public void TestHMM2()
{
var comparer = new SequenceComparer <string>();
var states = new[] { "Healthy", "Fever" };
var emits = new[] { "normal", "cold", "dizzy" };
Uncertain <string>[] source = new[] {
new Multinomial <string>(emits, new [] { 0.8, 0.1, 0.1 }),
new Multinomial <string>(emits, new [] { 0.2, 0.7, 0.1 }),
new Multinomial <string>(emits, new [] { 0.05, 0.05, 0.9 }),
};
Uncertain <string[]> observations = source.USeq(3);
var program = from obs in observations
from result in HMM(obs)
select result;
var program1 = from obs in observations
from result in HMM(obs).Inference(comparer)
select result;
var program2 = from obs in observations.Inference(comparer)
from result in HMM(obs).Inference(comparer)
select result;
var output = program.Inference(comparer).Support().OrderByDescending(k => k.Probability).ToList();
var output1 = program1.Inference(comparer).Support().OrderByDescending(k => k.Probability).ToList();
var output2 = program2.Inference(comparer).Support().OrderByDescending(k => k.Probability).ToList();
var output3 = HMM2(observations).Inference(comparer).Support().OrderByDescending(k => k.Probability).ToList();
var timer = new System.Diagnostics.Stopwatch();
timer.Start();
var sampled = program.SampledInference(10000, comparer).Support().OrderByDescending(k => k.Probability).ToList();
timer.Stop();
System.Diagnostics.Debug.WriteLine(timer.Elapsed);
timer.Reset();
timer.Start();
var sampled1 = program1.SampledInference(10000, comparer).Support().OrderByDescending(k => k.Probability).ToList();
timer.Stop();
System.Diagnostics.Debug.WriteLine(timer.Elapsed);
timer.Reset();
timer.Start();
var sampled2 = program2.SampledInference(10000, comparer).Support().OrderByDescending(k => k.Probability).ToList();
timer.Stop();
System.Diagnostics.Debug.WriteLine(timer.Elapsed);
Assert.IsTrue(comparer.Equals(output[0].Value, sampled[0].Value));
Assert.IsTrue(Math.Abs(output[0].Probability - sampled[0].Probability) < 0.1);
Assert.IsTrue(comparer.Equals(output[0].Value, output3[0].Value));
Assert.IsTrue(Math.Abs(output[0].Probability - output3[0].Probability) < 0.1);
int x = 10;
}
public void TestHMM3()
{
var comparer = new SequenceComparer <string>();
var states = new[] { "Healthy", "Fever" };
var emits = new[] { "normal", "cold", "dizzy" };
var start_probability = new Multinomial <string>(states, new[] { 0.6, 0.4 });
Func <string, Multinomial <string> > transition_probability = state =>
{
if (state == "Healthy")
{
return(new Multinomial <string>(states, new[] { 0.7, 0.3 }));
}
if (state == "Fever")
{
return(new Multinomial <string>(states, new[] { 0.4, 0.6 }));
}
throw new Exception("Unknown state");
};
Func <string, Multinomial <string> > emission_probability = state =>
{
if (state == "Healthy")
{
return(new Multinomial <string>(emits, new[] { 0.5, 0.4, 0.1 }));
}
if (state == "Fever")
{
return(new Multinomial <string>(emits, new[] { 0.1, 0.3, 0.6 }));
}
throw new Exception("Unknown state");
};
var r = new Random(0);
var observations = Enumerable.Range(0, 20).Select(_ =>
{
var probs = new[] { r.NextDouble(), r.NextDouble(), r.NextDouble() };
double total = probs.Sum();
var probsNormalized = from p in probs select p / total;
return(new Multinomial <string>(emits, probsNormalized));
}).USeq <string>(20);
//var program = observations.MarkovModel<string>(start_probability, transition_probability, emission_probability);
//var output = program.SampledInference(1, comparer).Support().OrderByDescending(k => k.Probability).ToList();
int x = 10;
}