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A Hybrid Factored Frontier Algorithm for Dynamic Bayesian Networks

A Hybrid Factored Frontier Algorithm for Dynamic Bayesian Networks

A Hybrid Factored Frontier Algorithm for Dynamic Bayesian Networks

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0.30FF Exact Inference <strong>Hybrid</strong> FF (n^3 Spikes)0.25M t ( E, [0,1) )0.200.150.100.050.001 9 17 25 33 41 49 57 65 73 81 89 97Time pointsFig. 2. M t (E, [0, 1]) <strong>for</strong> all t5 ResultsWe have implemented our algorithm in C++. The experiments reported here were carried out on a Opteron2.2Ghz Processor. First we ran HFF on the DBN <strong>for</strong> the simple enzyme catalytic system shown in 1.We fixed the parameters of the system using known values and divided the value space of each variableinto 5 equal intervals [0, 1), [1, 2), . . . , [4, 5] and assumed the initial distributions to be uni<strong>for</strong>mly distributedover certain intervals (see [18]). The time scale of the system was set to be 10 minutes which was evenlydivided into time points ranging over [0, 1, . . . , 100] . We fixed the number of spikes to be 4 3 = 64 andran HFF and FF. This being a small example, we could compute the probability distributions over the states<strong>for</strong> each time point exactly. From this we derived the exact marginal distributions <strong>for</strong> each species. FFper<strong>for</strong>med well <strong>for</strong> the product species P . However <strong>for</strong> E, ES and S it deviated from the actual distribution<strong>for</strong> certain marginals. For instance, <strong>for</strong> E and the interval [0, 1), it deviated by as much as 0.168 <strong>for</strong> themarginal M t (E, [0, 1)) as shown in Figure 2. This figure also shows the time evolution of this marginal <strong>for</strong>HFF and the exact one. As can be seen, the HFF profile is almost the same as that of the exact one (in factthis was already the case <strong>for</strong> σ = n 2 = 16). Figure 3 shows the maximum error curves <strong>for</strong> FF and HFFrelative to the exact one; it the maximum of the errors taken over all 5 intervals at each time point. As canbe seen, the maximum error incurred by HFF is lower.Maximum absolute error <strong>for</strong> E0.180.160.140.120.10.080.060.040.020FF Error <strong>Hybrid</strong> FF Error1 9 17 25 33 41 49 57 65 73 81 89 97Time pointsFig. 3. Maximum Error of FF and HFF with respect to exact <strong>for</strong> E7

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