io.improbable.keanu.algorithms.graphtraversal

Class DifferentiableChecker

java.lang.Object

io.improbable.keanu.algorithms.graphtraversal.DifferentiableChecker

public class DifferentiableChecker
extends java.lang.Object

Utility class for checking whether the given vertices are all differentiable w.r.t latents. When given latent variables, this ensures that the dLogProb can be calculated.

This check is performed by traversing up each vertex's parents and ensuring that the path to next RV is differentiable or constant valued. If there is a non differentiable vertex on this path, then if it is constant valued (0 gradient) it has no effect and therefore will return true.

-- Examples -- RV = Random Variable (G) = A vertex we want to check whether differentiable ND = Non-differentiable vertex D = Differentiable vertex C = Constant valued vertex

- Differentiable -

RV RV \ / D RV \ / RV(G)

This graph is differentiable as traversing up each of the vertex's parent to the next RV is a differentiable path.

C C \ / ND RV \ / RV(G)

This graph is differentiable as the path that is non differentiable is constant valued.

- Not Differentiable -

RV RV - Both RV not observed \ / ND RV \ / RV(G)

This is not differentiable as there is a non differentiable path which does not have a constant value.

For more examples see DifferentiableCheckerTest.java.

Constructor Summary

Constructors

Constructor and Description
DifferentiableChecker()

Method Summary

Modifier and Type	Method and Description
static boolean	isDifferentiableWrtLatents(java.util.Collection<Vertex> vertices)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DifferentiableChecker

public DifferentiableChecker()

Method Detail

isDifferentiableWrtLatents

public static boolean isDifferentiableWrtLatents(java.util.Collection<Vertex> vertices)

Parameters:

vertices - the vertices to check are differentiable w.r.t latents.

Returns:

true if all given vertices are differentiable, false otherwise.