def traffic(): A = RandomVar('A', 2) T = RandomVar('T', 2) P = RandomVar('P', 2) fP = CPD([P], [0.99, 0.01]) fA = CPD([A], [0.9, 0.1]) fT_AP = CPD([T, P, A], [0.9, 0.5, 0.4, 0.1, 0.1, 0.5, 0.6, 0.9]) bn = BayesianNetwork([fP, fA, fT_AP]) print(bn) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() mle = MaximumLikelihood(scope) print(mle.fit_predict(X, bn.graph())) ud = UniformDirichlet(scope, alpha=1.0) print(ud.fit_predict(X, bn.graph()))
def earthquake(): B = RandomVar('B', 2) E = RandomVar('E', 2) A = RandomVar('A', 2) R = RandomVar('R', 2) a_be = CPD( [A, B, E], [0.999, 0.01, 0.01, 0.0001, 0.001, 0.99, 0.99, 0.9999]) r_e = CPD([R, E], [1.0, 0.0, 0.0, 1.0]) b = CPD([B], [0.99, 0.01]) e = CPD([E], [0.999, 0.001]) bn = BayesianNetwork([a_be, r_e, b, e]) print(bn) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() mle = MaximumLikelihood(scope) print(mle.fit_predict(X, bn.graph())) ud = UniformDirichlet(scope, alpha=1.0) print(ud.fit_predict(X, bn.graph()))
def earthquake(): B = RandomVar('B', 2) E = RandomVar('E', 2) A = RandomVar('A', 2) R = RandomVar('R', 2) a_be = CPD([A, B, E], [0.999, 0.01, 0.01, 0.0001, 0.001, 0.99, 0.99, 0.9999]) r_e = CPD([R, E], [1.0, 0.0, 0.0, 1.0]) b = CPD([B], [0.99, 0.01]) e = CPD([E], [0.999, 0.001]) bn = BayesianNetwork([a_be, r_e, b, e]) print(bn) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() mle = MaximumLikelihood(scope) print(mle.fit_predict(X, bn.graph())) ud = UniformDirichlet(scope, alpha=1.0) print(ud.fit_predict(X, bn.graph()))
def earthquake(): B = RandomVar('B', 2) E = RandomVar('E', 2) A = RandomVar('A', 2) R = RandomVar('R', 2) a_be = CPD([A, B, E], [0.999, 0.01, 0.01, 0.0001, 0.001, 0.99, 0.99, 0.9999]) r_e = CPD([R, E], [1.0, 0.0, 0.0, 1.0]) b = CPD([B], [0.99, 0.01]) e = CPD([E], [0.999, 0.001]) bn = BayesianNetwork([a_be, r_e, b, e]) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() graph = bn.graph() # graph = {B : set(), E: set(), A: set(), R: set()} score_l = LikelihoodScore(scope).fit(X, graph).score print(score_l) score_bic = BICScore(scope).fit(X, graph).score print(score_bic) score_b = BayesianScore(scope).fit(X, graph).score print(score_b) # scorer = LikelihoodScore(scope) # scorer = BICScore(scope) scorer = BayesianScore(scope) best_graph, best_score = restarting_local_search(X, scope, scorer, restarts=1, iterations=100, epsilon=0.2, verbose=1) print('Best:') print(best_score) print(best_graph)
def earthquake(): B = RandomVar('B', 2) E = RandomVar('E', 2) A = RandomVar('A', 2) R = RandomVar('R', 2) a_be = CPD( [A, B, E], [0.999, 0.01, 0.01, 0.0001, 0.001, 0.99, 0.99, 0.9999]) r_e = CPD([R, E], [1.0, 0.0, 0.0, 1.0]) b = CPD([B], [0.99, 0.01]) e = CPD([E], [0.999, 0.001]) bn = BayesianNetwork([a_be, r_e, b, e]) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() graph = bn.graph() # graph = {B : set(), E: set(), A: set(), R: set()} score_l = LikelihoodScore(scope).fit(X, graph).score print(score_l) score_bic = BICScore(scope).fit(X, graph).score print(score_bic) score_b = BayesianScore(scope).fit(X, graph).score print(score_b) # scorer = LikelihoodScore(scope) # scorer = BICScore(scope) scorer = BayesianScore(scope) best_graph, best_score = restarting_local_search(X, scope, scorer, restarts=1, iterations=100, epsilon=0.2, verbose=1) print('Best:') print(best_score) print(best_graph)
def simple_chain(): x1 = RandomVar('X1', 2) x2 = RandomVar('X2', 2) x3 = RandomVar('X3', 2) fx1 = CPD([x1], [0.11, 0.89]) fx2_x1 = CPD([x2, x1], [0.59, 0.22, 0.41, 0.78]) fx3_x2 = CPD([x3, x2], [0.39, 0.06, 0.61, 0.94]) bn = BayesianNetwork([fx1, fx2_x1, fx3_x2]) graph = bn.graph() print(bn) fs = ForwardSampler(bn) fs.sample(1000) scope, X = fs.samples_to_matrix() mle = MaximumLikelihood(scope) print(mle.fit_predict(X, graph)) ud = UniformDirichlet(scope, alpha=1.0) print(ud.fit_predict(X, graph))
def simple_chain(): x1 = RandomVar('X1', 2) x2 = RandomVar('X2', 2) x3 = RandomVar('X3', 2) fx1 = CPD([x1], [0.11, 0.89]) fx2_x1 = CPD([x2, x1], [0.59, 0.22, 0.41, 0.78]) fx3_x2 = CPD([x3, x2], [0.39, 0.06, 0.61, 0.94]) bn = BayesianNetwork([fx1, fx2_x1, fx3_x2]) fs = ForwardSampler(bn) fs.sample(2000) scope, X = fs.samples_to_matrix() graph = bn.graph() # graph = {x1 : set(), x2: set(), x3: set()} score_l = LikelihoodScore(scope).fit(X, graph).score print(score_l) score_bic = BICScore(scope).fit(X, graph).score print(score_bic) score_b = BayesianScore(scope).fit(X, graph).score print(score_b) # scorer = LikelihoodScore(scope) scorer = BICScore(scope) # scorer = BayesianScore(scope) best_graph, best_score = restarting_local_search(X, scope, scorer, restarts=5, iterations=50, epsilon=0.2, verbose=1) print('Best:') print(best_score) print(best_graph)
def traffic(): A = RandomVar('A', 2) T = RandomVar('T', 2) P = RandomVar('P', 2) fP = CPD([P], [0.99, 0.01]) fA = CPD([A], [0.9, 0.1]) fT_AP = CPD([T, P, A], [0.9, 0.5, 0.4, 0.1, 0.1, 0.5, 0.6, 0.9]) bn = BayesianNetwork([fP, fA, fT_AP]) # print(bn) fs = ForwardSampler(bn) fs.sample(2000) scope, X = fs.samples_to_matrix() graph = bn.graph() score_l = LikelihoodScore(scope).fit(X, graph).score print(score_l) score_bic = BICScore(scope).fit(X, graph).score print(score_bic) score_b = BayesianScore(scope).fit(X, graph).score print(score_b) # scorer = LikelihoodScore(scope) scorer = BICScore(scope) # scorer = BayesianScore(scope) best_graph, best_score = restarting_local_search(X, scope, scorer, restarts=5, iterations=50, epsilon=0.2, verbose=1) print('Best:') print(best_score) print(best_graph)
def die(): # Parameters # d1_ = [0.2, 0.0, 0.5, 0.1, 0.1, 0.1] # d2_ = [0.2, 0.3, 0.1, 0.05, 0.05, 0.3] d1_ = [0.1, 0.9] d2_ = [0.6, 0.4] n_samples = 5000 n_iterations = 10 n_restarts = 2 verbose = 2 # Model creation if len(d1_) != len(d2_): raise Exception('The die should have the same cardinality') h = RandomVar('h', 2) o1 = RandomVar('o1', len(d1_)) o2 = RandomVar('o2', len(d2_)) f_h = CPD([h], [0.5, 0.5]) f_o1_h = Factor([o1, h]) f_o2_h = Factor([o2, h]) for i in range(len(f_o1_h.values)): o_, h_ = f_o1_h.itoa(i) f_o1_h.values[i] = d1_[o_] if h_ == 0 else d2_[o_] f_o2_h.values[i] = d2_[o_] if h_ == 0 else d1_[o_] f_o1_h = CPD(f_o1_h.scope, f_o1_h.values) f_o2_h = CPD(f_o2_h.scope, f_o2_h.values) bn = BayesianNetwork([f_h, f_o1_h, f_o2_h]) # Sampling from true model fs = ForwardSampler(bn) fs.sample(n_samples) scope, X = fs.samples_to_matrix() em = ExpectationMaximization(scope, known_cpds=[f_h], n_iterations=n_iterations, n_restarts=n_restarts, alpha=10.0, verbose=verbose) print('True log-likelihood (no missing variables):') print(em.log_likelihood(X, bn)) print('Maximum log-likelihood (no missing variables):') ls = LikelihoodScore(scope) ls.fit(X, bn.graph()) print(ls.score) # Hiding variable X[:, scope.index(h)] = -1 print('True log-likelihood (missing variables):') print(em.log_likelihood(X, bn)) bn_pred = em.fit_predict(X, bn.graph()) print('Best log-likelihood (missing variables)') print(em.log_likelihood(X, bn_pred)) # Estimation results print('Results:') f_o1_h = [f for f in bn_pred.factors if f.scope[0] == o1][0] f_o2_h = [f for f in bn_pred.factors if f.scope[0] == o2][0] d = np.zeros(o1.k) d1 = np.zeros(o1.k) d2 = np.zeros(o1.k) with printoptions(precision=3): print('d1: {0}'.format(d1_)) for i in range(o1.k): d[i] = f_o1_h.values[f_o1_h.atoi([i, 0])] print('d1 according to o1: {0}'.format(d)) d1 += d for i in range(o2.k): d[i] = f_o2_h.values[f_o2_h.atoi([i, 1])] print('d1 according to o2: {0}'.format(d)) d1 += d print('d2: {0}'.format(d2_)) for i in range(o1.k): d[i] = f_o1_h.values[f_o1_h.atoi([i, 1])] print('d2 according to o1: {0}'.format(d)) d2 += d for i in range(o2.k): d[i] = f_o2_h.values[f_o2_h.atoi([i, 0])] print('d2 according to o2: {0}'.format(d)) d2 += d print('Average estimate:') print('d1: {0}'.format(d1/2.)) print('d2: {0}'.format(d2/2.))