/******************************************************************************* * Copyright 2012 Analog Devices, Inc. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. ********************************************************************************/ package com.analog.lyric.dimple.solvers.sumproduct.sampledfactor; import static java.util.Objects.*; import org.eclipse.jdt.annotation.Nullable; import com.analog.lyric.dimple.model.core.FactorGraph; import com.analog.lyric.dimple.model.core.EdgeState; import com.analog.lyric.dimple.model.factors.Factor; import com.analog.lyric.dimple.model.variables.Variable; import com.analog.lyric.dimple.solvers.core.SEdgeWithMessages; import com.analog.lyric.dimple.solvers.core.SFactorBase; import com.analog.lyric.dimple.solvers.gibbs.GibbsDiscrete; import com.analog.lyric.dimple.solvers.gibbs.GibbsOptions; import com.analog.lyric.dimple.solvers.gibbs.GibbsReal; import com.analog.lyric.dimple.solvers.gibbs.GibbsRealJoint; import com.analog.lyric.dimple.solvers.gibbs.GibbsSolver; import com.analog.lyric.dimple.solvers.gibbs.GibbsSolverGraph; import com.analog.lyric.dimple.solvers.interfaces.ISolverEdgeState; import com.analog.lyric.dimple.solvers.interfaces.ISolverFactorGraph; import com.analog.lyric.dimple.solvers.interfaces.ISolverVariable; /** * @author jeff * * This class is used to implement factors that have edges that * connect to non-discrete variables, but are not otherwise * implemented by a custom factor. In this case, we use the Gibbs * solver as an inner loop in generating approximate messages. * * To do this, we create a "message graph" that is a new factor graph * that includes a new copy of this factor and a new variable associated * with each edge; of the same type as the corresponding sibling variables. * * To compute an approximate output message, the Input for each variable * in the message graph is set to the same value as the input message * to this factor. The form of this depends on the type of variable: * discrete or real. For the edge that we're computing the output * message, we don't use the input message, but instead set the input * of that variable to uniform. * * When we perform inference on this message graph using the Gibbs solver, * the resulting samples estimate the belief on the variable in the message * graph corresponding to the output edge of the factor. If inference were * perfect, this belief would exactly equal the desired output message. * Since the inference is approximate, the output message is an approximation * of the desired output message. The accuracy depends on the number of * samples used in each update. * */ public class SampledFactor extends SFactorBase { private final ISumProductSampledEdge<?>[] _edges; private final FactorGraph _messageGraph; public final static int DEFAULT_SAMPLES_PER_UPDATE = 1000; public final static int DEFAULT_BURN_IN_SCANS_PER_UPDATE = 10; public final static int DEFAULT_SCANS_PER_SAMPLE = 1; public SampledFactor(Factor factor, ISolverFactorGraph parent) { super(factor, parent); final int numSiblings = factor.getSiblingCount(); // TODO should we defer this work until initialize _edges = new ISumProductSampledEdge[numSiblings]; final Variable[] privateVariables = new Variable[numSiblings]; for (int edge = 0; edge < numSiblings; edge++) { // Create a private copy of each sibling variable to use in the message graph privateVariables[edge] = factor.getSibling(edge).clone(); } // Create a private message graph on which the Gibbs sampler will be run _messageGraph = new FactorGraph(); GibbsSolverGraph sgraph = requireNonNull(_messageGraph.setSolverFactory(new GibbsSolver())); _messageGraph.setEventAndOptionParent(this); // inherit options from this solver graph _messageGraph.addFactor(factor.getFactorFunction(), privateVariables); for (int edge = 0; edge < numSiblings; edge++) { final ISolverVariable svar = sgraph.getSolverVariable(privateVariables[edge]); // Create a message translator based on the variable type // TODO: Allow alternative message representations for continuous variables if (svar instanceof GibbsDiscrete) { _edges[edge] = new SumProductSampledDiscreteEdge((GibbsDiscrete)svar); } else if (svar instanceof GibbsReal) { _edges[edge] = new SumProductSampledNormalEdge((GibbsReal)svar); } else if (svar instanceof GibbsRealJoint) { // Complex or RealJoint _edges[edge] = new SumProductSampledMultivariateNormalEdge((GibbsRealJoint)svar); } } } @Override public @Nullable ISolverEdgeState createEdge(EdgeState edge) { // Edge already created at construction time return _edges[edge.getFactorToVariableEdgeNumber()]; } @Override public void doUpdateEdge(int outPortNum) { int numSiblings = _model.getSiblingCount(); // Set inputs of the message-graph variables to the incoming message value; all except the output variable for (int edge = 0; edge < numSiblings; edge++) { if (edge != outPortNum) // Input edge { _edges[edge].setVarToFactorDirection(); } else // Output edge { _edges[edge].setFactorToVarDirection(); } } // Run the Gibbs solver _messageGraph.solve(); // Set the output message using the belief of the message-graph output variable _edges[outPortNum].setFactorToVarMsgFromSamples(); } /** * @deprecated Will be removed in a future release. Instead set {@link GibbsOptions#numSamples} option * on this object using {@link #setOption}. */ @Deprecated public void setSamplesPerUpdate(int numSamples) { setOption(GibbsOptions.numSamples, numSamples); } /** * @deprecated Will be removed in a future release. Instead get {@link GibbsOptions#numSamples} option * from this object using {@link #getOption}. */ @Deprecated public int getSamplesPerUpdate() { return getOptionOrDefault(GibbsOptions.numSamples); } /** * @deprecated Will be removed in a future release. Instead set {@link GibbsOptions#burnInScans} option * on this object using {@link #setOption}. */ @Deprecated public void setBurnInScansPerUpdate(int burnInScansPerUpdate) { setOption(GibbsOptions.burnInScans, burnInScansPerUpdate); } /** * @deprecated Will be removed in a future release. Instead get {@link GibbsOptions#burnInScans} option * from this object using {@link #getOption}. */ @Deprecated public int getBurnInScansPerUpdate() { return getOptionOrDefault(GibbsOptions.burnInScans); } /** * @deprecated Will be removed in a future release. Instead set {@link GibbsOptions#scansPerSample} option * on this object using {@link #setOption}. */ @Deprecated public void setScansPerSample(int scansPerSample) { setOption(GibbsOptions.scansPerSample, scansPerSample); } /** * @deprecated Will be removed in a future release. Instead get {@link GibbsOptions#scansPerSample} option * from this object using {@link #getOption}. */ @Deprecated public int getScansPerSample() { return getOptionOrDefault(GibbsOptions.scansPerSample); } @SuppressWarnings("null") @Override public SEdgeWithMessages<?,?> getSiblingEdgeState(int siblingIndex) { return (SEdgeWithMessages<?, ?>)getSiblingEdgeState_(siblingIndex); } }