static void Main(string[] args)
{
/********* arguments **********/
string dataDir = args[0];
string datasetFilename = args[1];
/******************************/
/************ data ************/
string[] lines = File.ReadAllLines(dataDir + datasetFilename);
int numSamples = lines.Length;
double[] x0Data = new double[numSamples];
double[] x1Data = new double[numSamples];
bool[] yData = new bool[numSamples];
for (int i = 0; i < numSamples; i++)
{
string[] strArray = lines[i].Split('|');
double[] doubleArray = Array.ConvertAll <string, double>(strArray, Convert.ToDouble);
x0Data[i] = doubleArray[0];
x1Data[i] = doubleArray[1];
if (doubleArray[2] == 1)
{
yData[i] = true;
}
else
{
yData[i] = false;
}
}
/********************************/
/********* model setup **********/
Range n = new Range(numSamples);
M.Variable <bool> y = M.Variable.New <bool>();
M.Variable <double> x0 = M.Variable.New <double>();
M.Variable <double> x1 = M.Variable.New <double>();
double variance = 1.0;
M.Variable <double> x0c0Mean = M.Variable.GaussianFromMeanAndVariance(0, 10);
M.Variable <double> x0c1Mean = M.Variable.GaussianFromMeanAndVariance(0, 10);
M.Variable <double> x1c0Mean = M.Variable.GaussianFromMeanAndVariance(0, 10);
M.Variable <double> x1c1Mean = M.Variable.GaussianFromMeanAndVariance(0, 10);
// stores the product of all messages sent the means by the previous batches
M.Variable <D.Gaussian> x0c0MeanMessage = M.Variable.Observed <D.Gaussian>(D.Gaussian.Uniform());
M.Variable <D.Gaussian> x0c1MeanMessage = M.Variable.Observed <D.Gaussian>(D.Gaussian.Uniform());
M.Variable <D.Gaussian> x1c0MeanMessage = M.Variable.Observed <D.Gaussian>(D.Gaussian.Uniform());
M.Variable <D.Gaussian> x1c1MeanMessage = M.Variable.Observed <D.Gaussian>(D.Gaussian.Uniform());
M.Variable.ConstrainEqualRandom(x0c0Mean, x0c0MeanMessage);
M.Variable.ConstrainEqualRandom(x0c1Mean, x0c1MeanMessage);
M.Variable.ConstrainEqualRandom(x1c0Mean, x1c0MeanMessage);
M.Variable.ConstrainEqualRandom(x1c1Mean, x1c1MeanMessage);
x0c0Mean.AddAttribute(QueryTypes.Marginal);
x0c0Mean.AddAttribute(QueryTypes.MarginalDividedByPrior);
x0c1Mean.AddAttribute(QueryTypes.Marginal);
x0c1Mean.AddAttribute(QueryTypes.MarginalDividedByPrior);
x1c0Mean.AddAttribute(QueryTypes.Marginal);
x1c0Mean.AddAttribute(QueryTypes.MarginalDividedByPrior);
x1c1Mean.AddAttribute(QueryTypes.Marginal);
x1c1Mean.AddAttribute(QueryTypes.MarginalDividedByPrior);
D.Gaussian x0c0MeanMarginal = D.Gaussian.Uniform();
D.Gaussian x0c1MeanMarginal = D.Gaussian.Uniform();
D.Gaussian x1c0MeanMarginal = D.Gaussian.Uniform();
D.Gaussian x1c1MeanMarginal = D.Gaussian.Uniform();
M.Variable <double> cPrior = M.Variable.Beta(1, 1);
y = M.Variable.Bernoulli(cPrior);
using (M.Variable.IfNot(y))
{
x0.SetTo(M.Variable.GaussianFromMeanAndVariance(x0c0Mean, variance));
x1.SetTo(M.Variable.GaussianFromMeanAndVariance(x1c0Mean, variance));
}
using (M.Variable.If(y))
{
x0.SetTo(M.Variable.GaussianFromMeanAndVariance(x0c1Mean, variance));
x1.SetTo(M.Variable.GaussianFromMeanAndVariance(x1c1Mean, variance));
}
/******* inference engine *******/
M.InferenceEngine engine = new M.InferenceEngine(new A.ExpectationPropagation());
engine.ShowProgress = false;
// engine.ShowFactorGraph = true;
/********************************/
// the less this is, the more important role the prior over the mean is contributing to the posterior.
double k = 10.0;
double[] x0c0Meannatural = { 0, 0 };
double[] x0c1Meannatural = { 0, 0 };
double[] x1c0Meannatural = { 0, 0 };
double[] x1c1Meannatural = { 0, 0 };
var results = new StringBuilder();
results.AppendLine("classPost|meanPost0|meanPost1|meanPost2|meanPost3");
for (int t = 0; t < numSamples; t++)
{
x0c0MeanMessage.ObservedValue = D.Gaussian.Uniform();
x0c1MeanMessage.ObservedValue = D.Gaussian.Uniform();
x1c0MeanMessage.ObservedValue = D.Gaussian.Uniform();
x1c1MeanMessage.ObservedValue = D.Gaussian.Uniform();
x0.ObservedValue = x0Data[t];
x1.ObservedValue = x1Data[t];
y.ObservedValue = yData[t];
D.Gaussian x0c0MeanDataLikelihood = engine.Infer <D.Gaussian>(x0c0Mean, QueryTypes.MarginalDividedByPrior);
D.Gaussian x0c1MeanDataLikelihood = engine.Infer <D.Gaussian>(x0c1Mean, QueryTypes.MarginalDividedByPrior);
D.Gaussian x1c0MeanDataLikelihood = engine.Infer <D.Gaussian>(x1c0Mean, QueryTypes.MarginalDividedByPrior);
D.Gaussian x1c1MeanDataLikelihood = engine.Infer <D.Gaussian>(x1c1Mean, QueryTypes.MarginalDividedByPrior);
D.Beta postClass = engine.Infer <D.Beta>(cPrior);
double x0c0Meanmb, x0c0Meanb;
x0c0MeanDataLikelihood.GetNatural(out x0c0Meanmb, out x0c0Meanb);
double x0c1Meanmb, x0c1Meanb;
x0c1MeanDataLikelihood.GetNatural(out x0c1Meanmb, out x0c1Meanb);
double x1c0Meanmb, x1c0Meanb;
x1c0MeanDataLikelihood.GetNatural(out x1c0Meanmb, out x1c0Meanb);
double x1c1Meanmb, x1c1Meanb;
x1c1MeanDataLikelihood.GetNatural(out x1c1Meanmb, out x1c1Meanb);
if (t > k)
{
x0c0Meannatural[0] = (x0c0Meannatural[0] + x0c0Meanmb) * (k / (k + 1));
x0c0Meannatural[1] = (x0c0Meannatural[1] + x0c0Meanb) * (k / (k + 1));
x0c1Meannatural[0] = (x0c1Meannatural[0] + x0c1Meanmb) * (k / (k + 1));
x0c1Meannatural[1] = (x0c1Meannatural[1] + x0c1Meanb) * (k / (k + 1));
x1c0Meannatural[0] = (x1c0Meannatural[0] + x1c0Meanmb) * (k / (k + 1));
x1c0Meannatural[1] = (x1c0Meannatural[1] + x1c0Meanb) * (k / (k + 1));
x1c1Meannatural[0] = (x1c1Meannatural[0] + x1c1Meanmb) * (k / (k + 1));
x1c1Meannatural[1] = (x1c1Meannatural[1] + x1c1Meanb) * (k / (k + 1));
}
else
{
x0c0Meannatural[0] = x0c0Meannatural[0] + x0c0Meanmb;
x0c0Meannatural[1] = x0c0Meannatural[1] + x0c0Meanb;
x0c1Meannatural[0] = x0c1Meannatural[0] + x0c1Meanmb;
x0c1Meannatural[1] = x0c1Meannatural[1] + x0c1Meanb;
x1c0Meannatural[0] = x1c0Meannatural[0] + x1c0Meanmb;
x1c0Meannatural[1] = x1c0Meannatural[1] + x1c0Meanb;
x1c1Meannatural[0] = x1c1Meannatural[0] + x1c1Meanmb;
x1c1Meannatural[1] = x1c1Meannatural[1] + x1c1Meanb;
}
x0c0MeanMessage.ObservedValue = new D.Gaussian(x0c0Meannatural[0] / x0c0Meannatural[1], 1 / x0c0Meannatural[1]);
x0c1MeanMessage.ObservedValue = new D.Gaussian(x0c1Meannatural[0] / x0c1Meannatural[1], 1 / x0c1Meannatural[1]);
x1c0MeanMessage.ObservedValue = new D.Gaussian(x1c0Meannatural[0] / x1c0Meannatural[1], 1 / x1c0Meannatural[1]);
x1c1MeanMessage.ObservedValue = new D.Gaussian(x1c1Meannatural[0] / x1c1Meannatural[1], 1 / x1c1Meannatural[1]);
// these are the posterior distribution over the means
x0c0MeanMarginal = engine.Infer <D.Gaussian>(x0c0Mean);
x0c1MeanMarginal = engine.Infer <D.Gaussian>(x0c1Mean);
x1c0MeanMarginal = engine.Infer <D.Gaussian>(x1c0Mean);
x1c1MeanMarginal = engine.Infer <D.Gaussian>(x1c1Mean);
var newLine = string.Format("{0}|{1}|{2}|{3}|{4}", postClass.GetMean(), x0c0MeanMarginal.GetMean(), x1c0MeanMarginal.GetMean(), x0c1MeanMarginal.GetMean(), x1c1MeanMarginal.GetMean());
results.AppendLine(newLine);
}
File.WriteAllText(dataDir + "results.csv", results.ToString());
// using (M.Variable.ForEach(n))
// {
// y[n] = M.Variable.Bernoulli(cPrior);
// using (M.Variable.IfNot(y[n]))
// {
// x0[n].SetTo(M.Variable.GaussianFromMeanAndVariance(x0c0Mean, variance));
// x1[n].SetTo(M.Variable.GaussianFromMeanAndVariance(x1c0Mean, variance));
// }
// using (M.Variable.If(y[n]))
// {
// x0[n].SetTo(M.Variable.GaussianFromMeanAndVariance(x0c1Mean, variance));
// x1[n].SetTo(M.Variable.GaussianFromMeanAndVariance(x1c1Mean, variance));
// }
// }
// /********************************/
// /********* observations *********/
// x0.ObservedValue = x0Data;
// x1.ObservedValue = x1Data;
// y.ObservedValue = yData;
// /********************************/
// /******* inference engine *******/
// M.InferenceEngine engine = new M.InferenceEngine(new A.ExpectationPropagation());
// engine.ShowProgress = false;
// // engine.ShowFactorGraph = true;
// /********************************/
// /********** posteriors **********/
// D.Gaussian postx0c0Mean = engine.Infer<D.Gaussian>(x0c0Mean);
// D.Gaussian postx0c1Mean = engine.Infer<D.Gaussian>(x0c1Mean);
// D.Gaussian postx1c0Mean = engine.Infer<D.Gaussian>(x1c0Mean);
// D.Gaussian postx1c1Mean = engine.Infer<D.Gaussian>(x1c1Mean);
// D.Beta postClass = engine.Infer<D.Beta>(cPrior);
// /********************************/
// /********** print outs **********/
// Console.WriteLine("Posterior class: {0}", postClass);
// Console.WriteLine("Posterior class0 means: {0} {1}", postx0c0Mean, postx1c0Mean);
// Console.WriteLine("Posterior class1 means: {0} {1}", postx0c1Mean, postx1c1Mean);
// /********************************/
// /***** creating results.csv *****/
// var results = new StringBuilder();
// results.AppendLine("classPost|meanPost0|meanPost1");
// var line = string.Format("{0}|{1}|{2}", 1-postClass.GetMean(), postx0c0Mean.GetMean(), postx1c0Mean.GetMean());
// results.AppendLine(line.Replace(',', '.'));
// line = string.Format("{0}|{1}|{2}", postClass.GetMean(), postx0c1Mean.GetMean(), postx1c1Mean.GetMean());
// results.AppendLine(line.Replace(',', '.'));
// File.WriteAllText(dataDir + "results.csv", results.ToString());
// /*********************************/
}
/// <summary>
/// Predictive distribution at a given point
/// </summary>
/// <param name="X">Input</param>
/// <returns>Predictive distribution</returns>
public Gaussian Marginal(Vector X)
{
if (IsUniform())
{
return(Gaussian.Uniform());
}
else
{
double kxx = FixedParameters.Prior.Variance(X);
Vector kxb = FixedParameters.KernelOf_X_B(X);
Gaussian result = new Gaussian(
kxb.Inner(Alpha) + FixedParameters.Prior.Mean(X), Math.Max(0, kxx - Beta.QuadraticForm(kxb)));
return(result);
}
}
