/**
* Calculate the indexes for X[i] into a vector representing the enumeration
* of the value assignments for the variables X and their corresponding
* assignment in x. For example the Random Variables:<br>
* Q::{true, false}, R::{'A', 'B','C'}, and T::{true, false}, would be
* enumerated in a Vector as follows:
*
* <pre>
* Index Q R T
* ----- - - -
* 00: true, A, true
* 01: true, A, false
* 02: true, B, true
* 03: true, B, false
* 04: true, C, true
* 05: true, C, false
* 06: false, A, true
* 07: false, A, false
* 08: false, B, true
* 09: false, B, false
* 10: false, C, true
* 11: false, C, false
* </pre>
*
* if X[i] = R and x = {..., R='C', ...} then the indexes returned would be
* [4, 5, 10, 11].
*
* @param X
* a list of the Random Variables that would comprise the vector.
* @param idx
* the index into X for the Random Variable whose assignment we
* wish to retrieve its indexes for.
* @param x
* an assignment for the Random Variables in X.
* @return the indexes into a vector that would represent the enumeration of
* the values for X[i] in x.
*/
public static int[] indexesOfValue(IRandomVariable[] X, int idx, IMap <IRandomVariable, object> x)
{
int csize = ProbUtil.expectedSizeOfCategoricalDistribution(X);
IFiniteDomain fd = (IFiniteDomain)X[idx].getDomain();
int vdoffset = fd.GetOffset(x.Get(X[idx]));
int vdosize = fd.Size();
int[] indexes = new int[csize / vdosize];
int blocksize = csize;
for (int i = 0; i < X.Length; ++i)
{
blocksize = blocksize / X[i].getDomain().Size();
if (i == idx)
{
break;
}
}
for (int i = 0; i < indexes.Length; i += blocksize)
{
int offset = ((i / blocksize) * vdosize * blocksize)
+ (blocksize * vdoffset);
for (int b = 0; b < blocksize; b++)
{
indexes[i + b] = offset + b;
}
}
return(indexes);
}
/**
* Calculate the index into a vector representing the enumeration of the
* value assignments for the variables X and their corresponding assignment
* in x. For example the Random Variables:<br>
* Q::{true, false}, R::{'A', 'B','C'}, and T::{true, false}, would be
* enumerated in a Vector as follows:
*
* <pre>
* Index Q R T
* ----- - - -
* 00: true, A, true
* 01: true, A, false
* 02: true, B, true
* 03: true, B, false
* 04: true, C, true
* 05: true, C, false
* 06: false, A, true
* 07: false, A, false
* 08: false, B, true
* 09: false, B, false
* 10: false, C, true
* 11: false, C, false
* </pre>
*
* if x = {Q=true, R='C', T=false} the index returned would be 5.
*
* @param X
* a list of the Random Variables that would comprise the vector.
* @param x
* an assignment for the Random Variables in X.
* @return an index into a vector that would represent the enumeration of
* the values for X.
*/
public static int indexOf(IRandomVariable[] X, IMap <IRandomVariable, object> x)
{
if (0 == X.Length)
{
return(((IFiniteDomain)X[0].getDomain()).GetOffset(x.Get(X[0])));
}
// X.Length > 1 then calculate using a mixed radix number
//
// Note: Create radices in reverse order so that the enumeration
// through the distributions is of the following
// order using a MixedRadixNumber, e.g. for two Booleans:
// X Y
// true true
// true false
// false true
// false false
// which corresponds with how displayed in book.
int[] radixValues = new int[X.Length];
int[] radices = new int[X.Length];
int j = X.Length - 1;
for (int i = 0; i < X.Length; ++i)
{
IFiniteDomain fd = (IFiniteDomain)X[i].getDomain();
radixValues[j] = fd.GetOffset(x.Get(X[i]));
radices[j] = fd.Size();
j--;
}
return(new MixedRadixNumber(radixValues, radices).IntValue());
}
public SubsetProposition(string name, IFiniteDomain subsetDomain, IRandomVariable ofVar)
: base(name)
{
if (null == subsetDomain)
{
throw new IllegalArgumentException("Sum Domain must be specified.");
}
this.subsetDomain = subsetDomain;
this.varSubsetOf = ofVar;
addScope(this.varSubsetOf);
}
/**
* Calculate the probability distribution for <b>P</b>(X<sub>i</sub> |
* mb(X<sub>i</sub>)), where mb(X<sub>i</sub>) is the Markov Blanket of
* X<sub>i</sub>. The probability of a variable given its Markov blanket is
* proportional to the probability of the variable given its parents times
* the probability of each child given its respective parents (see equation
* 14.12 pg. 538 AIMA3e):<br>
* <br>
* P(x'<sub>i</sub>|mb(Xi)) =
* αP(x'<sub>i</sub>|parents(X<sub>i</sub>)) *
* ∏<sub>Y<sub>j</sub> ∈ Children(X<sub>i</sub>)</sub>
* P(y<sub>j</sub>|parents(Y<sub>j</sub>))
*
* @param Xi
* a Node from a Bayesian network for the Random Variable
* X<sub>i</sub>.
* @param event
* comprising assignments for the Markov Blanket X<sub>i</sub>.
* @return a random sample from <b>P</b>(X<sub>i</sub> | mb(X<sub>i</sub>))
*/
public static double[] mbDistribution(INode Xi, IMap <IRandomVariable, object> even)
{
IFiniteDomain fd = (IFiniteDomain)Xi.GetRandomVariable().getDomain();
double[] X = new double[fd.Size()];
/**
* As we iterate over the domain of a ramdom variable corresponding to Xi
* it is necessary to make the modified values of the variable visible
* to the child nodes of Xi in the computation of the markov blanket
* probabilities.
*/
//Copy contents of event to generatedEvent so as to leave event untouched
IMap <IRandomVariable, object> generatedEvent = CollectionFactory.CreateInsertionOrderedMap <IRandomVariable, object>();
foreach (var entry in even)
{
generatedEvent.Put(entry.GetKey(), entry.GetValue());
}
for (int i = 0; i < fd.Size(); ++i)
{
/** P(x'<sub>i</sub>|mb(Xi)) =
* αP(x'<sub>i</sub>|parents(X<sub>i</sub>)) *
* ∏<sub>Y<sub>j</sub> ∈ Children(X<sub>i</sub>)</sub>
* P(y<sub>j</sub>|parents(Y<sub>j</sub>))
*/
generatedEvent.Put(Xi.GetRandomVariable(), fd.GetValueAt(i));
double cprob = 1.0;
foreach (INode Yj in Xi.GetChildren())
{
cprob *= Yj.GetCPD().GetValue(
getEventValuesForXiGivenParents(Yj, generatedEvent));
}
X[i] = Xi.GetCPD()
.GetValue(
getEventValuesForXiGivenParents(Xi,
fd.GetValueAt(i), even))
* cprob;
}
return(Util.normalize(X));
}
/**
*
* @param probabilityChoice
* a probability choice for the sample
* @param Xi
* a Random Variable with a finite domain from which a random
* sample is to be chosen based on the probability choice.
* @param distribution
* Xi's distribution.
* @return a Random Sample from Xi's domain.
*/
public static object sample(double probabilityChoice, IRandomVariable Xi, double[] distribution)
{
IFiniteDomain fd = (IFiniteDomain)Xi.getDomain();
if (fd.Size() != distribution.Length)
{
throw new IllegalArgumentException("Size of domain Xi " + fd.Size()
+ " is not equal to the size of the distribution "
+ distribution.Length);
}
int i = 0;
double total = distribution[0];
while (probabilityChoice > total)
{
++i;
total += distribution[i];
}
return(fd.GetValueAt(i));
}
/**
* Calculated the expected size of a ProbabilityTable for the provided
* random variables.
*
* @param vars
* null, 0 or more random variables that are to be used to
* construct a CategoricalDistribution.
* @return the size (i.e. getValues().Length) that the
* CategoricalDistribution will need to be in order to represent the
* specified random variables.
*
* @see CategoricalDistribution#getValues()
*/
public static int expectedSizeOfProbabilityTable(params IRandomVariable[] vars)
{
// initially 1, as this will represent constant assignments
// e.g. Dice1 = 1.
int expectedSizeOfDistribution = 1;
if (null != vars)
{
foreach (IRandomVariable rv in vars)
{
// Create ordered domains for each variable
if (!(rv.getDomain() is IFiniteDomain))
{
throw new IllegalArgumentException("Cannot have an infinite domain for a variable in this calculation:"
+ rv);
}
IFiniteDomain d = (IFiniteDomain)rv.getDomain();
expectedSizeOfDistribution *= d.Size();
}
}
return(expectedSizeOfDistribution);
}
/// <summary>
/// Instantiate a Hidden Markov Model.
/// </summary>
/// <param name="stateVariable">
/// the single discrete random variable used to describe the process states 1,...,S.
/// </param>
/// <param name="transitionModel">
/// the transition model:<para />
/// P(Xt | Xt-1)<para />
/// is represented by an S * S matrix T where
/// Tij= P(Xt = j | Xt-1 = i).
/// </param>
/// <param name="sensorModel">
/// the sensor model in matrix form:<para />
/// P(et | Xt = i) for each state i. For
/// mathematical convenience we place each of these values into an
/// S * S diagonal matrix.
/// </param>
/// <param name="prior">the prior distribution represented as a column vector in Matrix form.</param>
public HiddenMarkovModel(IRandomVariable stateVariable, Matrix transitionModel, IMap <object, Matrix> sensorModel, Matrix prior)
{
if (!stateVariable.getDomain().IsFinite())
{
throw new IllegalArgumentException("State Variable for HHM must be finite.");
}
this.stateVariable = stateVariable;
stateVariableDomain = (IFiniteDomain)stateVariable.getDomain();
if (transitionModel.GetRowDimension() != transitionModel
.GetColumnDimension())
{
throw new IllegalArgumentException("Transition Model row and column dimensions must match.");
}
if (stateVariableDomain.Size() != transitionModel.GetRowDimension())
{
throw new IllegalArgumentException("Transition Model Matrix does not map correctly to the HMM's State Variable.");
}
this.transitionModel = transitionModel;
foreach (Matrix smVal in sensorModel.GetValues())
{
if (smVal.GetRowDimension() != smVal.GetColumnDimension())
{
throw new IllegalArgumentException("Sensor Model row and column dimensions must match.");
}
if (stateVariableDomain.Size() != smVal.GetRowDimension())
{
throw new IllegalArgumentException("Sensor Model Matrix does not map correctly to the HMM's State Variable.");
}
}
this.sensorModel = sensorModel;
if (transitionModel.GetRowDimension() != prior.GetRowDimension() &&
prior.GetColumnDimension() != 1)
{
throw new IllegalArgumentException("Prior is not of the correct dimensions.");
}
this.prior = prior;
}
public RVInfo(IRandomVariable rv)
{
variable = rv;
varDomain = (IFiniteDomain)variable.getDomain();
}
