Approximate inference in aGrUM (pyAgrum)¶

There are several approximate inference for BN in aGrUM (pyAgrum). They share the same API than exact inference.

Loopy Belief Propagation : LBP is an approximate inference that uses exact calculous methods (when the BN os a tree) even if the BN is not a tree. LBP is a special case of inference : the algorithm may not converge and even if it converges, it may converge to anything (but the exact posterior). LBP however is fast and usually gives not so bad results.
Sampling inference : Sampling inference use sampling to compute the posterior. The sampling may be (very) slow but those algorithms converge to the exac distribution. aGrUM implements :
- Montecarlo sampling,
- Weighted sampling,
- Importance sampling,
- Gibbs sampling.
Finally, aGrUM propose the so-called 'loopy version' of the sampling algorithms : the idea is to use LBP as a Dirichlet prior for the sampling algorithm. A loopy version of each sampling algorithm is proposed.

In [1]:

import os

%matplotlib inline
from pylab import *
import matplotlib.pyplot as plt

def unsharpen(bn):
  """
  Force the parameters of the BN not to be a bit more far from 0 or 1
  """
  for nod in bn.nodes():
    bn.cpt(nod).translate(bn.maxParam() / 10).normalizeAsCPT()

def compareInference(ie,ie2,ax=None):
    """
    compare 2 inference by plotting all the points from (posterior(ie),posterior(ie2))
    """
    exact=[]
    appro=[]
    errmax=0
    for node in bn.nodes():
        # potentials as list
        exact+=ie.posterior(node).tolist()
        appro+=ie2.posterior(node).tolist()
        errmax=max(errmax,
                   (ie.posterior(node)-ie2.posterior(node)).abs().max())
    
    if errmax<1e-10: errmax=0
    if ax==None:
        ax=plt.gca() # default axis for plt
           
    ax.plot(exact,appro,'ro')
    ax.set_title("{} vs {}\n {}\nMax error {:2.4} in {:2.4} seconds".format(
        str(type(ie)).split(".")[2].split("_")[0][0:-2], # name of first inference
        str(type(ie2)).split(".")[2].split("_")[0][0:-2], # name of second inference
        ie2.messageApproximationScheme(),
        errmax,
        ie2.currentTime())
                )

In [2]:

import pyAgrum as gum
import pyAgrum.lib.notebook as gnb
bn=gum.loadBN("res/alarm.dsl")
unsharpen(bn)

ie=gum.LazyPropagation(bn)
ie.makeInference()

In [3]:

gnb.showBN(bn,size='8')

First, an exact inference.¶

In [4]:

gnb.sideBySide(gnb.getJunctionTreeMap(bn),gnb.getInference(bn,size="8")) # using LazyPropagation by default
print(ie.posterior("KINKEDTUBE"))