public void MaxTest()
{
Gaussian actual, expected;
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.FromNatural(6053.7946407740192, 2593.4559834344436), Gaussian.FromNatural(-1.57090676324773, 1.3751262174888785), Gaussian.FromNatural(214384.78500926663, 96523.508973471908));
Assert.False(actual.IsProper());
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.FromNatural(146.31976467723146, 979.371757950659), Gaussian.FromNatural(0.075442729439046508, 0.086399540048904114), Gaussian.PointMass(0));
Assert.False(actual.IsProper());
actual = MaxGaussianOp.MaxAverageConditional(Gaussian.Uniform(), Gaussian.PointMass(0), new Gaussian(-7.357e+09, 9.75));
expected = Gaussian.PointMass(0);
Assert.True(expected.MaxDiff(actual) < 1e-4);
Gaussian max;
max = new Gaussian(4, 5);
actual = MaxGaussianOp.MaxAverageConditional(max, new Gaussian(0, 1), new Gaussian(2, 3));
actual *= max;
expected = new Gaussian(2.720481395499785, 1.781481142817509);
//expected = MaxPosterior(max, new Gaussian(0, 1), new Gaussian(2, 3));
Assert.True(expected.MaxDiff(actual) < 1e-4);
max = new Gaussian();
max.MeanTimesPrecision = 0.2;
max.Precision = 1e-10;
actual = MaxGaussianOp.MaxAverageConditional(max, new Gaussian(0, 1), new Gaussian(0, 1));
actual *= max;
expected = new Gaussian(0.702106815765215, 0.697676918460236);
Assert.True(expected.MaxDiff(actual) < 1e-4);
}
public void MaxTest2()
{
foreach (double max in new[] { 0.0, 2.0 })
{
double oldm = double.NaN;
double oldv = double.NaN;
for (int i = 0; i < 300; i++)
{
Gaussian a = new Gaussian(System.Math.Pow(10, i), 177);
Gaussian to_a = MaxGaussianOp.AAverageConditional(max, a, 0);
Gaussian to_b = MaxGaussianOp.BAverageConditional(max, 0, a);
Assert.Equal(to_a, to_b);
if (max == 0)
{
Gaussian to_a2 = IsPositiveOp.XAverageConditional(false, a);
double error = System.Math.Max(MMath.AbsDiff(to_a.MeanTimesPrecision, to_a2.MeanTimesPrecision, double.Epsilon),
MMath.AbsDiff(to_a.Precision, to_a2.Precision, double.Epsilon));
//Trace.WriteLine($"{a} {to_a} {to_a2} {error}");
Assert.True(error < 1e-12);
}
//else Trace.WriteLine($"{a} {to_a}");
double m, v;
to_a.GetMeanAndVariance(out m, out v);
if (!double.IsNaN(oldm))
{
Assert.True(v <= oldv);
double olddiff = System.Math.Abs(max - oldm);
double diff = System.Math.Abs(max - m);
Assert.True(diff <= olddiff);
}
oldm = m;
oldv = v;
}
}
}
private void Max_APointMass(Gaussian max, Gaussian b)
{
double point = 3;
Gaussian toPoint = MaxGaussianOp.AAverageConditional(max, Gaussian.PointMass(point), b);
//Console.WriteLine($"{point} {toPoint} {toPoint.MeanTimesPrecision:g17} {toPoint.Precision:g17}");
if (max.IsPointMass && b.IsPointMass)
{
Gaussian toUniform = MaxGaussianOp.AAverageConditional(max, Gaussian.Uniform(), b);
if (max.Point > b.Point)
{
Assert.Equal(toUniform, max);
}
else
{
Assert.Equal(toUniform, Gaussian.Uniform());
}
}
double oldDiff = double.PositiveInfinity;
for (int i = 3; i < 100; i++)
{
Gaussian a = Gaussian.FromMeanAndPrecision(point, System.Math.Pow(10, i));
Gaussian to_a = MaxGaussianOp.AAverageConditional(max, a, b);
double diff = toPoint.MaxDiff(to_a);
//Console.WriteLine($"{a} {to_a} {to_a.MeanTimesPrecision:g17} {to_a.Precision:g17} {diff:g17}");
if (diff < 1e-14)
{
diff = 0;
}
Assert.True(diff <= oldDiff);
oldDiff = diff;
}
}
// Test inference on a model where precision is scaled.
internal void GammaProductTest()
{
for (int i = 0; i <= 20; i++)
{
double minutesPlayed = System.Math.Pow(0.1, i);
if (i == 20)
{
minutesPlayed = 0;
}
var EventCountMean_F = Gaussian.PointMass(0);
var EventCountPrecision_F = GammaRatioOp.RatioAverageConditional(Gamma.PointMass(1), minutesPlayed);
var realCount_F = GaussianOp_PointPrecision.SampleAverageConditional(EventCountMean_F, EventCountPrecision_F);
var realCount_use_B = MaxGaussianOp.BAverageConditional(0.0, 0.0, realCount_F);
var EventCountPrecision_B = GaussianOp_PointPrecision.PrecisionAverageConditional(realCount_use_B, EventCountMean_F, EventCountPrecision_F);
var EventsPerMinutePrecision_B = GammaRatioOp.AAverageConditional(EventCountPrecision_B, minutesPlayed);
Console.WriteLine($"realCount_use_B = {realCount_use_B}, EventCountPrecision_B = {EventCountPrecision_B}, EventsPerMinutePrecision_B = {EventsPerMinutePrecision_B}");
}
}
private void Max_MaxPointMass(Gaussian a, Gaussian b)
{
double point = 3;
Gaussian toPoint = MaxGaussianOp.MaxAverageConditional(Gaussian.PointMass(point), a, b);
//Console.WriteLine($"{point} {toPoint} {toPoint.MeanTimesPrecision} {toPoint.Precision}");
double oldDiff = double.PositiveInfinity;
for (int i = 5; i < 100; i++)
{
Gaussian max = Gaussian.FromMeanAndPrecision(point, System.Math.Pow(10, i));
Gaussian to_max = MaxGaussianOp.MaxAverageConditional(max, a, b);
double diff = toPoint.MaxDiff(to_max);
//Console.WriteLine($"{max} {to_max} {to_max.MeanTimesPrecision} {to_max.Precision} {diff}");
if (diff < 1e-14)
{
diff = 0;
}
Assert.True(diff <= oldDiff);
oldDiff = diff;
}
}
