Changeset 713

Timestamp:

11/10/09 11:03:09 (15 years ago)

Author:

mido

Message:

_m changed to _mat

emix.cfg prepared, but it is not yet debugged!

Location:

library

Files:

• bdm/base/bdmbase.cpp (modified) (4 diffs)
• bdm/base/bdmbase.h (modified) (9 diffs)
• bdm/stat/emix.h (modified) (5 diffs)
• bdm/stat/exp_family.h (modified) (2 diffs)
• bdm/stat/merger.cpp (modified) (1 diff)
• tests/CMakeLists.txt (modified) (1 diff)
• tests/arx_elem_test.cpp (modified) (1 diff)
• tests/emix.cfg (added)
• tests/emix_test.cpp (modified) (3 diffs)
• tests/epdf_harness.cpp (modified) (6 diffs)
• tests/merger_2d_test.cpp (modified) (2 diffs)
• tests/merger_iter_test.cpp (modified) (1 diff)
• tests/merger_test.cpp (modified) (1 diff)
• tests/mixtures_test.cpp (modified) (1 diff)
• tests/pdf_harness.cpp (modified) (2 diffs)
• tests/pdf_test.cpp (modified) (6 diffs)

library/bdm/base/bdmbase.cpp

@@ -156 +156 @@
 }
 
-mat epdf::sample_m ( int N ) const {
+mat epdf::sample_mat ( int N ) const {
         mat X = zeros ( dim, N );
         for ( int i = 0; i < N; i++ ) X.set_col ( i, this->sample() );
@@ -162 +162 @@
 }
 
-vec epdf::evallog_m ( const mat &Val ) const {
+vec epdf::evallog_mat ( const mat &Val ) const {
         vec x ( Val.cols() );
         for ( int i = 0; i < Val.cols(); i++ ) {
@@ -171 +171 @@
 }
 
-vec epdf::evallog_m ( const Array<vec> &Avec ) const {
+vec epdf::evallog_mat ( const Array<vec> &Avec ) const {
         vec x ( Avec.size() );
         for ( int i = 0; i < Avec.size(); i++ ) {
@@ -180 +180 @@
 }
 
-mat pdf::samplecond_m ( const vec &cond, int N ) {
+mat pdf::samplecond_mat ( const vec &cond, int N ) {
         mat M ( dimension(), N );
         for ( int i = 0; i < N; i++ ) {

library/bdm/base/bdmbase.h

@@ -429 +429 @@
 
         //! Returns \param N samples from the density conditioned on \c cond, \f$x \sim epdf(rv|cond)\f$. \param cond is numeric value of \c rv
-        virtual mat samplecond_m ( const vec &cond, int N );
+        virtual mat samplecond_mat ( const vec &cond, int N );
 
         //! Shortcut for conditioning and evaluation of the internal epdf. In some cases,  this operation can be implemented efficiently.
@@ -438 +438 @@
 
         //! Matrix version of evallogcond
-        virtual vec evallogcond_m ( const mat &Yt, const vec &cond ) {
+        virtual vec evallogcond_mat ( const mat &Yt, const vec &cond ) {
                 vec v ( Yt.cols() );
                 for ( int i = 0; i < Yt.cols(); i++ ) {
@@ -447 +447 @@
 
         //! Array<vec> version of evallogcond
-        virtual vec evallogcond_m ( const Array<vec> &Yt, const vec &cond ) {
+        virtual vec evallogcond_mat ( const Array<vec> &Yt, const vec &cond ) {
                 bdm_error ( "Not implemented" );
                 return vec();
@@ -534 +534 @@
 
         //! Returns N samples, \f$ [x_1 , x_2 , \ldots \ \f$  from density \f$ f_x(rv)\f$
-        virtual mat sample_m ( int N ) const;
+        virtual mat sample_mat ( int N ) const;
 
         //! Compute log-probability of argument \c val
@@ -544 +544 @@
 
         //! Compute log-probability of multiple values argument \c val
-        virtual vec evallog_m ( const mat &Val ) const;
+        virtual vec evallog_mat ( const mat &Val ) const;
 
         //! Compute log-probability of multiple values argument \c val
-        virtual vec evallog_m ( const Array<vec> &Avec ) const;
+        virtual vec evallog_mat ( const Array<vec> &Avec ) const;
 
         //! Return conditional density on the given RV, the remaining rvs will be in conditioning
@@ -669 +669 @@
         double evallogcond ( const vec &val, const vec &cond );
         //! Efficient version of evallogcond for matrices
-        virtual vec evallogcond_m ( const mat &Dt, const vec &cond );
+        virtual vec evallogcond_mat ( const mat &Dt, const vec &cond );
         //! Efficient version of evallogcond for Array<vec>
-        virtual vec evallogcond_m ( const Array<vec> &Dt, const vec &cond );
+        virtual vec evallogcond_mat ( const Array<vec> &Dt, const vec &cond );
         //! Efficient version of samplecond
-        virtual mat samplecond_m ( const vec &cond, int N );
+        virtual mat samplecond_mat ( const vec &cond, int N );
         
         void validate() {
@@ -1117 +1117 @@
 
         //! Matrix version of logpred
-        vec logpred_m ( const mat &Yt ) const {
+        vec logpred_mat ( const mat &Yt ) const {
                 vec tmp ( Yt.cols() );
                 for ( int i = 0; i < Yt.cols(); i++ ) {
@@ -1253 +1253 @@
 
 template<class EPDF>
-mat pdf_internal<EPDF>::samplecond_m ( const vec &cond, int N ) {
+mat pdf_internal<EPDF>::samplecond_mat ( const vec &cond, int N ) {
         condition ( cond );
         mat temp ( dimension(), N );
@@ -1274 +1274 @@
 
 template<class EPDF>
-vec pdf_internal<EPDF>::evallogcond_m ( const mat &Yt, const vec &cond ) {
+vec pdf_internal<EPDF>::evallogcond_mat ( const mat &Yt, const vec &cond ) {
         condition ( cond );
-        return iepdf.evallog_m ( Yt );
+        return iepdf.evallog_mat ( Yt );
 }
 
 template<class EPDF>
-vec pdf_internal<EPDF>::evallogcond_m ( const Array<vec> &Yt, const vec &cond ) {
+vec pdf_internal<EPDF>::evallogcond_mat ( const Array<vec> &Yt, const vec &cond ) {
         condition ( cond );
-        return iepdf.evallog_m ( Yt );
+        return iepdf.evallog_mat ( Yt );
 }
 

library/bdm/stat/emix.h

@@ -159 +159 @@
                 return tmp;
         };
-        vec evallog_m ( const mat &Val ) const {
+        vec evallog_mat ( const mat &Val ) const {
                 vec x = zeros ( Val.cols() );
                 for ( int i = 0; i < w.length(); i++ ) {
-                        x += w ( i ) * exp ( Coms ( i )->evallog_m ( Val ) );
+                        x += w ( i ) * exp ( Coms ( i )->evallog_mat ( Val ) );
                 }
                 return log ( x );
         };
+        /*
         //! Auxiliary function that returns pdflog for each component
-        mat evallog_M ( const mat &Val ) const {
+        mat evallog_mat ( const mat &Val ) const {
                 mat X ( w.length(), Val.cols() );
                 for ( int i = 0; i < w.length(); i++ ) {
-                        X.set_row ( i, w ( i ) *exp ( Coms ( i )->evallog_m ( Val ) ) );
+                        X.set_row ( i, w ( i ) *exp ( Coms ( i )->evallog_mat ( Val ) ) );
                 }
                 return X;
         };
+        */
 
         shared_ptr<epdf> marginal ( const RV &rv ) const;
@@ -180 +182 @@
         shared_ptr<pdf> condition ( const RV &rv ) const;
 
-//Access methods
+        //Access methods
         //! returns a pointer to the internal mean value. Use with Care!
         vec& _w() {
@@ -197 +199 @@
                 }
         }
+
+        //! Load from structure with elements:
+        //!  \code
+        //! { class='emix';
+        //!   pdfs = (..., ...);     // list of pdfs in the mixture
+        //!   weights = ( 0.5, 0.5 ); // weights of pdfs in the mixture
+        //! }
+        //! \endcode
+        //!@}
+        void from_setting ( const Setting &set ) {
+                UI::get ( Coms, set, "pdfs", UI::compulsory );
+
+                if( !UI::get( w, set, "weights", UI::optional ) )
+                {
+                        int len = Coms.length();
+                        w.set_length( len );
+                        double default_weight = 1.0 / len;
+                        for( int i=0; i < len; i++)
+                                w(i) = default_weight;
+                }
+        }
 };
 SHAREDPTR( emix );
+UIREGISTER ( emix );
 
 /*!
@@ -322 +346 @@
                 return res;
         }
-        vec evallogcond_m ( const mat &Dt, const vec &cond ) {
+        vec evallogcond_mat ( const mat &Dt, const vec &cond ) {
                 vec tmp ( Dt.cols() );
                 for ( int i = 0; i < Dt.cols(); i++ ) {
@@ -329 +353 @@
                 return tmp;
         };
-        vec evallogcond_m ( const Array<vec> &Dt, const vec &cond ) {
+        vec evallogcond_mat ( const Array<vec> &Dt, const vec &cond ) {
                 vec tmp ( Dt.length() );
                 for ( int i = 0; i < Dt.length(); i++ ) {

library/bdm/stat/exp_family.h

@@ -58 +58 @@
                 }
                 //!Evaluate normalized log-probability for many samples
-                virtual vec evallog_m (const mat &Val) const {
+                virtual vec evallog_mat (const mat &Val) const {
                         vec x (Val.cols());
                         for (int i = 0;i < Val.cols();i++) {x (i) = evallog_nn (Val.get_col (i)) ;}
@@ -64 +64 @@
                 }
                 //!Evaluate normalized log-probability for many samples
-                virtual vec evallog_m (const Array<vec> &Val) const {
+                virtual vec evallog_mat (const Array<vec> &Val) const {
                         vec x (Val.length());
                         for (int i = 0;i < Val.length();i++) {x (i) = evallog_nn (Val (i)) ;}

library/bdm/stat/merger.cpp

@@ -151 +151 @@
                         if ( pdfs ( i )->dimension() == dim ) {
                                 // no need for conditioning or marginalization
-                                lw_src = pdfs ( i )->evallogcond_m ( Smp , vec(0));
+                                lw_src = pdfs ( i )->evallogcond_mat ( Smp , vec(0));
                         } else {
                                 // compute likelihood of marginal on the conditional variable

library/tests/CMakeLists.txt

@@ -41 +41 @@
 # using UnitTest++
 
-SET(unit_test_configurations  egiw.cfg mlnorm.cfg edirich.cfg mprod.cfg generator.cfg epdfds.cfg pdfds.cfg test_user_info_input.cfg merger.cfg erroneous.cfg egamma.cfg test_user_info_external.cfg merger_error.cfg mgamma.cfg enorm.cfg)
+SET(unit_test_configurations  egiw.cfg mlnorm.cfg edirich.cfg mprod.cfg generator.cfg epdfds.cfg pdfds.cfg test_user_info_input.cfg merger.cfg erroneous.cfg egamma.cfg test_user_info_external.cfg merger_error.cfg mgamma.cfg enorm.cfg mmix.cfg emix.cfg)
 
 add_executable(testsuite arx_straux_test.cpp datalink_test.cpp  datasource_test.cpp egiw_test.cpp emix_test.cpp epdf_test.cpp logger_test.cpp LQG_test.cpp merger_test.cpp 

library/tests/arx_elem_test.cpp

@@ -38 +38 @@
 
         mlstudent* Ap = Ar.predictor_student();
-        vec Ap_x = Ap->evallogcond_m ( X, empty_vec );
-        vec ll_x = Ar.logpred_m ( X2 );
+        vec Ap_x = Ap->evallogcond_mat ( X, empty_vec );
+        vec ll_x = Ar.logpred_mat ( X2 );
 
         cout << "normalize : " << xstep*sum ( exp ( Ap_x ) ) << endl;

library/tests/emix_test.cpp

@@ -68 +68 @@
 
         int N = 3;
-        mat Smp = M2.sample_m ( N );
+        mat Smp = M2.sample_mat ( N );
 
         vec exp_ll ( "-5.0 -2.53563 -2.62171" );
-        vec ll = M2.evallog_m ( Smp );
+        vec ll = M2.evallog_mat ( Smp );
         CHECK_CLOSE ( exp_ll, ll, 5.0 );
 
@@ -115 +115 @@
         Array<vec> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = distrib_obj.sample_m ( nsamples );
+                mat smp = distrib_obj.sample_mat ( nsamples );
                 vec emu = sum ( smp, 2 ) / nsamples;
                 actual( tc ) = emu;
@@ -135 +135 @@
         Array<mat> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = distrib_obj.sample_m ( nsamples );
+                mat smp = distrib_obj.sample_mat ( nsamples );
                 vec emu = sum ( smp, 2 ) / nsamples;
                 mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );

library/tests/epdf_harness.cpp

@@ -95 +95 @@
                 }
 
-                vec lpzv_act = hepdf->evallog_m ( zero1n );
+                vec lpzv_act = hepdf->evallog_mat ( zero1n );
                 CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance );
 
@@ -105 +105 @@
                 }
 
-                lpzv_act = hepdf->evallog_m ( zeroa );
+                lpzv_act = hepdf->evallog_mat ( zeroa );
                 CHECK_CLOSE_EX ( lpzv, lpzv_act, tolerance );
         }
@@ -162 +162 @@
         Array<vec> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = hepdf->sample_m ( nsamples );
+                mat smp = hepdf->sample_mat ( nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples;
                 actual( tc ) = emu;
@@ -183 +183 @@
         Array<mat> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = hepdf->sample_m ( nsamples );
+                mat smp = hepdf->sample_mat ( nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples;
                 mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );
@@ -208 +208 @@
         Array<vec> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = mep.samplecond_m ( vec ( 0 ), nsamples );
+                mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples );
                 vec emu = sum ( smp, 2 ) / nsamples;
                 actual( tc ) = emu;
@@ -229 +229 @@
         Array<mat> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = mep.samplecond_m ( vec ( 0 ), nsamples );
+                mat smp = mep.samplecond_mat ( vec ( 0 ), nsamples );
                 vec emu = sum ( smp, 2 ) / nsamples;
                 mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );

library/tests/merger_2d_test.cpp

@@ -58 +58 @@
         emix* MP = MM.epredictor(); //xy
 
-        vec Res1 = M.evallog_m ( Grid );
-        mat Res2 = ( MP )->evallog_M ( Grid );
+        vec Res1 = M.evallog_mat ( Grid );
+        mat Res2 = ( MP )->evallog_mat ( Grid );
 
         it_file it ( "merger_2d_test.it" );
@@ -66 +66 @@
         it << Name ( "Res1" ) << Res1;
         it << Name ( "Res2" ) << Res2;
-        it << Name ( "S1" ) << f1->evallog_m ( Grid );
-        it << Name ( "S2" ) << f2->evallog_m ( Grid );
+        it << Name ( "S1" ) << f1->evallog_mat ( Grid );
+        it << Name ( "S2" ) << f2->evallog_mat ( Grid );
         cout << ( ( enorm<ldmat>* ) ( MP->_Coms ( 0 ).get() ) )->_R().to_mat() << endl;
 }

library/tests/merger_iter_test.cpp

@@ -60 +60 @@
         epdf* MP = MM.epredictor();//xy
 
-        vec Res1 = M.evallog_m ( Grid );
-        mat Res2 = ( ( emix* ) MP )->evallog_M ( Grid );
+        vec Res1 = M.evallog_mat ( Grid );
+        mat Res2 = ( ( emix* ) MP )->evallog_mat ( Grid );
 
         it_file it ( "merger_iter_test.it" );

library/tests/merger_test.cpp

@@ -29 +29 @@
         x_grid.set_row ( 0, linspace ( -10.0, 10.0 ) );
 
-        vec l_f1 = f1->evallog_m ( x_grid );
-        vec l_f2 = f2->evallog_m ( x_grid );
+        vec l_f1 = f1->evallog_mat ( x_grid );
+        vec l_f2 = f2->evallog_mat ( x_grid );
         mat lW ( 2, Npoints );
         lW.set_row ( 0, l_f1 );

library/tests/mixtures_test.cpp

@@ -69 +69 @@
         // Sample parameters
         int ndat = 100;
-        mat Smp = Simul.sample_m ( ndat );
+        mat Smp = Simul.sample_mat ( ndat );
 
         cout << "Simulated means: " << m1 << " and " << m2 << endl;

library/tests/pdf_harness.cpp

@@ -50 +50 @@
         Array<vec> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = hpdf->samplecond_m ( cond, nsamples );
+                mat smp = hpdf->samplecond_mat ( cond, nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples;
                 actual( tc ) = emu;
@@ -71 +71 @@
         Array<mat> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = hpdf->samplecond_m ( cond, nsamples );
+                mat smp = hpdf->samplecond_mat ( cond, nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples;
                 mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );

library/tests/pdf_test.cpp

@@ -13 +13 @@
 static void check_covariance(mmix &distrib_obj, const vec &mu0, int nsamples, const mat &R, double tolerance);
 
-TEST ( mepdf_test ) {
-        pdf_harness::test_config ( "mepdf.cfg" );
-}
-
 TEST ( mgamma_test ) {
         pdf_harness::test_config ( "mgamma.cfg" );
@@ -29 +25 @@
 }
 
-// not using pdf_harness because mmix isn't configurable (yet?)
 TEST ( mmix_test ) {
+        pdf_harness::test_config ( "mmix.cfg" );
+        //vec tmu = 0.5 * eN->mean() + 0.5 * mu0;
+
+        /*
         RV x ( "{mmixx }", "2" );
         RV y ( "{mmixy }", "2" );
@@ -63 +62 @@
         mat observedR ( "1.27572 0.778247; 0.778247 3.33129" );
         check_covariance( mMix, mu0, N, observedR, 0.2 );
+*/
 }
 
 // not using pdf_harness because emix isn't configurable (yet?)
-TEST ( mepdf_emix_test ) {
+TEST ( emix_test ) {
+        pdf_harness::test_config ( "emix.cfg" );
+        /*
         int N = 10000; //number of samples
         vec mu0 ( "1.5 1.7" );
@@ -87 +89 @@
         eMix->set_parameters ( vec_2 ( 0.5, 0.5 ), Coms );
         check_mean ( *eMix, mu0, N, eMix->mean(), 0.1 );
+        */
 }
 
@@ -93 +96 @@
         Array<vec> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = distrib_obj.samplecond_m ( mu0, nsamples );
+                mat smp = distrib_obj.samplecond_mat ( mu0, nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples ;
                 actual( tc ) = emu;
@@ -113 +116 @@
         Array<mat> actual(CurrentContext::max_trial_count);
         do {
-                mat smp = distrib_obj.samplecond_m ( mu0, nsamples );
+                mat smp = distrib_obj.samplecond_mat ( mu0, nsamples );
                 vec emu = smp * ones ( nsamples ) / nsamples ;
                 mat er = ( smp * smp.T() ) / nsamples - outer_product ( emu, emu );