aGrUM 3.1.1
a C++ library for (probabilistic) graphical models
importanceSampling_tpl.h
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40
41#pragma once
42
43
50
51
53
54namespace gum {
55
57 template < GUM_Numeric GUM_SCALAR >
62
64 template < GUM_Numeric GUM_SCALAR >
68
70 template < GUM_Numeric GUM_SCALAR >
75
76 template < GUM_Numeric GUM_SCALAR >
78 GUM_SCALAR pSurQ;
79
80 do {
81 prev.clear();
82 pSurQ = 1.;
83 for (const auto ev: this->hardEvidenceNodes()) {
84 prev.add(this->BN().variable(ev));
85 prev.chgVal(this->BN().variable(ev), this->hardEvidence()[ev]);
86 }
87
88 for (const auto nod: this->BN().topologicalOrder()) {
89 if (!this->hasHardEvidence(nod)) { this->addVarSample_(nod, &prev); }
90 auto probaP = this->BN().cpt(nod).get(prev);
91 auto probaQ = this->samplingBN().cpt(nod).get(prev);
92 if ((probaP == 0) || (probaQ == 0)) {
93 pSurQ = 0;
94 } else {
95 pSurQ = probaP / probaQ;
96 }
97 }
98 if (pSurQ > 0.0) {
99 for (const auto ev: this->hardEvidenceNodes()) {
100 pSurQ *= this->samplingBN().cpt(ev).get(prev);
101 }
102 }
103 } while (pSurQ == 0);
104
105 *w = pSurQ;
106 return prev;
107 }
108
109 template < GUM_Numeric GUM_SCALAR >
111 float epsilon) {
112 for (const auto nod: bn->nodes().asNodeSet()) {
113 auto p = bn->cpt(nod).isNonZeroMap().scale(epsilon) + bn->cpt(nod);
114 p.normalizeAsCPT();
115 bn->installCPT(nod, p);
116 }
117 }
118
119 template < GUM_Numeric GUM_SCALAR >
121 for (const auto ev: this->hardEvidenceNodes()) {
122 bn->uninstallCPT(ev);
123 bn->installCPT(ev, *(this->evidence()[ev]));
124 // we keep the variables with hard evidence but alone
125 // bn->uninstallNode( sid[i] );
126 }
127 GUM_SCALAR minParam = bn->minNonZeroParam();
128 GUM_SCALAR minAccepted = GUM_SCALAR(this->epsilon() / bn->maxVarDomainSize());
129 if (minParam < minAccepted) this->unsharpenBN_(bn, float(minAccepted));
130 }
131} // namespace gum
double epsilon() const override
Returns the value of epsilon.
Portion of a BN identified by the list of nodes and a BayesNet.
void uninstallCPT(NodeId id)
uninstall a local CPT.
const Tensor< GUM_SCALAR > & cpt(NodeId varId) const final
Returns the CPT of a variable.
void installCPT(NodeId id, const Tensor< GUM_SCALAR > &pot)
install a local cpt BY COPYfor a node into the fragment.
virtual const IBayesNet< GUM_SCALAR > & BN() const final
Returns a constant reference over the IBayesNet referenced by this class.
const NodeGraphPart & nodes() const final
Returns a named copy of the internal DAG: each node id is assigned the name of the corresponding vari...
const NodeProperty< const Tensor< GUM_SCALAR > * > & evidence() const
returns the set of evidence
virtual bool hasHardEvidence(NodeId id) const final
indicates whether node id has received a hard evidence
const NodeProperty< Idx > & hardEvidence() const
indicate for each node with hard evidence which value it took
const NodeSet & hardEvidenceNodes() const
returns the set of nodes with hard evidence
Class representing the minimal interface for Bayesian network with no numerical data.
Definition IBayesNet.h:75
GUM_SCALAR minNonZeroParam() const
Size maxVarDomainSize() const
void onContextualize_(BayesNetFragment< GUM_SCALAR > *bn) override
fired when Bayesian network is contextualized
Instantiation burnIn_() override
draws a defined number of samples without updating the estimators
void unsharpenBN_(BayesNetFragment< GUM_SCALAR > *bn, float epsilon)
modifies the cpts of a BN in order to tend to uniform distributions
ImportanceSampling(const IBayesNet< GUM_SCALAR > *bn)
Default constructor.
~ImportanceSampling() override
Destructor.
Instantiation draw_(GUM_SCALAR *w, Instantiation prev) override
draws a sample according to Importance sampling
Class for assigning/browsing values to tuples of discrete variables.
Instantiation & chgVal(const DiscreteVariable &v, Idx newval)
Assign newval to variable v in the Instantiation.
void clear()
Erase all variables from an Instantiation.
void add(const DiscreteVariable &v) final
Adds a new variable in the Instantiation.
NodeSet asNodeSet() const
returns a copy of the set of nodes represented by the NodeGraphPart
virtual void addVarSample_(NodeId nod, Instantiation *I)
adds a node to current instantiation
SamplingInference(const IBayesNet< GUM_SCALAR > *bn)
default constructor
const IBayesNet< GUM_SCALAR > & samplingBN()
get the BayesNet which is used to really perform the sampling
This file contains Importance sampling class definition.
gum is the global namespace for all aGrUM entities
Definition agrum.h:46