Changeset 1389 for applications/robust

Timestamp:

09/13/11 19:44:06 (13 years ago)

Author:

sindj

Message:

Odstraneni chyby v samplingu. JS

Location:

applications/robust

Files:

• main.cpp (modified) (7 diffs)
• robustlib.h (modified) (4 diffs)

applications/robust/main.cpp

@@ -28 +28 @@
 
 const int max_model_order = 2;
-const double apriorno     = 0.001;
+const double apriorno     = 0.01;
 
 /*
@@ -99 +99 @@
                         if(has_constant)
                         {
-                                my_rarx = new RARX(ar_components.size()+1,window_size,true,apriorno*sqrt(2.0),apriorno*sqrt(2.0),ar_components.size()+4);
+                                my_rarx = new RARX(ar_components.size()+1,window_size,true,sqrt(2*apriorno),sqrt(2*apriorno),ar_components.size()+4);
                                 my_arx  = NULL;
                         }
                 else
                         {
-                                my_rarx = new RARX(ar_components.size(),window_size,false,apriorno*sqrt(2.0),apriorno*sqrt(2.0),ar_components.size()+3);
+                                my_rarx = new RARX(ar_components.size(),window_size,false,sqrt(2*apriorno),sqrt(2*apriorno),ar_components.size()+3);
                                 my_arx  = NULL;
                         }
@@ -274 +274 @@
         vector<vector<string>> strings;
 
-        char* file_string =  "C:\\Users\\Hontik\\Desktop\\Bayes\\dataADClosePercDiff"; // "C:\\Users\\Hontik\\Desktop\\Bayes\\ar_normal_single"; // 
+        char* file_string =  "C:\\ar_student_single"; //"C:\\Users\\Hontik\\Desktop\\Bayes\\dataADClosePercDiff"; //  
 
         char dfstring[80];
@@ -332 +332 @@
         char fstring[80];                                       
         strcpy(fstring,file_string);
-        strcat(fstring,"lognc.txt");
-        //strcat(fstring,"preds.txt");
+        //strcat(fstring,"lognc.txt");
+        strcat(fstring,"preds.txt");
 
         for(int time = max_model_order;time<data_matrix.cols();time++) //time<data_matrix.cols() 
@@ -356 +356 @@
                         }
 
-                        pair<vec,vec> predictions = (*model_ref)->predict(20,time,&LapRNG);
+                        pair<vec,vec> predictions = (*model_ref)->predict(500,time,&LapRNG);
 
                         cout << predictions.first << endl << predictions.second << endl;
@@ -364 +364 @@
                         (*model_ref)->predictions.ins((*model_ref)->predictions.size(),avg_prediction);
                         
-                        /*
+                        
                         myfilew.open(fstring,ios::app);
                         myfilew << avg_prediction << ",";
                         myfilew.close();
-                        */
+                        
 
                         //preds.ins(0,data_matrix.get(0,time+1));
                 }
 
-                /*
+                
                 myfilew.open(fstring,ios::app);
                 myfilew << data_matrix.get(0,time+1) << endl;
                 myfilew.close();
-                */
+                
 
                 result_lognc.ins_col(result_lognc.cols(),cur_res_lognc);
@@ -424 +424 @@
                 }
                 
+                /*
                 for(int i = 0;i<cur_res_lognc.size();i++)
                 {
                         myfilew << cur_res_lognc[i] << ' ';//zmenil som ciarku ze medzeru
                 }
+                */
 
                 myfilew << endl;                                

applications/robust/robustlib.h

@@ -21 +21 @@
 using namespace std;
 using namespace itpp;
+
+static Exponential_RNG ExpRNG;
 
 const double max_range = 5;//numeric_limits<double>::max()/10e-10;
@@ -1372 +1374 @@
                 {
                         condition_to_add = new condition(toadd);                        
-                        conditions.push_back(new_condition);                    
+                        conditions.push_back(condition_to_add);                 
                 }               
                 
@@ -2618 +2620 @@
                         pair<double,double> probability_and_sigma = choose_sigma(condition_and_simplex.second);
 
-                        int dimension = condition_and_simplex.second->vertices.size()-1;
-
-                        mat jacobian(dimension,dimension);
-                        vec gradient = condition_and_simplex.first.right(dimension);
-
-                        vertex* base_vert = *condition_and_simplex.second->vertices.begin();
-
-                        //// cout << "Base vertex coords(should be close to est. param.): " << base_vert->get_coordinates() << endl;
+                        int dimension = condition_and_simplex.second->vertices.size();
+
+                        mat jacobian(dimension,dimension-1);
+                        vec gradient = condition_and_simplex.first;
                                 
                         int row_count = 0;
 
-                        for(set<vertex*>::iterator vert_ref = ++condition_and_simplex.second->vertices.begin();vert_ref!=condition_and_simplex.second->vertices.end();vert_ref++)
-                        {
-                                vec current_coords = (*vert_ref)->get_coordinates();
-
-                                //// cout << "Coords of vertex[" << row_count << "]: " << current_coords << endl; 
-                                        
-                                vec relative_coords = current_coords-base_vert->get_coordinates();                              
-
-                                jacobian.set_row(row_count,relative_coords);
-
+                        for(set<vertex*>::iterator vert_ref = condition_and_simplex.second->vertices.begin();vert_ref!=condition_and_simplex.second->vertices.end();vert_ref++)
+                        {
+                                jacobian.set_row(row_count,(*vert_ref)->get_coordinates());
                                 row_count++;
-                        }                               
-                                
-                        //// cout << "Jacobian: " << jacobian << endl;                  
-
-                        /// \todo Is this correct? Are the random coordinates really jointly uniform? I don't know.
+                        }               
+                        
+                        ExpRNG.setup(1);
+
                         vec sample_coords;
-                        double sampling_diff = 1;
-                        for(int j = 0;j<number_of_parameters;j++)
-                        {
-                                double rnumber = randu()*sampling_diff;
-
-                                sample_coords.ins(0,rnumber);
-
-                                sampling_diff -= rnumber;
+                        double sample_sum = 0;
+                        for(int j = 0;j<dimension;j++)
+                        {
+                                double rnumber = ExpRNG();
+
+                                sample_sum += rnumber;
+
+                                sample_coords.ins(0,rnumber);                           
                         }
 
-                        sample_coords = jacobian.T()*sample_coords+(*base_vert).get_coordinates();
+                        sample_coords /= sample_sum;
+
+                        sample_coords = jacobian.T()*sample_coords;
 
                         vec extended_coords = sample_coords;
@@ -2662 +2654 @@
 
                         double exponent = extended_coords*condition_and_simplex.first;
-                        double sample_prob = 1/condition_and_simplex.second->probability/pow(probability_and_sigma.second,(int)conditions.size()-number_of_parameters+3)*exp((-1)/probability_and_sigma.second*exponent);
+                        double sample_prob = 1/pow(probability_and_sigma.second,(int)conditions.size()-number_of_parameters+3)*exp((-1)/probability_and_sigma.second*exponent);
                         sample_prob *= probability_and_sigma.first;