GibbsBNdistance_tpl.h

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 *       - Pierre-Henri WUILLEMIN(_at_LIP6)                                 *
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#pragma once
 

 
#include <agrum/base/core/approximations/approximationScheme.h>
#include <agrum/base/core/hashTable.h>
#include <agrum/BN/algorithms/divergence/GibbsBNdistance.h>
#include <agrum/BN/IBayesNet.h>
#include <agrum/BN/inference/tools/gibbsOperator.h>
 
#include <agrum/base/core/math/math_utils.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 < GUM_Numeric 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 < GUM_Numeric 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 < GUM_Numeric GUM_SCALAR >
  GibbsBNdistance< GUM_SCALAR >::~GibbsBNdistance() {
    GUM_DESTRUCTOR(GibbsBNdistance);
  }
 
  template < GUM_Numeric 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
    this->updateSamplingNodes_();
    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)std::log2(ratio);
          klPQ_ += delta;
 
          // pmid!=0
          jsd_ -= std::log2(pp / pmid) + ratio * std::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 < GUM_Numeric GUM_SCALAR >
  void GibbsBNdistance< GUM_SCALAR >::setBurnIn(Size b) {
    this->burn_in_ = b;
  }
 
  template < GUM_Numeric GUM_SCALAR >
  Size GibbsBNdistance< GUM_SCALAR >::burnIn() const {
    return this->burn_in_;
  }
}   // namespace gum