FactorGraph
FactorGraph is an open-source, easy-to-use simulation tool/solver for researchers and educators provided as a Julia package, with source code released under MIT License. The FactorGraph package provides the set of different functions to perform inference over the factor graph with continuous or discrete random variables using the belief propagation (BP) algorithm, also known as the sum-product algorithm.
We have tested and verified simulation tool using different scenarios to the best of our ability. As a user of this simulation tool, you can help us to improve future versions, we highly appreciate your feedback about any errors, inaccuracies, and bugs. For more information, please visit documentation site.
Requirement
FactorGraph requires Julia 1.6 and higher.
Installation
To install the FactorGraph package, run the following command:
pkg> add FactorGraph
To use FactorGraph package, add the following code to your script, or alternatively run the same command in Julia REPL:
using FactorGraph
Quick start whitin continuous framework
The following examples are intended for a quick introduction to FactorGraph package within the continuous framework.
- The broadcast GBP algorithm:
using FactorGraph
H = [1.0 0.0 0.0; 1.5 0.0 2.0; 0.0 3.1 4.6] # coefficient matrix
z = [0.5; 0.8; 4.1] # observation vector
v = [0.1; 1.0; 1.0] # variance vector
gbp = continuousModel(H, z, v) # initialize the graphical model
for iteration = 1:50 # the GBP inference
messageFactorVariableBroadcast(gbp) # compute messages using the broadcast GBP
messageVariableFactorBroadcast(gbp) # compute messages using the broadcast GBP
end
marginal(gbp) # compute marginals
- The vanilla GBP algorithm in the dynamic framework:
using FactorGraph
H = [1.0 0.0 0.0; 1.5 0.0 2.0; 0.0 3.1 4.6] # coefficient matrix
z = [0.5; 0.8; 4.1] # observation vector
v = [0.1; 1.0; 1.0] # variance vector
gbp = continuousModel(H, z, v) # initialize the graphical model
for iteration = 1:200 # the GBP inference
messageFactorVariable(gbp) # compute messages using the vanilla GBP
messageVariableFactor(gbp) # compute messages using the vanilla GBP
end
dynamicFactor!(gbp; # integrate changes in the running GBP
factor = 1,
observation = 0.85,
variance = 1e-10)
for iteration = 201:400 # continues the GBP inference
messageFactorVariable(gbp) # compute messages using the vanilla GBP
messageVariableFactor(gbp) # compute messages using the vanilla GBP
end
marginal(gbp) # compute marginals
- The vanilla GBP algorithm in the ageing framework:
using FactorGraph
H = [1.0 0.0 0.0; 1.5 0.0 2.0; 0.0 3.1 4.6] # coefficient matrix
z = [0.5; 0.8; 4.1] # observation vector
v = [0.1; 1.0; 1.0] # variance vector
gbp = continuousModel(H, z, v) # initialize the graphical model
for iteration = 1:200 # the GBP inference
messageFactorVariable(gbp) # compute messages using the vanilla GBP
messageVariableFactor(gbp) # compute messages using the vanilla GBP
end
for iteration = 1:400 # continues the GBP inference
ageingVariance!(gbp; # integrate changes in the running GBP
factor = 3,
initial = 1,
limit = 50,
model = 1,
a = 0.05,
tau = iteration)
messageFactorVariable(gbp) # compute messages using the vanilla GBP
messageVariableFactor(gbp) # compute messages using the vanilla GBP
end
marginal(gbp) # compute marginals
- The forward–backward GBP algorithm over the tree factor graph:
using FactorGraph
H = [1 0 0 0 0; 6 8 2 0 0; 0 5 0 0 0; # coefficient matrix
0 0 2 0 0; 0 0 3 8 2]
z = [1; 2; 3; 4; 5] # observation vector
v = [3; 4; 2; 5; 1] # variance vector
gbp = continuousTreeModel(H, z, v) # initialize the tree graphical model
while gbp.graph.forward # inference from leaves to the root
forwardVariableFactor(gbp) # compute forward messages
forwardFactorVariable(gbp) # compute forward messages
end
while gbp.graph.backward # inference from the root to leaves
backwardVariableFactor(gbp) # compute backward messages
backwardFactorVariable(gbp) # compute backward messages
end
marginal(gbp) # compute marginals
Quick start whitin discrete framework
Following example is intended for a quick introduction to FactorGraph package within the discrete framework.
- The forward–backward BP algorithm over the tree factor graph:
using FactorGraph
probability1 = [1]
table1 = [0.2; 0.3; 0.4; 0.1]
probability2 = [1; 2; 3]
table2 = zeros(4, 3, 1)
table2[1, 1, 1] = 0.2; table2[2, 1, 1] = 0.5; table2[3, 1, 1] = 0.3; table2[4, 1, 1] = 0.0
table2[1, 2, 1] = 0.1; table2[2, 2, 1] = 0.1; table2[3, 2, 1] = 0.7; table2[4, 2, 1] = 0.1
table2[1, 3, 1] = 0.5; table2[2, 3, 1] = 0.2; table2[3, 3, 1] = 0.1; table2[4, 3, 1] = 0.1
probability = [probability1, probability2]
table = [table1, table2]
bp = discreteTreeModel(probability, table) # initialize the tree graphical model
while bp.graph.forward # inference from leaves to the root
forwardVariableFactor(bp) # compute forward messages
forwardFactorVariable(bp) # compute forward messages
end
while bp.graph.backward # inference from the root to leaves
backwardVariableFactor(bp) # compute backward messages
backwardFactorVariable(bp) # compute backward messages
end
marginal(bp) # compute normalized marginals