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# FactorGraph.pyx
# Contact: Jacob Schreiber (jmschreiber91@gmail.com)
cimport numpy
import numpy
from .base cimport GraphModel
from .base cimport State
from distributions.distributions cimport Distribution
from distributions.distributions cimport MultivariateDistribution
cdef class FactorGraph(GraphModel):
"""A Factor Graph model.
A bipartite graph where conditional probability tables are on one side,
and marginals for each of the variables involved are on the other
side.
Parameters
----------
name : str, optional
The name of the model. Default is None.
"""
cdef numpy.ndarray transitions, edge_count, marginals
def __init__(self, name=None):
"""
Make a new graphical model. Name is an optional string used to name
the model when output. Name may not contain spaces or newlines.
"""
self.name = name or str(id(self))
self.states = []
self.edges = []
def plot(self, **kwargs):
"""Draw this model's graph using NetworkX and matplotlib.
Note that this relies on networkx's built-in graphing capabilities (and
not Graphviz) and thus can't draw self-loops.
See networkx.draw_networkx() for the keywords you can pass in.
Parameters
----------
**kwargs : any
The arguments to pass into networkx.draw_networkx()
Returns
-------
None
"""
try:
import pygraphviz
import tempfile
import matplotlib
import matplotlib.pyplot as plt
except:
pygraphviz = None
if pygraphviz is not None:
G = pygraphviz.AGraph(directed=True)
for state in self.states:
G.add_node(state.name, color='red')
for parent, child in self.edges:
G.add_edge(self.states[parent].name, self.states[child].name)
with tempfile.NamedTemporaryFile() as tf:
G.draw(tf.name, format='png', prog='dot')
img = matplotlib.image.imread(tf.name)
plt.imshow(img)
plt.axis('off')
else:
raise ValueError("must have pygraphviz installed for visualization")
def bake(self):
"""Finalize the topology of the model.
Assign a numerical index to every state and create the underlying arrays
corresponding to the states and edges between the states. This method
must be called before any of the probability-calculating methods. This
is the same as the HMM bake, except that at the end it sets current
state information.
Parameters
----------
None
Returns
-------
None
"""
n, m = len(self.states), len(self.edges)
# Initialize the arrays
self.marginals = numpy.empty(n, dtype=numpy.bool_)
# We need a good way to get transition probabilities by state index that
# isn't N^2 to build or store. So we will need a reverse of the above
# mapping. It's awkward but asymptotically fine.
indices = {self.states[i]: i for i in range(n)}
self.edges = [(indices[a], indices[b]) for a, b in self.edges]
# We need a new array for an undirected model which will store all
# edges involving this state. There is no direction, and so it will
# be a single array of twice the length of the number of edges,
# since each edge belongs to two nodes.
self.transitions = numpy.full(m*2, -1, dtype=numpy.int32)
self.edge_count = numpy.zeros(n+1, dtype=numpy.int32)
# Go through each node and classify it as either a marginal node or a
# factor node.
for i, node in enumerate(self.states):
self.marginals[i] = (
not isinstance(node.distribution, MultivariateDistribution) and
not node.name.endswith('-joint')
)
# Now we need to find a way of storing edges for a state in a manner
# that can be called in the cythonized methods below. This is basically
# an inversion of the graph. We will do this by having two lists, one
# list size number of nodes + 1, and one list size number of edges.
# The node size list will store the beginning and end values in the
# edge list that point to that node. The edge list will be ordered in
# such a manner that all edges pointing to the same node are grouped
# together. This will allow us to run the algorithms in time
# nodes*edges instead of nodes*nodes.
for a, b in self.edges:
# Increment the total number of edges going to node b.
self.edge_count[b+1] += 1
# Increment the total number of edges leaving node a.
self.edge_count[a+1] += 1
# Take the cumulative sum so that we can associate array indices with
# in or out transitions
self.edge_count = numpy.cumsum(self.edge_count, dtype=numpy.int32)
# Now we go through the edges again in order to both fill in the
# transition probability matrix, and also to store the indices sorted
# by the end-node.
for a, b in self.edges:
# Put the edge in the dict. Its weight is log-probability
start = self.edge_count[b]
# Start at the beginning of the section marked off for node b.
# If another node is already there, keep walking down the list
# until you find a -1 meaning a node hasn't been put there yet.
while self.transitions[start] != -1:
if start == self.edge_count[b+1]:
break
start += 1
# Store transition info in an array where the edge_count shows
# the mapping stuff.
self.transitions[start] = a
# Now do the same for out edges
start = self.edge_count[a]
while self.transitions[start] != -1:
if start == self.edge_count[a+1]:
break
start += 1
self.transitions[start] = b
def marginal(self):
"""Return the marginal probabilities of each variable in the graph.
This is equivalent to a pass of belief propagation on a graph where
no data has been given. This will calculate the probability of each
variable being in each possible emission when nothing is known.
Parameters
----------
None
Returns
-------
marginals : array-like, shape (n_nodes)
An array of univariate distribution objects showing the marginal
probabilities of that variable.
"""
return self.predict_proba({})
def predict_proba(self, data, max_iterations=10, verbose=False):
"""Returns the probabilities of each variable in the graph given evidence.
This calculates the marginal probability distributions for each state given
the evidence provided through loopy belief propagation. Loopy belief
propagation is an approximate algorithm which is exact for certain graph
structures.
Parameters
----------
data : dict or array-like, shape <= n_nodes, optional
The evidence supplied to the graph. This can either be a dictionary
with keys being state names and values being the observed values
(either the emissions or a distribution over the emissions) or an
array with the values being ordered according to the nodes incorporation
in the graph (the order fed into .add_states/add_nodes) and None for
variables which are unknown. If nothing is fed in then calculate the
marginal of the graph.
max_iterations : int, optional
The number of iterations with which to do loopy belief propagation.
Usually requires only 1.
check_input : bool, optional
Check to make sure that the observed symbol is a valid symbol for that
distribution to produce.
Returns
-------
probabilities : array-like, shape (n_nodes)
An array of univariate distribution objects showing the probabilities
of each variable.
"""
n, m = len(self.states), len(self.transitions)
# Save our original distributions so that we don't permanently overwrite
# them as we do belief propagation.
distributions = numpy.empty(n, dtype=Distribution)
# Clamp values down to evidence if we have observed them
for i, state in enumerate(self.states):
if state.name in data:
val = data[state.name]
if isinstance(val, Distribution):
distributions[i] = val
else:
distributions[i] = state.distribution.clamp(val)
else:
distributions[i] = state.distribution
# Create a buffer for each marginal node for messages coming into the
# node and messages leaving the node.
out_messages = numpy.empty(m, dtype=Distribution)
in_messages = numpy.empty(m, dtype=Distribution)
# Explicitly calculate the distributions at each round so we can test
# for convergence.
prior_distributions = distributions.copy()
current_distributions = numpy.empty(m, dtype=Distribution)
# Go through and initialize messages from the states to be whatever
# we set the marginal to be. For edges which are encoded as leaving
# a marginal, set it to that marginal, otherwise follow the edge from
# the factor to the marginal and set it to the marginal.
for i, state in enumerate(self.states):
# Go through and set edges which are encoded as leaving the
# marginal distributions as the marginal distribution
if self.marginals[i] == 1:
for k in range(self.edge_count[i], self.edge_count[i+1]):
out_messages[k] = distributions[i]
# Otherwise follow the edge, then set the message to be
# the marginal on the other side.
else:
for k in range(self.edge_count[i], self.edge_count[i+1]):
kl = self.transitions[k]
out_messages[k] = distributions[kl]
in_messages[k] = distributions[kl]
# We're going to iterate two steps here:
# (1) send messages from variable nodes to factor nodes, containing
# evidence and beliefs about the marginals
# (2) send messages from the factors to the variables, containing
# the factors belief about each marginal.
# This is the flooding message schedule for loopy belief propagation.
cdef bint done
iteration = 0
while True:
# We have now updated all of the messages leaving the marginal node,
# now we have to update all the messages going to the marginal node.
for i, state in enumerate(self.states):
# Now we ignore the marginal nodes
if self.marginals[i] == 1:
continue
# We need to calculate the new in messages for the marginals.
# This involves taking in all messages from all edges except the
# message from the marginal we are trying to send a message to.
for k in range(self.edge_count[i], self.edge_count[i+1]):
ki = self.transitions[k]
# We can simply calculate this by turning the CPT into a
# joint probability table using the other messages, and
# then summing out those variables.
d = {}
for l in range(self.edge_count[i], self.edge_count[i+1]):
# Don't take in messages from the marginal we are trying
# to send a message to.
if k == l:
continue
li = self.transitions[l]
d[self.states[li].distribution] = out_messages[l]
for l in range(self.edge_count[ki], self.edge_count[ki+1]):
li = self.transitions[l]
if li == i:
in_messages[l] = state.distribution.marginal(neighbor_values=d)
break
# Calculate the current estimates on the marginals to compare to the
# last iteration, so that we can stop if we reach convergence.
done = 1
for i in range(n):
if self.marginals[i] == 0:
continue
current_distributions[i] = distributions[i]
# Multiply the factors together by the original marginal to
# calculate the new estimate of the marginal
for k in range(self.edge_count[i], self.edge_count[i+1]):
current_distributions[i] *= in_messages[k]
if done and not current_distributions[i].equals(prior_distributions[i]):
done = 0
# If we have converged, then we're done!
if done == 1:
break
# Increment our iteration calculator
iteration += 1
if iteration >= max_iterations:
break
# Set this list of distributions to the prior observations of the
# marginals
prior_distributions = current_distributions.copy()
# UPDATE MESSAGES LEAVING THE MARGINAL NODES
for i, state in enumerate(self.states):
# Ignore factor nodes for now
if self.marginals[i] == 0:
continue
# We are trying to calculate a new message for each edge leaving
# this marginal node. So we start by looping over each edge, and
# for each edge loop over all other edges and multiply the factors
# together.
for k in range(self.edge_count[i], self.edge_count[i+1]):
ki = self.transitions[k]
# Start off by weighting by the distribution at this factor--
# keep in mind that this is a uniform distribution unless evidence
# is provided by the user, at which point it is clamped to a
# specific value, acting as a filter.
message = distributions[i]
for l in range(self.edge_count[i], self.edge_count[i+1]):
# Don't include the previous message received from here
if k == l:
continue
# Update the out message by multiplying the factors
# together.
message *= in_messages[l]
for l in range(self.edge_count[ki], self.edge_count[ki+1]):
li = self.transitions[l]
if li == i:
out_messages[l] = message
break
y_hat = numpy.empty(n, dtype=Distribution)
j = 0
for i, state in enumerate(self.states):
if self.marginals[i]:
if state.name in data:
y_hat[j] = data[state.name]
else:
# We've already computed the current belief about the
# marginals, so we can just return that.
y_hat[j] = current_distributions[i]
j += 1
y_hat.resize(j)
return y_hat
def to_dict(self):
return {
"class": "FactorGraph",
"name": self.name,
"states": [state.to_dict() for state in self.states],
"edges": self.edges
}
@classmethod
def from_dict(cls, d):
model = cls(str(d["name"]))
states = [State.from_dict(j) for j in d['states']]
model.add_states(*states)
for node1, node2 in d["edges"]:
model.add_edge(states[node1], states[node2])
model.bake()
return model
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