public void GradientTest_MarkovNormal_Regularization()
{
var hmm = MarkovContinuousFunctionTest.CreateModel1();
var function = new MarkovContinuousFunction(hmm);
var model = new HiddenConditionalRandomField <double>(function);
var target = new ForwardBackwardGradient <double>(model);
target.Regularization = 2;
var inputs = NormalQuasiNewtonHiddenLearningTest.inputs;
var outputs = NormalQuasiNewtonHiddenLearningTest.outputs;
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters, inputs, outputs, target.Regularization);
double[] expected = diff.Compute(function.Weights);
double[] actual = target.Gradient(function.Weights, inputs, outputs);
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 1e-2);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void ComputeTest2()
{
var hmm = MarkovContinuousFunctionTest.CreateModel1();
IPotentialFunction <double> owner = new MarkovContinuousFunction(hmm);
double[] x = new double[] { 0, 1, 2, 1, 7, 2, 1, 2, 5, 3, 4 };
foreach (var factor in owner.Factors)
{
for (int y = 0; y < owner.Outputs; y++)
{
double[,] fwd = Accord.Statistics.Models.Fields
.ForwardBackwardAlgorithm.Forward(factor, x, y);
double[,] bwd = Accord.Statistics.Models.Fields
.ForwardBackwardAlgorithm.Backward(factor, x, y);
double[,] lnfwd = Accord.Statistics.Models.Fields
.ForwardBackwardAlgorithm.LogForward(factor, x, y);
double[,] lnbwd = Accord.Statistics.Models.Fields
.ForwardBackwardAlgorithm.LogBackward(factor, x, y);
for (int i = 0; i < fwd.GetLength(0); i++)
{
for (int j = 0; j < fwd.GetLength(1); j++)
{
Assert.AreEqual(System.Math.Log(fwd[i, j]), lnfwd[i, j], 1e-10);
}
}
for (int i = 0; i < bwd.GetLength(0); i++)
{
for (int j = 0; j < bwd.GetLength(1); j++)
{
Assert.AreEqual(System.Math.Log(bwd[i, j]), lnbwd[i, j], 1e-10);
}
}
foreach (var feature in factor)
{
double expected = System.Math.Log(feature.Marginal(fwd, bwd, x, y));
double actual = feature.LogMarginal(lnfwd, lnbwd, x, y);
Assert.AreEqual(expected, actual, 1e-10);
Assert.IsFalse(Double.IsNaN(actual));
}
}
}
}
public void RunTest()
{
var hmm = MarkovContinuousFunctionTest.CreateModel1();
var function = new MarkovContinuousFunction(hmm);
var model = new HiddenConditionalRandomField <double>(function);
var target = new HiddenQuasiNewtonLearning <double>(model);
double[] actual = new double[inputs.Length];
double[] expected = new double[inputs.Length];
for (int i = 0; i < inputs.Length; i++)
{
actual[i] = model.Compute(inputs[i]);
expected[i] = outputs[i];
}
for (int i = 0; i < inputs.Length; i++)
{
Assert.AreEqual(expected[i], actual[i]);
}
double llm = hmm.LogLikelihood(inputs, outputs);
double ll0 = model.LogLikelihood(inputs, outputs);
Assert.AreEqual(llm, ll0, 1e-10);
Assert.IsFalse(Double.IsNaN(llm));
Assert.IsFalse(Double.IsNaN(ll0));
double error = target.Run(inputs, outputs);
double ll1 = model.LogLikelihood(inputs, outputs);
Assert.AreEqual(-ll1, error, 1e-10);
Assert.IsFalse(Double.IsNaN(ll1));
Assert.IsFalse(Double.IsNaN(error));
for (int i = 0; i < inputs.Length; i++)
{
actual[i] = model.Compute(inputs[i]);
expected[i] = outputs[i];
}
Assert.AreEqual(-0.0000041736023099758768, ll0, 1e-10);
for (int i = 0; i < inputs.Length; i++)
{
Assert.AreEqual(expected[i], actual[i]);
}
Assert.IsTrue(ll1 > ll0);
}