)
self.assertEqual(actions, [s, s, w, w, w, w, n, n, stay, stay])
# Same thing, but with a bigger discount
mdp = GridworldMdp(grid, living_reward=-0.001)
env = Mdp(mdp)
agent = agents.OptimalAgent(gamma=0.5, num_iters=20)
agent.set_mdp(mdp)
start_state = mdp.get_start_state()
# Values
# Inaccurate because I ignore living reward and we only use 20
# iterations of value iteration, so only check to 2 places
self.assertAlmostEqual(agent.value(start_state), 0.25, places=2)
# Action distribution
action_dist = agent.get_action_distribution(start_state)
self.assertEqual(action_dist, Distribution({s: 1}))
# Trajectory
actions, reward = self.run_on_env(agent,
env,
gamma=0.5,
episode_length=10)
# Again approximate comparison since we don't consider living rewards
self.assertAlmostEqual(reward, (4 - 0.0625) / 16, places=2)
self.assertEqual(actions,
[s, s, e, e, stay, stay, stay, stay, stay, stay])
# Same thing, but with Boltzmann rationality
agent = agents.OptimalAgent(beta=1, gamma=0.5, num_iters=20)
agent.set_mdp(mdp)
# Action distribution
dist = agent.get_action_distribution(start_state).get_dict()
nprob, sprob, eprob, wprob = dist[n], dist[s], dist[e], dist[w]
for p in [nprob, sprob, eprob, wprob]:
self.assertTrue(0 < p < 1)
self.assertEqual(nprob, wprob)
self.assertTrue(sprob > nprob)
self.assertTrue(nprob > eprob)
middle_state = (2, 3)
dist = agent.get_action_distribution(middle_state).get_dict()
nprob, sprob, eprob, wprob = dist[n], dist[s], dist[e], dist[w]
for p in [nprob, sprob, eprob, wprob]:
self.assertTrue(0 < p < 1)
self.assertEqual(nprob, sprob)
self.assertTrue(wprob > eprob)
self.assertTrue(eprob > nprob)
def Viterbi(all_possible_hidden_states, all_possible_observed_states,
prior_distribution, transition_model, observation_model,
observations):
"""
Inputs
------
See the list of inputs for the function forward_backward() above.
Output
------
A list of esimated hidden states, each encoded as a tuple
(<x>, <y>, <action>)
"""
num_time_steps = len(observations)
# Below is an implementation of the Min-Sum algorithm presented in class
# specialized to the HMM case
messages = [] # best values so far
back_pointers = [] # back-pointers for best values so far
#-------------------------------------------------------------------------
# Fold observations into singleton potentials
#
phis = [] # phis[n] is the singleton potential for node n
for n in range(num_time_steps):
potential = Distribution()
observed_state = observations[n]
if n == 0:
for hidden_state in prior_distribution:
value = prior_distribution[hidden_state]
if observed_state is not None:
value *= observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
else:
for hidden_state in all_possible_hidden_states:
if observed_state is None:
# singleton potential should be identically 1
potential[hidden_state] = 1.
else:
value = observation_model(hidden_state)[observed_state]
if value > 0: # only store entries with nonzero prob.
potential[hidden_state] = value
assert len(potential.keys()) > 0 , \
"Invalid observation at time %d. Maybe you \
forgot the --use-spread-output argument?" %n
phis.append(potential)
#-------------------------------------------------------------------------
# Forward pass
#
# handle initial time step differently
initial_message = {}
for hidden_state in prior_distribution:
value = -careful_log(phis[0][hidden_state])
if value < float('inf'): # only store entries with nonzero prob.
initial_message[hidden_state] = value
messages.append(initial_message)
# rest of the time steps
for n in range(1, num_time_steps):
prev_message = messages[-1]
new_message = {}
new_back_pointer = {}
# only loop over hidden states with nonzero singleton potential!
for hidden_state in phis[n]:
values = []
for prev_hidden_state in prev_message:
value = prev_message[prev_hidden_state] \
- careful_log(transition_model(prev_hidden_state)[ \
hidden_state]) \
- careful_log(phis[n][hidden_state])
if value < float('inf'):
# only store entries with nonzero prob.
values.append((prev_hidden_state, value))
if len(values) > 0:
best_prev_hidden_state, best_value = \
min(values, key=lambda x: x[1])
new_message[hidden_state] = best_value
new_back_pointer[hidden_state] = best_prev_hidden_state
messages.append(new_message)
back_pointers.append(new_back_pointer)
#-------------------------------------------------------------------------
# Backward pass (follow back-pointers)
#
estimated_hidden_states = []
# handle last time step differently
last_message = messages[-1]
minimum = np.inf
arg_min = None
for hidden_state in last_message:
if last_message[hidden_state] < minimum:
minimum = last_message[hidden_state]
arg_min = hidden_state
estimated_hidden_states.append(arg_min)
# rest of the time steps
for n in range(num_time_steps - 2, -1, -1):
next_back_pointers = back_pointers[n]
best_hidden_state = next_back_pointers[estimated_hidden_states[0]]
estimated_hidden_states.insert(0, best_hidden_state)
return estimated_hidden_states
