Changeset 1423 for applications/robust

Timestamp:

01/27/12 18:09:09 (13 years ago)

Author:

sindj

Message:

Nevim jake zmeny. JS

Location:

applications/robust

Files:

• CMakeLists.txt (modified) (1 diff)
• DDEClient.cpp (modified) (1 diff)
• main.cpp (modified) (2 diffs)
• robustlib.h (modified) (13 diffs)

applications/robust/CMakeLists.txt

@@ -14 +14 @@
 link_directories (${BDM_SOURCE_DIR}/bdm)
 
-add_library(robustlib robustlib.cpp robustlib.h)
-add_library(DDEClient SHARED ddeclient.cpp ddeclient.h dcerrors.h)
+add_library(robustlib robustlib.cpp robustlib.h)  
 
-EXEC(main robustlib DDEClient)
+EXEC(main robustlib)
 
 

applications/robust/DDEClient.cpp

@@ -30 +30 @@
 #include <windows.h>
 #include <ddeml.h>
-#include <atlstr.h>             // only for string handling of error messages
+//#include <atlstr.h>           // only for string handling of error messages
 #include "DCErrors.h"   // Error messages for dll
 

applications/robust/main.cpp

@@ -31 +31 @@
 const int max_model_order         = 2;
 const double apriorno             = 0.01;
-const int max_window_size         = 30;
+const int max_window_size         = 40;
 const int utility_order           = 25;
 const int prediction_time         = 30;
 const double min_utility_argument = 0.001;
-const double max_investment       = 10.0;
+const double max_investment       = 3.0;
 const int sample_size                     = 5000;
-const char* commodity                 = "BP\\";
+const char* commodity                 = "TY\\";
 
 /*
@@ -484 +484 @@
                         for(int window_size = max_window_size-1;window_size < max_window_size;window_size++)
                         {
-                                models.push_back(new model((*model_type),true,true,window_size,0,&data_matrix));   // to su len konstruktory, len inicializujeme rozne typy
-                                models.push_back(new model((*model_type),false,true,window_size,0,&data_matrix));
+                                //if(model_type->size()<max_model_order)
+                                //{
+                                        models.push_back(new model((*model_type),true,true,window_size,0,&data_matrix));   // to su len konstruktory, len inicializujeme rozne typy
+                                        models.push_back(new model((*model_type),false,true,window_size,0,&data_matrix));
+                                //}
                                 models.push_back(new model((*model_type),true,false,window_size,0,&data_matrix));
                                 models.push_back(new model((*model_type),false,false,window_size,0,&data_matrix));              

applications/robust/robustlib.h

@@ -280 +280 @@
                 return multiplicity;
         }
+
+        void set_multiplicity(int multiplicity)
+        {
+                this->multiplicity = multiplicity;
+        }
         
         /// An obligatory operator, when the class is used within a C++ STL structure like a vector
@@ -701 +706 @@
         {                       
 
+                int multi = sender->get_multiplicity();
                 // We translate existence of toremove and toadd conditions to booleans for ease of manipulation
                 bool shouldmerge    = (toremove != NULL);
@@ -1138 +1144 @@
                                 
                                 
-                                if(i==statistic.size()-1)
-                                {
-                                        orders.insert(((toprow*)horiz_ref)->condition_order);
+                                
+                                //if(i==statistic.size()-1)
+                                //{
+                                //      orders.insert(((toprow*)horiz_ref)->condition_order);
                                         
                                         /*
@@ -1146 +1153 @@
                                         cout << "Condition: " << ((toprow*)horiz_ref)->condition_sum << endl;
                                         cout << "Order:" << ((toprow*)horiz_ref)->condition_order << endl;*/
-                                }
+                                //}
                                 
 
@@ -1269 +1276 @@
 
         void add_and_remove_condition(vec toadd, vec toremove)
-        {
-
+        {       
+                
                 // New condition arrived (new data are available). Here we will perform the Bayesian data update
                 // step by splitting the location parameter space with respect to the new condition and computing
@@ -1447 +1454 @@
                                                 // occurence of a point laying on the cutting hyperplane (Programmers note:Also such 
                                                 // scenarios were not so well tested and computation errors may occur!)
-                                                cout << "Condition to add: " << toadd << endl;
+                                                //cout << "Condition to add: " << toadd << endl;
                                                 cout << "Vertex coords: " << appended_coords << endl;
 
@@ -1570 +1577 @@
                                                 // parents.
                                                 (*merge_ref)->parentconditions.erase(condition_to_remove);
-
-                                                // If the merger is a vertex..
-                                                if(k==1)
-                                                {
-                                                        // ..we will later reduce its multiplicity (this is to prevent multiple reduction of
-                                                        // the same vertex) 
-                                                        vertices_to_be_reduced.insert((vertex*)(*merge_ref));
-                                                }
-                                                // If the merger is not a vertex..
-                                                else
-                                                {
-                                                        // lower the multiplicity of the merger
-                                                        (*merge_ref)->lower_multiplicity();
-                                                }       
+                                                
+                                                (*merge_ref)->negativeparent = NULL;
+                                                (*merge_ref)->positiveparent = NULL;                                    
 
                                                 // If the merger will not be split and it is not totally neutral with respect to SPLIT
@@ -1842 +1838 @@
                                                 normalization_factor += current_positive->triangulate(k==for_splitting.size()-1 && !will_be_split);
                                         }
-                                }                       
+
+                                        // If the merger is a vertex..
+                                        if(k==1)
+                                        {
+                                                // ..we will later reduce its multiplicity (this is to prevent multiple reduction of
+                                                // the same vertex) 
+                                                vertices_to_be_reduced.insert((vertex*)(*merge_ref));
+                                        }
+                                        // If the merger is not a vertex..
+                                        else
+                                        {
+                                                // lower the multiplicity of the merger
+                                                (*merge_ref)->lower_multiplicity();
+                                        }
+                                }                               
                         
                                 // And we go to the next row
@@ -1855 +1865 @@
                                 for(list<polyhedron*>::iterator merge_ref = for_merging[i].begin();merge_ref!=for_merging[i].end();merge_ref++)
                                 {
-                                        delete (*merge_ref);
+                                        if((*merge_ref)->get_multiplicity()==0)
+                                        {
+                                                delete (*merge_ref);
+                                        }
                                 }
                         }
@@ -1877 +1890 @@
                 }
                 
+                //step_me(3);
                 // This is a control check for errors in the merging procedure.
                 /*
@@ -2026 +2040 @@
                                         negative_poly->parentconditions.insert(current_polyhedron->parentconditions.begin(),current_polyhedron->parentconditions.end());
 
+                                        positive_poly->set_multiplicity(current_polyhedron->get_multiplicity());
+                                        negative_poly->set_multiplicity(current_polyhedron->get_multiplicity());
+
                                         // We loop through the parents of the split polyhedron
                                         for(list<polyhedron*>::iterator parent_ref = current_polyhedron->parents.begin();parent_ref!=current_polyhedron->parents.end();parent_ref++)
@@ -2145 +2162 @@
                 }
                 */
-
+                                
                 // step_me(101);
         }
@@ -2776 +2793 @@
         void bayes(itpp::vec yt)
         {
-                if(has_constant)
-                {
-                        int c_size = yt.size();
+                bool informative = true;
+                for(int i=1;i<yt.size();i++)
+                {
+                        if(yt.get(i)==0.0)
+                        {
+                                informative = false;
+                        }
+                }
+
+                if(informative)
+                {
+                        if(has_constant)
+                        {
+                                int c_size = yt.size();
                         
-                        yt.ins(c_size,1.0);
-                }               
-
-                if(yt.size() == posterior->number_of_parameters+1)
-                {
-                        conditions.push_back(yt);               
-                }
-                else
-                {
-                        throw new exception("Wrong condition size for bayesian data update!");
-                }
-
-                //posterior->step_me(0);
+                                yt.ins(c_size,1.0);
+                        }               
+
+                        if(yt.size() == posterior->number_of_parameters+1)
+                        {
+                                conditions.push_back(yt);               
+                        }
+                        else
+                        {
+                                throw new exception("Wrong condition size for bayesian data update!");
+                        }
+
+                        //posterior->step_me(0);
                 
-                cout << "*************************************" << endl << "Current condition:" << yt << endl << "*************************************" << endl;
-
-                /// \TODO tohle je spatne, tady musi byt jiny vypocet poctu podminek, kdyby nejaka byla multiplicitni, tak tohle bude spatne
-                if(conditions.size()>window_size && window_size!=0)
-                {
-                        posterior->add_and_remove_condition(yt,conditions.front());
-                        conditions.pop_front();
-
-                        //posterior->step_me(1);
-                }
-                else
-                {
-                        posterior->add_condition(yt);
-                }
-
-                
-                                
+                        cout << "*************************************" << endl << "Added condition:  " << yt << endl << "*************************************" << endl;
+
+                        /// \TODO tohle je spatne, tady musi byt jiny vypocet poctu podminek, kdyby nejaka byla multiplicitni, tak tohle bude spatne
+                        if(conditions.size()>window_size && window_size!=0)
+                        {
+                                cout << "*************************************" << endl << "Removed condition:" << conditions.front() << endl << "*************************************" << endl;
+                        
+                                posterior->add_and_remove_condition(yt,conditions.front());
+                                conditions.pop_front();
+                                //posterior->step_me(1);
+                        }
+                        else
+                        {
+                                posterior->add_condition(yt);
+                        }
+                }                               
         }