mirror of https://github.com/davisking/dlib.git
297 lines
12 KiB
C++
297 lines
12 KiB
C++
// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
|
|
/*
|
|
This is an example illustrating the use of the Bayesian Network
|
|
inference utilities found in the dlib C++ library.
|
|
|
|
|
|
In this example all the nodes in the Bayesian network are
|
|
boolean variables. That is, they take on either the value
|
|
0 or the value 1.
|
|
|
|
The network contains 4 nodes and looks as follows:
|
|
|
|
B C
|
|
\\ //
|
|
\/ \/
|
|
A
|
|
||
|
|
\/
|
|
D
|
|
|
|
|
|
The probabilities of each node are summarized below. (The probability
|
|
of each node being 0 is not listed since it is just P(X=0) = 1-p(X=1) )
|
|
|
|
p(B=1) = 0.01
|
|
|
|
p(C=1) = 0.001
|
|
|
|
p(A=1 | B=0, C=0) = 0.01
|
|
p(A=1 | B=0, C=1) = 0.5
|
|
p(A=1 | B=1, C=0) = 0.9
|
|
p(A=1 | B=1, C=1) = 0.99
|
|
|
|
p(D=1 | A=0) = 0.2
|
|
p(D=1 | A=1) = 0.5
|
|
|
|
*/
|
|
|
|
|
|
#include "dlib/bayes_utils.h"
|
|
#include "dlib/graph_utils.h"
|
|
#include "dlib/graph.h"
|
|
#include "dlib/directed_graph.h"
|
|
#include <iostream>
|
|
|
|
|
|
using namespace dlib;
|
|
using namespace std;
|
|
|
|
// ----------------------------------------------------------------------------------------
|
|
|
|
int main()
|
|
{
|
|
// There are many useful convenience functions in this namespace. They all
|
|
// perform simple access or modify operations on the nodes of a bayesian network.
|
|
// You don't have to use them but they are convenient and they also will check for
|
|
// various errors in your bayesian network when your application is built with
|
|
// the DEBUG or ENABLE_ASSERTS preprocessor definitions defined. So their use
|
|
// is recommended. In fact, most of the global functions used in this example
|
|
// program are from this namespace.
|
|
using namespace bayes_node_utils;
|
|
|
|
// This statement declares a bayesian network called bn. Note that a bayesian network
|
|
// in the dlib world is just a directed_graph object that contains a special kind
|
|
// of node called a bayes_node.
|
|
directed_graph<bayes_node>::kernel_1a_c bn;
|
|
|
|
// Use an enum to make some more readable names for our nodes.
|
|
enum nodes
|
|
{
|
|
A = 0,
|
|
B = 1,
|
|
C = 2,
|
|
D = 3
|
|
};
|
|
|
|
// The next few blocks of code setup our bayesian network.
|
|
|
|
// The first thing we do is tell the bn object how many nodes it has
|
|
// and also add the three edges. Again, we are using the network
|
|
// shown in ASCII art at the top of this file.
|
|
bn.set_number_of_nodes(4);
|
|
bn.add_edge(A, D);
|
|
bn.add_edge(B, A);
|
|
bn.add_edge(C, A);
|
|
|
|
|
|
// Now we inform all the nodes in the network that they are binary
|
|
// nodes. That is, they only have two possible values.
|
|
set_node_num_values(bn, A, 2);
|
|
set_node_num_values(bn, B, 2);
|
|
set_node_num_values(bn, C, 2);
|
|
set_node_num_values(bn, D, 2);
|
|
|
|
assignment parent_state;
|
|
// Now we will enter all the conditional probability information for each node.
|
|
// Each node's conditional probability is dependent on the state of its parents.
|
|
// To specify this state we need to use the assignment object. This assignment
|
|
// object allows us to specify the state of each nodes parents.
|
|
|
|
|
|
// Here we specify that p(B=1) = 0.01
|
|
// parent_state is empty in this case since B is a root node.
|
|
set_node_probability(bn, B, 1, parent_state, 0.01);
|
|
// Here we specify that p(B=0) = 1-0.01
|
|
set_node_probability(bn, B, 0, parent_state, 1-0.01);
|
|
|
|
|
|
// Here we specify that p(C=1) = 0.001
|
|
// parent_state is empty in this case since B is a root node.
|
|
set_node_probability(bn, C, 1, parent_state, 0.001);
|
|
// Here we specify that p(C=0) = 1-0.001
|
|
set_node_probability(bn, C, 0, parent_state, 1-0.001);
|
|
|
|
|
|
// This is our first node that has parents. So we set the parent_state
|
|
// object to reflect that A has both B and C as parents.
|
|
parent_state.add(B, 1);
|
|
parent_state.add(C, 1);
|
|
// Here we specify that p(A=1 | B=1, C=1) = 0.99
|
|
set_node_probability(bn, A, 1, parent_state, 0.99);
|
|
// Here we specify that p(A=0 | B=1, C=1) = 1-0.99
|
|
set_node_probability(bn, A, 0, parent_state, 1-0.99);
|
|
|
|
// Here we use the [] notation because B and C have already
|
|
// been added into parent state.
|
|
parent_state[B] = 1;
|
|
parent_state[C] = 0;
|
|
// Here we specify that p(A=1 | B=1, C=0) = 0.9
|
|
set_node_probability(bn, A, 1, parent_state, 0.9);
|
|
set_node_probability(bn, A, 0, parent_state, 1-0.9);
|
|
|
|
parent_state[B] = 0;
|
|
parent_state[C] = 1;
|
|
// Here we specify that p(A=1 | B=0, C=1) = 0.5
|
|
set_node_probability(bn, A, 1, parent_state, 0.5);
|
|
set_node_probability(bn, A, 0, parent_state, 1-0.5);
|
|
|
|
parent_state[B] = 0;
|
|
parent_state[C] = 0;
|
|
// Here we specify that p(A=1 | B=0, C=0) = 0.01
|
|
set_node_probability(bn, A, 1, parent_state, 0.01);
|
|
set_node_probability(bn, A, 0, parent_state, 1-0.01);
|
|
|
|
|
|
// Here we set probabilities for node D.
|
|
// First we clear out parent state so that it doesn't have any of
|
|
// the assignments for the B and C nodes used above.
|
|
parent_state.clear();
|
|
parent_state.add(A,1);
|
|
// Here we specify that p(D=1 | A=1) = 0.5
|
|
set_node_probability(bn, D, 1, parent_state, 0.5);
|
|
set_node_probability(bn, D, 0, parent_state, 1-0.5);
|
|
|
|
parent_state[A] = 0;
|
|
// Here we specify that p(D=1 | A=0) = 0.2
|
|
set_node_probability(bn, D, 1, parent_state, 0.2);
|
|
set_node_probability(bn, D, 0, parent_state, 1-0.2);
|
|
|
|
|
|
|
|
// We have now finished setting up our bayesian network. So lets compute some
|
|
// probability values. The first thing we will do is compute the prior probability
|
|
// of each node in the network. To do this we will use the join tree algorithm which
|
|
// is an algorithm for performing exact inference in a bayesian network.
|
|
|
|
// First we need to create an undirected graph which contains set objects at each node and
|
|
// edge. This long declaration does the trick.
|
|
typedef set<unsigned long>::compare_1b_c set_type;
|
|
typedef graph<set_type, set_type>::kernel_1a_c join_tree_type;
|
|
join_tree_type join_tree;
|
|
|
|
// Now we need to populate the join_tree with data from our bayesian network. The next
|
|
// function calls do this. Explaining exactly what they do is outside the scope of this
|
|
// example. Just think of them as filling join_tree with information that is useful
|
|
// later on for dealing with our bayesian network.
|
|
create_moral_graph(bn, join_tree);
|
|
create_join_tree(join_tree, join_tree);
|
|
|
|
// Now that we have a proper join_tree we can use it to obtain a solution to our
|
|
// bayesian network. Doing this is as simple as declaring an instance of
|
|
// the bayesian_network_join_tree object as follows:
|
|
bayesian_network_join_tree solution(bn, join_tree);
|
|
|
|
|
|
// now print out the probabilities for each node
|
|
cout << "Using the join tree algorithm:\n";
|
|
cout << "p(A=1) = " << solution.probability(A)(1) << endl;
|
|
cout << "p(A=0) = " << solution.probability(A)(0) << endl;
|
|
cout << "p(B=1) = " << solution.probability(B)(1) << endl;
|
|
cout << "p(B=0) = " << solution.probability(B)(0) << endl;
|
|
cout << "p(C=1) = " << solution.probability(C)(1) << endl;
|
|
cout << "p(C=0) = " << solution.probability(C)(0) << endl;
|
|
cout << "p(D=1) = " << solution.probability(D)(1) << endl;
|
|
cout << "p(D=0) = " << solution.probability(D)(0) << endl;
|
|
cout << "\n\n\n";
|
|
|
|
|
|
// Now to make things more interesting lets say that we have discovered that the C
|
|
// node really has a value of 1. That is to say, we now have evidence that
|
|
// C is 1. We can represent this in the network using the following two function
|
|
// calls.
|
|
set_node_value(bn, C, 1);
|
|
set_node_as_evidence(bn, C);
|
|
|
|
// Now we want to compute the probabilities of all the nodes in the network again
|
|
// given that we now know that C is 1. We can do this as follows:
|
|
bayesian_network_join_tree solution_with_evidence(bn, join_tree);
|
|
|
|
// now print out the probabilities for each node
|
|
cout << "Using the join tree algorithm:\n";
|
|
cout << "p(A=1 | C=1) = " << solution_with_evidence.probability(A)(1) << endl;
|
|
cout << "p(A=0 | C=1) = " << solution_with_evidence.probability(A)(0) << endl;
|
|
cout << "p(B=1 | C=1) = " << solution_with_evidence.probability(B)(1) << endl;
|
|
cout << "p(B=0 | C=1) = " << solution_with_evidence.probability(B)(0) << endl;
|
|
cout << "p(C=1 | C=1) = " << solution_with_evidence.probability(C)(1) << endl;
|
|
cout << "p(C=0 | C=1) = " << solution_with_evidence.probability(C)(0) << endl;
|
|
cout << "p(D=1 | C=1) = " << solution_with_evidence.probability(D)(1) << endl;
|
|
cout << "p(D=0 | C=1) = " << solution_with_evidence.probability(D)(0) << endl;
|
|
cout << "\n\n\n";
|
|
|
|
// Note that when we made our solution_with_evidence object we reused our join_tree object.
|
|
// This saves us the time it takes to calculate the join_tree object from scratch. But
|
|
// it is important to note that we can only reuse the join_tree object if we haven't changed
|
|
// the structure of our bayesian network. That is, if we have added or removed nodes or
|
|
// edges from our bayesian network then we must recompute our join_tree. But in this example
|
|
// all we did was change the value of a bayes_node object (we made node C be evidence)
|
|
// so we are ok.
|
|
|
|
|
|
|
|
|
|
|
|
// Next this example will show you how to use the bayesian_network_gibbs_sampler object
|
|
// to perform approximate inference in a bayesian network. This is an algorithm
|
|
// that doesn't give you an exact solution but it may be necessary to use in some
|
|
// instances. For example, the join tree algorithm used above, while fast in many
|
|
// instances, has exponential runtime in some cases. Moreover, inference in bayesian
|
|
// networks is NP-Hard for general networks so sometimes the best you can do is
|
|
// find an approximation.
|
|
// However, it should be noted that the gibbs sampler does not compute the correct
|
|
// probabilities if the network contains a deterministic node. That is, if any
|
|
// of the conditional probability tables in the bayesian network have a probability
|
|
// of 1.0 for something the gibbs sampler should not be used.
|
|
|
|
|
|
// This Gibbs sampler algorithm works by randomly sampling possibles values of the
|
|
// network. So to use it we should set the network to some initial state.
|
|
|
|
set_node_value(bn, A, 0);
|
|
set_node_value(bn, B, 0);
|
|
set_node_value(bn, D, 0);
|
|
|
|
// We will leave the C node with a value of 1 and keep it as an evidence node.
|
|
|
|
|
|
// First create an instance of the gibbs sampler object
|
|
bayesian_network_gibbs_sampler sampler;
|
|
|
|
|
|
// To use this algorithm all we do is go into a loop for a certain number of times
|
|
// and each time through we sample the bayesian network. Then we count how
|
|
// many times a node has a certain state. Then the probability of that node
|
|
// having that state is just its count/total times through the loop.
|
|
|
|
// The following code illustrates the general procedure.
|
|
unsigned long A_count = 0;
|
|
unsigned long B_count = 0;
|
|
unsigned long C_count = 0;
|
|
unsigned long D_count = 0;
|
|
|
|
// The more times you let the loop run the more accurate the result will be. Here we loop
|
|
// 2000 times.
|
|
const long rounds = 2000;
|
|
for (long i = 0; i < rounds; ++i)
|
|
{
|
|
sampler.sample_graph(bn);
|
|
|
|
if (node_value(bn, A) == 1)
|
|
++A_count;
|
|
if (node_value(bn, B) == 1)
|
|
++B_count;
|
|
if (node_value(bn, C) == 1)
|
|
++C_count;
|
|
if (node_value(bn, D) == 1)
|
|
++D_count;
|
|
}
|
|
|
|
cout << "Using the approximate Gibbs Sampler algorithm:\n";
|
|
cout << "p(A=1 | C=1) = " << (double)A_count/(double)rounds << endl;
|
|
cout << "p(B=1 | C=1) = " << (double)B_count/(double)rounds << endl;
|
|
cout << "p(C=1 | C=1) = " << (double)C_count/(double)rounds << endl;
|
|
cout << "p(D=1 | C=1) = " << (double)D_count/(double)rounds << endl;
|
|
}
|
|
|
|
|