GibbsKL_tpl.h

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#include <agrum/core/math/math.h>
#include <agrum/BN/IBayesNet.h>
#include <agrum/BN/algorithms/divergence/GibbsBNdistance.h>
#include <agrum/BN/inference/tools/gibbsOperator.h>
#include <agrum/core/approximations/approximationScheme.h>
#include <agrum/core/hashTable.h>

#define GIBBSKL_DEFAULT_MAXITER 10000000
#define GIBBSKL_DEFAULT_EPSILON 1e-10
#define GIBBSKL_DEFAULT_MIN_EPSILON_RATE 1e-10
#define GIBBSKL_DEFAULT_PERIOD_SIZE 200
#define GIBBSKL_DEFAULT_VERBOSITY false
#define GIBBSKL_DEFAULT_BURNIN 2000
#define GIBBSKL_DEFAULT_TIMEOUT 6000

#define GIBBSKL_POURCENT_DRAWN_SAMPLE 10   // percent drawn
#define GIBBSKL_DRAWN_AT_RANDOM false

namespace gum {


  template < typename GUM_SCALAR >
  GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(
     const IBayesNet< GUM_SCALAR >& P, const IBayesNet< GUM_SCALAR >& Q) :
      BNdistance< GUM_SCALAR >(P, Q),
      ApproximationScheme(),
      GibbsOperator< GUM_SCALAR >(
         P,
         nullptr,
         1 + (P.size() * GIBBSKL_POURCENT_DRAWN_SAMPLE / 100),
         GIBBSKL_DRAWN_AT_RANDOM) {
    GUM_CONSTRUCTOR(GibbsBNdistance);

    setEpsilon(GIBBSKL_DEFAULT_EPSILON);
    setMinEpsilonRate(GIBBSKL_DEFAULT_MIN_EPSILON_RATE);
    setMaxIter(GIBBSKL_DEFAULT_MAXITER);
    setVerbosity(GIBBSKL_DEFAULT_VERBOSITY);
    setBurnIn(GIBBSKL_DEFAULT_BURNIN);
    setPeriodSize(GIBBSKL_DEFAULT_PERIOD_SIZE);
    setMaxTime(GIBBSKL_DEFAULT_TIMEOUT);
  }

  template < typename GUM_SCALAR >
  GibbsBNdistance< GUM_SCALAR >::GibbsBNdistance(
     const BNdistance< GUM_SCALAR >& kl) :
      BNdistance< GUM_SCALAR >(kl),
      ApproximationScheme()
      // Gibbs operator with 10% of nodes changes at random between each samples
      ,
      GibbsOperator< GUM_SCALAR >(
         kl.p(),
         nullptr,
         1 + (kl.p().size() * GIBBSKL_POURCENT_DRAWN_SAMPLE / 100),
         true) {
    GUM_CONSTRUCTOR(GibbsBNdistance);

    setEpsilon(GIBBSKL_DEFAULT_EPSILON);
    setMinEpsilonRate(GIBBSKL_DEFAULT_MIN_EPSILON_RATE);
    setMaxIter(GIBBSKL_DEFAULT_MAXITER);
    setVerbosity(GIBBSKL_DEFAULT_VERBOSITY);
    setBurnIn(GIBBSKL_DEFAULT_BURNIN);
    setPeriodSize(GIBBSKL_DEFAULT_PERIOD_SIZE);
    setMaxTime(GIBBSKL_DEFAULT_TIMEOUT);
  }

  template < typename GUM_SCALAR >
  GibbsBNdistance< GUM_SCALAR >::~GibbsBNdistance() {
    GUM_DESTRUCTOR(GibbsBNdistance);
  }

  template < typename GUM_SCALAR >
  void GibbsBNdistance< GUM_SCALAR >::_computeKL() {
    auto Iq = _q.completeInstantiation();

    gum::Instantiation I = this->monteCarloSample();
    initApproximationScheme();

    // map between particle() variables and _q variables (using name of vars)
    HashTable< const DiscreteVariable*, const DiscreteVariable* > map;

    for (Idx ite = 0; ite < I.nbrDim(); ++ite) {
      map.insert(&I.variable(ite), &_q.variableFromName(I.variable(ite).name()));
    }

    // BURN IN
    for (Idx i = 0; i < burnIn(); i++)
      I = this->nextSample(I);

    // SAMPLING
    _klPQ = _klQP = _hellinger = _jsd = (GUM_SCALAR)0.0;
    _errorPQ = _errorQP = 0;
    GUM_SCALAR delta, ratio, error;
    delta = ratio = error = (GUM_SCALAR)-1;
    GUM_SCALAR oldPQ = 0.0;
    GUM_SCALAR pp, pq, pmid;

    do {
      this->disableMinEpsilonRate();
      I = this->nextSample(I);
      updateApproximationScheme();

      //_p.synchroInstantiations( Ip,I);
      Iq.setValsFrom(map, I);

      pp = _p.jointProbability(I);
      pq = _q.jointProbability(Iq);
      pmid = (pp + pq) / 2.0;

      if (pp != (GUM_SCALAR)0.0) {
        _hellinger += std::pow(std::sqrt(pp) - std::sqrt(pq), 2) / pp;

        if (pq != (GUM_SCALAR)0.0) {
          _bhattacharya += std::sqrt(pq / pp);   // std::sqrt(pp*pq)/pp
          this->enableMinEpsilonRate();   // replace check_rate=true;
          ratio = pq / pp;
          delta = (GUM_SCALAR)log2(ratio);
          _klPQ += delta;

          // pmid!=0
          _jsd -= log2(pp / pmid) + ratio * log2(pq / pmid);
        } else {
          _errorPQ++;
        }
      }

      if (pq != (GUM_SCALAR)0.0) {
        if (pp != (GUM_SCALAR)0.0) {
          // if we are here, it is certain that delta and ratio have been
          // computed
          // further lines above. (for now #112-113)
          _klQP += (GUM_SCALAR)(-delta * ratio);
        } else {
          _errorQP++;
        }
      }

      if (this->isEnabledMinEpsilonRate()) {   // replace check_rate
        // delta is used as a temporary variable
        delta = _klPQ / nbrIterations();
        error = (GUM_SCALAR)std::abs(delta - oldPQ);
        oldPQ = delta;
      }
    } while (continueApproximationScheme(error));   //

    _klPQ = -_klPQ / (nbrIterations());
    _klQP = -_klQP / (nbrIterations());
    _jsd = -0.5 * _jsd / (nbrIterations());
    _hellinger = std::sqrt(_hellinger / nbrIterations());
    _bhattacharya = -std::log(_bhattacharya / (nbrIterations()));
  }

  template < typename GUM_SCALAR >
  void GibbsBNdistance< GUM_SCALAR >::setBurnIn(Size b) {
    this->_burn_in = b;
  }

  template < typename GUM_SCALAR >
  Size GibbsBNdistance< GUM_SCALAR >::burnIn() const {
    return this->_burn_in;
  }
}   // namespace gum