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Changeset 1338 for applications/robust

Timestamp:

04/27/11 19:00:36 (14 years ago)

Author:

sindj

Message:

Zacatky experimentovani v robustlib. Zacleneni vypoctu polynomialni rovnice pro optimalni akci s vyuzitim funkce itpp::roots(). Odstranovani zbylych chyb. JS

Location:

applications/robust

Files:

: 3 modified

main.cpp (modified) (12 diffs)
robustlib.cpp (modified) (1 diff)
robustlib.h (modified) (19 diffs)

Legend:

: Unmodified
: Added
: Removed

applications/robust/main.cpp

r1337	r1338
12	12	#include <iostream>
13	13	#include <fstream>
14		#include <itpp/~~signal/poly~~.h>
	14	#include <itpp/itsignal.h>
15	15
16	16	using namespace itpp;
…	…
138	138	vector<vector<string>> strings;
139	139
140		char* file_strings[3] = {"c:\\dataADClosePercDiff", "c:\\ar_student_single","c:\\ar_cauchy_single"};
	140	char* file_strings[3] = {"c:\\dataCDClosePercDiff", "c:\\ar_student_single","c:\\ar_cauchy_single"};
141	141
142	142	for(int i = 0;i<3;i++)
…	…
172	172	RARX* my_rarx = new RARX(2,30,false);
173	173
174		/*
	174
175	175	mat V0 = 0.0001 * eye ( 3 );
176	176	ARX* my_arx = new ARX(0.97);
…	…
178	178	my_arx->set_constant ( false );
179	179	my_arx->validate();
180		*/
181
182		for(int k = 1;k<~~170~~;k++)
	180
	181
	182	for(int k = 1;k<strings[j].size();k++)
183	183	{
184	184	vec condition;
…	…
199	199	conditions[k-3].ins(0,strings[j][k]);
200	200
201		// ~~cout << "modi~~:" << conditions[k-3] << endl;
	201	//cout << "Condition:" << conditions[k-3] << endl;
202	202
203	203	my_rarx->bayes(conditions[k-3]);
	204	//my_rarx->posterior->step_me(1);
204	205
205	206	vec cond_vec;
206	207	cond_vec.ins(0,conditions[k-3][0]);
207	208
208		// my_arx->bayes(cond_vec,conditions[k-3].right(2));
	209	my_arx->bayes(cond_vec,conditions[k-3].right(2));
209	210
210	211
211		if(k>5)
	212	if(k>8)
212	213	{
213	214	//my_rarx->posterior->step_me(0);
…	…
219	220	{
220	221	vec lap_sample = conditions[k-3].left(2);
	222	//lap_sample.ins(lap_sample.size(),1.0);
221	223
222	224	lap_sample.ins(0,LapRNG());
…	…
225	227	}
226	228
	229
227	230	vec sample_pow = sample_prediction;
228	231	vec poly_coefs;
…	…
236	239	{
237	240	sample_pow = elem_mult(sample_pow,sample_prediction);
238		poly_coefs.ins(poly_coefs.size(),~~pow(-1,~~en)*poly_coef);
	241	poly_coefs.ins(poly_coefs.size(),((-1)^en)*poly_coef);
239	242	}
240	243	else
…	…
247	250	while(!stop_iteration);
248	251
249		cvec action =
250
251
252		cout << "MaxLik coords:" << my_rarx->posterior->minimal_vertex->get_coordinates() << endl;
	252	// cout << "Coefficients: " << poly_coefs << endl;
	253
	254	cvec actions = roots(poly_coefs);
	255	bool is_max = false;
	256	for(int t = 0;t<actions.size();t++)
	257	{
	258	if(actions[t].imag() == 0 && actions[t].real()>-1 && actions[t].real()<1)
	259	{
	260	cout << "Action:" << actions[t].real() << endl;
	261	is_max = true;
	262	}
	263	}
	264
	265	if(!is_max)
	266	{
	267	cout << "No maximum." << endl;
	268	}
	269
	270	// cout << "MaxLik coords:" << my_rarx->posterior->minimal_vertex->get_coordinates() << endl;
253	271
254	272	double prediction = 0;
…	…
290	308	}
291	309
292		/*
	310	cout << "Prediction: "<< prediction << endl;
	311
293	312	enorm<ldmat>* pred_mat = my_arx->epredictor(conditions[k-3].left(2));
294	313	double prediction2 = pred_mat->mean()[0];
295		*/
	314
296	315
297	316	ofstream myfile;
298	317	char fstring[80];
299		//char f2string[80];
	318	char f2string[80];
300	319	strcpy(fstring,file_strings[j]);
301		//strcpy(f2string,fstring);
	320	strcpy(f2string,fstring);
302	321
303	322	strcat(fstring,"pred.txt");
304		//strcat(f2string,"2pred.txt");
	323	strcat(f2string,"2pred.txt");
305	324
306	325
307	326	myfile.open(fstring,ios::app);
308	327
309		//myfile << my_rarx->posterior->minimal_vertex->get_coordinates()[0];
	328	// myfile << my_rarx->posterior->minimal_vertex->get_coordinates()[0];
310	329	myfile << prediction;
311	330
…	…
320	339	myfile.close();
321	340
322		/*
	341
323	342	myfile.open(f2string,ios::app);
324	343	myfile << prediction2;
…	…
333	352	}
334	353	myfile.close();
335		*/
	354
336	355
337	356	}

applications/robust/robustlib.cpp

r1335	r1338
33	33	{
34	34	double cur_prob = 0;
	35
	36	/*
	37	if(should_integrate&&new_simplex->vertices.size()!=3)
	38	{
	39	cout << "Error: Wrong vertex count for integration!";
	40	}
	41	*/
35	42
36	43	if(should_integrate)

applications/robust/robustlib.h

r1337	r1338
883	883	{
884	884	current_parent->totallyneutralgrandchildren.insert(sender->totallyneutralchildren.begin(),sender->totallyneutralchildren.end());
885
	885
886	886	for(set<polyhedron*>::iterator tot_child_ref = sender->totallyneutralchildren.begin();tot_child_ref!=sender->totallyneutralchildren.end();tot_child_ref++)
887	887	{
888	888	(*tot_child_ref)->grandparents.insert(current_parent);
	889	}
	890
	891	if(current_parent->totally_neutral == NULL)
	892	{
	893	current_parent->totally_neutral = sender->totally_neutral;
	894	}
	895	else
	896	{
	897	current_parent->totally_neutral = current_parent->totally_neutral && sender->totally_neutral;
889	898	}
890	899
…	…
898	907	current_parent->neutralchildren.push_back(sender);
899	908	current_parent->positiveneutralvertices.insert(sender->positiveneutralvertices.begin(),sender->positiveneutralvertices.end());
900		current_parent->negativeneutralvertices.insert(sender->negativeneutralvertices.begin(),sender->negativeneutralvertices.end());
901
902		if(current_parent->totally_neutral == NULL)
903		{
904		current_parent->totally_neutral = sender->totally_neutral;
905		}
906		else
907		{
908		current_parent->totally_neutral = current_parent->totally_neutral && sender->totally_neutral;
909		}
	909	current_parent->negativeneutralvertices.insert(sender->negativeneutralvertices.begin(),sender->negativeneutralvertices.end());
910	910
911	911	if(sender->totally_neutral)
…	…
922	922
923	923	if(is_last)
924		{
	924	{
925	925
926		/// \TODO Nechapu druhou podminku, zda se mi ze je to spatne.. Nemela by byt jen prvni? Nebo se jedna o nastaveni totalni neutrality?
927		if((current_parent->negativechildren.size()>0&&current_parent->positivechildren.size()>0)\|\|
928		(current_parent->neutralchildren.size()>0&&current_parent->totally_neutral==false))
	926	if((current_parent->negativechildren.size()>0&&current_parent->positivechildren.size()>0)
	927	\|\|(current_parent->neutralchildren.size()>0&&current_parent->totallyneutralchildren.empty()))
929	928	{
930	929	for_splitting[level+1].push_back(current_parent);
…	…
981	980	current_parent->negativechildren.clear();
982	981	current_parent->neutralchildren.clear();
983		current_parent->totallyneutralchildren.clear();
	982	//current_parent->totallyneutralchildren.clear();
984	983	current_parent->totallyneutralgrandchildren.clear();
985	984	// current_parent->grandparents.clear();
…	…
1002	1001
1003	1002	}
1004
	1003
	1004	sender->totallyneutralchildren.clear();
1005	1005	}
1006	1006	}
…	…
1049	1049	{
1050	1050
1051
	1051	/*
1052	1052	if(i==statistic.size()-1)
1053	1053	{
…	…
1055	1055	cout << "Order:" << ((toprow*)horiz_ref)->condition_order << endl;
1056	1056	}
	1057	*/
	1058
	1059	cout << "Stepped." << endl;
1057	1060
1058	1061	/*
…	…
1259	1262	current_vertex->negativeneutralvertices.insert(current_vertex);
1260	1263	current_vertex->positiveneutralvertices.insert(current_vertex);
1261		}
	1264	}
	1265	else
	1266	{
	1267	current_vertex->totally_neutral = false;
	1268	}
1262	1269	}
1263	1270
…	…
1296	1303	if(should_remove)
1297	1304	{
	1305	/*
1298	1306	for(int i = 0;i<for_merging.size();i++)
1299	1307	{
…	…
1305	1313	cout << endl;
1306	1314	}
	1315	*/
	1316
	1317	cout << "Merging." << endl;
1307	1318
1308	1319	set<vertex*> vertices_to_be_reduced;
…	…
1407	1418	}
1408	1419
	1420	/*
1409	1421	current_positive->totallyneutralchildren.insert(current_negative->totallyneutralchildren.begin(),current_negative->totallyneutralchildren.end());
1410	1422
1411	1423	current_positive->totallyneutralchildren.erase(*merge_ref);
	1424	*/
1412	1425
1413	1426	current_positive->totallyneutralgrandchildren.insert(current_negative->totallyneutralgrandchildren.begin(),current_negative->totallyneutralgrandchildren.end());
…	…
1423	1436	current_positive->negativechildren.clear();
1424	1437	current_positive->neutralchildren.clear();
1425		current_positive->totallyneutralchildren.clear();
	1438	// current_positive->totallyneutralchildren.clear();
1426	1439	current_positive->totallyneutralgrandchildren.clear();
1427	1440	current_positive->positiveneutralvertices.clear();
…	…
1558	1571	}
1559	1572
	1573	/*
1560	1574	vector<int> sizevector;
1561	1575	for(int s = 0;s<statistic.size();s++)
…	…
1564	1578	cout << statistic.row_size(s) << ", ";
1565	1579	}
1566
1567		cout << endl;
	1580	*/
	1581
	1582	//cout << endl;
	1583
	1584	// this->step_me(2);
1568	1585
1569	1586	if(should_add)
…	…
1722	1739	}
1723	1740
1724
	1741	/*
1725	1742	sizevector.clear();
1726	1743	for(int s = 0;s<statistic.size();s++)
…	…
1731	1748
1732	1749	cout << endl;
	1750	*/
1733	1751
1734	1752	/*
…	…
1943	1961
1944	1962	//// cout << "Sigma: " << sigma << endl;
1945		//// cout << "Nr. of runs: " << number_of_runs << endl;
	1963	//// cout << "Nr. of sigma runs: " << number_of_runs << endl;
1946	1964
1947	1965	int dimension = (*s_ref)->vertices.size()-1;
…	…
2087	2105	sample_mat.ins_col(0,sample_coordinates);
2088	2106
2089		cout << sample_mat.cols() << ",";
	2107	// cout << sample_mat.cols() << ",";
2090	2108	}
2091	2109
…	…
2096	2114	}
2097	2115
2098		cout << endl;
	2116	// cout << endl;
2099	2117	return sample_mat;
2100	2118	}