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loopy_bp.py
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loopy_bp.py
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#!/usr/bin/env python
# loopy BP for learning graphical model of chromatin modification
import scipy as sp
import copy
from numpy import array, random, diag
from math import log
from vb_mf import normalize_trans, normalize_emit, make_log_obs_matrix
try:
from ipdb import set_trace as breakpoint
except ImportError:
from pdb import set_trace as breakpoint
#sp.random.seed([10])
def bp_initialize_msg(I, T, K, vert_children):
lmds = sp.zeros(I, dtype = object)
#lmds = [0 for i in range(I)]
pis = sp.zeros(I, dtype = object)
# all messages needed to store for the specific tree we have now
for i in range(I):
lmds[i] = sp.rand(2, T, K) # lmds[0][0, :,: ] is not used because there is no vertical parent, only horizontal
pis[i] = sp.rand(len(vert_children[i])+1, T, K) # i=0 has size (9, T, K), others has size (1, T, K)
#lmds = sp.rand(2*I-1, T, K)
#pis = sp.rand(2*I-1, T, K)
# breakpoint()
normalize_msg(lmds, pis)
for i in range(I):
lmds[i] = sp.ones((2,T,K))
pis[i] = sp.ones((len(vert_children[i])+1, T,K))
return lmds, pis
def normalize_msg(lmds, pis):
#normalize both lmds and pis
I = lmds.shape[0]
for i in xrange(I):
Im, T, K = lmds[i].shape
for im in xrange(Im):
for t in xrange(T):
lmds[i][im,t,:] /= lmds[i][im,t,:].sum()
Im, T, K = pis[i].shape
for im in xrange(Im):
for t in xrange(T):
pis[i][im,t,:] /= pis[i][im,t,:].sum()
def update_msg(lmds, pis, args):
vert_children = args.vert_children
I, T, L = args.X.shape
K = args.gamma.shape[0]
emit_probs_mat = sp.exp(args.log_obs_mat)
theta, alpha, beta, gamma, emit_probs = args.theta, args.alpha, args.beta, args.gamma, args.emit_probs
lmds_prev = copy.deepcopy(lmds) #sp.copy(lmds)
pis_prev = copy.deepcopy(pis) #sp.copy(pis)
evidence = evid_allchild(lmds_prev, vert_children)
#breakpoint()
for i in xrange(I): # can be parallelized
for t in xrange(T):
#print i, T
#print pis[i][0,t]
#print pis_prev[i][0,t]
if i == 0:
if t == 0:
# Pi msg to vertical child
for id_vc, vc in enumerate(vert_children[i]):
pis[i][id_vc, t, :] = gamma * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[vc][0,t,:]
# msg to horizontal child
pis[i][-1, t,:] = gamma * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[i][1,t+1,:]
# no lambda meessage in this case
else: # different than t=0 case : now there is a parent, need to sum over; also there is lambda message
# msg to (iterate over) vertical child
for id_vc, vc in enumerate(vert_children[i]):
pis[i][id_vc, t,:] = sp.dot(pis_prev[i][-1, t-1,:], alpha) * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[vc][0,t,:]
# msg to horizontal child
if t < T-1:
pis[i][-1, t,:] = sp.dot(pis_prev[i][-1, t-1,:], alpha) * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[i][1,t+1,:]
# msg to (in general should iterate over) vertical parent
lmds[i][1, t,:] = sp.dot(alpha, emit_probs_mat[i, t,:]*evidence[i, t])
else: # case (i>0)
# no vertical child, only 1 horizontal child
# msg to horizontal child
vp = vert_parent[i]
#evid_allchild = evidence(lmds_prev, i, t)
if t==0:
# in general, should iterate over children
pis[i][0,t,:] = sp.dot(pis_prev[vp][i-1,t,:], beta) * emit_probs_mat[i,t,:] # the i-1 index is a hand-waiving way to do it, in principle should match the index of child species i in pis
# in general, should iterate over parents
lmds[i][0,t,:] = sp.dot(beta, emit_probs_mat[i,t,:]*evidence[i,t])
lmds[i][-1,t,:] = sp.ones(K) # doesn't matter for there is no horizontal parent
else:
tmp = sp.zeros(K)
for k1 in range(K):
for k2 in range(K):
tmp += theta[k1, k2, :] * pis_prev[vp][i-1,t,k1] * pis_prev[i][0, t-1, k2]
pis[i][0,t,:] = tmp * emit_probs_mat[i, 0, :]
#pis[i][-1, t,:] =
tmp_lmd1= sp.zeros(K)
tmp_lmd2= sp.zeros(K)
for k1 in range(K):
for k2 in range(K):
tmp_lmd1 += theta[:,k1, k2] * pis_prev[i][0, t-1, k2]* emit_probs_mat[i, t, k2] * evidence[i,t,k2]
tmp_lmd2 += theta[k1,:,k2] * pis_prev[vp][i-1, t, k2]* emit_probs_mat[i, t, k2] * evidence[i,t,k2]
lmds[i][0,t,:] = tmp_lmd1
lmds[i][-1,t,:] = tmp_lmd2
#print tmp.shape
#print tmp_lmd2.shape
normalize_msg(lmds, pis)
def bp_update_msg_new(args):
lmds, pis = args.lmds, args.pis
vert_children = args.vert_children
vert_parent = args.vert_parent
I, T, L = args.X.shape
#print I, T, L
#print pis[0].shape
K = args.gamma.shape[0]
emit_probs_mat = sp.exp(args.log_obs_mat)
emit_probs_mat /= emit_probs_mat.max(axis=2).reshape(I, T, 1)
theta, alpha, beta, gamma, emit_probs = args.theta, args.alpha, args.beta, args.gamma, args.emit_probs
lmds_prev = args.lmds_prev = copy.deepcopy(lmds) #sp.copy(lmds)
pis_prev = args.pis_prev = copy.deepcopy(pis) #sp.copy(pis)
if ~hasattr(args, 'evidence'):
evidence = args.evidence = evid_allchild(lmds_prev, vert_children)
else:
evidence = args.evidence
for i in range(I):
lmds[i][:] = args.pseudocount
pis[i][:] = args.pseudocount
#breakpoint()
for i in xrange(I): # can be parallelized
for t in xrange(T):
#print i, T
#print pis[i][0,t]
#print pis_prev[i][0,t]
if i == 0:
if t == 0:
# msg to vertical child
for id_vc, vc in enumerate(vert_children[i]):
pis[i][id_vc, t, :] += gamma * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[vc][0,t,:]
# msg to horizontal child
pis[i][-1, t,:] += gamma * emit_probs_mat[0, t, :] * evidence[i,t] / lmds_prev[i][1,t+1,:]
# no lambda meessage in this case
else: # different than t=0 case : now there is a parent, need to sum over; also there is lambda message
tmp1, tmp2 = sp.ix_(pis_prev[i][-1, t-1,:], emit_probs_mat[i,t,:] * evidence[i,t,:])
BEL = alpha * (tmp1 * tmp2)
# msg to (iterate over) vertical child
for id_vc, vc in enumerate(vert_children[i]):
pis[i][id_vc, t,:] += sp.dot(BEL, diag(1./lmds_prev[vc][0,t,:])).sum(axis=0)
# msg to horizontal child
if t < T-1:
pis[i][-1, t,:] += sp.dot(BEL, diag(1./lmds_prev[i][1,t+1,:])).sum(axis=0)
else:
pis[i][-1, t,:] += BEL.sum(axis=0)
# msg to horizontal parent
lmds[i][1, t,:] += sp.dot(diag(1/pis_prev[i][-1, t-1,:]), BEL).sum(axis=1)
#breakpoint()
else: # case (i>0)
# msg to horizontal child (no vertical child, only 1 horizontal child, so no need to iterate over)
vp = vert_parent[i]
#evid_allchild = evidence(lmds_prev, i, t)
if t==0:
pis[i][-1,t,:] = sp.dot(pis_prev[vp][i-1,t,:], beta) * emit_probs_mat[i,t,:] # the i-1 index is a hand-waiving way to do it, in principle should match the index of child species i in pis
# in general, should iterate over parents
lmds[i][0,t,:] = sp.dot(beta, emit_probs_mat[i,t,:]*evidence[i,t])
lmds[i][-1,t,:] = sp.ones(K) # doesn't matter for there is no horizontal parent
#tmp1, tmp2 = sp.ix_(pis_prev[vp][i-1,t,:], emit_probs_mat[i,t,:]*evidence[i,t,:])
#BEL = beta * (tmp1 * tmp2)
## in general, should iterate over children
#pis[i][-1,t,:] += sp.dot(BEL, 1/lmds_prev[i][1,t+1,:]).sum(axis=0)
##pis[i][-1,t,:] += (BEL/lmds_prev[i][1,t+1,:].reshape(1,K)).sum(axis=0)
## in general, should iterate over parents
#lmds[i][0,t,:] += sp.dot(diag(1/pis_prev[vp][i-1, t,:]), BEL).sum(axis=1) # The index i-1 is a hand-waiving way to do it, in principle should match the index of child species i in pis
##lmds[i][0,t,:] += (BEL//pis_prev[vp][i-1, t,:].reshape(K,1)).sum(axis=1)
#lmds[i][1,t,:] += sp.ones(K) # doesn't matter for there is no horizontal parent
else:
#tmp = sp.zeros(K)
#for k1 in range(K):
# for k2 in range(K):
# tmp += theta[k1, k2, :] * pis_prev[vp][i-1,t,k1] * pis_prev[i][-1, t-1, k2] * emit_probs_mat[i,t,:]
#pis[i][-1,t,:] = tmp
tmp1, tmp2, tmp3 = sp.ix_(pis_prev[vp][i-1,t,:], pis_prev[i][-1, t-1, :], emit_probs_mat[i,t,:]*evidence[i,t,:])
BEL = theta* (tmp1* tmp2 * tmp3)
if t < T-1:
pis[i][-1,t,:] += (sp.dot(BEL, 1/lmds_prev[i][1,t+1,:]).sum(axis=0)).sum(axis=0)
else:
pis[i][-1, t,:] += (BEL.sum(axis=0)).sum(axis=0)
#tmp_lmd1= sp.zeros(K)
#tmp_lmd2= sp.zeros(K)
#for k1 in range(K):
# for k2 in range(K):
# tmp_lmd1 += theta[:,k1, k2] * pis_prev[i][0, t-1, k2]* emit_probs_mat[i,t,k2] * evidence[i,t,k2]
# tmp_lmd2 += theta[k1,:,k2] * pis_prev[vp][i-1, t, k2]* emit_probs_mat[i,t,k2] * evidence[i,t,k2]
#print tmp_lmd1
#print tmp_lmd2
##lmds[i][0,t,:] += tmp_lmd1
##lmds[i][1,t,:] += tmp_lmd2
lmds[i][0,t,:] += ((BEL / pis_prev[vp][i-1, t, :].reshape(K,1,1)).sum(axis=1)).sum(axis=1)
lmds[i][1,t,:] += ((BEL / pis_prev[i][-1, t-1, :].reshape(1,K,1)).sum(axis=0)).sum(axis=1) # t=T is not used
#print lmds[i][0,t,:]
#checked, same as above version (from line 353)
#breakpoint()
normalize_msg(lmds, pis)
args.evidence = evid_allchild(lmds, vert_children)
def evid_allchild(lmds, vert_children): # could include emit_probs here
I = lmds.shape[0]
tmp0, T, K = lmds[0].shape
evidence = sp.ones((I, T, K))
for i in xrange(I):
for t in xrange(T):
if i==0:
#print 'wrong species index i'
#vc = vert_children[i]
tmp = sp.zeros(K)
for vc in vert_children[i]:
#evidence[i, t] *= lmds[vc][0, t, :]
tmp += sp.log(lmds[vc][0, t, :])
evidence[i, t] = sp.exp(tmp)
if t < T-1:
evidence[i, t] *= lmds[i][-1, t+1,:]
return evidence
#def bp_update_params(lmds, pis, args):
# vert_parent, vert_children = args.vert_parent, args.vert_children
# I, T, L = args.X.shape
# K =gamma.shape[0]
# theta, alpha, beta, gamma, emit_probs, X = (args.theta, args.alpha, args.beta, args.gamma, args.emit_probs,
# args.X)
# evidence = args.evidence #evid_allchild(lmds, vert_children)
# emit_probs_mat = sp.exp(args.log_obs_mat)
#
# theta[:] = args.pseudocount
# alpha[:] = args.pseudocount
# beta[:] = args.pseudocount
# gamma[:] = args.pseudocount
# emit_probs[:] = args.pseudocount
#
# #support = casual_support(pis)
#
# emit_sum = sp.zeros(K)
# for i in xrange(I):
# vp = vert_parent[i]
# for t in xrange(T):
# for k in xrange(K):
# if i==0 and t==0:
# gamma[k] += evidence[i,t,k]
# else:
# for v in xrange(K):
# if i == 0:
# alpha[v,k] += pis[i][-1,t-1,v] * evidence[i,t,k] # could use ix_ function
# elif t == 0:
# beta[v,k] += pis[vp][i-1,t,v] * evidence[i,t,k]
# else:
# for h in xrange(K):
# theta[h,v,k] += pis[vp][i-1,t,h] * pis[i][-1, t-1,v] * evidence[i,t,k]
# for l in xrange(L):
# if X[i,t,l]:
# emit_probs[k, l] += evidence[i, t, k]
# emit_sum += evidence[i, t]
# normalize_trans(theta, alpha, beta, gamma)
# emit_probs[:] = sp.dot(sp.diag(1./emit_sum), emit_probs)
# args.emit_sum = emit_sum
def bp_update_params_new(args):
lmds, pis = args.lmds, args.pis
vert_parent, vert_children = args.vert_parent, args.vert_children
#print pis[0].shape
I, T, L = args.X.shape
K = args.gamma.shape[0]
theta, alpha, beta, gamma, emit_probs, X = (args.theta, args.alpha, args.beta, args.gamma, args.emit_probs,
args.X)
evidence = args.evidence #evid_allchild(lmds, vert_children)
emit_probs_mat = sp.exp(args.log_obs_mat)
#emit_probs_mat /= emit_probs_mat.max(axis=2).reshape(I, T, 1)
gamma_p = copy.copy(gamma)
alpha_p = copy.copy(alpha)
beta_p = copy.copy(beta)
theta_p = copy.copy(theta)
emit_probs_p = copy.copy(emit_probs)
theta[:] = args.pseudocount
alpha[:] = args.pseudocount
beta[:] = args.pseudocount
gamma[:] = args.pseudocount
emit_probs[:] = args.pseudocount
#evidence = evid_allchild(lmds, args.vert_children)
##support = casual_support(pis)
emit_sum = sp.zeros(K)
for i in xrange(I):
vp = vert_parent[i]
for t in xrange(T):
if i==0 and t==0:
gamma += emit_probs_mat[i, t, :]*evidence[i,t,:]
Q = emit_probs_mat[i, t, :]*evidence[i,t,:]
else:
if i == 0:
tmp1, tmp2 = sp.ix_(pis[i][-1,t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
tmp = alpha_p * (tmp1*tmp2)
#tmp /= tmp.sum()
Q = tmp.sum(axis=0)
alpha += tmp/tmp.sum()
elif t == 0:
tmp1, tmp2 = sp.ix_(pis[vp][i-1,t,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
tmp = beta_p *(tmp1*tmp2)
Q = tmp.sum(axis=0)
beta += tmp/tmp.sum()
else:
tmp1, tmp2, tmp3 = sp.ix_(pis[vp][i-1,t,:], pis[i][-1, t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
tmp = theta_p *(tmp1*tmp2 *tmp3)
Q = (tmp.sum(axis=0)).sum(axis=0)
theta += tmp/tmp.sum()
Q /= Q.sum()
for l in xrange(L):
if X[i,t,l]:
emit_probs[:, l] += Q
emit_sum += Q
normalize_trans(theta, alpha, beta, gamma)
emit_probs[:] = sp.dot(sp.diag(1./emit_sum), emit_probs)
args.emit_sum = emit_sum
make_log_obs_matrix(args)
#def bp_marginal_onenode(lmds, pis, args):
# """calculate marginal dist. of node i,t"""
# I, T, L = args.X.shape
# K = args.gamma.shape[0]
# marginal = sp.ones((I, T, K))
# emit_probs_mat = sp.exp(args.log_obs_mat)
# emit_probs_mat /= emit_probs_mat.max(axis=2).reshape(I, T, 1)
# theta, alpha, beta, gamma, emit_probs, X = (args.theta, args.alpha, args.beta, args.gamma, args.emit_probs,
# args.X)
# evidence = evid_allchild(lmds, args.vert_children)
# for i in xrange(I):
# vp = args.vert_parent[i]
#
# for t in xrange(T):
# if i==0 and t==0:
# m = gamma *(emit_probs_mat[i, t, :] *evidence[i,t,:])
# #tmp1, tmp2 = sp.ix_(pis[i][-1,0,:], evidence[i,t+1,:]*emit_probs_mat[i, t+1, :])
# #m = (tmp1*tmp2 * alpha).sum(axis=1)
# #m /= m.sum()
# #breakpoint()
# else:
# if i == 0:
# #tmp1, tmp2 = sp.ix_(pis[i][-1,t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
# #tmp = alpha *(tmp1*tmp2)
# #m = tmp.sum(axis=1)
# #print m
# tmp = sp.dot(pis[i][-1,t-1,:], alpha)
# m = tmp * emit_probs_mat[i, t, :]*evidence[i,t,:]
#
# elif t == 0:
# tmp = sp.dot(pis[vp][i-1,t,:], beta)
# m = tmp* emit_probs_mat[i, t, :]*evidence[i,t,:]
#
# #tmp1, tmp2 = sp.ix_(pis[vp][i-1,t,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
# #tmp = beta *(tmp1*tmp2)
# #m = tmp.sum(axis=0)
# else:
# tmp1, tmp2, tmp3 = sp.ix_(pis[vp][i-1,t,:], pis[i][-1, t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
# tmp= theta *(tmp1*tmp2*tmp3)
# m = (tmp.sum(axis=0)).sum(axis=0)
#
# m /= m.sum()
# marginal[i,t,:] = m
# return marginal
def bp_bethe_free_energy(args):
lmds, pis = args.lmds, args.pis
vert_parent, vert_children = args.vert_parent, args.vert_children
theta, alpha, beta, gamma, emit_probs, X = (args.theta, args.alpha, args.beta, args.gamma, args.emit_probs,
args.X)
I, T, L = X.shape
K = gamma.shape[0]
free_e = 0.
#entp = 0.
log_theta, log_alpha, log_beta, log_gamma = sp.log(theta), sp.log(alpha), sp.log(beta), sp.log(gamma)
emit_probs_mat = sp.exp(args.log_obs_mat)
evidence = evid_allchild(lmds, vert_children) #args.evidence
### replace start here
#Q = bp_marginal_onenode(lmds, pis, args) # args.Q
#Q_clq = sp.zeros((K,K))
#Q_clq3 = sp.zeros((K,K,K))
#log_emit_probs_mat = sp.zeros((K,T))
for i in xrange(I):
vp = vert_parent[i]
log_probs_mat_i = args.log_obs_mat[i,:,:].T
if i==0:
Qt = gamma * emit_probs_mat[i,0,:]*evidence[i,0,:]
Qt /= Qt.sum()
free_e -= (Qt*log_gamma).sum() + (Qt*log_probs_mat_i[:, 0]).sum()
free_e -= (Qt*sp.log(Qt)).sum()
#for k in range(K):
# free_e -= Q[i,0,k]*(log_gamma[k] + log_probs_mat_i[k, 0] + log(Q[i,0,k]))
for t in xrange(1 ,T):
tmp1, tmp2 = sp.ix_(pis[i][-1,t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
Q_clq = alpha * (tmp1*tmp2)
Q_clq /= Q_clq.sum()
Qt = Q_clq.sum(axis=0)
#breakpoint()
#free_e -= (Q_clq * log_alpha).sum() +(Qt*log_probs_mat_i[:, t]).sum()
#free_e += (Q_clq * sp.log(Q_clq)).sum() -2.*(Qt*sp.log(Qt)).sum()
free_e -= (Qt * (log_probs_mat_i[:, t]+ 2.*sp.log(Qt))).sum()
free_e += (Q_clq * (sp.log(Q_clq) -log_alpha)).sum()
#entp += (Q_clq * sp.log(Q_clq)).sum() -2.*(Q*sp.log(Q)).sum()
#Q_clq_sum = 0.
#for k1 in range(K):
# for k2 in range(K):
# Q_clq[k1,k2] = alpha[k1,k2]* pis[i][-1,t-1,k1] * emit_probs_mat[i,t,k2]*evidence[i,t,k2]
# Q_clq_sum += Q_clq[k1,k2]
#
#Q_clq /= Q_clq_sum
#
#for k1 in range(K):
# free_e -= Q[i,t,k1]*log_probs_mat_i[k1, t] +2.*Q[i,t,k1]*log(Q[i,t,k1])
# for k2 in range(K):
# free_e -= Q_clq[k1,k2] * log_alpha[k1,k2]
# free_e += Q_clq[k1,k2] * log(Q_clq[k1,k2])
else:
tmp1, tmp2 = sp.ix_(pis[vp][i-1,0,:], emit_probs_mat[i, 0, :]*evidence[i,0,:])
Q_clq = beta *(tmp1*tmp2)
Q_clq /= Q_clq.sum()
Qt = Q_clq.sum(axis=0)
free_e -= (Q_clq * log_beta).sum() +(Qt * log_probs_mat_i[:, 0]).sum()
free_e += (Q_clq * sp.log(Q_clq)).sum()
free_e -= (Qt * sp.log(Qt)).sum()
#Q_clq_sum = 0.
#for k1 in xrange(K):
# for k2 in xrange(K):
# Q_clq[k1,k2] = beta[k1,k2]* pis[vp][i-1,0,k1] * emit_probs_mat[i,0,k2]*evidence[i,0,k2]
# Q_clq_sum += Q_clq[k1,k2]
#Q_clq /= Q_clq_sum
#for k1 in xrange(K):
# free_e -= Q[i,0,k1] * (log_probs_mat_i[k1, 0] + log(Q[i,0,k1]) )
# for k2 in xrange(K):
# free_e += Q_clq[k1,k2] * (log(Q_clq[k1,k2]) - log_beta[k1,k2])
#entp += (Q_clq * sp.log(Q_clq)).sum()-(Q * sp.log(Q)).sum()
for t in xrange(1 ,T):
tmp1, tmp2, tmp3 = sp.ix_(pis[vp][i-1,t,:], pis[i][-1, t-1,:], emit_probs_mat[i, t, :]*evidence[i,t,:])
Q_clq3 = theta *(tmp1*tmp2*tmp3)
Q_clq3 /= Q_clq3.sum()
Qt = (Q_clq3.sum(axis=0)).sum(axis=0)
#breakpoint()
free_e -= (Q_clq3 * log_theta).sum()
free_e += (Q_clq3 * sp.log(Q_clq3)).sum() ###!!
free_e -= (Qt * (sp.log(Qt)+log_probs_mat_i[:, t])).sum()
#entp += (Q_clq3 * sp.log(Q_clq3)).sum() -(Qt * sp.log(Qt)).sum()
#Q_clq3_sum = 0
#for k1 in range(K):
# for k2 in xrange(K):
# for k3 in xrange(K):
# Q_clq3[k1,k2, k3] = theta[k1,k2, k3] * pis[vp][i-1,t,k1] * pis[i][-1, t-1,k2] * emit_probs_mat[i,t,k3]*evidence[i,t,k3]
# Q_clq3_sum += Q_clq3[k1,k2, k3]
#Q_clq3 /= Q_clq3_sum
#free_e -= (Q_clq3 * log_theta).sum() +(Q[i,t,:] * log_probs_mat_i[:, t] ).sum()
#free_e += (Q_clq3 * sp.log(Q_clq3)).sum() ###!!
#free_e -= (Q[i,t,:]*sp.log(Q[i,t,:])).sum()
#for k1 in xrange(K):
# free_e -= Q[i,t,k1] *(log_probs_mat_i[k1,t] + log(Q[i,t,k1]))
# for k2 in xrange(K):
# for k3 in xrange(K):
# free_e -= Q_clq3[k1,k2,k3] * (log_theta[k1,k2,k3] - log(Q_clq3[k1,k2,k3]))
#print 'free energy:', free_e
return free_e
def bp_mf_free_energy(lmds, pis, args):
theta, alpha, beta, gamma, emit_probs, X = (args.theta, args.alpha, args.beta, args.gamma, args.emit_probs,
args.X)
I, T, L = X.shape
K = gamma.shape[0]
log_theta, log_alpha, log_beta, log_gamma = sp.log(theta), sp.log(alpha), sp.log(beta), sp.log(gamma)
log_obs_mat = args.log_obs_mat
Q = bp_marginal_onenode(lmds, pis, args)
entropy = (Q * sp.log(Q)).sum()
#print 'mf entropy', -entropy
total_free = entropy
for i in xrange(I):
#for i in prange(I, nogil=True):
vp = vert_parent[i]
#for t in prange(T, nogil=True):
for t in xrange(T):
for k in xrange(K):
total_free -= Q[i,t,k] * log_obs_mat[i,t,k]
if i == 0 and t == 0:
total_free -= Q[i,t,k] * log_gamma[k]
else:
for v in xrange(K):
if i == 0:
total_free -= Q[i,t-1,v] * Q[i,t,k] * log_alpha[v,k]
elif t == 0:
total_free -= Q[vp,t,v] * Q[i,t,k] * log_beta[v,k]
else:
for h in xrange(K):
total_free -= Q[vp,t,v] * Q[i,t-1,h] * Q[i,t,k] * log_theta[v,h,k]
#print 'mf free energy:', total_free
return total_free
def bp_check_convergence(args):
return check_conv(args.lmds_prev, args.pis_prev, args.lmds, args.pis)
def check_conv(lmds_prev, pis_prev, lmds, pis):
I = lmds_prev.shape[0]
#print_options.set_float_precision(2)
tmp = abs(lmds - lmds_prev)
#max_value = [lmds_prev[i].max() for i in xrange(I)]
diff = [tmp[i].max() for i in xrange(I)]
#print ["%0.3f" % i for i in max_value]
tmp = abs(pis - pis_prev)
#max_value = [lmds_prev[i].max() for i in xrange(I)]
diff2 = [tmp[i].max() for i in xrange(I)]
#print ["%5.4f" % i for i in diff]
if all([diff[i] < 1e-2 for i in xrange(I)]) and all([diff2[i] < 1e-2 for i in xrange(I)]):
a = True
else:
a = False
return a