| [old_parcorrf,pdag ,GG, maxScore]=MGraph_BGscore_hillClimb2(d,G,pert_of_change)
|
function [old_parcorrf,pdag ,GG, maxScore]=MGraph_BGscore_hillClimb2(d,G,pert_of_change)
%Input: d is the data, G is a directed graph or empty graph,
%Output: pdag is best graph
%This is the good one 12.15.2003
%this is learning rate + partial corr coef version Feb. 2005
global isordered
t0=clock;
%compute partial correlation
old_var=cov(d);
inv_old_var=pinv(old_var) ;%bug at here sometime the inverse of variance equal inf Dec 22. 2002
parcorrf=-inv_old_var./sqrt(abs(diag(inv_old_var)*diag(inv_old_var)'));
%
%isordered =0 means input variables are not ordered, if isordered=1 then the input variables are ordered according the network
[nr nc]=size(d);
u0=median(d);
n=nc;
L=nr;
sigma=nc+2;
alpha=nc+2;
v=ones(1,n);
%test oct 12
all_edges=wang_kSubset(1:nc,2);
total_number_of_edges=(nc^2-nc)/2;
number_of_repeated=20;
alpha0=0.8;
train_len=number_of_repeated;
learn_rate = alpha0 * (0.2/alpha0).^([0:(train_len-1)]/train_len);
%check whether have edges go from high order to lower order and remove it
pdag=G;
[pa pb]=find(pdag);
isreverse=pa>pb;
idx_remove=find(isreverse==1);
for i=1:length(idx_remove)
pdag(pa(idx_remove(i)),pb(idx_remove(i))) =0;
pdag(pb(idx_remove(i)),pa(idx_remove(i))) =-1;
end
b=gnt_graph_to_coeffiecent_b(pdag);
[current_score, T0, TL]=gnt_scoring_completeG(u0,v,b,sigma,alpha,n,L,d,pdag);
max_score=current_score
oldest_current_score=current_score;
G=pdag;
for repeated=1:number_of_repeated
repeated
%check this line
ischanged=0;
while max_score<=current_score
[new_G,current_score]=MGraph_add_best_edge_to_dag(d,G,sigma,alpha,L,T0,TL,isordered);
if current_score>max_score
max_score=current_score
G=new_G;
ischanged=1;
disp('Add edge find new pattern');
else
break;
end
end
current_score=max_score;
while max_score<=current_score
[new_G,current_score]=MGraph_remove_worst_edge_in_dag(d,G,sigma,alpha,L,T0,TL,isordered);
max_score
if current_score>max_score
max_score=current_score
G=new_G;
ischanged=1;
disp('Remove edge find new pattern');
else
break;
end
end
%end while of repeate 1
%repeated again
all_maxScore(repeated)=max_score
all_G{repeated}=G;
tG=G;
G
if repeated <number_of_repeated
rand('seed',repeated);
AA=[];BB=[];idx_n=[];parCorf_of_edges=[];temp_edge=[];sorted_parCorf_of_edges=[];sorted_idx=[];
[AA BB]=find(G);
if (~isempty(AA) & ischanged)
%if structure changes random remove
all_edges=[];
sorted_all_edges=[];
all_edges=[AA BB];
total_number_of_edges=length(AA);
idx_n=1:total_number_of_edges;
number_of_changes=ceil(total_number_of_edges*learn_rate(repeated));
%sort all edges based on their partial corrf
for i=1:total_number_of_edges
temp_edge=all_edges(i,:);
parCorf_of_edges(i)=abs(parcorrf(temp_edge(1),temp_edge(2)));
end
%sort from minmum to maximum
[sorted_parCorf_of_edges,sorted_idx]=sort(parCorf_of_edges);
sorted_all_edges=all_edges(sorted_idx,:);
elseif (~isempty(AA) & ~ischanged)
%if structure do not changes make new random input matrix
all_edges=[];
sorted_all_edges=[];
number_of_changes=0;
% all_edges=wang_kSubset(1:nc,2);
% total_number_of_edges=length(all_edges);
% idx_n=randperm(total_number_of_edges);
% G=zeros(size(G));
% for ii=1:ceil(length(all_edges)/ceil(rand(1)*10))
% G(idx_n(ii))=-1;
% end
else
idx_n=randperm(total_number_of_edges);
number_of_changes=ceil(total_number_of_edges*learn_rate(repeated));
end
%if start with zero G or very sparse graph, the number of changes should
%increase otherwise it should enoutgh
%
%delete less significant edges
for jj=1:number_of_changes
temp_edge=sorted_all_edges(idx_n(jj),:);
tempG=G;
%added jbw 10 2004
tempG(temp_edge(1),temp_edge(2))=0;
tempG(temp_edge(2),temp_edge(1))=0;
%added
[color,time,dd,ff,phi,back_edge]=dfs(tempG);
if isempty(back_edge)
G=tempG;
end
end
end
%removed Feb16.2004
pdagG=G;
b={};
isreverese=[];
idx_remove=[];
[pa pb]=find(pdagG);
isreverse=pa>pb;
idx_remove=find(isreverse==1);
for i=1:length(idx_remove)
pdagG(pa(idx_remove(i)),pb(idx_remove(i))) =0;
pdagG(pb(idx_remove(i)),pa(idx_remove(i))) =-1;
end
%add jbw if have loop remive this edge
[row,col,ss]=find(pdagG);
tempG=zeros(size(pdagG));
pdagG=tempG;
for i=1:length(row)
tempG=pdagG;
tempG(row(i),col(i))=-1;
[color,time,dd,ff,phi,back_edge]=dfs(tempG);
if isempty(back_edge)
pdagG=tempG;
end
end
b=gnt_graph_to_coeffiecent_b(pdagG);
[current_score, T0, TL]=gnt_scoring_completeG(u0,v,b,sigma,alpha,n,L,d,pdagG);
max_score=current_score;
G=pdagG;
%end removed
end %end all
%end test
GG=[];
[maxScore idx_maxScore]=max(all_maxScore);
GG=all_G{idx_maxScore};
pdag=GG;
record_old_var=cov(d);
old_corrf=record_old_var./sqrt(diag(record_old_var)*diag(record_old_var)');
inv_old_var=pinv(record_old_var);
old_parcorrf=-inv_old_var./sqrt(abs(diag(inv_old_var)*diag(inv_old_var)'));
etime(clock,t0)
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