Documentation of 'bayesnet.jayes.transformation.SmoothedFactorDecomposition' Java class
SmoothedFactorDecomposition
bayesnet.jayes.transformation

Class SmoothedFactorDecomposition

  • All Implemented Interfaces:
    IDecompositionStrategy


    public class SmoothedFactorDecomposition
    extends AbstractDecomposition
    Applicable if the conditional probability distribution is, in essence, sparse, but was smoothed (which makes it non-sparse). The decomposition makes this explicit in the model.
     Example:
      {
        { 0.99 0.01 }
        { 0.01 0.99 }
        { 0.01 0.99 }
      }
     
      would decompose to the new basis
      
      {
        { 1 1 }
        { 0 1 }
        { 1 0 }
      }
      
      and 
      {
        { 0.01 0 1 }
        { 0.01 1 0 }
        { 0.01 1 0 }
      }
     

    This works better than LatentDeterministicDecomposition in cases where the distribution is less close to being deterministic. A good indicator for when to use it is the size of the dimensions. With large dimensions, it becomes unlikely that the distributions can be represented by just one basis vector. In that case, SmoothedFactorDecomposition works better.
    • Method Summary

      • Methods inherited from class java.lang.Object

        equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
    • Constructor Detail

      • SmoothedFactorDecomposition

        public SmoothedFactorDecomposition()

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