public void MarginalPrototypeOfConstantInGateTest()
{
Range item = new Range(2).Named("i");
var bools = Variable.Array <bool>(item).Named("bools");
bools.ObservedValue = Util.ArrayInit(item.SizeAsInt, i => false);
var Response = Variable.Array <int>(item).Named("response");
Response.ObservedValue = Util.ArrayInit(item.SizeAsInt, i => 0);
var correct = Variable.Array <bool>(item).Named("correct");
using (Variable.ForEach(item))
{
correct[item] = Variable.Bernoulli(0.1);
using (Variable.If(bools[item]))
{
using (Variable.If(correct[item]))
Response[item] = Variable.Constant(1);
using (Variable.IfNot(correct[item]))
Response[item] =
Variable.DiscreteUniform(4) + Variable.Constant(1);
}
using (Variable.IfNot(bools[item]))
{
Response[item] = Variable.Constant(0);
}
}
InferenceEngine engine = new InferenceEngine();
Console.WriteLine(engine.Infer(correct));
Console.WriteLine(engine.Infer(Response));
}
public Gaussian[] IndexOfMaximumFactorGate2(Discrete y, out double logEvidence)
{
var ev = Variable.Bernoulli(0.5).Named("ev");
int N = y.Dimension;
var n = new Range(N).Named("n");
var block = Variable.If(ev);
var x = Variable.Array <double>(n).Named("x");
x[n] = Variable.GaussianFromMeanAndPrecision(0, 1).ForEach(n);
var yVar = Variable <int> .Random(y).Named("y");
var indices = Variable.Observed(new int[] { 0, 1, 2 }, n);
yVar.SetValueRange(n);
using (Variable.Switch(yVar))
{
indices[yVar] = IndexOfMaximum(x).Named("temp");
}
block.CloseBlock();
var ie = new InferenceEngine();
//ie.NumberOfIterations = 2;
logEvidence = ie.Infer <Bernoulli>(ev).LogOdds;
return(ie.Infer <Gaussian[]>(x));
}
public void GPClassificationTest4()
{
bool[] yData = new bool[] { false, false, true, false };
double[] xData = new double[]
{
-1.555555555555556, -1.111111111111111, -0.2222222222222223, 1.555555555555555
};
Vector[] xVec = Array.ConvertAll(xData, v => Vector.Constant(1, v));
Vector[] basis = new Vector[] { Vector.Zero(1) };
IKernelFunction kf = new SquaredExponential(0.0);
SparseGPFixed sgpf = new SparseGPFixed(kf, basis);
Variable <bool> evidence = Variable.Bernoulli(0.5).Named("evidence");
IfBlock block = Variable.If(evidence);
Variable <IFunction> f = Variable.Random <IFunction>(new SparseGP(sgpf)).Named("f");
Range item = new Range(xVec.Length).Named("item");
VariableArray <Vector> x = Variable.Array <Vector>(item).Named("x");
x.ObservedValue = xVec;
VariableArray <bool> y = Variable.Array <bool>(item).Named("y");
y.ObservedValue = yData;
VariableArray <double> h = Variable.Array <double>(item).Named("h");
h[item] = Variable.FunctionEvaluate(f, x[item]);
y[item] = (h[item] > 0);
block.CloseBlock();
InferenceEngine engine = new InferenceEngine();
SparseGP sgp = engine.Infer <SparseGP>(f);
Vector alphaExpected = Vector.FromArray(new double[] { 0.409693797629808 });
Console.WriteLine("alpha = {0} should be {1}", sgp.Alpha, alphaExpected);
}
public void CoinFlips()
{
int threshold = 20;
int N = 100;
var n = new Range(N).Named("n");
var coins = Variable.Array <bool>(n).Named("coins");
coins[n] = Variable.Bernoulli(.5).ForEach(n);
var RunLength = new Variable <int> [N];
var zero = Variable.Random(Discrete.PointMass(0, N));
RunLength[0] = Variable.Constant(0);
var thresholdExceeded = Variable.Bernoulli(0);
for (int i = 1; i < N; i++)
{
RunLength[i] = Variable.New <int>();
using (Variable.If(coins[i - 1]))
RunLength[i].SetTo(RunLength[i - 1] + 1);
using (Variable.IfNot(coins[i - 1]))
RunLength[i].SetTo(zero);
thresholdExceeded |= RunLength[i] > threshold;
}
var ie = new InferenceEngine();
Console.WriteLine(ie.Infer(RunLength[10]));
}
public BpmPredict()
{
nFeatures = Variable.New <int>().Named("nFeatures");
Range feature = new Range(nFeatures).Named("feature");
w = Variable.Array <double>(feature).Named("w");
//VariableArray<Gaussian> wPrior = Variable.Array<Gaussian>(feature).Named("wPrior");
//w[feature] = Variable<double>.Random(wPrior[feature]);
wPrior = Variable.New <GaussianArray>().Named("wPrior");
w.SetTo(Variable <double[]> .Random(wPrior));
biasPrior = Variable.New <Gaussian>().Named("biasPrior");
bias = Variable <double> .Random(biasPrior).Named("bias");
xValueCount = Variable.New <int>().Named("xValueCount");
Range userFeature = new Range(xValueCount).Named("userFeature");
xValues = Variable.Array <double>(userFeature).Named("xValues");
xIndices = Variable.Array <int>(userFeature).Named("xIndices");
y = Variable.New <bool>().Named("y");
VariableArray <double> product = Variable.Array <double>(userFeature).Named("product");
VariableArray <double> wSparse = Variable.Subarray(w, xIndices);
product[userFeature] = xValues[userFeature] * wSparse[userFeature];
Variable <double> score = Variable.Sum(product).Named("score");
y = (Variable.GaussianFromMeanAndVariance(score + bias, 1.0) > 0);
engine = new InferenceEngine();
engine.Compiler.FreeMemory = false;
engine.Compiler.ReturnCopies = false;
engine.OptimiseForVariables = new IVariable[] { y };
engine.ModelName = "BpmPredict";
}
/// <summary>
/// Returns the community score matrix prior.
/// </summary>
/// <returns>The community score matrix prior.</returns>
private VectorGaussian[] GetScoreMatrixPrior()
{
var dim = new Range(LabelCount);
var mean = Variable.VectorGaussianFromMeanAndPrecision(Vector.Zero(LabelCount), PositiveDefiniteMatrix.IdentityScaledBy(LabelCount, 1));
var prec = Variable.WishartFromShapeAndRate(1.0, PositiveDefiniteMatrix.IdentityScaledBy(LabelCount, 1));
var score = Variable.VectorGaussianFromMeanAndPrecision(mean, prec);
var confusion = Variable.Softmax(score);
confusion.SetValueRange(dim);
var confusionConstraint = Variable.New <Dirichlet>();
Variable.ConstrainEqualRandom(confusion, confusionConstraint);
var engine = new InferenceEngine(new VariationalMessagePassing())
{
ShowProgress = false
};
engine.Compiler.WriteSourceFiles = false;
var scorePrior = new VectorGaussian[LabelCount];
for (int d = 0; d < LabelCount; d++)
{
confusionConstraint.ObservedValue = new Dirichlet(Util.ArrayInit(LabelCount, i => i == d ? (InitialWorkerBelief / (1 - InitialWorkerBelief)) * (LabelCount - 1) : 1.0));
scorePrior[d] = engine.Infer <VectorGaussian>(score);
}
return(scorePrior);
}
public void RunAnyPlayersMatchup(Participant[] participants)
{
var range = new Range(participants.Length);
var results = Variable.Array <bool>(range);
var popularities = Variable.Array <double>(range);
var variances = Variable.Array <double>(range);
var priors = Variable.Array <Gaussian>(range);
priors.ObservedValue = participants.Select(
p => p.popularityGaussian).ToArray();
variances.ObservedValue = participants.Select(
p => DynamicPopularityFactor * DynamicPopularityFactor).ToArray();
using (var loop = Variable.ForEach(range))
{
popularities[range] = Variable.GaussianFromMeanAndVariance(
Variable <double> .Random(priors[range]),
variances[range]);
using (Variable.If(loop.Index > 0))
{
results[loop.Index]
.SetTo(popularities[loop.Index - 1] > popularities[loop.Index]);
results.ObservedValue = participants.Select(p => true).ToArray();
}
}
var participantPosts = Ranking.Engine.Infer <Gaussian[]>(popularities);
for (int i = 0; i < participants.Length; i++)
{
participants[i].popularityGaussian = participantPosts[i];
}
}
public void MixtureWithConstantSelector()
{
Range Trange = new Range(2).Named("Trange");
VariableArray <double> x = Variable.Constant(new double[] { 1, 15 }, Trange).Named("x");
Range Krange = new Range(2).Named("Krange");
VariableArray <double> means = Variable.Array <double>(Krange);
means[Krange] = Variable.GaussianFromMeanAndPrecision(2, 1).ForEach(Krange);
VariableArray <int> c = Variable.Constant(new int[] { 0, 1 }, Trange).Named("c");
c[Trange] = Variable.DiscreteUniform(Krange).ForEach(Trange);
using (Variable.ForEach(Trange))
{
using (Variable.Switch(c[Trange]))
{
x[Trange] = Variable.GaussianFromMeanAndPrecision(means[c[Trange]], 1);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
Console.WriteLine(ie.Infer(means));
}
public virtual void CreateModel()
{
NumComponents = 2;
Range ComponentRange = new Range(NumComponents);
InferenceEngine = new InferenceEngine(new VariationalMessagePassing());
InferenceEngine.ShowProgress = false;
AverageTimePriors = Variable.Array <Gaussian>(ComponentRange);
TrafficNoisePriors = Variable.Array <Gamma>(ComponentRange);
AverageTime = Variable.Array <double>(ComponentRange);
TrafficNoise = Variable.Array <double>(ComponentRange);
using (Variable.ForEach(ComponentRange))
{
AverageTime[ComponentRange] = Variable <double> .Random(AverageTimePriors[ComponentRange]);
TrafficNoise[ComponentRange] = Variable <double> .Random(TrafficNoisePriors[ComponentRange]);
}
// Mixing coefficients
MixingPrior = Variable.New <Dirichlet>();
MixingCoefficients = Variable <Vector> .Random(MixingPrior);
MixingCoefficients.SetValueRange(ComponentRange);
}
public void Mixture1()
{
double[] data = { 7 };
int T = data.Length;
VariableArray <double> x = Variable.Constant(data).Named("data");
Range i = x.Range;
Variable <Vector> D = Variable.Dirichlet(new double[] { 1, 1 });
VariableArray <int> c = Variable.Array <int>(i);
using (Variable.ForEach(i))
{
c[i] = Variable.Discrete(D);
using (Variable.Case(c[i], 0))
{
x[i] = Variable.GaussianFromMeanAndPrecision(5.5, 1);
}
using (Variable.Case(c[i], 1))
{
x[i] = Variable.GaussianFromMeanAndPrecision(8, 1);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
double[] DVibesResult = new double[] { -1.15070203880043, -0.67501576717763 };
VmpTests.TestDirichletMoments(ie, D, DVibesResult);
double[][] cVibesResult = new double[T][];
cVibesResult[0] = new double[] { 0.24961241199438, 0.75038758800562 };
VmpTests.TestDiscrete(ie, c, cVibesResult);
}
public void Mixture2()
{
double[] data = { .5, 12, 11 };
int T = data.Length;
VariableArray <double> x = Variable.Constant(data).Named("data");
Range i = x.Range;
Variable <Vector> D = Variable.Dirichlet(new double[] { 1, 1 });
VariableArray <int> c = Variable.Array <int>(i);
using (Variable.ForEach(i))
{
c[i] = Variable.Discrete(D);
using (Variable.Case(c[i], 0))
{
x[i] = Variable.GaussianFromMeanAndPrecision(5, 1);
}
using (Variable.Case(c[i], 1))
{
x[i] = Variable.GaussianFromMeanAndPrecision(10, 1);
}
}
InferenceEngine ie = new InferenceEngine(new VariationalMessagePassing());
double[] DVibesResult = new double[] { -1.08333333348476, -0.58333333335936 };
VmpTests.TestDirichletMoments(ie, D, DVibesResult);
double[][] cVibesResult = new double[T][];
cVibesResult[0] = new double[] { 1.00000000000000, 0.00000000000000 };
cVibesResult[1] = new double[] { 0.00000000000000, 1.00000000000000 };
cVibesResult[2] = new double[] { 0.00000000000000, 1.00000000000000 };
VmpTests.TestDiscrete(ie, c, cVibesResult);
}
public void MissingDataGaussianTest()
{
Variable <double> mean = Variable.GaussianFromMeanAndVariance(0, 100).Named("mean");
Variable <double> precision = Variable.GammaFromShapeAndScale(1, 1).Named("precision");
Variable <int> n = Variable.New <int>().Named("n");
Range i = new Range(n).Named("i");
VariableArray <double> x = Variable.Array <double>(i).Named("x");
using (Variable.ForEach(i))
{
using (Variable.If(x[i] > 0))
{
x[i] = Variable.GaussianFromMeanAndPrecision(mean, precision);
}
}
x.ObservedValue = new double[] { -1, 5.0, -1, 7.0, -1 };
n.ObservedValue = x.ObservedValue.Length;
InferenceEngine engine = new InferenceEngine(new VariationalMessagePassing());
//Console.WriteLine(engine.Infer(isMissing));
Gaussian meanExpected = Gaussian.FromMeanAndVariance(5.9603207170807826, 0.66132138200164436);
Gamma precisionExpected = Gamma.FromShapeAndRate(2, 2.6628958274937107);
Gaussian meanActual = engine.Infer <Gaussian>(mean);
Gamma precisionActual = engine.Infer <Gamma>(precision);
Console.WriteLine("mean = {0} should be {1}", meanActual, meanExpected);
Console.WriteLine("precision = {0} should be {1}", precisionActual, precisionExpected);
Assert.True(meanExpected.MaxDiff(meanActual) < 1e-10);
Assert.True(precisionExpected.MaxDiff(precisionActual) < 1e-10);
}
public void PottsGridTest()
{
int size = 10;
Range rows = new Range(size).Named("rows");
Range cols = new Range(size).Named("cols");
var states = Variable.Array <bool>(rows, cols).Named("states");
Bernoulli[,] unary = new Bernoulli[size, size];
for (int i = 0; i < size; i++)
{
for (int j = 0; j < size; j++)
{
var xdist = System.Math.Abs(i - size / 2) / ((double)size);
var ydist = System.Math.Abs(j - size / 2) / ((double)size);
bool inrect = (xdist < 0.2) && (ydist < 0.2);
unary[i, j] = new Bernoulli(inrect ? 0.8 : 0.2);
}
}
var p = Variable.Observed(unary, rows, cols);
states[rows, cols] = Variable.Random <bool, Bernoulli>(p[rows, cols]);
double logCost = 0;
using (ForEachBlock rowBlock = Variable.ForEach(rows))
{
using (ForEachBlock colBlock = Variable.ForEach(cols))
{
using (Variable.If(rowBlock.Index >= 1))
{
Variable.Potts(states[rowBlock.Index, colBlock.Index],
states[rowBlock.Index + -1, colBlock.Index], logCost);
}
using (Variable.If(colBlock.Index >= 1))
{
Variable.Potts(states[rowBlock.Index, colBlock.Index],
states[rowBlock.Index, colBlock.Index + -1], logCost);
}
}
}
InferenceEngine engine = new InferenceEngine();
engine.Algorithm = new MaxProductBeliefPropagation();
engine.ShowTimings = true;
engine.NumberOfIterations = 20;
var result = engine.Infer <Bernoulli[, ]>(states);
for (int i = 0; i < result.GetLength(0); i++)
{
for (int j = 0; j < result.GetLength(1); j++)
{
Console.Write("{0:f5} ", result[i, j].GetProbTrue());
}
Console.WriteLine();
}
}
public void MarginalPrototypeOfConstantInGateTest2()
{
Range r = new Range(3);
var skills = Variable.Array <double>(r).Named("skills");
var results = Variable.Array <int>(r).Named("results");
using (Variable.ForEach(r))
{
skills[r] = Variable.GaussianFromMeanAndPrecision(25.5, 0.05);
var b = (skills[r] - 25) > 0;
using (Variable.If(b))
{
results[r] = 0;
}
using (Variable.IfNot(b))
{
results[r] = 1;
}
}
int[] observedResults = new int[3] {
0, 0, 0
};
Variable.ConstrainEqual(results, observedResults);
InferenceEngine engine = new InferenceEngine();
Console.WriteLine(engine.Infer(skills));
}
public static VariableArray <Vector> CPT1(Range rY, Range rS)
{
int dimS = rS.SizeAsInt;
int dimY = rY.SizeAsInt;
double pc = 1 / (double)(dimS * dimY);
var priorObs = new Dirichlet[dimS];
for (int i = 0; i < dimS; i++)
{
priorObs[i] = Dirichlet.Symmetric(dimS, pc);
}
var priorVar = Variable.Array <Dirichlet>(rS);
priorVar.ObservedValue = priorObs;
var cpt = Variable.Array <Vector>(rS);
cpt[rS] = Variable <Vector> .Random(priorVar[rS]);
cpt.SetValueRange(rY);
return(cpt);
}
public DistributionArray <Bernoulli> TestNaiveBayes(double a, out double noiseEstimate)
{
noiseEstimate = double.NaN;
int K = xtrain[0].Count;
// Create target y
VariableArray <bool> y = Variable.Observed(ytrain).Named("y");
Variable <Vector> meanTrue = Variable.Random(new VectorGaussian(Vector.Zero(K),
PositiveDefiniteMatrix.Identity(K))).Named("m1");
Variable <Vector> meanFalse = Variable.Random(new VectorGaussian(Vector.Zero(K),
PositiveDefiniteMatrix.Identity(K))).Named("m2");
var precTrue = Variable.Random(new Wishart(a, PositiveDefiniteMatrix.Identity(K)));
var precFalse = Variable.Random(new Wishart(a, PositiveDefiniteMatrix.Identity(K)));
NaiveBayes(xtrain, meanTrue, meanFalse, precTrue, precFalse, y);
//InferenceEngine.DefaultEngine.Compiler.UseSerialSchedules = true;
InferenceEngine engine = new InferenceEngine(new VariationalMessagePassing());
var meanTruePost = engine.Infer <VectorGaussian>(meanTrue);
var meanFalsePost = engine.Infer <VectorGaussian>(meanFalse);
var precTruePost = engine.Infer <Wishart>(precTrue);
var precFalsePost = engine.Infer <Wishart>(precFalse);
var testRange = new Range(ytest.Length);
VariableArray <bool> yt = Variable.Array <bool>(testRange).Named("ytest");
yt[testRange] = Variable.Bernoulli(0.5).ForEach(testRange);
NaiveBayes(xtest, Variable.Random(meanTruePost), Variable.Random(meanFalsePost), Variable.Random <PositiveDefiniteMatrix>(precTruePost),
Variable.Random <PositiveDefiniteMatrix>(precFalsePost), yt);
return(engine.Infer <DistributionArray <Bernoulli> >(yt));
}
public Gaussian[] IndexOfMaximumFactorGate(Discrete y, out double logEvidence)
{
var ev = Variable.Bernoulli(0.5).Named("ev");
int N = y.Dimension;
var n = new Range(N).Named("n");
var block = Variable.If(ev);
var x = Variable.Array <double>(n).Named("x");
x[n] = Variable.GaussianFromMeanAndPrecision(0, 1).ForEach(n);
var yVar = Variable <int> .Random(y).Named("y");
for (int index = 0; index < N; index++)
{
using (Variable.Case(yVar, index))
{
//var temp = Variable.Observed<int>(index).Named("temp"+index) ;
//temp.SetTo(Variable<int>.Factor(MMath.IndexOfMaximumDouble, x).Named("fac"+index));
var temp = IndexOfMaximum(x).Named("temp" + index);
temp.ObservedValue = index;
}
}
block.CloseBlock();
var ie = new InferenceEngine();
ie.ModelName = "FactorGate";
ie.OptimiseForVariables = new List <IVariable>()
{
x, ev
};
logEvidence = ie.Infer <Bernoulli>(ev).LogOdds;
return(ie.Infer <Gaussian[]>(x));
}
public DistributionArray <Bernoulli> TestNaiveBayesDiagonalHierarchical(double a, out double noiseEstimate)
{
noiseEstimate = double.NaN;
var xtrainArray = xtrain.Select(i => i.ToArray()).ToArray();
var xtestArray = xtest.Select(i => i.ToArray()).ToArray();
int K = xtrain[0].Count;
var k = new Range(K);
// Create target y
VariableArray <bool> y = Variable.Observed(ytrain).Named("y");
var meanTrue = Variable.Array <double>(k);
meanTrue[k] = Variable.GaussianFromMeanAndPrecision(
Variable.GaussianFromMeanAndPrecision(0, 1),
Variable.GammaFromShapeAndRate(.1, .1)).ForEach(k);
var precTrue = Variable.Array <double>(k);
precTrue[k] = Variable.GammaFromShapeAndRate(
1,
Variable.GammaFromShapeAndRate(.1, .1)).ForEach(k);
var meanFalse = Variable.Array <double>(k);
meanFalse[k] = Variable.GaussianFromMeanAndPrecision(
Variable.GaussianFromMeanAndPrecision(0, 1),
Variable.GammaFromShapeAndRate(.1, .1)).ForEach(k);
var precFalse = Variable.Array <double>(k);
precFalse[k] = Variable.GammaFromShapeAndRate(
1,
Variable.GammaFromShapeAndRate(.1, .1)).ForEach(k);
NaiveBayesDiagonal(xtrainArray, meanTrue, meanFalse, precTrue, precFalse, y);
//InferenceEngine.DefaultEngine.Compiler.UseSerialSchedules = true;
InferenceEngine engine = new InferenceEngine(new VariationalMessagePassing());
var meanTruePost = engine.Infer <Gaussian[]>(meanTrue);
var meanFalsePost = engine.Infer <Gaussian[]>(meanFalse);
var precTruePost = engine.Infer <Gamma[]>(precTrue);
var precFalsePost = engine.Infer <Gamma[]>(precFalse);
var testRange = new Range(ytest.Length);
VariableArray <bool> yt = Variable.Array <bool>(testRange).Named("ytest");
yt[testRange] = Variable.Bernoulli(0.5).ForEach(testRange);
var meanTruePrior = Variable.Observed <Gaussian>(meanTruePost, k);
var precTruePrior = Variable.Observed <Gamma>(precTruePost, k);
var meanFalsePrior = Variable.Observed <Gaussian>(meanFalsePost, k);
var precFalsePrior = Variable.Observed <Gamma>(precFalsePost, k);
meanTrue = Variable.Array <double>(k);
meanTrue[k] = Variable <double> .Random(meanTruePrior[k]);
precTrue = Variable.Array <double>(k);
precTrue[k] = Variable <double> .Random(precTruePrior[k]);
meanFalse = Variable.Array <double>(k);
meanFalse[k] = Variable <double> .Random(meanFalsePrior[k]);
precFalse = Variable.Array <double>(k);
precFalse[k] = Variable <double> .Random(precFalsePrior[k]);
NaiveBayesDiagonal(xtestArray, meanTrue, meanFalse, precTrue, precFalse, yt);
return(engine.Infer <DistributionArray <Bernoulli> >(yt));
}
public void StringFormatSimpleTest()
{
// number of objects
var J = new Range(2).Named("J");
var names = Variable.Array <string>(J).Named("names");
names[J] = Variable.Random(WordString()).ForEach(J);
Variable.ConstrainEqual(names[0], "John");
var i = Variable.DiscreteUniform(J);
var template = Variable.Random(StringDistribution.Any());
var s = Variable.New <string>();
using (Variable.Switch(i))
{
s.SetTo(Variable.StringFormat(template, names[i]));
}
s.ObservedValue = "John was here";
var engine = new InferenceEngine {
NumberOfIterations = 10
};
engine.Compiler.RecommendedQuality = QualityBand.Experimental;
engine.Compiler.GivePriorityTo(typeof(ReplicateOp_NoDivide));
Console.WriteLine("posterior=" + engine.Infer(i));
}
/// <summary>
/// Constructs an LDA model
/// </summary>
/// <param name="sizeVocab">Size of vocabulary</param>
/// <param name="numTopics">Number of topics</param>
public LDAPredictionModel(int sizeVocab, int numTopics)
{
SizeVocab = sizeVocab;
NumTopics = numTopics;
PredictionSparsity = Sparsity.Sparse;
//---------------------------------------------
// The model
//---------------------------------------------
Range W = new Range(SizeVocab).Named("W");
Range T = new Range(NumTopics).Named("T");
ThetaPrior = Variable.New <Dirichlet>().Named("ThetaPrior");
PhiPrior = Variable.Array <Dirichlet>(T).Named("PhiPrior").Attrib(new ValueRange(W));
Theta = Variable.New <Vector>().Named("Theta");
Phi = Variable.Array <Vector>(T).Named("Phi");
Theta = Variable.Random <Vector, Dirichlet>(ThetaPrior);
Phi[T] = Variable.Random <Vector, Dirichlet>(PhiPrior[T]);
Word = Variable.New <int>().Named("Word");
Word.SetSparsity(PredictionSparsity);
var topic = Variable.Discrete(Theta).Attrib(new ValueRange(T)).Named("topic");
using (Variable.Switch(topic))
{
Word.SetTo(Variable.Discrete(Phi[topic]));
}
Engine = new InferenceEngine(new VariationalMessagePassing());
Engine.Compiler.ShowWarnings = false;
}
public void amin()
{
int X_No = 5;
int Z_No = 3;
Range X_Range = new Range(X_No).Named("X_Range");
Range Z_Range = new Range(Z_No).Named("Z_Range");
int[][] Index = new int[][] { new int[] { 0, 1, 3 },
new int[] { 1, 2, 4 },
new int[] { 2, 4 } };
int[] sizes = new int[Z_No];
for (int i = 0; i < Z_No; i++)
{
sizes[i] = Index[i].Length;
}
VariableArray <int> sizesVar = Variable.Constant(sizes, Z_Range);
Range Index_Range = new Range(sizesVar[Z_Range]).Named("Index_Range");
VariableArray <VariableArray <int>, int[][]> indexVar = Variable.Array(Variable.Array <int>(Index_Range), Z_Range).Named("indexVar");
indexVar.ObservedValue = Index;
VariableArray <double> Var_X = Variable.Array <double>(X_Range).Named("Var_X");
VariableArray <double> Var_Z = Variable.Array <double>(Z_Range);
Var_X[X_Range] = Variable.GaussianFromMeanAndPrecision(0, 1).ForEach(X_Range);
Var_Z[Z_Range] = Variable.Sum(Variable.GetItems(Var_X, indexVar[Z_Range]));
InferenceEngine ie = new InferenceEngine();
Console.WriteLine(ie.Infer(Var_Z));
}
public void PruningTest()
{
int numT = 2;
int numD = 2;
var D = new Range(numD);
var T = new Range(numT);
double alpha = 0.5;
Vector v = Vector.Constant(numT, alpha, Sparsity.Sparse);
// Using an observed prior:
var prior = Variable.New <Dirichlet>();
prior.ObservedValue = new Dirichlet(v);
var theta1 = Variable.Array <Vector>(D).Named("theta1");
theta1[D] = Variable.Random <Vector, Dirichlet>(prior).ForEach(D);
// Using a constant vector
var theta2 = Variable.Array <Vector>(D).Named("theta2");
theta2[D] = Variable.Dirichlet(T, Vector.Constant(numT, alpha, Sparsity.Sparse)).ForEach(D);
// These should give the same result.
var engine = new InferenceEngine(new VariationalMessagePassing());
var postTheta1 = engine.Infer <Dirichlet[]>(theta1);
var postTheta2 = engine.Infer <Dirichlet[]>(theta2);
for (int i = 0; i < numD; i++)
{
Assert.Equal(postTheta2[i], postTheta1[i]);
}
}
public void AlexJames()
{
// Data about tasks: true = correct, false = incorrect
bool[] TaskA_Math = { false, true, true, true, true, true, true, true, false, false };
// Range for A
int numA = TaskA_Math.Length;
Range taskARange = new Range(numA);
VariableArray <bool> data = Variable.Array <bool>(taskARange);
// The prior
var taskA_performance = Variable.Beta(1, 1);
// The likelihood model
data[taskARange] = Variable.Bernoulli(taskA_performance).ForEach(taskARange);
// Attach data
data.ObservedValue = TaskA_Math;
// Inference engine (EP)
InferenceEngine engine = new InferenceEngine();
// Infer probability of Task A Math so can predict Task B_Math etc.
Console.WriteLine("isCorrect = {0}", engine.Infer <Beta>(taskA_performance).GetMean());
}
public static VariableArray <VariableArray <Vector>, Vector[][]> CPT2(Range rY, Range rS0, Range rS1)
{
int dimS0 = rS0.SizeAsInt;
int dimS1 = rS1.SizeAsInt;
int dimY = rY.SizeAsInt;
double pc = 1 / (double)(dimS0 * dimS1 * dimY);
var priorObs = new Dirichlet[dimS0][];
for (int i0 = 0; i0 < dimS0; i0++)
{
priorObs[i0] = new Dirichlet[dimS1];
for (int i1 = 0; i1 < dimS1; i1++)
{
priorObs[i0][i1] = Dirichlet.Symmetric(dimY, pc);
}
}
var priorVar = Variable.Array(Variable.Array <Dirichlet>(rS1), rS0);
priorVar.ObservedValue = priorObs;
var cpt = Variable.Array(Variable.Array <Vector>(rS1), rS0);
cpt[rS0][rS1] = Variable <Vector> .Random(priorVar[rS0][rS1]);
cpt.SetValueRange(rY);
return(cpt);
}
public void LocalArrayMarginalPrototypeTest2()
{
var Topics_size = Variable.New <int>().Named("Topics_size");
var Topics_range = new Range(Topics_size).Named("Topics_range");
var Docs_size = Variable.New <int>().Named("Docs_size");
var Docs_range = new Range(Docs_size).Named("Docs_range");
;
var Docs_DocTopicDist = Variable.Array <Vector>(Docs_range).Named("Docs_DocTopicDist");
// "Cannot index Dirichlet.Uniform(v5.Length) by vint__1[index2] since v5 has an implicit dependency on Docs_range. Try making the dependency explicit by putting v5 into an array indexed by Docs_range"
using (Variable.ForEach(Docs_range))
{
var v5 = Variable.Array <double>(Topics_range).Named("v5"); // the problematic array
var v6 = Variable.Constant <double>(5);
var v7 = Variable.Constant <double>(5.1);
var v8 = Variable.Constant <double>(5.2);
var v9 = Variable.Constant <double>(5.3);
var v10 = Variable.Constant <double>(5.4);
var v11 = Variable.Constant <double>(5.5);
var v12 = Variable.Constant <double>(5.6);
v5[Variable.Constant <int>(0)] = v6;
v5[Variable.Constant <int>(1)] = v7;
v5[Variable.Constant <int>(2)] = v8;
v5[Variable.Constant <int>(3)] = v9;
v5[Variable.Constant <int>(4)] = v10;
v5[Variable.Constant <int>(5)] = v11;
v5[Variable.Constant <int>(6)] = v12;
var v13 = v5;
Docs_DocTopicDist[Docs_range] = Variable.Dirichlet(Topics_range, Variable.Vector(v13));
}
var Occs_size = Variable.New <int>();
var Occs_range = new Range(Occs_size);
var Occs_DocID = Variable.Array <int>(Occs_range);
Occs_DocID.SetValueRange(Docs_range);
var Occs_OccTopic = Variable.Array <int>(Occs_range);
Occs_OccTopic.SetValueRange(Topics_range);
using (Variable.ForEach(Occs_range))
{
var v3 = Occs_DocID[Occs_range];
var v4 = Docs_DocTopicDist[v3];
Occs_OccTopic[Occs_range] = Variable.Discrete(Topics_range, v4);
}
Topics_size.ObservedValue = 7;
Docs_size.ObservedValue = 3;
Occs_size.ObservedValue = 4;
Occs_DocID.ObservedValue = new int[] { 0, 1, 2, 2 };
InferenceEngine engine = new InferenceEngine();
engine.OptimiseForVariables = new IVariable[] { Docs_DocTopicDist, Occs_OccTopic };
Console.WriteLine("Z=" + engine.Infer(Docs_DocTopicDist) + engine.Infer(Occs_OccTopic));
}
// Construct a DINA model in Infer.NET
public static void DinaModel(
bool[][] responsesData,
int nSkills,
int[][] skillsRequired,
Beta slipPrior,
Beta guessPrior,
out VariableArray <double> pSkill,
out VariableArray <double> slip,
out VariableArray <double> guess,
out VariableArray <VariableArray <bool>, bool[][]> hasSkill)
{
// The Infer.NET model follows the same structure as the sampler above, but using Variables and Ranges
int nStudents = responsesData.Length;
int nQuestions = skillsRequired.Length;
Range student = new Range(nStudents);
Range question = new Range(nQuestions);
Range skill = new Range(nSkills);
var responses = Variable.Array(Variable.Array <bool>(question), student).Named("responses");
responses.ObservedValue = responsesData;
pSkill = Variable.Array <double>(skill).Named("pSkill");
pSkill[skill] = Variable.Beta(1, 1).ForEach(skill);
slip = Variable.Array <double>(question).Named("slip");
slip[question] = Variable.Random(slipPrior).ForEach(question);
guess = Variable.Array <double>(question).Named("guess");
guess[question] = Variable.Random(guessPrior).ForEach(question);
hasSkill = Variable.Array(Variable.Array <bool>(skill), student).Named("hasSkill");
hasSkill[student][skill] = Variable.Bernoulli(pSkill[skill]).ForEach(student);
VariableArray <int> nSkillsRequired = Variable.Array <int>(question).Named("nSkillsRequired");
nSkillsRequired.ObservedValue = Util.ArrayInit(nQuestions, q => skillsRequired[q].Length);
Range skillForQuestion = new Range(nSkillsRequired[question]).Named("skillForQuestion");
var skillsRequiredForQuestion = Variable.Array(Variable.Array <int>(skillForQuestion), question).Named("skillsRequiredForQuestion");
skillsRequiredForQuestion.ObservedValue = skillsRequired;
skillsRequiredForQuestion.SetValueRange(skill);
using (Variable.ForEach(student))
{
using (Variable.ForEach(question))
{
VariableArray <bool> hasSkills = Variable.Subarray(hasSkill[student], skillsRequiredForQuestion[question]);
Variable <bool> hasAllSkills = Variable.AllTrue(hasSkills);
using (Variable.If(hasAllSkills))
{
responses[student][question] = !Variable.Bernoulli(slip[question]);
}
using (Variable.IfNot(hasAllSkills))
{
responses[student][question] = Variable.Bernoulli(guess[question]);
}
}
}
}
public void GPClassificationTest2()
{
bool[] yData = new bool[] { false, true, false };
double[] xData = new double[]
{
-1.555555555555556, -0.2222222222222223, 1.555555555555555
};
Vector[] xVec = Array.ConvertAll(xData, v => Vector.Constant(1, v));
Vector[] basis = new Vector[] { Vector.Zero(1) };
IKernelFunction kf = new SquaredExponential(0.0);
SparseGPFixed sgpf = new SparseGPFixed(kf, basis);
Variable <bool> evidence = Variable.Bernoulli(0.5).Named("evidence");
IfBlock block = Variable.If(evidence);
Variable <IFunction> f = Variable.Random <IFunction>(new SparseGP(sgpf)).Named("f");
Range item = new Range(xVec.Length).Named("item");
VariableArray <Vector> x = Variable.Array <Vector>(item).Named("x");
x.ObservedValue = xVec;
VariableArray <bool> y = Variable.Array <bool>(item).Named("y");
y.ObservedValue = yData;
VariableArray <double> h = Variable.Array <double>(item).Named("h");
h[item] = Variable.FunctionEvaluate(f, x[item]);
y[item] = (h[item] > 0);
block.CloseBlock();
InferenceEngine engine = new InferenceEngine();
SparseGP sgp = engine.Infer <SparseGP>(f);
Vector alphaExpected = Vector.FromArray(new double[] { 0.573337393823702 });
Console.WriteLine("alpha = {0} should be {1}", sgp.Alpha, alphaExpected);
double[] xTest = new double[]
{
-2, -1, 0.0
};
Vector[] xTestVec = Array.ConvertAll(xTest, v => Vector.Constant(1, v));
double[] yMeanTest = new double[]
{
0.077592778583272, 0.347746707713812, 0.573337393823702
};
double[] yVarTest = new double[]
{
0.986784459962251, 0.734558782611933, 0.278455962249970
};
for (int i = 0; i < xTestVec.Length; i++)
{
Gaussian pred = sgp.Marginal(xTestVec[i]);
Gaussian predExpected = new Gaussian(yMeanTest[i], yVarTest[i]);
Console.WriteLine("f({0}) = {1} should be {2}", xTest[i], pred, predExpected);
Assert.True(predExpected.MaxDiff(pred) < 1e-4);
}
double evExpected = -2.463679892165236;
double evActual = engine.Infer <Bernoulli>(evidence).LogOdds;
Console.WriteLine("evidence = {0} should be {1}", evActual, evExpected);
Assert.True(MMath.AbsDiff(evExpected, evActual, 1e-6) < 1e-4);
}
public void BallCountingNoisy2()
{
// Variables describing the population
int maxBalls = 8;
Range ball = new Range(maxBalls).Named("ball");
Variable <int> numBalls = Variable.DiscreteUniform(maxBalls + 1).Named("numBalls");
VariableArray <bool> isBlue = Variable.Array <bool>(ball).Named("isBlue");
isBlue[ball] = Variable.Bernoulli(0.5).ForEach(ball);
// Variables describing the observations
Range draw = new Range(10).Named("draw");
using (Variable.ForEach(draw))
{
Variable <int> ballIndex = Variable.DiscreteUniform(ball, numBalls).Named("ballIndex");
if (false)
{
using (Variable.Switch(ballIndex))
{
Variable <bool> switchedColor = Variable.Bernoulli(0.2).Named("switchedColor");
using (Variable.If(switchedColor))
{
Variable.ConstrainFalse(isBlue[ballIndex]);
}
using (Variable.IfNot(switchedColor))
{
Variable.ConstrainTrue(isBlue[ballIndex]);
}
}
}
else
{
Variable <bool> switchedColor = Variable.Bernoulli(0.2).Named("switchedColor");
using (Variable.If(switchedColor))
{
using (Variable.Switch(ballIndex))
Variable.ConstrainFalse(isBlue[ballIndex]);
}
using (Variable.IfNot(switchedColor))
{
using (Variable.Switch(ballIndex))
Variable.ConstrainTrue(isBlue[ballIndex]);
}
}
}
// Inference queries about the program
// -----------------------------------
InferenceEngine engine = new InferenceEngine();
Discrete numBallsActual = engine.Infer <Discrete>(numBalls);
Console.WriteLine("numBalls = {0}", numBallsActual);
Discrete numBallsExpected = new Discrete(0, 0.463, 0.2354, 0.1137, 0.06589, 0.04392, 0.0322, 0.02521, 0.02068);
Assert.True(numBallsExpected.MaxDiff(numBallsActual) < 1e-4);
}
/// <summary>
/// Defines the variables and the ranges of CBCC.
/// </summary>
/// <param name="taskCount">The number of tasks.</param>
/// <param name="labelCount">The number of labels.</param>
protected override void DefineVariablesAndRanges(int taskCount, int labelCount)
{
WorkerCount = Variable.New <int>().Named("WorkerCount");
m = new Range(CommunityCount).Named("m");
n = new Range(taskCount).Named("n");
c = new Range(labelCount).Named("c");
k = new Range(WorkerCount).Named("k");
// The tasks for each worker
WorkerTaskCount = Variable.Array <int>(k).Named("WorkerTaskCount");
kn = new Range(WorkerTaskCount[k]).Named("kn");
WorkerTaskIndex = Variable.Array(Variable.Array <int>(kn), k).Named("WorkerTaskIndex");
WorkerTaskIndex.SetValueRange(n);
WorkerLabel = Variable.Array(Variable.Array <int>(kn), k).Named("WorkerLabel");
// The background probability vector
BackgroundLabelProbPrior = Variable.New <Dirichlet>().Named("BackgroundLabelProbPrior");
BackgroundLabelProb = Variable <Vector> .Random(BackgroundLabelProbPrior).Named("BackgroundLabelProb");
BackgroundLabelProb.SetValueRange(c);
// Community membership
CommunityProbPrior = Variable.New <Dirichlet>().Named("CommunityProbPrior");
CommunityProb = Variable <Vector> .Random(CommunityProbPrior).Named("CommunityProb");
CommunityProb.SetValueRange(m);
Community = Variable.Array <int>(k).Attrib(QueryTypes.Marginal).Attrib(QueryTypes.MarginalDividedByPrior).Named("Community");
CommunityConstraint = Variable.Array <Discrete>(k).Named("CommunityConstraint");
Community[k] = Variable.Discrete(CommunityProb).ForEach(k);
Variable.ConstrainEqualRandom(Community[k], CommunityConstraint[k]);
// Initialiser to break symmetry for community membership
CommunityInit = Variable.Array <Discrete>(k).Named("CommunityInit");
Community[k].InitialiseTo(CommunityInit[k]);
// Community parameters
CommunityScoreMatrixPrior = Variable.Array(Variable.Array <VectorGaussian>(c), m).Named("CommunityScoreMatrixPrior");
CommunityScoreMatrix = Variable.Array(Variable.Array <Vector>(c), m).Named("CommunityScoreMatrix");
CommunityScoreMatrix[m][c] = Variable <Vector> .Random(CommunityScoreMatrixPrior[m][c]);
CommunityConfusionMatrix = Variable.Array(Variable.Array <Vector>(c), m).Named("CommunityConfusionMatrix");
CommunityConfusionMatrix[m][c] = Variable.Softmax(CommunityScoreMatrix[m][c]);
CommunityScoreMatrix.SetValueRange(c);
// Parameters for each worker
ScoreMatrix = Variable.Array(Variable.Array <Vector>(c), k).Attrib(QueryTypes.Marginal).Attrib(QueryTypes.MarginalDividedByPrior).Named("ScoreMatrix");
ScoreMatrixConstraint = Variable.Array(Variable.Array <VectorGaussian>(c), k).Named("ScoreMatrixConstraint");
WorkerConfusionMatrix = Variable.Array(Variable.Array <Vector>(c), k).Named("ConfusionMatrix");
// The unobserved 'true' label for each task
TrueLabel = Variable.Array <int>(n).Attrib(QueryTypes.Marginal).Attrib(QueryTypes.MarginalDividedByPrior).Named("Truth");
TrueLabelConstraint = Variable.Array <Discrete>(n).Named("TruthConstraint");
TrueLabel[n] = Variable.Discrete(BackgroundLabelProb).ForEach(n);
Variable.ConstrainEqualRandom(TrueLabel[n], TrueLabelConstraint[n]);
// The labels given by the workers
WorkerLabel = Variable.Array(Variable.Array <int>(kn), k).Named("WorkerLabel");
}
internal void BirdCounting3()
{
double noise = 0.2;
int maxBirds = 8;
Range numBirdRange = new Range(maxBirds + 1).Named("numBirdRange");
Variable <int> numBirds = Variable.DiscreteUniform(numBirdRange).Named("numBirds");
SwitchBlock block = Variable.Switch(numBirds);
Range bird = new Range(maxBirds).Named("bird");
VariableArray <bool> isMale = Variable.Array <bool>(bird).Named("isMale");
isMale[bird] = Variable.Bernoulli(0.5).ForEach(bird);
Variable <int> numObserved = Variable.New <int>().Named("numObserved");
Range observedBird = new Range(numObserved).Named("observedBird");
VariableArray <bool> observedMale = Variable.Array <bool>(observedBird).Named("observedMale");
//VariableArray<int> birdIndices = Variable.Array<int>(observedBird).Named("birdIndices");
using (Variable.ForEach(observedBird))
{
//birdIndices[observedBird] = Variable.DiscreteUniform(numBirds);
//Variable<int> birdIndex = birdIndices[observedBird];
Variable <int> birdIndex = Variable.DiscreteUniform(bird, numBirds).Named("birdIndex");
using (Variable.Switch(birdIndex))
{
#if true
//Variable.ConstrainEqual(observedMale[observedBird], isMale[birdIndex]);
observedMale[observedBird] = (isMale[birdIndex] == Variable.Bernoulli(1 - noise));
#else
using (Variable.If(isMale[birdIndex])) {
observedMale[observedBird] = Variable.Bernoulli(0.8);
}
using (Variable.IfNot(isMale[birdIndex])) {
observedMale[observedBird] = Variable.Bernoulli(0.2);
}
#endif
}
}
block.CloseBlock();
InferenceEngine engine = new InferenceEngine();
for (int numObservedInt = 6; numObservedInt <= 10; numObservedInt++)
{
Console.WriteLine("numObserved = {0}", numObservedInt);
// weird behavior with 1 different out of >=9 obs, no obs noise
bool[] data = new bool[numObservedInt];
int numObservedMale = 0;
for (int i = 0; i < data.Length; i++)
{
data[i] = (i < numObservedMale);
}
numObserved.ObservedValue = data.Length;
observedMale.ObservedValue = data;
//Console.WriteLine("birdIndices = {0}", engine.Infer(birdIndices));
Console.WriteLine("isMale = {0}", engine.Infer(isMale));
Console.WriteLine("numBirds = {0}", engine.Infer(numBirds));
Console.WriteLine(" exact = {0}", BallCountingExact(maxBirds, numObservedInt, numObservedMale, noise));
}
}