public void TestEvalBatching() { var m = new Multinomial(2018); var src = new TensorProxy { data = new Tensor(2, 3, new[] { Mathf.Log(0.1f) - 50, Mathf.Log(0.2f) - 50, Mathf.Log(0.7f) - 50, Mathf.Log(0.3f) - 25, Mathf.Log(0.4f) - 25, Mathf.Log(0.3f) - 25 }), valueType = TensorProxy.TensorType.FloatingPoint }; var dst = new TensorProxy { data = new Tensor(2, 3), valueType = TensorProxy.TensorType.FloatingPoint }; DiscreteActionOutputApplier.Eval(src, dst, m); float[] reference = { 2, 2, 2, 0, 1, 0 }; for (var i = 0; i < dst.data.length; i++) { Assert.AreEqual(reference[i], dst.data[i]); ++i; } }
public void MontyHall() { var doors = Enumerable.Range(0, 3); var cardoor = new Multinomial <int>(doors); var program = from carDoorNum in new Multinomial <int>(doors) from chosenDoor in new Multinomial <int>(doors) let match = carDoorNum == chosenDoor let possibleOpenDoors2 = doors.Where(i => i != carDoorNum).ToList() let possibleOpenDoors1 = doors.Where(i => i != carDoorNum && i != chosenDoor).ToList() let nextdoor = match ? new Multinomial <int>(possibleOpenDoors1) : new Multinomial <int>(possibleOpenDoors2) from otherDoorContainsCar in nextdoor let chosenDoorContainsCar = chosenDoor == carDoorNum select chosenDoorContainsCar; // note chosenDoorContainsCar is never used but implicitly impacts the result // because we need to compute over the nextdoor probabilistic choice. var ans = program.Inference(); var result = new[] { 0.66, 0.33 }; foreach (var item in ans.Support().OrderBy(k => k.Value).Zip(result, Tuple.Create)) { Assert.IsTrue(ApproxEqual(item.Item1.Probability, item.Item2)); } var sampled = program.SampledInference(10000); foreach (var item in sampled.Support().OrderBy(k => k.Value).Zip(result, Tuple.Create)) { Assert.IsTrue(ApproxEqual(item.Item1.Probability, item.Item2)); } }
public void TestEvalBatching() { Multinomial m = new Multinomial(2018); TensorProxy src = new TensorProxy { Data = new Tensor(2, 3, new [] { Mathf.Log(0.1f) - 50, Mathf.Log(0.2f) - 50, Mathf.Log(0.7f) - 50, Mathf.Log(0.3f) - 25, Mathf.Log(0.4f) - 25, Mathf.Log(0.3f) - 25 }), ValueType = TensorProxy.TensorType.FloatingPoint }; TensorProxy dst = new TensorProxy { Data = new Tensor(2, 3), ValueType = TensorProxy.TensorType.FloatingPoint }; m.Eval(src, dst); float[] reference = { 2, 2, 2, 0, 1, 0 }; for (var i = 0; i < dst.Data.length; i++) { Assert.AreEqual(reference[i], dst.Data[i]); ++i; } }
public void TestEvalP() { Multinomial m = new Multinomial(2018); Tensor src = new Tensor { Data = new float[1, 3] { { 0.1f, 0.2f, 0.7f } }, ValueType = Tensor.TensorType.FloatingPoint }; Tensor dst = new Tensor { Data = new float[1, 3], ValueType = Tensor.TensorType.FloatingPoint }; m.Eval(src, dst); float[] reference = { 2, 2, 1 }; int i = 0; foreach (var f in dst.Data) { Assert.AreEqual(reference[i], f); ++i; } }
public void TestEvalBatching() { Multinomial m = new Multinomial(2018); Tensor src = new Tensor { Data = new float[2, 3] { { Mathf.Log(0.1f) - 50, Mathf.Log(0.2f) - 50, Mathf.Log(0.7f) - 50 }, { Mathf.Log(0.3f) - 25, Mathf.Log(0.4f) - 25, Mathf.Log(0.3f) - 25 }, }, ValueType = Tensor.TensorType.FloatingPoint }; Tensor dst = new Tensor { Data = new float[2, 3], ValueType = Tensor.TensorType.FloatingPoint }; m.Eval(src, dst); float[] reference = { 2, 2, 2, 0, 1, 0 }; int i = 0; foreach (var f in dst.Data) { Assert.AreEqual(reference[i], f); ++i; } }
public void TestEvalP() { var m = new Multinomial(2018); var src = new TensorProxy { data = new Tensor(1, 3, new[] { 0.1f, 0.2f, 0.7f }), valueType = TensorProxy.TensorType.FloatingPoint }; var dst = new TensorProxy { data = new Tensor(1, 3), valueType = TensorProxy.TensorType.FloatingPoint }; DiscreteActionOutputApplier.Eval(src, dst, m); float[] reference = { 2, 2, 1 }; for (var i = 0; i < dst.data.length; i++) { Assert.AreEqual(reference[i], dst.data[i]); ++i; } }
public DiscreteActionOutputApplier(ActionSpec actionSpec, int seed, ITensorAllocator allocator) { m_ActionSize = actionSpec.BranchSizes; m_Multinomial = new Multinomial(seed); m_Allocator = allocator; m_ActionSpec = actionSpec; }
public void ValidateToString() { System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture; var b = new Multinomial(_smallP, 4); Assert.AreEqual("Multinomial(Dimension = 3, Number of Trails = 4)", b.ToString()); }
public void TestEvalP() { Multinomial m = new Multinomial(2018); TensorProxy src = new TensorProxy { Data = new Tensor(1, 3, new[] { 0.1f, 0.2f, 0.7f }), ValueType = TensorProxy.TensorType.FloatingPoint }; TensorProxy dst = new TensorProxy { Data = new Tensor(1, 3), ValueType = TensorProxy.TensorType.FloatingPoint }; m.Eval(src, dst); float[] reference = { 2, 2, 1 }; for (var i = 0; i < dst.Data.length; i++) { Assert.AreEqual(reference[i], dst.Data[i]); ++i; } }
public void ValidateVariance(double[] p, int n, double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Variance[i], 12); } }
public void ValidateProbability( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(new[] { 1, 9 }, new[] { 1, 3, 6 }, new[] { 1, 1, 1, 7 })] int[] x, [Values(0.121060821, 0.105815808, 0.000145152)] double res) { var b = new Multinomial(p, x.Sum()); AssertHelpers.AlmostEqual(b.Probability(x), res, 12); }
public void TestDim1() { var m = new Multinomial(2018); var cdf = new[] { 1f }; Assert.AreEqual(0, m.Sample(cdf)); Assert.AreEqual(0, m.Sample(cdf)); Assert.AreEqual(0, m.Sample(cdf)); }
public void ValidateMean(double[] p, int n, double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqualRelative(res[i], b.Mean[i], 12); } }
public override TVal this[TRowKey rowKey, TColKey colKey] { get { TVal result; if (TryGetValue(rowKey, colKey, out result)) { return(result); } else { throw new Exception(string.Format("[{0},{1}] is missing.", rowKey, colKey)); } } set { if (MissingValue.Equals(value)) { throw new Exception("Can't assign missing value using this[row,col]. Use SetValueOrMissing(row, col, value) or Remove(row,vol)"); } var binaryKeys = _multKeyToBinaryKeys[rowKey]; Helper.CheckCondition <InvalidOperationException>(binaryKeys.Count > 0, "Every multistate key must have at least one binary key. {0} does not.", rowKey); if (binaryKeys.Count == 1 && binaryKeys[0].Equals(rowKey)) { _binaryMatrix[binaryKeys[0], colKey] = value; } else { //int state = _cnvrtTValToState.ConvertForward(value); Multinomial m = _cnvrtTValToState.ConvertForward(value); Helper.CheckCondition(m.NumOutcomes == binaryKeys.Count || m.IsDefinite && m.NumOutcomes <= binaryKeys.Count, "{0}, which maps to state {1} is outside the value range of values for this state ([{2},{3}])", value, m, 0, binaryKeys.Count - 1); int state = 0; foreach (var key in binaryKeys) { double prob = m[state]; Multinomial binomial = new Multinomial(1 - prob, prob); _binaryMatrix[key, colKey] = _cnvrtTValToState.ConvertBackward(binomial); state++; } //int hotState = 0; //TVal trueState = _cnvrtTValToState.ConvertBackward(1); //TVal falseState = _cnvrtTValToState.ConvertBackward(0); //foreach (var key in binaryKeys) //{ // _binaryMatrix[key, colKey] = hotState == state ? trueState : falseState; // hotState++; //} } } }
public void Base_Sample() { // arrange Uncertain <double> x = new Multinomial <double>(new[] { 5.0 }); // act MeanAndConfidenceInterval m2 = x.ExpectedValueWithConfidence(); // assert Assert.IsTrue(m2.Mean > 5.0 - eps && m2.Mean < 5.0 + eps); }
public void TestDim3() { var m = new Multinomial(2018); var cdf = new[] { 0.1f, 0.3f, 1.0f }; Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(1, m.Sample(cdf)); }
public void TestDim3Unscaled() { var m = new Multinomial(2018); var cdf = new[] { 0.05f, 0.15f, 0.5f }; Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(2, m.Sample(cdf)); Assert.AreEqual(1, m.Sample(cdf)); }
public void TestSrcInt() { Multinomial m = new Multinomial(2018); TensorProxy src = new TensorProxy { ValueType = TensorProxy.TensorType.Integer }; Assert.Throws <NotImplementedException>(() => m.Eval(src, null)); }
public void CanCreateMultinomialFromHistogram() { double[] smallDataset = { 0.5, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5, 9.5 }; var hist = new Histogram(smallDataset, 10, 0.0, 10.0); var m = new Multinomial(hist, 7); foreach (var t in m.P) { Assert.AreEqual(1.0, t); } }
public void TestSrcInt() { var m = new Multinomial(2018); var src = new TensorProxy { valueType = TensorProxy.TensorType.Integer }; Assert.Throws <NotImplementedException>( () => DiscreteActionOutputApplier.Eval(src, null, m)); }
public void ValidateMean( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 1.5, 3.5 }, new[] { 1.0, 3.0, 6.0 }, new[] { 3.0, 7.0, 6.0, 4.0 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Mean[i], 12); } }
public void ValidateVariance( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 1.05, 1.05 }, new[] { 0.9, 2.1, 2.4 }, new[] { 2.55, 4.55, 4.2, 3.2 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Variance[i], 12); } }
public void ValidateSkewness( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 0.390360029179413, -0.390360029179413 }, new[] { 0.843274042711568, 0.276026223736942, -0.129099444873581 }, new[] { 0.438357003759605, 0.140642169281549, 0.195180014589707, 0.335410196624968 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Skewness[i], 12); } }
static Uncertain <string[]> HMM(string[] obs) { 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"); }; return (from prior in start_probability from state0 in transition_probability(prior) from emit0 in emission_probability(state0) where obs[0] == emit0 from state1 in transition_probability(state0) from emit1 in emission_probability(state1) where obs[1] == emit1 from state2 in transition_probability(state1) from emit2 in emission_probability(state2) where obs[2] == emit2 select new[] { state0, state1, state2 }); }
public void Base_TestMarginal() { var X = new Multinomial <int>(Enumerable.Range(0, 4), new[] { 0.1, 0.6, 0.1, 0.2 }); var Y = new Multinomial <int>(Enumerable.Range(0, 4), new[] { 0.6, 0.1, 0.2, 0.1 }); //P(X,Y) var joint = from x in X from y in Y select x == 0 ? Tuple.Create(x, 1) : Tuple.Create(x, y); // p(Y) Func <int, Uncertain <bool> > marginal = y => from pair in joint select pair.Item2 == y; // \sum_{y} p(y) == 1 var tmp = from a in marginal(0) from b in marginal(1) from c in marginal(2) from d in marginal(3) select a | b | c | d; var sum = tmp.Inference().Support().Select(k => k.Probability).Sum(); //(marginal(0) | marginal(1) | marginal(2) | marginal(3)).Prob(); Assert.IsTrue(sum > 1.0 - eps && sum < 1.0 + eps); // Here is the entire joint distribution p(x,y): // X // ------------------------- // | 0 | 1 | 2 | 3 | // ------|------------------------ // | 0 | 0 | 0.36| 0.06| 0.12| 0.54 // Y | 1 | 0.1 | 0.06| 0.01| 0.02| 0.19 // | 2 | 0 | 0.12| 0.02| 0.04| 0.18 // | 3 | 0 | 0.06| 0.01| 0.02| 0.09 // ------------------------------- // 0.1 0.6 0.1 0.2 1.0 var m0 = marginal(0).ExpectedValueWithConfidence().Mean; // p(y=0) = 0.54 Assert.IsTrue(m0 > 0.54 - eps && m0 < 0.54 + eps); var m1 = marginal(1).ExpectedValueWithConfidence().Mean; // p(y=1) = 0.19 Assert.IsTrue(m1 > 0.19 - eps && m1 < 0.19 + eps); var m2 = marginal(2).ExpectedValueWithConfidence().Mean; // p(y=2) = 0.18 Assert.IsTrue(m2 > 0.18 - eps && m2 < 0.18 + eps); var m3 = marginal(3).ExpectedValueWithConfidence().Mean; // p(y=3) = 0.09 Assert.IsTrue(m3 > 0.09 - eps && m3 < 0.09 + eps); }
public LegacyDiscreteActionOutputApplier(ActionSpec actionSpec, int seed, ITensorAllocator allocator) { m_ActionSize = actionSpec.BranchSizes; m_Multinomial = new Multinomial(seed); m_ActionSpec = actionSpec; m_StartActionIndices = Utilities.CumSum(m_ActionSize); // Scratch space for computing the cumulative distribution function. // In order to reuse it, make it the size of the largest branch. var largestBranch = Mathf.Max(m_ActionSize); m_CdfBuffer = new float[largestBranch]; }
static Uncertain <string> CompilerListenerWithExample(string utterance, IList <Tuple <string, IEnumerable <Tuple <int, int, int> > > > examples)//string input, IEnumerable<Tuple<int,int,int>> correct) { var tmp = new Multinomial <Tuple <string, IEnumerable <Tuple <int, int, int> > > >(examples); var program = from stmt in PossibleInterpretations2(utterance) //PossibleInterpretations(utterance, 2) let re = new Parser(stmt).Parse() let codes = new Compiler().Compile(re) from example in tmp let matches = new Interpreter().Run(codes.ToList(), example.Item1) where Cmp(matches, example.Item2) select stmt; return(program.SampledInference(10000)); }
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; }
public void Base_TestMultinomial() { var age = new Multinomial <int>(new[] { 0, 1, 2, 3 }, new[] { 0.1, 0.6, 0.1, 0.2 }); // sum of binomial's should = 1.0 because of the law of total probabilty. var tmp = from a in age from b in age from c in age from d in age select a == 0 | b == 1 | c == 2 | d == 3; var sum = tmp.Inference().Support().Select(k => k.Probability).Sum(); Assert.IsTrue(sum > 1.0 - eps && sum < 1.0 + eps); }
/// <summary> /// Draw samples from a multinomial distribution based on log-probabilities specified /// in tensor src. The samples will be saved in the dst tensor. /// </summary> /// <param name="src">2-D tensor with shape batch_size x num_classes</param> /// <param name="dst">Allocated tensor with size batch_size x num_samples</param> /// <param name="multinomial">Multinomial object used to sample values</param> /// <exception cref="NotImplementedException"> /// Multinomial doesn't support integer tensors /// </exception> /// <exception cref="ArgumentException">Issue with tensor shape or type</exception> /// <exception cref="ArgumentNullException"> /// At least one of the tensors is not allocated /// </exception> public static void Eval(TensorProxy src, TensorProxy dst, Multinomial multinomial) { if (src.DataType != typeof(float)) { throw new NotImplementedException("Only float tensors are currently supported"); } if (src.valueType != dst.valueType) { throw new ArgumentException( "Source and destination tensors have different types!"); } if (src.data == null || dst.data == null) { throw new ArgumentNullException(); } if (src.data.batch != dst.data.batch) { throw new ArgumentException("Batch size for input and output data is different!"); } var cdf = new float[src.data.channels]; for (var batch = 0; batch < src.data.batch; ++batch) { // Find the class maximum var maxProb = float.NegativeInfinity; for (var cls = 0; cls < src.data.channels; ++cls) { maxProb = Mathf.Max(src.data[batch, cls], maxProb); } // Sum the log probabilities and compute CDF var sumProb = 0.0f; for (var cls = 0; cls < src.data.channels; ++cls) { sumProb += Mathf.Exp(src.data[batch, cls] - maxProb); cdf[cls] = sumProb; } // Generate the samples for (var sample = 0; sample < dst.data.channels; ++sample) { dst.data[batch, sample] = multinomial.Sample(cdf); } } }
public void MultinomialCreateFailsWithNegativeRatios() { var m = new Multinomial(badP, 4); }
public void ValidateProbability( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(new[] { 1, 9 }, new[] { 1, 3, 6 }, new[] { 1, 1, 1, 7 })] int[] x, [Values(0.121060821, 0.105815808, 0.000145152)] double res) { var b = new Multinomial(p, x.Sum()); AssertHelpers.AlmostEqual(b.Probability(x), res, 12); }
public void ValidateVariance( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 1.05, 1.05 }, new[] { 0.9, 2.1, 2.4 }, new[] { 2.55, 4.55, 4.2, 3.2 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Variance[i], 12); } }
public void ValidateProbabilityLn([Values(new[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 }, new[] { 1, 1, 1, 2, 2, 2, 3, 3, 3 }, new[] { 5, 6, 7, 8, 7, 6, 5, 4, 3 })] int[] x) { var b = new Multinomial(_largeP, x.Sum()); AssertHelpers.AlmostEqual(b.ProbabilityLn(x), Math.Log(b.Probability(x)), 12); }
public void Base_Sample() { // arrange Uncertain<double> x = new Multinomial<double>(new[] { 5.0 }); // act MeanAndConfidenceInterval m2 = x.ExpectedValueWithConfidence(); // assert Assert.IsTrue(m2.Mean > 5.0 - eps && m2.Mean < 5.0 + eps); }
public void CanCreateMultinomial() { var m = new Multinomial(_largeP, 4); CollectionAssert.AreEqual(_largeP, m.P); }
public void CanCreateMultinomialFromHistogram() { double[] smallDataset = { 0.5, 1.5, 2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5, 9.5 }; var hist = new Histogram(smallDataset, 10, 0.0, 10.0); var m = new Multinomial(hist, 7); foreach (var t in m.P) { Assert.AreEqual(1.0, t); } }
public void ValidateProbabilityLn(int[] x) { var b = new Multinomial(_largeP, x.Sum()); AssertHelpers.AlmostEqualRelative(b.ProbabilityLn(x), Math.Log(b.Probability(x)), 12); }
public void SetProbabilityFails() { var b = new Multinomial(_largeP, 4); Assert.Throws<ArgumentOutOfRangeException>(() => b.P = _badP); }
public void Base_TestMultinomial() { var age = new Multinomial<int>(new[] { 0, 1, 2, 3 }, new[] { 0.1, 0.6, 0.1, 0.2 }); // sum of binomial's should = 1.0 because of the law of total probabilty. var tmp = from a in age from b in age from c in age from d in age select a == 0 | b == 1 | c == 2 | d == 3; var sum = tmp.Inference().Support().Select(k => k.Probability).Sum(); Assert.IsTrue(sum > 1.0 - eps && sum < 1.0 + eps); }
public void ValidateMean( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 1.5, 3.5 }, new[] { 1.0, 3.0, 6.0 }, new[] { 3.0, 7.0, 6.0, 4.0 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Mean[i], 12); } }
public void CanSetProbability() { var b = new Multinomial(largeP, 4); b.P = smallP; }
public void CanCreateMultinomial() { var m = new Multinomial(largeP, 4); Assert.AreEqual<double[]>(largeP, m.P); }
public void SetProbabilityFails() { var b = new Multinomial(largeP, 4); b.P = badP; }
public void ValidateToString() { var b = new Multinomial(smallP, 4); Assert.AreEqual<string>("Multinomial(Dimension = 3, Number of Trails = 4)", b.ToString()); }
public void ValidateVariance(double[] p, int n, double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Variance[i], 12); } }
public void CanSample() { var n = new Multinomial(largeP, 4); var d = n.Sample(); }
public void ValidateSkewness( [Values(new[] { 0.3, 0.7 }, new[] { 0.1, 0.3, 0.6 }, new[] { 0.15, 0.35, 0.3, 0.2 })] double[] p, [Values(5, 10, 20)] int n, [Values(new[] { 0.390360029179413, -0.390360029179413 }, new[] { 0.843274042711568, 0.276026223736942, -0.129099444873581 }, new[] { 0.438357003759605, 0.140642169281549, 0.195180014589707, 0.335410196624968 })] double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqual(res[i], b.Skewness[i], 12); } }
public void MultinomialCreateFailsWithAllZeroRatios() { var m = new Multinomial(badP2, 4); }
public void ValidateMean(double[] p, int n, double[] res) { var b = new Multinomial(p, n); for (var i = 0; i < b.P.Length; i++) { AssertHelpers.AlmostEqualRelative(res[i], b.Mean[i], 12); } }
public void ValidateProbability(double[] p, int[] x, double res) { var b = new Multinomial(p, x.Sum()); AssertHelpers.AlmostEqualRelative(b.Probability(x), res, 12); }
public void MontyHall() { var doors = Enumerable.Range(0, 3); var cardoor = new Multinomial<int>(doors); var program = from carDoorNum in new Multinomial<int>(doors) from chosenDoor in new Multinomial<int>(doors) let match = carDoorNum == chosenDoor let possibleOpenDoors2 = doors.Where(i => i != carDoorNum).ToList() let possibleOpenDoors1 = doors.Where(i => i != carDoorNum && i != chosenDoor).ToList() let nextdoor = match ? new Multinomial<int>(possibleOpenDoors1) : new Multinomial<int>(possibleOpenDoors2) from otherDoorContainsCar in nextdoor let chosenDoorContainsCar = chosenDoor == carDoorNum select chosenDoorContainsCar; // note chosenDoorContainsCar is never used but implicitly impacts the result // because we need to compute over the nextdoor probabilistic choice. var ans = program.Inference(); var result = new[] { 0.66, 0.33 }; foreach (var item in ans.Support().OrderBy(k => k.Value).Zip(result, Tuple.Create)) Assert.IsTrue(ApproxEqual(item.Item1.Probability, item.Item2)); var sampled = program.SampledInference(10000); foreach (var item in sampled.Support().OrderBy(k => k.Value).Zip(result, Tuple.Create)) Assert.IsTrue(ApproxEqual(item.Item1.Probability, item.Item2)); }
public void SetProbabilityFails() { var b = new Multinomial(_largeP, 4); Assert.That(() => b.P = _badP, Throws.ArgumentException); }
public void Base_TestMarginal() { var X = new Multinomial<int>(Enumerable.Range(0, 4), new[] { 0.1, 0.6, 0.1, 0.2 }); var Y = new Multinomial<int>(Enumerable.Range(0, 4), new[] { 0.6, 0.1, 0.2, 0.1 }); //P(X,Y) var joint = from x in X from y in Y select x == 0 ? Tuple.Create(x, 1) : Tuple.Create(x, y); // p(Y) Func<int, Uncertain<bool>> marginal = y => from pair in joint select pair.Item2 == y; // \sum_{y} p(y) == 1 var tmp = from a in marginal(0) from b in marginal(1) from c in marginal(2) from d in marginal(3) select a | b | c | d; var sum = tmp.Inference().Support().Select(k => k.Probability).Sum(); //(marginal(0) | marginal(1) | marginal(2) | marginal(3)).Prob(); Assert.IsTrue(sum > 1.0 - eps && sum < 1.0 + eps); // Here is the entire joint distribution p(x,y): // X // ------------------------- // | 0 | 1 | 2 | 3 | // ------|------------------------ // | 0 | 0 | 0.36| 0.06| 0.12| 0.54 // Y | 1 | 0.1 | 0.06| 0.01| 0.02| 0.19 // | 2 | 0 | 0.12| 0.02| 0.04| 0.18 // | 3 | 0 | 0.06| 0.01| 0.02| 0.09 // ------------------------------- // 0.1 0.6 0.1 0.2 1.0 var m0 = marginal(0).ExpectedValueWithConfidence().Mean; // p(y=0) = 0.54 Assert.IsTrue(m0 > 0.54 - eps && m0 < 0.54 + eps); var m1 = marginal(1).ExpectedValueWithConfidence().Mean; // p(y=1) = 0.19 Assert.IsTrue(m1 > 0.19 - eps && m1 < 0.19 + eps); var m2 = marginal(2).ExpectedValueWithConfidence().Mean; // p(y=2) = 0.18 Assert.IsTrue(m2 > 0.18 - eps && m2 < 0.18 + eps); var m3 = marginal(3).ExpectedValueWithConfidence().Mean; // p(y=3) = 0.09 Assert.IsTrue(m3 > 0.09 - eps && m3 < 0.09 + eps); }