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LinearGaussian.java
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/* * Copyright (c) 2005, Regents of the University of California * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * * Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * * Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * * * Neither the name of the University of California, Berkeley nor * the names of its contributors may be used to endorse or promote * products derived from this software without specific prior * written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) * HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, * STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED * OF THE POSSIBILITY OF SUCH DAMAGE. */ package blog.distrib; import blog.*; import java.util.*; import Jama.*;
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Multivariate Gaussian distribution whose mean is an affine function of
some vector-valued parents. Specifically, the distribution is
Normal(mu + W v, Sigma). Here v is a column vector formed by stacking
all the parent vectors on top of each other; we'll call its dimension c.
Then mu is a 1xd mean vector, W is a dxc regression matrix, and Sigma
is a dxd covariance matrix. Note that the covariance of this distribution
does not depend on the parents.
In an input file, this CPD takes three parameters: mu, W, Sigma. |
public class LinearGaussian extends AbstractCondProbDistrib {
| Takes a parameter list whose first element is a 1xd mean matrix, second element is a dxc regression matrix (where c is the sum of the dimensions of the parent vectors), and third element is a dxd covariance matrix. |
public LinearGaussian(List params) {
if (params.size() != 3) {
throw new IllegalArgumentException
("LinearGaussian CPD takes three parameters: mu, W, Sigma.");
}
for (int i = 0; i < 3; ++i) {
if (!(params.get(i) instanceof Matrix)) {
throw new IllegalArgumentException
("All parameters to LinearGaussian CPD should be "
+ "matrices.");
}
}
mu = (Matrix) params.get(0);
if (mu.getColumnDimension() != 1) {
throw new IllegalArgumentException
("First parameter to LinearGaussian CPD (mean mu) should "
+ "be a column vector.");
}
d = mu.getRowDimension();
W = (Matrix) params.get(1);
if (W.getRowDimension() != d) {
throw new IllegalArgumentException
("Second parameter to LinearGaussian CPD (weight matrix W) "
+ "should have same number of rows as first parameter.");
}
c = W.getColumnDimension();
Sigma = (Matrix) params.get(2);
if (!((Sigma.getRowDimension() == d)
&& (Sigma.getColumnDimension() == d))) {
throw new IllegalArgumentException
("Third parameter to LinearGaussian CPD (covariance matrix "
+ "sigma) should be square matrix of same dimension as "
+ "first parameter.");
}
// Make sure Sigma is symmetric
for (int i = 0; i < Sigma.getRowDimension(); ++i) {
for (int j = 0; j < i; ++j) {
if (Sigma.get(i, j) != Sigma.get(j, i)) {
throw new IllegalArgumentException
("Covariance matrix for LinearGaussian CPD must "
+ "be symmetric.");
}
}
}
}
public double getProb(List args, Object value) {
Matrix v = getParentVector(args);
if (value instanceof Matrix) {
MultivarGaussian distrib = new MultivarGaussian
(mu.plus(W.times(v)), Sigma);
return distrib.getProb((Matrix) value);
}
return 0;
}
public Object sampleVal(List args, Type childType) {
Matrix v = getParentVector(args);
MultivarGaussian distrib = new MultivarGaussian
(mu.plus(W.times(v)), Sigma);
return distrib.sampleVal();
}
private Matrix getParentVector(List args) {
Matrix v = new Matrix(c, 1);
int curRow = 0;
for (Iterator iter = args.iterator(); iter.hasNext(); ) {
Object arg = iter.next();
if (!((arg instanceof Matrix)
&& (((Matrix) arg).getColumnDimension() == 1))) {
throw new IllegalArgumentException
("Arguments for LinearGaussian CPD must be "
+ "column vectors.");
}
Matrix parent = (Matrix) arg;
if (curRow + parent.getRowDimension() > c) {
throw new IllegalArgumentException
("Error in LinearGaussian CPD: sum of dimensions of "
+ "parents exceeds number of columns in W.");
}
v.setMatrix(curRow, curRow + parent.getRowDimension() - 1,
0, 0, parent);
curRow += parent.getRowDimension();
}
if (curRow < c) {
throw new IllegalArgumentException
("Error in LinearGaussian CPD: sum of dimensions of "
+ "parents is less than number of columns in W.");
}
return v;
}
private int d; // dimension of child vector
private int c; // sum of dimensions of parent vectors
private Matrix mu;
private Matrix W;
private Matrix Sigma;
}
This file was generated on Tue Jun 08 17:53:47 PDT 2010 from file LinearGaussian.java
by the ilog.language.tools.Hilite Java tool written by Hassan Aït-Kaci