public void Initialize(bool skipStringDistributions = false)
{
// DO NOT make this a constructor, because it makes the test not notice complete lack of serialization as an empty object is set up exactly as the thing
// you are trying to deserialize.
this.pareto = new Pareto(1.2, 3.5);
this.poisson = new Poisson(2.3);
this.wishart = new Wishart(20, new PositiveDefiniteMatrix(new double[, ] {
{ 22, 21 }, { 21, 23 }
}));
this.vectorGaussian = new VectorGaussian(Vector.FromArray(13, 14), new PositiveDefiniteMatrix(new double[, ] {
{ 16, 15 }, { 15, 17 }
}));
this.unnormalizedDiscrete = UnnormalizedDiscrete.FromLogProbs(DenseVector.FromArray(5.1, 5.2, 5.3));
this.pointMass = PointMass <double> .Create(1.1);
this.gaussian = new Gaussian(11.0, 12.0);
this.nonconjugateGaussian = new NonconjugateGaussian(1.2, 2.3, 3.4, 4.5);
this.gamma = new Gamma(9.0, 10.0);
this.gammaPower = new GammaPower(5.6, 2.8, 3.4);
this.discrete = new Discrete(6.0, 7.0, 8.0);
this.conjugateDirichlet = new ConjugateDirichlet(1.2, 2.3, 3.4, 4.5);
this.dirichlet = new Dirichlet(3.0, 4.0, 5.0);
this.beta = new Beta(2.0, 1.0);
this.binomial = new Binomial(5, 0.8);
this.bernoulli = new Bernoulli(0.6);
this.sparseBernoulliList = SparseBernoulliList.Constant(4, new Bernoulli(0.1));
this.sparseBernoulliList[1] = new Bernoulli(0.9);
this.sparseBernoulliList[3] = new Bernoulli(0.7);
this.sparseBetaList = SparseBetaList.Constant(5, new Beta(2.0, 2.0));
this.sparseBetaList[0] = new Beta(3.0, 4.0);
this.sparseBetaList[1] = new Beta(5.0, 6.0);
this.sparseGaussianList = SparseGaussianList.Constant(6, Gaussian.FromMeanAndPrecision(0.1, 0.2));
this.sparseGaussianList[4] = Gaussian.FromMeanAndPrecision(0.3, 0.4);
this.sparseGaussianList[5] = Gaussian.FromMeanAndPrecision(0.5, 0.6);
this.sparseGammaList = SparseGammaList.Constant(1, Gamma.FromShapeAndRate(1.0, 2.0));
this.truncatedGamma = new TruncatedGamma(1.2, 2.3, 3.4, 4.5);
this.truncatedGaussian = new TruncatedGaussian(1.2, 3.4, 5.6, 7.8);
this.wrappedGaussian = new WrappedGaussian(1.2, 2.3, 3.4);
ga = Distribution <double> .Array(new[] { this.gaussian, this.gaussian });
vga = Distribution <Vector> .Array(new[] { this.vectorGaussian, this.vectorGaussian });
ga2D = Distribution <double> .Array(new[, ] {
{ this.gaussian, this.gaussian }, { this.gaussian, this.gaussian }
});
vga2D = Distribution <Vector> .Array(new[, ] {
{ this.vectorGaussian, this.vectorGaussian }, { this.vectorGaussian, this.vectorGaussian }
});
gaJ = Distribution <double> .Array(new[] { new[] { this.gaussian, this.gaussian }, new[] { this.gaussian, this.gaussian } });
vgaJ = Distribution <Vector> .Array(new[] { new[] { this.vectorGaussian, this.vectorGaussian }, new[] { this.vectorGaussian, this.vectorGaussian } });
var gp = new GaussianProcess(new ConstantFunction(0), new SquaredExponential(0));
var basis = Util.ArrayInit(2, i => Vector.FromArray(1.0 * i));
this.sparseGp = new SparseGP(new SparseGPFixed(gp, basis));
this.quantileEstimator = new QuantileEstimator(0.01);
this.quantileEstimator.Add(5);
this.outerQuantiles = OuterQuantiles.FromDistribution(3, this.quantileEstimator);
this.innerQuantiles = InnerQuantiles.FromDistribution(3, this.outerQuantiles);
if (!skipStringDistributions)
{
// String distributions can not be serialized by some formatters (namely BinaryFormatter)
// That is fine because this combination is never used in practice
this.stringDistribution1 = StringDistribution.String("aa")
.Append(StringDistribution.OneOf("b", "ccc")).Append("dddd");
this.stringDistribution2 = new StringDistribution();
this.stringDistribution2.SetToProduct(StringDistribution.OneOf("a", "b"),
StringDistribution.OneOf("b", "c"));
}
}
public void SparseBernoulliFromBetaFactor()
{
var calcSuffix = ": calculation differs between sparse and dense";
var sparsitySuffix = ": result is not sparse as expected";
var calcErrMsg = "";
var sparsityErrMsg = "";
var tolerance = 1e-10;
Rand.Restart(12347);
int listSize = 50;
var sparseProbTrueDist = SparseBetaList.Constant(listSize, new Beta(1, 2));
sparseProbTrueDist[3] = new Beta(4, 5);
sparseProbTrueDist[6] = new Beta(7, 8);
var probTrueDist = sparseProbTrueDist.ToArray();
var sparseProbTruePoint = SparseList <double> .Constant(listSize, 0.1);
sparseProbTruePoint[3] = 0.7;
sparseProbTruePoint[6] = 0.8;
var probTruePoint = sparseProbTruePoint.ToArray();
var sparseSampleDist = SparseBernoulliList.Constant(listSize, new Bernoulli(0.1));
sparseSampleDist[3] = new Bernoulli(0.8);
sparseSampleDist[9] = new Bernoulli(0.9);
var sampleDist = sparseSampleDist.ToArray();
var sparseSamplePoint = SparseList <bool> .Constant(listSize, false);
sparseSamplePoint[3] = true;
sparseSamplePoint[9] = true;
var samplePoint = sparseSamplePoint.ToArray();
var toSparseSampleDist = SparseBernoulliList.Constant(listSize, new Bernoulli(0.1));
toSparseSampleDist[3] = new Bernoulli(0.4);
toSparseSampleDist[4] = new Bernoulli(0.8);
var toSampleDist = toSparseSampleDist.ToArray();
// ---------------------------
// Check average log factor
// ---------------------------
calcErrMsg = "Average log factor" + calcSuffix;
// Dist, dist
var sparseAvgLog = SparseBernoulliFromBetaOp.AverageLogFactor(sparseSampleDist, sparseProbTrueDist);
var avgLog = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.AverageLogFactor(sampleDist[i], probTrueDist[i])).Sum();
TAssert.True(System.Math.Abs(avgLog - sparseAvgLog) < tolerance, calcErrMsg);
// Dist, point
sparseAvgLog = SparseBernoulliFromBetaOp.AverageLogFactor(sparseSampleDist, sparseProbTruePoint);
avgLog = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.AverageLogFactor(sampleDist[i], probTruePoint[i])).Sum();
TAssert.True(System.Math.Abs(avgLog - sparseAvgLog) < tolerance, calcErrMsg);
// Point, dist
sparseAvgLog = SparseBernoulliFromBetaOp.AverageLogFactor(sparseSamplePoint, sparseProbTrueDist);
avgLog = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.AverageLogFactor(samplePoint[i], probTrueDist[i])).Sum();
TAssert.True(System.Math.Abs(avgLog - sparseAvgLog) < tolerance, calcErrMsg);
// Point, point
sparseAvgLog = SparseBernoulliFromBetaOp.AverageLogFactor(sparseSamplePoint, sparseProbTruePoint);
avgLog = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.AverageLogFactor(samplePoint[i], probTruePoint[i])).Sum();
TAssert.True(System.Math.Abs(avgLog - sparseAvgLog) < tolerance, calcErrMsg);
// ---------------------------
// Check log average factor
// ---------------------------
calcErrMsg = "Log average factor" + calcSuffix;
var sparseLogAvg = SparseBernoulliFromBetaOp.LogAverageFactor(sparseSampleDist, toSparseSampleDist);
var logAvg = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogAverageFactor(sampleDist[i], toSampleDist[i])).Sum();
TAssert.True(System.Math.Abs(logAvg - sparseLogAvg) < tolerance, calcErrMsg);
sparseLogAvg = SparseBernoulliFromBetaOp.LogAverageFactor(sparseSamplePoint, sparseProbTrueDist);
logAvg = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogAverageFactor(samplePoint[i], probTrueDist[i])).Sum();
TAssert.True(System.Math.Abs(logAvg - sparseLogAvg) < tolerance, calcErrMsg);
sparseLogAvg = SparseBernoulliFromBetaOp.LogAverageFactor(sparseSamplePoint, sparseProbTruePoint);
logAvg = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogAverageFactor(samplePoint[i], probTruePoint[i])).Sum();
TAssert.True(System.Math.Abs(logAvg - sparseLogAvg) < tolerance, calcErrMsg);
// ---------------------------
// Check log evidence ratio
// ---------------------------
calcErrMsg = "Log evidence ratio" + calcSuffix;
// Dist, dist
var sparseEvidRat = SparseBernoulliFromBetaOp.LogEvidenceRatio(sparseSampleDist, sparseProbTrueDist);
var evidRat = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogEvidenceRatio(sampleDist[i], probTrueDist[i])).Sum();
TAssert.True(System.Math.Abs(evidRat - sparseEvidRat) < tolerance, calcErrMsg);
// Dist, point
sparseEvidRat = SparseBernoulliFromBetaOp.LogEvidenceRatio(sparseSampleDist, sparseProbTruePoint);
evidRat = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogEvidenceRatio(sampleDist[i], probTruePoint[i])).Sum();
TAssert.True(System.Math.Abs(evidRat - sparseEvidRat) < tolerance, calcErrMsg);
// Point, dist
sparseEvidRat = SparseBernoulliFromBetaOp.LogEvidenceRatio(sparseSamplePoint, sparseProbTrueDist);
evidRat = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogEvidenceRatio(samplePoint[i], probTrueDist[i])).Sum();
TAssert.True(System.Math.Abs(evidRat - sparseEvidRat) < tolerance, calcErrMsg);
// Point, point
sparseEvidRat = SparseBernoulliFromBetaOp.LogEvidenceRatio(sparseSamplePoint, sparseProbTruePoint);
evidRat = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.LogEvidenceRatio(samplePoint[i], probTruePoint[i])).Sum();
TAssert.True(System.Math.Abs(evidRat - sparseEvidRat) < tolerance, calcErrMsg);
// ---------------------------
// Check SampleConditional
// ---------------------------
calcErrMsg = "SampleConditional" + calcSuffix;
sparsityErrMsg = "SampleConditional" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseSampleConditional = SparseBernoulliList.Constant(listSize, new Bernoulli(0.5));
sparseSampleConditional = SparseBernoulliFromBetaOp.SampleConditional(sparseProbTruePoint, sparseSampleConditional);
var sampleConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.SampleConditional(probTruePoint[i]));
TAssert.True(2 == sparseSampleConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseSampleConditional.MaxDiff(sampleConditional) < tolerance, calcErrMsg);
// ---------------------------
// Check SampleAverageConditional
// ---------------------------
calcErrMsg = "SampleAverageConditional" + calcSuffix;
sparsityErrMsg = "SampleAverageConditional" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseSampleAvgConditional = SparseBernoulliList.Constant(listSize, new Bernoulli(0.5));
sparseSampleAvgConditional = SparseBernoulliFromBetaOp.SampleAverageConditional(sparseProbTrueDist, sparseSampleAvgConditional);
var sampleAvgConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.SampleAverageConditional(probTrueDist[i]));
TAssert.True(2 == sparseSampleAvgConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseSampleAvgConditional.MaxDiff(sampleAvgConditional) < tolerance, calcErrMsg);
sparseSampleAvgConditional = SparseBernoulliList.Constant(listSize, new Bernoulli(0.5));
sparseSampleAvgConditional = SparseBernoulliFromBetaOp.SampleAverageConditional(sparseProbTruePoint, sparseSampleAvgConditional);
sampleAvgConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.SampleAverageConditional(probTruePoint[i]));
TAssert.True(2 == sparseSampleAvgConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseSampleAvgConditional.MaxDiff(sampleAvgConditional) < tolerance, calcErrMsg);
// ---------------------------
// Check ProbTrueConditional
// ---------------------------
calcErrMsg = "ProbTrueConditional" + calcSuffix;
sparsityErrMsg = "ProbTrueConditional" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseProbTrueConditional = SparseBetaList.Constant(listSize, new Beta(1.1, 2.2));
sparseProbTrueConditional = SparseBernoulliFromBetaOp.ProbTrueConditional(sparseSamplePoint, sparseProbTrueConditional);
var probTrueConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.ProbTrueConditional(samplePoint[i]));
TAssert.True(2 == sparseProbTrueConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseProbTrueConditional.MaxDiff(probTrueConditional) < tolerance, calcErrMsg);
// ---------------------------
// Check ProbTrueAverageConditional
// ---------------------------
calcErrMsg = "ProbTrueAverageConditional" + calcSuffix;
sparsityErrMsg = "ProbTrueAverageConditional" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseProbTrueAvgConditional = SparseBetaList.Constant(listSize, new Beta(1.1, 2.2));
sparseProbTrueAvgConditional = SparseBernoulliFromBetaOp.ProbTrueAverageConditional(sparseSampleDist, sparseProbTrueDist, sparseProbTrueAvgConditional);
var probTrueAvgConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.ProbTrueAverageConditional(sampleDist[i], probTrueDist[i]));
TAssert.True(2 == sparseProbTrueAvgConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseProbTrueAvgConditional.MaxDiff(probTrueAvgConditional) < tolerance, calcErrMsg);
sparseProbTrueAvgConditional = SparseBetaList.Constant(listSize, new Beta(1.1, 2.2));
sparseProbTrueAvgConditional = SparseBernoulliFromBetaOp.ProbTrueAverageConditional(sparseSamplePoint, sparseProbTrueAvgConditional);
probTrueAvgConditional = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.ProbTrueAverageConditional(samplePoint[i]));
TAssert.True(2 == sparseProbTrueAvgConditional.SparseCount, sparsityErrMsg);
TAssert.True(sparseProbTrueAvgConditional.MaxDiff(probTrueAvgConditional) < tolerance, calcErrMsg);
// ---------------------------
// Check SampleAverageLogarithm
// ---------------------------
calcErrMsg = "SampleAverageLogarithm" + calcSuffix;
sparsityErrMsg = "SampleAverageLogarithm" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseSampleAvgLogarithm = SparseBernoulliList.Constant(listSize, new Bernoulli(0.5));
sparseSampleAvgLogarithm = SparseBernoulliFromBetaOp.SampleAverageLogarithm(sparseProbTrueDist, sparseSampleAvgLogarithm);
var sampleAvgLogarithm = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.SampleAverageLogarithm(probTrueDist[i]));
TAssert.True(2 == sparseSampleAvgLogarithm.SparseCount, sparsityErrMsg);
TAssert.True(sparseSampleAvgLogarithm.MaxDiff(sampleAvgLogarithm) < tolerance, calcErrMsg);
sparseSampleAvgLogarithm = SparseBernoulliList.Constant(listSize, new Bernoulli(0.5));
sparseSampleAvgLogarithm = SparseBernoulliFromBetaOp.SampleAverageLogarithm(sparseProbTruePoint, sparseSampleAvgLogarithm);
sampleAvgLogarithm = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.SampleAverageLogarithm(probTruePoint[i]));
TAssert.True(2 == sparseSampleAvgLogarithm.SparseCount, sparsityErrMsg);
TAssert.True(sparseSampleAvgLogarithm.MaxDiff(sampleAvgLogarithm) < tolerance, calcErrMsg);
// ---------------------------
// Check ProbTrueAverageLogarithm
// ---------------------------
calcErrMsg = "ProbTrueAverageLogarithm" + calcSuffix;
sparsityErrMsg = "ProbTrueAverageLogarithm" + sparsitySuffix;
// Use different common value to ensure this gets properly set
var sparseProbTrueAvgLogarithm = SparseBetaList.Constant(listSize, new Beta(1.1, 2.2));
sparseProbTrueAvgLogarithm = SparseBernoulliFromBetaOp.ProbTrueAverageLogarithm(sparseSampleDist, sparseProbTrueAvgLogarithm);
var probTrueAvgLogarithm = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.ProbTrueAverageLogarithm(sampleDist[i]));
TAssert.True(2 == sparseProbTrueAvgLogarithm.SparseCount, sparsityErrMsg);
TAssert.True(sparseProbTrueAvgLogarithm.MaxDiff(probTrueAvgLogarithm) < tolerance, calcErrMsg);
sparseProbTrueAvgLogarithm = SparseBetaList.Constant(listSize, new Beta(1.1, 2.2));
sparseProbTrueAvgLogarithm = SparseBernoulliFromBetaOp.ProbTrueAverageLogarithm(sparseSamplePoint, sparseProbTrueAvgLogarithm);
probTrueAvgLogarithm = Util.ArrayInit(listSize, i => BernoulliFromBetaOp.ProbTrueAverageLogarithm(samplePoint[i]));
TAssert.True(2 == sparseProbTrueAvgLogarithm.SparseCount, sparsityErrMsg);
TAssert.True(sparseProbTrueAvgLogarithm.MaxDiff(probTrueAvgLogarithm) < tolerance, calcErrMsg);
}
public void Initialize()
{
// DO NOT make this a constructor, because it makes the test not notice complete lack of serialization as an empty object is set up exactly as the thing
// you are trying to deserialize.
this.pareto = new Pareto(1.2, 3.5);
this.poisson = new Poisson(2.3);
this.wishart = new Wishart(20, new PositiveDefiniteMatrix(new double[, ] {
{ 22, 21 }, { 21, 23 }
}));
this.vectorGaussian = new VectorGaussian(Vector.FromArray(13, 14), new PositiveDefiniteMatrix(new double[, ] {
{ 16, 15 }, { 15, 17 }
}));
this.unnormalizedDiscrete = UnnormalizedDiscrete.FromLogProbs(DenseVector.FromArray(5.1, 5.2, 5.3));
this.pointMass = PointMass <double> .Create(1.1);
this.gaussian = new Gaussian(11.0, 12.0);
this.nonconjugateGaussian = new NonconjugateGaussian(1.2, 2.3, 3.4, 4.5);
this.gamma = new Gamma(9.0, 10.0);
this.gammaPower = new GammaPower(5.6, 2.8, 3.4);
this.discrete = new Discrete(6.0, 7.0, 8.0);
this.conjugateDirichlet = new ConjugateDirichlet(1.2, 2.3, 3.4, 4.5);
this.dirichlet = new Dirichlet(3.0, 4.0, 5.0);
this.beta = new Beta(2.0, 1.0);
this.binomial = new Binomial(5, 0.8);
this.bernoulli = new Bernoulli(0.6);
this.sparseBernoulliList = SparseBernoulliList.Constant(4, new Bernoulli(0.1));
this.sparseBernoulliList[1] = new Bernoulli(0.9);
this.sparseBernoulliList[3] = new Bernoulli(0.7);
this.sparseBetaList = SparseBetaList.Constant(5, new Beta(2.0, 2.0));
this.sparseBetaList[0] = new Beta(3.0, 4.0);
this.sparseBetaList[1] = new Beta(5.0, 6.0);
this.sparseGaussianList = SparseGaussianList.Constant(6, Gaussian.FromMeanAndPrecision(0.1, 0.2));
this.sparseGaussianList[4] = Gaussian.FromMeanAndPrecision(0.3, 0.4);
this.sparseGaussianList[5] = Gaussian.FromMeanAndPrecision(0.5, 0.6);
this.sparseGammaList = SparseGammaList.Constant(1, Gamma.FromShapeAndRate(1.0, 2.0));
this.truncatedGamma = new TruncatedGamma(1.2, 2.3, 3.4, 4.5);
this.truncatedGaussian = new TruncatedGaussian(1.2, 3.4, 5.6, 7.8);
this.wrappedGaussian = new WrappedGaussian(1.2, 2.3, 3.4);
ga = Distribution <double> .Array(new[] { this.gaussian, this.gaussian });
vga = Distribution <Vector> .Array(new[] { this.vectorGaussian, this.vectorGaussian });
ga2D = Distribution <double> .Array(new[, ] {
{ this.gaussian, this.gaussian }, { this.gaussian, this.gaussian }
});
vga2D = Distribution <Vector> .Array(new[, ] {
{ this.vectorGaussian, this.vectorGaussian }, { this.vectorGaussian, this.vectorGaussian }
});
gaJ = Distribution <double> .Array(new[] { new[] { this.gaussian, this.gaussian }, new[] { this.gaussian, this.gaussian } });
vgaJ = Distribution <Vector> .Array(new[] { new[] { this.vectorGaussian, this.vectorGaussian }, new[] { this.vectorGaussian, this.vectorGaussian } });
var gp = new GaussianProcess(new ConstantFunction(0), new SquaredExponential(0));
var basis = Util.ArrayInit(2, i => Vector.FromArray(1.0 * i));
this.sparseGp = new SparseGP(new SparseGPFixed(gp, basis));
this.quantileEstimator = new QuantileEstimator(0.01);
this.quantileEstimator.Add(5);
}
