exactBNdistance_tpl.h

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/**
 *
 *   Copyright 2005-2020 Pierre-Henri WUILLEMIN(@LIP6) & Christophe GONZALES(@AMU)
 *   info_at_agrum_dot_org
 *
 *  This library is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU Lesser General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
 *  (at your option) any later version.
 *
 *  This library is distributed in the hope that it will be useful,
 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU Lesser General Public License for more details.
 *
 *  You should have received a copy of the GNU Lesser General Public License
 *  along with this library.  If not, see <http://www.gnu.org/licenses/>.
 *
 */


/**
 * @file
 * @brief KL divergence between BNs brute force implementation
 *
 * @author Pierre-Henri WUILLEMIN(@LIP6)
 */

#include <agrum/tools/core/math/math_utils.h>
#include <agrum/BN/IBayesNet.h>
#include <agrum/BN/algorithms/divergence/BNdistance.h>
#include <agrum/BN/algorithms/divergence/exactBNdistance.h>

namespace gum {
  template < typename GUM_SCALAR >
  ExactBNdistance< GUM_SCALAR >::ExactBNdistance(
     const IBayesNet< GUM_SCALAR >& P,
     const IBayesNet< GUM_SCALAR >& Q) :
      BNdistance< GUM_SCALAR >(P, Q) {
    GUM_CONSTRUCTOR(ExactBNdistance);
  }

  template < typename GUM_SCALAR >
  ExactBNdistance< GUM_SCALAR >::ExactBNdistance(
     const BNdistance< GUM_SCALAR >& kl) :
      BNdistance< GUM_SCALAR >(kl) {
    GUM_CONSTRUCTOR(ExactBNdistance);
  }

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

  template < typename GUM_SCALAR >
  void ExactBNdistance< GUM_SCALAR >::computeKL_() {
    klPQ_ = klQP_ = hellinger_ = bhattacharya_ = jsd_ = (GUM_SCALAR)0.0;
    errorPQ_ = errorQP_ = 0;

    auto Ip = p_.completeInstantiation();
    auto Iq = q_.completeInstantiation();

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

    for (Idx ite = 0; ite < Ip.nbrDim(); ++ite) {
      map.insert(&Ip.variable(ite), &q_.variableFromName(Ip.variable(ite).name()));
    }
    GUM_SCALAR pp, pq, pmid, lpp, lpq, lpmid;
    for (Ip.setFirst(); !Ip.end(); ++Ip) {
      Iq.setValsFrom(map, Ip);
      pp    = p_.jointProbability(Ip);
      pq    = q_.jointProbability(Iq);
      pmid  = (pp + pq) / 2.0;
      lpmid = lpq = lpp = (GUM_SCALAR)0.0;
      if (pmid != (GUM_SCALAR)0.0) lpmid = std::log2(pmid);
      if (pp != (GUM_SCALAR)0.0) lpp = std::log2(pp);
      if (pq != (GUM_SCALAR)0.0) lpq = std::log2(pq);


      hellinger_ += std::pow(std::sqrt(pp) - std::sqrt(pq), 2);
      bhattacharya_ += std::sqrt(pp * pq);

      if (pp != (GUM_SCALAR)0.0) {
        if (pq != (GUM_SCALAR)0.0) {
          klPQ_ -= pp * (lpq - lpp);   // log2(pq / pp);
        } else {
          errorPQ_++;
        }
      }

      if (pq != (GUM_SCALAR)0.0) {
        if (pp != (GUM_SCALAR)0.0) {
          klQP_ -= pq * (lpp - lpq);   // log2(pp / pq);
        } else {
          errorQP_++;
        }
      }
      if (pmid != (GUM_SCALAR)0.0) {
        jsd_ += pp * lpp + pq * lpq
              - (pp + pq) * lpmid;   // pp* log2(pp / pmid) + pq * log2(pq / pmid);
      }
    }
    jsd_ /= 2.0;
    hellinger_    = std::sqrt(hellinger_);
    bhattacharya_ = -std::log(bhattacharya_);
  }

}   // namespace gum