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T. LienartT. Lienart
T. Lienart
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T. Lienart
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+ demoTree (ok)
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‎demo.jl

Lines changed: 116 additions & 44 deletions
Original file line numberDiff line numberDiff line change
@@ -11,8 +11,12 @@ include("lib_pbp.jl")
1111
include("lib_ep.jl")
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include("lib_doSim.jl")
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#
14-
demoNames = ["demoGrid","demoChain","demoImg"]
15-
expname = demoNames[1] # choice of demo (reason for this syntax is to show possibilities)
14+
demoNames = ["demoGrid","demoTree","demoImg","demoChain"]
15+
expname = demoNames[2] # choice of demo (reason for this syntax is to show possibilities)
16+
# make directory to store stuff
17+
if ~isdir(expname)
18+
mkdir(expname)
19+
end
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#
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# ==================================================================================================
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if expname == "demoGrid"
@@ -83,77 +87,72 @@ if expname == "demoGrid"
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s_init = 4*obs_var
8488
end
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# ==================================================================================================
86-
elseif expname == "demoChain"
90+
elseif expname == "demoTree"
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#
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# SIMULATIONS TO BE RUN
8993
#
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RELOAD = true # re-generate everything
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LBPD = true # LBP on deterministic grid
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EPBP = true # EPBP
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FEPBP = false # Fast-EPBP
94-
PBP = false # PBP with MH sampling
95-
EP = true # straight EP
98+
PBP = true # PBP with MH sampling
99+
EP = false # straight EP
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#
97101
# VERBOSITY
98102
NODE_PROGRESS = false
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#
100104
# SIMULATION PARAMETERS [!USER!]
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#
102-
Nlist = [100,200] # (list) number of particles per node
103-
Clist = [7,10] # (list) number of components for FEPBP, need to be of same dim as NLIST
106+
Nlist = [100] # (list) number of particles per node
107+
Clist = [7] # (list) number of components for FEPBP, need to be of same dim as NLIST
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Ninteg = 30 # number of integration points for EP proj
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Ngrid = 200 # number of points in the discretization
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nloops = 10 # number of loops through scheduling
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nEPloops = 25 # number of EP iterations
108112
nruns = 1 # number of time we run the whole thing
109113
#
110-
# EP PROJECTION MODE, default is KL ignoring update if moments not valid.
114+
# EP PROJECTION MODE, default is KL ignoring update if moments not valid
111115
EP_PROJ_MLE = false # use MLE projection instead of KL-EP
112116
#
113117
# Additional parameters for PBP
114118
#
115119
MHIter = 20 # number of MH iterations
116-
MHProposal = Normal(0,.1) # form of the MH proposal
120+
MHProposal = Normal(0,1) # form of the MH proposal
117121
PARACHAINS = true
118122
#
119123
# DECLARE GM
120124
#
121-
T = 5
122-
nnodes,nedges,edge_list = gm_chain(T)
123-
# > declare scheduling
124-
scheduling = gm_chain_scheduling(T,true) # forward only
125+
nnodes,nedges = 8,7
126+
edge_list = [ 1 2; 1 3; # top 1-{2,3}
127+
2 1; 2 4; 2 5; 2 6; 3 1; 3 7; 3 8; # middle 2-{1,4,5,6} and 3-{1,7,8}
128+
4 2; 5 2; 6 2; 7 3; 8 3; ] # leaves 4-2,5-2,6-2,7-3,8-3
129+
sched1 = hcat(1,2,4,5,6,3,7,8)
130+
sched2 = hcat(4,5,6,2,7,8,3,1)
131+
scheduling = vcat(sched1[:],sched2[:])
125132
# > declare edge and node potential
126-
HOMOG_EDGE_POT = false # if edge pot is symmetric & the same everywhere (eg: image)
127-
#
128-
node_noise = Normal(0,2)
129-
node_mult = 0.7
130-
edge_noise = Normal(0,1)
131-
edge_mult = 0.5
132-
#
133-
eval_edge_pot(from,to,xfrom,xto) = pdf(edge_noise,xto-edge_mult*xfrom)
134-
eval_node_pot(node,xnode) = pdf(node_noise,obs_values[node]-node_mult*xnode)
135-
#
136-
# > sampling from MH?
133+
HOMOG_EDGE_POT = true # edge pot is symmetric & same everywhere (eg: image)
134+
# > side functions to define edge/node potential
135+
node_potential = MixtureModel([Normal(-2,1),Gumbel(1,1.5)],[0.7,0.3])
136+
edge_potential = Cauchy(0,1)
137+
# > definition of edge/node potential functions
138+
eval_edge_pot(from,to,xfrom,xto) = pdf(edge_potential,xfrom-xto)
139+
eval_node_pot(node,xnode) = pdf(node_potential,obs_values[node]-xnode)
140+
# > (PBP) sampling from MH?
137141
sampleMHP(old) = old+rand(MHProposal,N)'
142+
LMHCHAIN = 1000
143+
ENDCHUNK = 300
144+
sampleMHP2(old) = old+rand(Normal(0,0.1),1)
145+
# > initial values on the graph
146+
orig_values = zeros(nnodes,1) + 2
138147
#
139-
est_range = (-10,10) # > estimated 1D-range for integration
148+
est_range = (-7,7) # > estimated 1D-range for integration
140149
sigma_thresh = 0.01
141-
# > generate observations
142150
if RELOAD
143-
orig_values = zeros(nnodes,1)
144-
obs_values = zeros(nnodes,1)
145-
#
146-
orig_values[1] = rand(Normal(0,1))
147-
obs_values[1] = rand(Normal(node_mult*orig_values[1],1))
148-
#
149-
for node=2:T
150-
orig_values[node] = rand(Normal(edge_mult*orig_values[node-1],2))
151-
obs_values[node] = rand(Normal(node_mult*orig_values[node],1))
152-
end
151+
# > generate observations
152+
obs_values = orig_values + rand(node_potential,nnodes)
153153
writecsv("$expname/$expname\_orig_values.dat",orig_values)
154154
writecsv("$expname/$expname\_obs_values.dat",obs_values)
155155
#
156-
# > to start
157156
obs_var = sqrt(var(obs_values))
158157
s_init = 4*obs_var
159158
end
@@ -165,9 +164,9 @@ elseif expname == "demoImg"
165164
RELOAD = false # re-generate everything
166165
LBPD = false # LBP on deterministic grid
167166
EPBP = false # EPBP
168-
FEPBP = true # Fast-EPBP
167+
FEPBP = true # Fast-EPBP
169168
PBP = false # PBP with MH sampling
170-
EP = false # straight EP
169+
EP = false # straight EP
171170
#
172171
# VERBOSITY
173172
NODE_PROGRESS = false
@@ -236,16 +235,89 @@ elseif expname == "demoImg"
236235
function eval_node_pot(node,xnode)
237236
return pdf(node_potential,obs_values[node]-xnode)
238237
end
238+
# ==================================================================================================
239+
elseif expname == "demoChain"
240+
#
241+
# SIMULATIONS TO BE RUN
242+
#
243+
RELOAD = true # re-generate everything
244+
LBPD = true # LBP on deterministic grid
245+
EPBP = true # EPBP
246+
FEPBP = false # Fast-EPBP
247+
PBP = false # PBP with MH sampling
248+
EP = true # straight EP
249+
#
250+
# VERBOSITY
251+
NODE_PROGRESS = false
252+
#
253+
# SIMULATION PARAMETERS [!USER!]
254+
#
255+
Nlist = [100,200] # (list) number of particles per node
256+
Clist = [7,10] # (list) number of components for FEPBP, need to be of same dim as NLIST
257+
Ninteg = 30 # number of integration points for EP proj
258+
Ngrid = 200 # number of points in the discretization
259+
nloops = 10 # number of loops through scheduling
260+
nEPloops = 25 # number of EP iterations
261+
nruns = 1 # number of time we run the whole thing
262+
#
263+
# EP PROJECTION MODE, default is KL ignoring update if moments not valid.
264+
EP_PROJ_MLE = false # use MLE projection instead of KL-EP
265+
#
266+
# Additional parameters for PBP
267+
#
268+
MHIter = 20 # number of MH iterations
269+
MHProposal = Normal(0,.1) # form of the MH proposal
270+
PARACHAINS = true
271+
#
272+
# DECLARE GM
273+
#
274+
T = 5
275+
nnodes,nedges,edge_list = gm_chain(T)
276+
# > declare scheduling
277+
scheduling = gm_chain_scheduling(T,true) # forward only
278+
# > declare edge and node potential
279+
HOMOG_EDGE_POT = false # if edge pot is symmetric & the same everywhere (eg: image)
280+
#
281+
node_noise = Normal(0,2)
282+
node_mult = 0.7
283+
edge_noise = Normal(0,1)
284+
edge_mult = 0.5
285+
#
286+
eval_edge_pot(from,to,xfrom,xto) = pdf(edge_noise,xto-edge_mult*xfrom)
287+
eval_node_pot(node,xnode) = pdf(node_noise,obs_values[node]-node_mult*xnode)
288+
#
289+
# > (PBP) sampling from MH?
290+
sampleMHP(old) = old+rand(MHProposal,N)'
291+
LMHCHAIN = 1000
292+
ENDCHUNK = 300
293+
sampleMHP2(old) = old+rand(Normal(0,0.1),1)
294+
#
295+
est_range = (-10,10) # > estimated 1D-range for integration
296+
sigma_thresh = 0.01
297+
# > generate observations
298+
if RELOAD
299+
orig_values = zeros(nnodes,1)
300+
obs_values = zeros(nnodes,1)
301+
#
302+
orig_values[1] = rand(Normal(0,1))
303+
obs_values[1] = rand(Normal(node_mult*orig_values[1],1))
304+
#
305+
for node=2:T
306+
orig_values[node] = rand(Normal(edge_mult*orig_values[node-1],2))
307+
obs_values[node] = rand(Normal(node_mult*orig_values[node],1))
308+
end
309+
writecsv("$expname/$expname\_orig_values.dat",orig_values)
310+
writecsv("$expname/$expname\_obs_values.dat",obs_values)
311+
#
312+
# > to start
313+
obs_var = sqrt(var(obs_values))
314+
s_init = 4*obs_var
315+
end
239316
end
240317

241318
#
242319
# ======== RUN SIMULATIONS =========================================================================
243320
#
244-
# make directory to store stuff
245-
if ~isdir(expname)
246-
mkdir(expname)
247-
end
248-
#
249321
integ_pts = linspace(est_range[1],est_range[2],Ninteg)' # ! leave the transpose
250322
grid = linspace(est_range[1],est_range[2],Ngrid)'
251323
# > generate observations

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