libDAI - A free/open source C++ library for Discrete Approximate Inference ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Version: git HEAD Date: November 16, 2009 - or later See also: http://www.libdai.org ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ License libDAI is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version. libDAI is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details. You should have received a copy of the GNU General Public License along with libDAI in the file COPYING. If not, see http://www.gnu.org/licenses/ ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Citing libDAI If you write a scientific paper describing research that made substantive use of this program, please: • mention the fashion in which this software was used, including the version number, with a citation to the literature, to allow replication; • mention this software in the Acknowledgements section. An appropriate citation would be: J. M. Mooij (2009) "libDAI 0.2.3: A free/open source C++ library for Discrete Approximate Inference", http://www.libdai.org Moreover, as a personal note, I would appreciate it if you would email (citations of) papers referencing this work to joris dot mooij at libdai dot org. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ About libDAI libDAI is a free/open source C++ library (licensed under GPL 2+) that provides implementations of various (approximate) inference methods for discrete graphical models. libDAI supports arbitrary factor graphs with discrete variables; this includes discrete Markov Random Fields and Bayesian Networks. The library is targeted at researchers. To be able to use the library, a good understanding of graphical models is needed. The best way to use libDAI is by writing C++ code that invokes the library; in addition, part of the functionality is accessibly by using the • command line interface • (limited) MatLab interface • (experimental) python interface • (experimental) octave interface. libDAI can be used to implement novel (approximate) inference algorithms and to easily compare the accuracy and performance with existing algorithms that have been implemented already. Features Currently, libDAI supports the following (approximate) inference methods: • Exact inference by brute force enumeration; • Exact inference by junction-tree methods; • Mean Field; • Loopy Belief Propagation [KFL01]; • Fractional Belief Propagation [WiH03]; • Tree Expectation Propagation [MiQ04]; • Generalized Belief Propagation [YFW05]; • Double-loop GBP [HAK03]; • Various variants of Loop Corrected Belief Propagation [MoK07, MoR05]; • Gibbs sampler; • Clamped Belief Propagation [EaG09]. These inference methods can be used to calculate partition sums, marginals over subsets of variables, and MAP states (the joint state of variables that has maximum probability). In addition, libDAI supports parameter learning of conditional probability tables by Expectation Maximization. Limitations libDAI is not intended to be a complete package for approximate inference. Instead, it should be considered as an "inference engine", providing various inference methods. In particular, it contains no GUI, currently only supports its own file format for input and output (although support for standard file formats may be added later), and provides very limited visualization functionalities. The only learning method supported currently is Expectation Maximization (or Maximum Likelihood if no data is missing) for learning factor parameters. Rationale In my opinion, the lack of open source "reference" implementations hampers progress in research on approximate inference. Methods differ widely in terms of quality and performance characteristics, which also depend in different ways on various properties of the graphical models. Finding the best approximate inference method for a particular application therefore often requires empirical comparisons. However, implementing and debugging these methods takes a lot of time which could otherwise be spent on research. I hope that this code will aid researchers to be able to easily compare various (existing as well as new) approximate inference methods, in this way accelerating research and stimulating real-world applications of approximate inference. Language Because libDAI is implemented in C++, it is very fast compared with implementations in MatLab (a factor 1000 faster is not uncommon). libDAI does provide a (limited) MatLab interface for easy integration with MatLab. It also provides a command line interface and experimental python and octave interfaces (thanks to Patrick Pletscher). Compatibility The code has been developed under Debian GNU/Linux with the GCC compiler suite. libDAI compiles successfully with g++ versions 3.4, 4.1, 4.2 and 4.3. libDAI has also been successfully compiled with MS Visual Studio 2008 under Windows (but not all build targets are supported yet) and with Cygwin under Windows. Finally, libDAI has been compiled successfully on MacOS X. Downloading libDAI The libDAI sources and documentation can be downloaded from the libDAI website: http://www.libdai.org. Mailing list The Google group "libDAI" (http://groups.google.com/group/libdai) can be used for getting support and discussing development issues. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Building libDAI under UNIX variants (Linux / Cygwin / Mac OS X) You need: • a recent version of gcc (at least version 3.4) • GNU make • doxygen • graphviz • recent boost C++ libraries (at least version 1.34, or 1.37 for cygwin; version 1.37 shipped with Ubuntu 9.04 is known not to work) On Debian/Ubuntu, you can easily install all these packages with a single command: apt-get install g++ make doxygen graphviz libboost-dev libboost-graph-dev libboost-program-options-dev (root permissions needed). On Mac OS X (10.4 is known to work), these packages can be installed easily via MacPorts. If MacPorts is not already installed, install it according to the instructions at http://www.macports.org/. Then, a simple sudo port install gmake boost doxygen graphviz should be enough to install everything that is needed. On Cygwin, the prebuilt Cygwin package boost-1.33.1-x is known not to work. You can however obtain the latest boost version (you need at least 1.37.0) from http://www.boost.org/ and compile/install it with: ./configure make make install To build the libDAI source, first copy a template Makefile.* to Makefile.conf (for example, copy Makefile.LINUX to Makefile.conf if you use GNU/Linux). Then, edit the Makefile.conf template to adapt it to your local setup. Especially directories may differ from system to system. Finally, run make The build includes a regression test, which may take a while to complete. If the build was successful, you can test the example program: examples/example tests/alarm.fg or the more elaborate test program: tests/testdai --aliases tests/aliases.conf --filename tests/alarm.fg --methods JTREE_HUGIN BP_SEQMAX ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Building libDAI under Windows You need: • A recent version of MicroSoft Visual Studio (2008 works) • recent boost C++ libraries (version 1.34 or higher) • GNU make (can be obtained from http://gnuwin32.sourceforge.net) For the regression test, you need: • GNU diff, GNU sed (can be obtained from http://gnuwin32.sourceforge.net) To build the source, copy Makefile.WINDOWS to Makefile.conf. Then, edit Makefile.conf to adapt it to your local setup. Finally, run (from the command line) make The build includes a regression test, which may take a while to complete. If the build was successful, you can test the example program: example tests\alarm.fg or the more elaborate test program: tests\testdai --aliases tests\aliases.conf --filename tests\alarm.fg --methods JTREE_HUGIN BP_SEQMAX ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Building the libDAI MatLab interface You need: • MatLab • The platform-dependent requirements described above First, you need to build the libDAI source as described above for your platform. By default, the MatLab interface is disabled, so before compiling the source, you have to enable it in the Makefile.conf by setting WITH_MATLAB=true Also, you have to configure the MatLab-specific parts of Makefile.conf to match your system (in particular, the Makefile variables ME, MATLABDIR and MEX). The MEX file extension depends on your platform; for a 64-bit linux x86_64 system this would be "ME=.mexa64", for a 32-bit linux x86 system "ME=.mexglx". If you are unsure about your MEX file extension: it needs to be the same as what the MatLab command "mexext" returns. The required MEX files are built by issuing make from the command line. The MatLab interface is much less powerful than using libDAI from C++. There are two reasons for this: (i) it is boring to write MEX files; (ii) the large performance penalty paid when large data structures (like factor graphs) have to be converted between their native C++ data structure to something that MatLab understands. A simple example of how to use the MatLab interface is the following (entered at the MatLab prompt), which performs exact inference by the junction tree algorithm and approximate inference by belief propagation on the ALARM network: cd path_to_libdai/matlab [psi] = dai_readfg ('../examples/alarm.fg'); [logZ,q,md,qv,qf] = dai (psi, 'JTREE', '[updates=HUGIN,verbose=0]') [logZ,q,md,qv,qf] = dai (psi, 'BP', '[updates=SEQMAX,tol=1e-9,maxiter=10000,logdomain=0]') where "path_to_libdai" has to be replaced with the directory in which libDAI was installed. For other algorithms and some default parameters, see the file tests/aliases.conf. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Building the documentation Install doxygen, graphviz and a TeX distribution and use make doc to build the documentation. If the documentation is not clear enough, feel free to send me an email (or even better, to improve the documentation and send a patch!). The documentation can also be browsed online at http://www.libdai.org.