public void WriteRecords(string filePath, Dictionary <string, object> extra = null)
{
MatlabWriter writer = new MatlabWriter(filePath);
WriteGammaList(writer, InPrecision, "inShape", "inRate");
WriteGammaList(writer, OutPrecision, "outShape", "outRate");
// MatlabWritter cannot write boolean
writer.Write("consultOracle", MatrixUtils.ToDouble(ConsultOracle));
Matrix uncertaintyMat = MatrixUtils.StackColumnsIgnoreNull(Uncertainty);
// write a Matrix
writer.Write("uncertainty", uncertaintyMat);
WriteGammaList(writer, OracleOut, "oraOutShape", "oraOutRate");
if (extra != null)
{
foreach (var kv in extra)
{
writer.Write(kv.Key, kv.Value);
}
}
writer.Dispose();
}
public static void WriteGammaList(MatlabWriter writer, List <Gamma?> gList,
string shapeName, string rateName)
{
double[] shapes, rates;
GammaListToArrays(gList, out shapes, out rates);
writer.Write(shapeName, shapes);
writer.Write(rateName, rates);
}
internal void StudentIsPositiveTest4()
{
double shape = 1;
Gamma precPrior = Gamma.FromShapeAndRate(shape, shape);
// mean=-1 causes improper messages
double mean = -1;
Gaussian meanPrior = Gaussian.PointMass(mean);
double evExpected;
Gaussian xExpected = StudentIsPositiveExact(mean, precPrior, out evExpected);
GaussianOp.ForceProper = false;
GaussianOp_Laplace.modified = true;
GaussianOp_Laplace.modified2 = true;
Gaussian xF = Gaussian.Uniform();
Gaussian xB = Gaussian.Uniform();
Gamma q = GaussianOp_Laplace.QInit();
double r0 = 0.38;
r0 = 0.1;
for (int iter = 0; iter < 20; iter++)
{
q = GaussianOp_Laplace.Q(xB, meanPrior, precPrior, q);
//xF = GaussianOp_Laplace.SampleAverageConditional(xB, meanPrior, precPrior, q);
xF = Gaussian.FromMeanAndPrecision(mean, r0);
xB = IsPositiveOp.XAverageConditional(true, xF);
Console.WriteLine("xF = {0} xB = {1}", xF, xB);
}
Console.WriteLine("x = {0} should be {1}", xF * xB, xExpected);
double[] precs = EpTests.linspace(1e-3, 5, 100);
double[] evTrue = new double[precs.Length];
double[] evApprox = new double[precs.Length];
double[] evApprox2 = new double[precs.Length];
//r0 = q.GetMean();
double sum = 0, sum2 = 0;
for (int i = 0; i < precs.Length; i++)
{
double r = precs[i];
Gaussian xFt = Gaussian.FromMeanAndPrecision(mean, r);
evTrue[i] = IsPositiveOp.LogAverageFactor(true, xFt) + precPrior.GetLogProb(r);
evApprox[i] = IsPositiveOp.LogAverageFactor(true, xF) + precPrior.GetLogProb(r) + xB.GetLogAverageOf(xFt) - xB.GetLogAverageOf(xF);
evApprox2[i] = IsPositiveOp.LogAverageFactor(true, xF) + precPrior.GetLogProb(r0) + q.GetLogProb(r) - q.GetLogProb(r0);
sum += System.Math.Exp(evApprox[i]);
sum2 += System.Math.Exp(evApprox2[i]);
}
Console.WriteLine("r0 = {0}: {1} {2} {3}", r0, sum, sum2, q.GetVariance() + System.Math.Pow(r0 - q.GetMean(), 2));
//TODO: change path for cross platform using
using (var writer = new MatlabWriter(@"..\..\..\Tests\student.mat"))
{
writer.Write("z", evTrue);
writer.Write("z2", evApprox);
writer.Write("z3", evApprox2);
writer.Write("precs", precs);
}
}
public void WriteBadMatrixThrowsArgumentException()
{
var matrix = Matrix <float> .Build.Dense(1, 1);
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile1", matrix, string.Empty));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile1", matrix, null));
}
static void Main(string[] args)
{
var data = Matrix <double> .Build.Random(2, 2);
DelimitedWriter.Write("123", data);
MatlabWriter.Write("123", Matrix <double> .Build.Random(2, 2), "a");
}
public static void TestWritingMat()
{
string p = Config.PathToSavedFile("test_save_mat.mat");
MatlabWriter w = new MatlabWriter(p);
w.Write("b", 2);
double[] arr = new double[] { 1, 2, 3 };
w.Write("arr", arr);
Vector vec = Vector.FromArray(new double[] { 4, 5, 6, 7 });
w.Write("vec", vec);
List <double> list = new List <double>(arr);
w.Write("list", list);
Matrix m = Matrix.Parse("1 2\n 3 4");
w.Write("m", m);
long time = 1329L;
w.Write("longNum", time);
List <Matrix> mats = new List <Matrix>();
mats.Add(Matrix.IdentityScaledBy(2, 3.0));
mats.Add(Matrix.IdentityScaledBy(3, 4.0));
w.Write("list_mats", mats);
w.Dispose();
}
public void CanWriteComplexMatrices()
{
var mat1 = Matrix <Complex> .Build.Dense(5, 3);
for (var i = 0; i < mat1.ColumnCount; i++)
{
mat1[i, i] = new Complex(i + .1, i + .1);
}
var mat2 = Matrix <Complex> .Build.Dense(4, 5);
for (var i = 0; i < mat2.RowCount; i++)
{
mat2[i, i] = new Complex(i + .1, i + .1);
}
var mat3 = Matrix <Complex> .Build.Sparse(5, 4);
mat3[0, 0] = new Complex(1.1, 1.1);
mat3[0, 2] = new Complex(2.2, 2.2);
mat3[4, 3] = new Complex(3.3, 3.3);
var mat4 = Matrix <Complex> .Build.Sparse(3, 5);
mat4[0, 0] = new Complex(1.1, 1.1);
mat4[0, 2] = new Complex(2.2, 2.2);
mat4[2, 4] = new Complex(3.3, 3.3);
Matrix <Complex>[] write = { mat1, mat2, mat3, mat4 };
string[] names = { "mat1", "dense_matrix_2", "s1", "sparse2" };
if (File.Exists("testz.mat"))
{
File.Delete("testz.mat");
}
MatlabWriter.Write("testz.mat", write, names);
var read = MatlabReader.ReadAll <Complex>("testz.mat", names);
Assert.AreEqual(write.Length, read.Count);
for (var i = 0; i < write.Length; i++)
{
var w = write[i];
var r = read[names[i]];
Assert.AreEqual(w.RowCount, r.RowCount);
Assert.AreEqual(w.ColumnCount, r.ColumnCount);
Assert.IsTrue(w.Equals(r));
}
File.Delete("testz.mat");
}
public void CanWriteDoubleMatrices()
{
Matrix <double> mat1 = Matrix <double> .Build.Dense(5, 5);
for (var i = 0; i < mat1.ColumnCount; i++)
{
mat1[i, i] = i + .1;
}
Matrix <double> mat2 = Matrix <double> .Build.Dense(4, 5);
for (var i = 0; i < mat2.RowCount; i++)
{
mat2[i, i] = i + .1;
}
Matrix <double> mat3 = Matrix <double> .Build.Sparse(5, 4);
mat3[0, 0] = 1.1;
mat3[0, 2] = 2.2;
mat3[4, 3] = 3.3;
Matrix <double> mat4 = Matrix <double> .Build.Sparse(3, 5);
mat4[0, 0] = 1.1;
mat4[0, 2] = 2.2;
mat4[2, 4] = 3.3;
Matrix <double>[] write = { mat1, mat2, mat3, mat4 };
string[] names = { "mat1", "dense_matrix_2", "s1", "sparse2" };
if (File.Exists("testd.mat"))
{
File.Delete("testd.mat");
}
MatlabWriter.Write("testd.mat", write, names);
var read = MatlabReader.ReadAll <double>("testd.mat", names);
Assert.AreEqual(write.Length, read.Count);
for (var i = 0; i < write.Length; i++)
{
var w = write[i];
var r = read[names[i]];
Assert.AreEqual(w.RowCount, r.RowCount);
Assert.AreEqual(w.ColumnCount, r.ColumnCount);
Assert.IsTrue(w.Equals(r));
}
File.Delete("testd.mat");
}
public void WriteBadMatricesThrowsArgumentException()
{
Matrix <float> matrix = Matrix <float> .Build.Dense(1, 1);
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", matrix, string.Empty));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", matrix, null));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", matrix, "some matrix"));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", new[] { matrix }, new[] { string.Empty }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", new[] { matrix }, new string[] { null }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", new[] { matrix, matrix }, new[] { "matrix" }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write("somefile3", new[] { matrix }, new[] { "some matrix" }));
}
public void MatlabWriteNumericNameTest()
{
string fileName = $"{System.IO.Path.GetTempPath()}MatlabWriteNumericNameTest{Environment.CurrentManagedThreadId}.mat";
using (MatlabWriter writer = new MatlabWriter(fileName))
{
writer.Write("24", new int[0]);
}
Dictionary <string, object> vars = MatlabReader.Read(fileName);
int[] ints = (int[])vars["24"];
Assert.Empty(ints);
}
//[DeploymentItem(@"Data\test.mat", "Data")]
public void MatlabWriterTest()
{
Dictionary <string, object> dict = MatlabReader.Read(Path.Combine(TestUtils.DataFolderPath, "test.mat"));
string fileName = $"{System.IO.Path.GetTempPath()}MatlabWriterTest{Environment.CurrentManagedThreadId}.mat";
using (MatlabWriter writer = new MatlabWriter(fileName))
{
foreach (var entry in dict)
{
writer.Write(entry.Key, entry.Value);
}
}
MatlabReaderTester(fileName);
}
public static void ToLogisticSerializeToMat(string file,
List <Tuple <Beta, Gaussian, Beta> > msgs,
Dictionary <string, object> extra)
{
int n = msgs.Count;
double[] outBetaA = new double[n];
double[] outBetaB = new double[n];
double[] inNormalMeans = new double[n];
double[] inNormalVariances = new double[n];
// alpha parameters
double[] inBetaA = new double[n];
double[] inBetaB = new double[n];
for (int i = 0; i < msgs.Count; i++)
{
Tuple <Beta, Gaussian, Beta> pairI = msgs[i];
Beta toBeta = pairI.Item1;
Gaussian fromX = pairI.Item2;
Beta fromLogistic = pairI.Item3;
fromX.GetMeanAndVariance(out inNormalMeans[i], out inNormalVariances[i]);
outBetaA[i] = toBeta.TrueCount;
outBetaB[i] = toBeta.FalseCount;
double alpha = fromLogistic.TrueCount;
double beta = fromLogistic.FalseCount;
inBetaA[i] = alpha;
inBetaB[i] = beta;
}
// write to .mat file
MatlabWriter matWriter = new MatlabWriter(file);
matWriter.Write("outBetaA", outBetaA);
matWriter.Write("outBetaB", outBetaB);
matWriter.Write("inNormalMeans", inNormalMeans);
matWriter.Write("inNormalVariances", inNormalVariances);
matWriter.Write("inBetaA", inBetaA);
matWriter.Write("inBetaB", inBetaB);
if (extra != null)
{
foreach (var kv in extra)
{
matWriter.Write(kv.Key, kv.Value);
}
}
matWriter.Dispose();
}
//[DeploymentItem(@"Data\test.mat", "Data")]
public void MatlabWriterTest()
{
Dictionary <string, object> dict = MatlabReader.Read(Path.Combine(
#if NETCORE
Path.GetDirectoryName(typeof(PsychTests).Assembly.Location), // work dir is not the one with Microsoft.ML.Probabilistic.Tests.dll on netcore and neither is .Location on netfull
#endif
"Data", "test.mat"));
string fileName = $"{System.IO.Path.GetTempPath()}MatlabWriterTest{Environment.CurrentManagedThreadId}.mat";
using (MatlabWriter writer = new MatlabWriter(fileName))
{
foreach (var entry in dict)
{
writer.Write(entry.Key, entry.Value);
}
}
MatlabReaderTester(fileName);
}
//保存数据
private void button1_Click(object sender, EventArgs e)
{
double[,] matdata = new double[2, dataList[0].Count];
for (var i = 0; i < 2; i++)
{
for (var j = 0; j < dataList.ElementAt(i).Count; j++)
{
matdata[i, j] = dataList.ElementAt(i).ElementAt(j);
}
}
Matrix <double> matrix = Matrix <double> .Build.DenseOfArray(matdata);
String path = "D:\\TestDataFile\\thmat\\" + DateTime.Now.ToString("MM -dd-H-mm-ss_") + ".mat";
MatlabWriter.Write(path, matrix, "data");
}
/// <summary>
/// Escribe la salida del clasificador como una matriz
/// </summary>
/// <param name="list"> lista de objetos OutputAndTarget o salidas del clasificador cntk</param>
/// <param name="path"> direccion de destino del archivo .mat a crear</param>
public static void saveDataMatlabMatrix(List <NetEvaluation.OutputAndTarget> list, string path)
{
Matrix <float> target = Matrix <float> .Build.Dense(list.Count, 1);
//rows igual a el numero de registros
//colums igual al numero de valores en el registro
Matrix <float> salida = Matrix <float> .Build.Dense(list.Count, list[0].Output.Length);
for (int i = 0; i < list.Count; i++)
{
target.At(i, 0, list[i].Target);
salida.SetRow(i, list[i].Output);
}
var dict = new Dictionary <string, Matrix <float> >();
dict.Add("target", target);
dict.Add("output", salida);
MatlabWriter.Write(path, dict);
}
public void Save(string file)
{
if (file.EndsWith(".mat"))
{
MatlabWriter.Write <Complex>(file, matrix, "A");
}
else if (file.EndsWith(".mtx"))
{
MatrixMarketWriter.WriteMatrix <Complex>(file, matrix);
}
else if (file.EndsWith(".csv"))
{
DelimitedWriter.Write <Complex>(file, matrix, ";");
}
else
{
throw new NotImplementedException();
}
}
public void MatlabWriteStringListTest()
{
List <string> strings = new List <string>();
strings.Add("a");
strings.Add("b");
string fileName = $"{System.IO.Path.GetTempPath()}MatlabWriteStringListTest{Environment.CurrentManagedThreadId}.mat";
using (MatlabWriter writer = new MatlabWriter(fileName))
{
writer.Write("strings", strings);
}
Dictionary <string, object> vars = MatlabReader.Read(fileName);
string[] array = (string[])vars["strings"];
for (int i = 0; i < array.Length; i++)
{
Assert.Equal(strings[i], array[i]);
}
}
public void MatlabWriteStringDictionaryTest()
{
Dictionary <string, string> dictString = new Dictionary <string, string>();
dictString["a"] = "a";
dictString["b"] = "b";
string fileName = $"{System.IO.Path.GetTempPath()}MatlabWriteStringDictionaryTest{Environment.CurrentManagedThreadId}.mat";
using (MatlabWriter writer = new MatlabWriter(fileName))
{
writer.Write("dictString", dictString);
}
Dictionary <string, object> vars = MatlabReader.Read(fileName);
Dictionary <string, object> dict = (Dictionary <string, object>)vars["dictString"];
foreach (var entry in dictString)
{
Assert.Equal(dictString[entry.Key], dict[entry.Key]);
}
}
private void TestCollocationPointCreation()
{
var model = new CollocationModel();
ModelCreator modelCreator = new ModelCreator(model);
string filename = "..\\..\\..\\InputFiles\\PlateWithHole.txt";
IsogeometricReader modelReader = new IsogeometricReader(modelCreator, filename);
modelReader.CreateCollocationModelFromFile();
//var solverBuilder = new SuiteSparseSolver.Builder();
//solverBuilder.DofOrderer = new DofOrderer(
// new NodeMajorDofOrderingStrategy(), new NullReordering());
var solverBuilder = new GmresSolver.Builder();
ISolver solver = new GmresSolver(model,
new AsymmetricDofOrderer(new RowDofOrderingStrategy()),
new DofOrderer(new NodeMajorDofOrderingStrategy(), new NullReordering()));
// Structural problem provider
var provider = new ProblemStructural(model, solver);
// Linear static analysis
var childAnalyzer = new LinearAnalyzer(model, solver, provider);
var parentAnalyzer = new StaticAnalyzer(model, solver, provider, childAnalyzer);
// Run the analysis
parentAnalyzer.Initialize();
parentAnalyzer.BuildMatrices();
var k = solver.LinearSystems[0].Matrix;
Matrix <double> kmatlab = MathNet.Numerics.LinearAlgebra.CreateMatrix.Dense <double>(k.NumRows, k.NumColumns);
for (int i = 0; i < k.NumRows; i++)
{
for (int j = 0; j < k.NumColumns; j++)
{
kmatlab[i, j] = k[i, j];
}
}
MatlabWriter.Write("..\\..\\..\\InputFiles\\KcolMsolve.mat", kmatlab, "Ktotal");
}
public void WriteBadMatricesThrowsArgumentException()
{
var matrix = Matrix <float> .Build.Dense(1, 1);
var filePath = Path.GetTempFileName();
try
{
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, matrix, string.Empty));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, matrix, null));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, matrix, "some matrix"));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, new[] { matrix }, new[] { string.Empty }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, new[] { matrix }, new string[] { null }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, new[] { matrix, matrix }, new[] { "matrix" }));
Assert.Throws <ArgumentException>(() => MatlabWriter.Write(filePath, new[] { matrix }, new[] { "some matrix" }));
}
finally
{
File.Delete(filePath);
}
}
public void WriteNullMatrixThrowsArgumentNullException()
{
Assert.Throws <ArgumentNullException>(() => MatlabWriter.Write <double>("somefile2", null, "matrix"));
}
public static void LogisticIrt(int numParams, PriorType priorType, AlgorithmType algType, string conditionPrefix = "")
{
// timing on Intel Core 2 Duo P9500 with 4GB RAM running Windows Vista
// 10_250 trial 1:
// Bayesian/Hierarchical 2000 = 5.4s inference only
// Variational/Hierarchical 50 iter = 4.2s inference only
// Variational/Hierarchical 10 iter = 0.85s inference only
// Variational_JJ/Hierarchical 50 iter = 0.1s inference only
// Variational_JJ/Hierarchical 10 iter = 0.04s inference only
// time on desktop:
// Variational/Hierarchical 10 iter = 0.75s inference only (including test)
// Variational_JJ/Hierarchical 10 iter = 0.07s inference only (including test)
LogisticIrtModel train = new LogisticIrtModel(numParams, priorType);
//train.engine.NumberOfIterations = 100;
//train.engine.ShowTimings = true;
string logistic_type = "";
//logistic_type = "JJ";
if (logistic_type == "JJ")
{
train.engine.Compiler.GivePriorityTo(typeof(LogisticOp_JJ96));
}
bool specialInitialization = false;
if (specialInitialization)
{
// change initialization
train.abilityMean.InitialiseTo(new Gaussian(5, 10));
train.abilityPrecision.InitialiseTo(new Gamma(1, 10));
train.difficultyMean.InitialiseTo(new Gaussian(5, 10));
train.difficultyPrecision.InitialiseTo(new Gamma(1, 10));
}
LogisticIrtTestModel test = new LogisticIrtTestModel(numParams);
train.engine.ShowProgress = false;
test.engine.ShowProgress = false;
if (algType == AlgorithmType.Variational)
{
train.engine.Algorithm = new VariationalMessagePassing();
test.engine.Algorithm = new VariationalMessagePassing();
}
bool showTiming = false;
string baseFolder = @"..\..\";
string modelName = numParams + "-PL";
//modelName = "Mild_skew";
//modelName = "Extreme_skew";
//modelName = "Lsat";
//modelName = "Wide_b";
string modelFolder = baseFolder + @"Data_mat\" + modelName;
DirectoryInfo modelDir = new DirectoryInfo(modelFolder);
foreach (DirectoryInfo conditionDir in modelDir.GetDirectories())
{
string condition = conditionDir.Name;
if (!condition.StartsWith(conditionPrefix))
{
continue;
}
int trimStart = condition.Length - 1;
string inputFolder = baseFolder + @"Data_mat\" + modelName + @"\" + condition;
string alg;
if (algType == AlgorithmType.Variational)
{
alg = "Variational" + logistic_type + @"\" + priorType;
}
else
{
alg = algType + @"\" + priorType;
}
string outputFolder = baseFolder + @"Estimates_mat\" + modelName + @"\" + alg + @"\" + condition;
Console.WriteLine(outputFolder);
DirectoryInfo outputDir = Directory.CreateDirectory(outputFolder);
DirectoryInfo inputDir = new DirectoryInfo(inputFolder);
foreach (FileInfo file in inputDir.GetFiles("*.mat"))
{
string name = file.Name;
string number = name; //.Substring(trimStart);
string outputFileName = outputFolder + @"\" + number;
if (File.Exists(outputFileName))
{
continue;
}
Console.WriteLine(file.FullName);
Dictionary <string, object> dict = MatlabReader.Read(file.FullName);
Matrix m = (Matrix)dict["Y"];
Gaussian[] abilityPost, difficultyPost;
Gamma[] discriminationPost = null;
Beta[] guessProbPost = null;
Matrix responseProbMean;
if (algType != AlgorithmType.MCMC)
{
// VMP
Stopwatch watch = new Stopwatch();
watch.Start();
train.ObserveResponses(m);
train.RunToConvergence();
abilityPost = train.engine.Infer <Gaussian[]>(train.ability);
difficultyPost = train.engine.Infer <Gaussian[]>(train.difficulty);
if (numParams >= 2)
{
discriminationPost = train.engine.Infer <Gamma[]>(train.discrimination);
}
if (numParams >= 3)
{
guessProbPost = train.engine.Infer <Beta[]>(train.guessProb);
}
responseProbMean = test.GetResponseProbs(abilityPost, difficultyPost, discriminationPost, guessProbPost);
watch.Stop();
if (showTiming)
{
Console.WriteLine(algType + " elapsed time = {0}ms", watch.ElapsedMilliseconds);
}
}
else
{
// sampler
LogisticIrtSampler sampler = new LogisticIrtSampler();
sampler.abilityMeanPrior = Gaussian.FromMeanAndVariance(0, 1e6);
sampler.abilityPrecPrior = Gamma.FromShapeAndRate(1, 1);
sampler.difficultyMeanPrior = Gaussian.FromMeanAndVariance(0, 1e6);
sampler.difficultyPrecPrior = Gamma.FromShapeAndRate(1, 1);
sampler.discriminationMeanPrior = Gaussian.FromMeanAndVariance(0, 1e6);
sampler.discriminationPrecPrior = Gamma.FromShapeAndRate(1, 1);
// for debugging
//sampler.abilityObserved = ((Matrix)dict["ability"]).ToArray<double>();
//sampler.difficultyObserved = ((Matrix)dict["difficulty"]).ToArray<double>();
//sampler.discriminationObserved = ((Matrix)dict["discrimination"]).ToArray<double>();
if (train.abilityMean.IsObserved)
{
sampler.abilityMeanPrior = Gaussian.PointMass(train.abilityMean.ObservedValue);
}
if (train.abilityPrecision.IsObserved)
{
sampler.abilityPrecPrior = Gamma.PointMass(train.abilityPrecision.ObservedValue);
}
if (train.difficultyMean.IsObserved)
{
sampler.difficultyMeanPrior = Gaussian.PointMass(train.difficultyMean.ObservedValue);
}
if (train.difficultyPrecision.IsObserved)
{
sampler.difficultyPrecPrior = Gamma.PointMass(train.difficultyPrecision.ObservedValue);
}
if (train.discriminationMean.IsObserved)
{
sampler.discriminationMeanPrior = Gaussian.PointMass(train.discriminationMean.ObservedValue);
}
if (train.discriminationPrecision.IsObserved)
{
sampler.discriminationPrecPrior = Gamma.PointMass(train.discriminationPrecision.ObservedValue);
}
Stopwatch watch = new Stopwatch();
watch.Start();
sampler.Sample(new Options(), m);
abilityPost = sampler.abilityPost;
difficultyPost = sampler.difficultyPost;
responseProbMean = sampler.responseProbMean;
discriminationPost = sampler.discriminationPost;
watch.Stop();
if (showTiming)
{
Console.WriteLine("MCMC elapsed time = {0}ms", watch.ElapsedMilliseconds);
}
}
bool showEstimates = false;
if (showEstimates)
{
Console.WriteLine("abilityMean = {0}", train.engine.Infer(train.abilityMean));
Console.WriteLine("abilityPrecision = {0}", train.engine.Infer(train.abilityPrecision));
//Console.WriteLine("abilityMean2 = {0}", train.engine.Infer(train.abilityMean2));
//Console.WriteLine("abilityPrecision2 = {0}", train.engine.Infer(train.abilityPrecision2));
Console.WriteLine("difficultyMean = {0}", train.engine.Infer(train.difficultyMean));
Console.WriteLine("difficultyPrecision = {0}", train.engine.Infer(train.difficultyPrecision));
}
if (showEstimates)
{
for (int i = 0; i < 10; i++)
{
Console.WriteLine(responseProbMean[i]);
}
//Console.WriteLine(ToMeanMatrix(difficultyPost));
}
using (MatlabWriter writer = new MatlabWriter(outputFileName))
{
writer.Write("ability", ToMeanMatrix(abilityPost));
writer.Write("ability_se", ToStddevMatrix(abilityPost));
writer.Write("difficulty", ToMeanMatrix(difficultyPost));
writer.Write("difficulty_se", ToStddevMatrix(difficultyPost));
if (discriminationPost != null)
{
writer.Write("discrimination", ToMeanMatrix(discriminationPost));
writer.Write("discrimination_se", ToStddevMatrix(discriminationPost));
}
if (guessProbPost != null)
{
writer.Write("guessing", ToMeanAndStddevMatrix(guessProbPost));
}
writer.Write("p", responseProbMean);
}
//break;
}
//break;
}
}
internal void HeteroscedasticGPR()
{
// This model is based on the paper "Most Likely Heteroscedastic Gaussian Process Regression" by Kersting et al, ICML 2007
// Silverman's motorcycle benchmark dataset
double[] inputs = new double[]
{
2.4, 2.6, 3.2, 3.6, 4, 6.2, 6.6, 6.8, 7.8, 8.199999999999999, 8.800000000000001, 8.800000000000001,
9.6, 10, 10.2, 10.6, 11, 11.4, 13.2, 13.6, 13.8, 14.6, 14.6, 14.6, 14.6, 14.6, 14.6, 14.8, 15.4, 15.4,
15.4, 15.4, 15.6, 15.6, 15.8, 15.8, 16, 16, 16.2, 16.2, 16.2, 16.4, 16.4, 16.6, 16.8, 16.8, 16.8, 17.6,
17.6, 17.6, 17.6, 17.8, 17.8, 18.6, 18.6, 19.2, 19.4, 19.4, 19.6, 20.2, 20.4, 21.2, 21.4, 21.8, 22, 23.2,
23.4, 24, 24.2, 24.2, 24.6, 25, 25, 25.4, 25.4, 25.6, 26, 26.2, 26.2, 26.4, 27, 27.2, 27.2, 27.2, 27.6,
28.2, 28.4, 28.4, 28.6, 29.4, 30.2, 31, 31.2, 32, 32, 32.8, 33.4, 33.8, 34.4, 34.8, 35.2, 35.2, 35.4, 35.6,
35.6, 36.2, 36.2, 38, 38, 39.2, 39.4, 40, 40.4, 41.6, 41.6, 42.4, 42.8, 42.8, 43, 44, 44.4, 45, 46.6, 47.8,
47.8, 48.8, 50.6, 52, 53.2, 55, 55, 55.4, 57.6
};
double[] outputs = new double[]
{
0, -1.3, -2.7, 0, -2.7, -2.7, -2.7, -1.3, -2.7, -2.7, -1.3, -2.7, -2.7, -2.7, -5.4,
-2.7, -5.4, 0, -2.7, -2.7, 0, -13.3, -5.4, -5.4, -9.300000000000001, -16, -22.8, -2.7, -22.8, -32.1, -53.5,
-54.9, -40.2, -21.5, -21.5, -50.8, -42.9, -26.8, -21.5, -50.8, -61.7, -5.4, -80.40000000000001, -59, -71,
-91.09999999999999, -77.7, -37.5, -85.59999999999999, -123.1, -101.9, -99.09999999999999, -104.4, -112.5,
-50.8, -123.1, -85.59999999999999, -72.3, -127.2, -123.1, -117.9, -134, -101.9, -108.4, -123.1, -123.1, -128.5,
-112.5, -95.09999999999999, -81.8, -53.5, -64.40000000000001, -57.6, -72.3, -44.3, -26.8, -5.4, -107.1, -21.5,
-65.59999999999999, -16, -45.6, -24.2, 9.5, 4, 12, -21.5, 37.5, 46.9, -17.4, 36.2, 75, 8.1, 54.9, 48.2, 46.9,
16, 45.6, 1.3, 75, -16, -54.9, 69.59999999999999, 34.8, 32.1, -37.5, 22.8, 46.9, 10.7, 5.4, -1.3, -21.5, -13.3,
30.8, -10.7, 29.4, 0, -10.7, 14.7, -1.3, 0, 10.7, 10.7, -26.8, -14.7, -13.3, 0, 10.7, -14.7, -2.7, 10.7, -2.7, 10.7
};
Range j = new Range(inputs.Length);
Vector[] inputsVec = Util.ArrayInit(inputs.Length, i => Vector.FromArray(inputs[i]));
VariableArray <Vector> x = Variable.Observed(inputsVec, j).Named("x");
VariableArray <double> y = Variable.Observed(outputs, j).Named("y");
// Set up the GP prior, which will be filled in later
Variable <SparseGP> prior = Variable.New <SparseGP>().Named("prior");
Variable <SparseGP> prior2 = Variable.New <SparseGP>().Named("prior2");
// The sparse GP variable - a distribution over functions
Variable <IFunction> f = Variable <IFunction> .Random(prior).Named("f");
Variable <IFunction> r = Variable <IFunction> .Random(prior2).Named("r");
Variable <double> mean = Variable.FunctionEvaluate(f, x[j]).Named("mean");
Variable <double> logVariance = Variable.FunctionEvaluate(r, x[j]).Named("logVariance");
Variable <double> variance = Variable.Exp(logVariance);
y[j] = Variable.GaussianFromMeanAndVariance(mean, variance);
InferenceEngine engine = new InferenceEngine();
GaussianProcess gp = new GaussianProcess(new ConstantFunction(0), new SquaredExponential(0));
GaussianProcess gp2 = new GaussianProcess(new ConstantFunction(0), new SquaredExponential(0));
// Fill in the sparse GP prior
//Vector[] basis = Util.ArrayInit(120, i => Vector.FromArray(0.5*i));
Vector[] basis = Util.ArrayInit(60, i => Vector.FromArray(1.0 * i));
prior.ObservedValue = new SparseGP(new SparseGPFixed(gp, basis));
prior2.ObservedValue = new SparseGP(new SparseGPFixed(gp2, basis));
// Infer the posterior Sparse GP
SparseGP sgp = engine.Infer <SparseGP>(f);
// Check that training set is classified correctly
Console.WriteLine();
Console.WriteLine("Predictions on training set:");
for (int i = 0; i < outputs.Length; i++)
{
Gaussian post = sgp.Marginal(inputsVec[i]);
//double postMean = post.GetMean();
Console.WriteLine("f({0}) = {1}", inputs[i], post);
}
//TODO: change path for cross platform using
using (MatlabWriter writer = new MatlabWriter(@"..\..\HGPR.mat"))
{
int n = outputs.Length;
double[] m = new double[n];
double[] s = new double[n];
for (int i = 0; i < n; i++)
{
Gaussian post = sgp.Marginal(inputsVec[i]);
double mi, vi;
post.GetMeanAndVariance(out mi, out vi);
m[i] = mi;
s[i] = System.Math.Sqrt(vi);
}
writer.Write("mean", m);
writer.Write("std", s);
}
}
public void Sample(Options options, Matrix data)
{
if (options.numParams > 2)
{
throw new Exception("numParams > 2");
}
int numStudents = data.Rows;
int numQuestions = data.Cols;
// initialize the sampler at the mean of the priors (not sampling from the priors)
double abilityMean = abilityMeanPrior.GetMean();
double abilityPrec = abilityPrecPrior.GetMean();
double difficultyMean = difficultyMeanPrior.GetMean();
double difficultyPrec = difficultyPrecPrior.GetMean();
double discriminationMean = discriminationMeanPrior.GetMean();
double discriminationPrec = discriminationPrecPrior.GetMean();
double[] ability = new double[numStudents];
double[] difficulty = new double[numQuestions];
List <double>[] difficultySamples = new List <double> [numQuestions];
GaussianEstimator[] difficultyEstimator = new GaussianEstimator[numQuestions];
for (int question = 0; question < numQuestions; question++)
{
difficultyEstimator[question] = new GaussianEstimator();
difficultySamples[question] = new List <double>();
if (difficultyObserved != null)
{
difficulty[question] = difficultyObserved[question];
difficultyEstimator[question].Add(difficultyObserved[question]);
difficultySamples[question].Add(difficultyObserved[question]);
}
}
List <double>[] abilitySamples = new List <double> [numStudents];
GaussianEstimator[] abilityEstimator = new GaussianEstimator[ability.Length];
for (int student = 0; student < abilityEstimator.Length; student++)
{
abilityEstimator[student] = new GaussianEstimator();
abilitySamples[student] = new List <double>();
if (abilityObserved != null)
{
ability[student] = abilityObserved[student];
abilityEstimator[student].Add(abilityObserved[student]);
abilitySamples[student].Add(abilityObserved[student]);
}
}
double[] discrimination = new double[numQuestions];
List <double>[] discriminationSamples = new List <double> [numQuestions];
GammaEstimator[] discriminationEstimator = new GammaEstimator[numQuestions];
for (int question = 0; question < numQuestions; question++)
{
discriminationEstimator[question] = new GammaEstimator();
discriminationSamples[question] = new List <double>();
discrimination[question] = 1;
if (discriminationObserved != null)
{
discrimination[question] = discriminationObserved[question];
discriminationEstimator[question].Add(discriminationObserved[question]);
discriminationSamples[question].Add(discriminationObserved[question]);
}
}
responseProbMean = new Matrix(numStudents, numQuestions);
int niters = options.numberOfSamples;
int burnin = options.burnIn;
double logisticVariance = Math.PI * Math.PI / 3;
double shape = 4.5;
Gamma precPrior = Gamma.FromShapeAndRate(shape, (shape - 1) * logisticVariance);
precPrior = Gamma.PointMass(1);
double[,] prec = new double[numStudents, numQuestions];
double[,] x = new double[numStudents, numQuestions];
int numRejected = 0, numAttempts = 0;
for (int iter = 0; iter < niters; iter++)
{
for (int student = 0; student < numStudents; student++)
{
for (int question = 0; question < numQuestions; question++)
{
// sample prec given ability, difficulty, x
// N(x; ability-difficulty, 1/prec) = Gamma(prec; 1.5, (x-ability+difficulty)^2/2)
Gamma precPost = precPrior;
double xMean = (ability[student] - difficulty[question]) * discrimination[question];
double delta = x[student, question] - xMean;
Gamma like = Gamma.FromShapeAndRate(1.5, 0.5 * delta * delta);
precPost.SetToProduct(precPost, like);
prec[student, question] = precPost.Sample();
// sample x given ability, difficulty, prec, data
// using an independence chain MH
bool y = (data[student, question] > 0);
double sign = y ? 1.0 : -1.0;
Gaussian xPrior = Gaussian.FromMeanAndPrecision(xMean, prec[student, question]);
// we want to sample from xPrior*I(x>0)
// instead we sample from xPost
Gaussian xPost = xPrior * IsPositiveOp.XAverageConditional(y, xPrior);
double oldx = x[student, question];
double newx = xPost.Sample();
numAttempts++;
if (newx * sign < 0)
{
newx = oldx; // rejected
numRejected++;
}
else
{
// importance weights
double oldw = xPrior.GetLogProb(oldx) - xPost.GetLogProb(oldx);
double neww = xPrior.GetLogProb(newx) - xPost.GetLogProb(newx);
// acceptance ratio
double paccept = Math.Exp(neww - oldw);
if (paccept < 1 && Rand.Double() > paccept)
{
newx = oldx; // rejected
numRejected++;
}
}
x[student, question] = newx;
if (iter >= burnin)
{
double responseProb = MMath.Logistic(xMean);
responseProbMean[student, question] += responseProb;
}
}
}
if (abilityObserved == null)
{
// sample ability given difficulty, prec, x
for (int student = 0; student < numStudents; student++)
{
Gaussian post = Gaussian.FromMeanAndPrecision(abilityMean, abilityPrec);
for (int question = 0; question < numQuestions; question++)
{
// N(x; disc*(ability-difficulty), 1/prec) =propto N(x/disc; ability-difficulty, 1/disc^2/prec) = N(ability; x/disc+difficulty, 1/disc^2/prec)
Gaussian abilityLike = Gaussian.FromMeanAndPrecision(x[student, question] / discrimination[question] + difficulty[question], prec[student, question] * discrimination[question] * discrimination[question]);
post.SetToProduct(post, abilityLike);
}
ability[student] = post.Sample();
if (iter >= burnin)
{
abilityEstimator[student].Add(post);
abilitySamples[student].Add(ability[student]);
}
}
}
// sample difficulty given ability, prec, x
for (int question = 0; question < numQuestions; question++)
{
Gaussian post = Gaussian.FromMeanAndPrecision(difficultyMean, difficultyPrec);
for (int student = 0; student < numStudents; student++)
{
// N(x; disc*(ability-difficulty), 1/prec) =propto N(x/disc; ability-difficulty, 1/disc^2/prec) = N(difficulty; ability-x/disc, 1/disc^2/prec)
if (discrimination[question] > 0)
{
Gaussian like = Gaussian.FromMeanAndPrecision(ability[student] - x[student, question] / discrimination[question], prec[student, question] * discrimination[question] * discrimination[question]);
post.SetToProduct(post, like);
}
}
difficulty[question] = post.Sample();
if (iter >= burnin)
{
//if (difficulty[question] > 100)
// Console.WriteLine("difficulty[{0}] = {1}", question, difficulty[question]);
difficultyEstimator[question].Add(post);
difficultySamples[question].Add(difficulty[question]);
}
}
if (options.numParams > 1 && discriminationObserved == null)
{
// sample discrimination given ability, difficulty, prec, x
for (int question = 0; question < numQuestions; question++)
{
// moment-matching on the prior
Gaussian approxPrior = Gaussian.FromMeanAndVariance(Math.Exp(discriminationMean + 0.5 / discriminationPrec), Math.Exp(2 * discriminationMean + 1 / discriminationPrec) * (Math.Exp(1 / discriminationPrec) - 1));
Gaussian post = approxPrior;
for (int student = 0; student < numStudents; student++)
{
// N(x; disc*delta, 1/prec) =propto N(x/delta; disc, 1/prec/delta^2)
double delta = ability[student] - difficulty[question];
if (delta > 0)
{
Gaussian like = Gaussian.FromMeanAndPrecision(x[student, question] / delta, prec[student, question] * delta * delta);
post.SetToProduct(post, like);
}
}
TruncatedGaussian postTrunc = new TruncatedGaussian(post, 0, double.PositiveInfinity);
double olddisc = discrimination[question];
double newdisc = postTrunc.Sample();
// importance weights
Func <double, double> priorLogProb = delegate(double d)
{
double logd = Math.Log(d);
return(Gaussian.GetLogProb(logd, discriminationMean, 1 / discriminationPrec) - logd);
};
double oldw = priorLogProb(olddisc) - approxPrior.GetLogProb(olddisc);
double neww = priorLogProb(newdisc) - approxPrior.GetLogProb(newdisc);
// acceptance ratio
double paccept = Math.Exp(neww - oldw);
if (paccept < 1 && Rand.Double() > paccept)
{
// rejected
}
else
{
discrimination[question] = newdisc;
}
if (iter >= burnin)
{
discriminationEstimator[question].Add(discrimination[question]);
discriminationSamples[question].Add(discrimination[question]);
}
}
}
// sample abilityMean given ability, abilityPrec
Gaussian abilityMeanPost = abilityMeanPrior;
for (int student = 0; student < numStudents; student++)
{
Gaussian like = GaussianOp.MeanAverageConditional(ability[student], abilityPrec);
abilityMeanPost *= like;
}
abilityMean = abilityMeanPost.Sample();
// sample abilityPrec given ability, abilityMean
Gamma abilityPrecPost = abilityPrecPrior;
for (int student = 0; student < numStudents; student++)
{
Gamma like = GaussianOp.PrecisionAverageConditional(ability[student], abilityMean);
abilityPrecPost *= like;
}
abilityPrec = abilityPrecPost.Sample();
// sample difficultyMean given difficulty, difficultyPrec
Gaussian difficultyMeanPost = difficultyMeanPrior;
for (int question = 0; question < numQuestions; question++)
{
Gaussian like = GaussianOp.MeanAverageConditional(difficulty[question], difficultyPrec);
difficultyMeanPost *= like;
}
difficultyMean = difficultyMeanPost.Sample();
// sample difficultyPrec given difficulty, difficultyMean
Gamma difficultyPrecPost = difficultyPrecPrior;
for (int question = 0; question < numQuestions; question++)
{
Gamma like = GaussianOp.PrecisionAverageConditional(difficulty[question], difficultyMean);
difficultyPrecPost *= like;
}
difficultyPrec = difficultyPrecPost.Sample();
// sample discriminationMean given discrimination, discriminationPrec
Gaussian discriminationMeanPost = discriminationMeanPrior;
for (int question = 0; question < numQuestions; question++)
{
Gaussian like = GaussianOp.MeanAverageConditional(Math.Log(discrimination[question]), discriminationPrec);
discriminationMeanPost *= like;
}
discriminationMean = discriminationMeanPost.Sample();
// sample discriminationPrec given discrimination, discriminationMean
Gamma discriminationPrecPost = discriminationPrecPrior;
for (int question = 0; question < numQuestions; question++)
{
Gamma like = GaussianOp.PrecisionAverageConditional(Math.Log(discrimination[question]), discriminationMean);
discriminationPrecPost *= like;
}
discriminationPrec = discriminationPrecPost.Sample();
//if (iter % 1 == 0)
// Console.WriteLine("iter = {0}", iter);
}
//Console.WriteLine("abilityMean = {0}, abilityPrec = {1}", abilityMean, abilityPrec);
//Console.WriteLine("difficultyMean = {0}, difficultyPrec = {1}", difficultyMean, difficultyPrec);
int numSamplesUsed = niters - burnin;
responseProbMean.Scale(1.0 / numSamplesUsed);
//Console.WriteLine("acceptance rate = {0}", ((double)numAttempts - numRejected)/numAttempts);
difficultyPost = Array.ConvertAll(difficultyEstimator, est => est.GetDistribution(Gaussian.Uniform()));
abilityPost = Array.ConvertAll(abilityEstimator, est => est.GetDistribution(Gaussian.Uniform()));
if (options.numParams > 1)
{
discriminationPost = Array.ConvertAll(discriminationEstimator, est => est.GetDistribution(new Gamma()));
}
abilityCred = GetCredibleIntervals(options.credibleIntervalProbability, abilitySamples);
difficultyCred = GetCredibleIntervals(options.credibleIntervalProbability, difficultySamples);
bool saveSamples = false;
if (saveSamples)
{
using (MatlabWriter writer = new MatlabWriter(@"..\..\samples.mat"))
{
int q = 11;
writer.Write("difficulty", difficultySamples[q]);
writer.Write("discrimination", discriminationSamples[q]);
}
}
}
static void Main()
{
Func <double, double> Result = ((double result) => { return(Math.Pow(Math.E, -result)); });
Console.WriteLine("...bayes_estimation2 Start!!!...");
Class_p pre1 = new Class_p();
MWArray max_m1 = (MWNumericArray)pre1.pre_process();
f_method fsolve_r1 = new f_method();
f_method1 fmincon_r = new f_method1();
Classi integratef = new Classi();
Classi1 integratef1 = new Classi1();
MWCharArray str2 = "theta";
MWCharArray str2f = "n";
string str1tt = "(theta^" + 0.ToString() + "/factorial(" + 0.ToString() + ")*exp(1)^(-theta))", str1t;
Console.WriteLine("please assign the number of points you want deal with:");
int i, j, data_range = int.Parse(Console.ReadLine());
for (i = 0; i <= data_range; i++)
{
str1tt = str1tt + "*" + "(theta^" + i.ToString() + "/factorial(" + i.ToString() + ")*exp(1)^(-theta))";
}
string str1ttf = "(theta^n/factorial(n)*exp(1)^(-theta))" + "*" + str1tt;
double[,] max_m2 = (double[, ])max_m1.ToArray();
var max_m3 = DenseMatrix.OfArray(max_m2);
int s1 = max_m2.GetLength(0), s2 = max_m2.GetLength(1);
var result_p = new DenseMatrix((int)Math.Ceiling((double)(s1 / data_range)), s2);
var result_p1 = new DenseVector(s2);
double[] std_r;
long stop_Value = 0, start_Value = 0, freq = 0;
QueryPerformanceFrequency(ref freq); //获取CPU频率
QueryPerformanceCounter(ref start_Value); //获取初始前值
var count1f = new DenseMatrix((int)Math.Ceiling((double)(s1 / data_range)), s2);
double[] count1t = new double[s2];
MathNet.Numerics.LinearAlgebra.Matrix <double> tmp_m1;
MWArray[] argsOut = new MWArray[3];
MWArray[] argsOut1 = new MWArray[2];
MWArray[] argsIn = new MWArray[6];
MWArray[] argsIn1 = new MWArray[5];
MWArray[] argsIn1f = new MWArray[4];
MWArray[] argsOutf1 = new MWArray[1];
MWArray[] argsIn1f1 = new MWArray[7];
MWArray[] argsOutf2 = new MWArray[1];
int exitflag = 0;
int allmins = 0;
for (i = 0; i < s2; i++)
{
//s2 / data_range???
for (j = 0; j < (int)Math.Ceiling((double)(s1 / data_range)); j++)
{
int count1 = 0;
if ((j + 1) * data_range - 1 > max_m3.RowCount)
{
tmp_m1 = max_m3.SubMatrix(j * data_range, data_range - ((j + 1) * data_range - max_m3.ColumnCount), i, 1);
}
else
{
tmp_m1 = max_m3.SubMatrix(j * data_range, data_range, i, 1);
}
for (int ii = 0; ii < tmp_m1.RowCount; ii++)
{
for (int jj = 0; jj < tmp_m1.ColumnCount; jj++)
{
if (Math.Abs(tmp_m1[ii, jj]) > 0.9 * max_m3.SubMatrix(0, max_m3.RowCount, i, 1).Enumerate().Max())
{
count1++;
}
}
}
count1f[j, i] = count1;
count1t[i] = count1t[i] + count1;
}
count1t[i] = count1t[i] / Math.Ceiling((double)(s1 / data_range));
}
for (i = 0; i < s2; i++)
{
//s2 / data_range???
for (j = 0; j < (int)Math.Ceiling((double)(s1 / data_range)); j++)
{
str1t = "theta^" + count1f[j, i].ToString() + "/factorial(" + ((int)Math.Round(count1f[j, i])).ToString() + ")*exp(1)^(-theta)-" + (count1f[j, i] / data_range).ToString();
MWCharArray str1 = new MWCharArray(str1t);
argsIn[0] = str1;
argsIn[1] = str2;
argsIn[2] = 1;
argsIn[5] = 100;
argsOut[0] = result_p[j, i];
argsOut[1] = exitflag;
argsOut[2] = allmins;
if (count1f[j, i] <= count1t[i])
{
argsIn[3] = 0;
argsIn[4] = count1t[i];
fsolve_r1.fsolve_r1(3, ref argsOut, argsIn);
result_p[j, i] = ((MWNumericArray)argsOut[0]).ToScalarDouble();
}
else
{
argsIn[3] = count1t[i];
argsIn[4] = data_range;
fsolve_r1.fsolve_r1(3, ref argsOut, argsIn);
result_p[j, i] = ((MWNumericArray)argsOut[0]).ToScalarDouble();
}
}
}
std_r = (double[])Std_t1(result_p);
for (i = 0; i < s2; i++)
{
string str3 = "((1/(sqrt(2*pi)*" + std_r[i].ToString() + "))*exp(((theta-" + count1t[i].ToString() + ")^2)/" + "(-2*" + std_r[i].ToString() + "^2)))";
str1tt = str1tt + "*" + str3;
argsIn1f[0] = str1tt;
argsIn1f[1] = str2;
argsIn1f[2] = 0;
argsIn1f[3] = data_range;
integratef.integrate(1, ref argsOutf1, argsIn1f);
result_p1[i] = ((MWNumericArray)argsOutf1[0]).ToScalarDouble();
str1tt = str1tt + "/" + result_p1[i].ToString();
str1tt = str1tt + "*" + str1ttf + "*" + str2f;;
argsIn1f1[0] = str1tt;
argsIn1f1[1] = str2;
argsIn1f1[2] = str2f;
argsIn1f1[3] = 0;
argsIn1f1[4] = data_range;
argsIn1f1[5] = 0;
argsIn1f1[6] = data_range;
integratef1.integrate1(1, ref argsOutf2, argsIn1f1);
result_p1[i] = ((MWNumericArray)argsOutf2[0]).ToScalarDouble();
}
//for (i = 0; i < s2; i++)
//{
// MWCharArray str1tt1;
// //s2 / data_range???
// for (j = 0; j < (int)Math.Ceiling((double)(s1 / data_range)); j++)
// {
// string str3 = "((1/(sqrt(2*pi)*" + std_r[i].ToString() + "))*exp(((theta-" + count1t[i].ToString() + ")^2)/" + "(-2*" + std_r[i].ToString() + "^2)))";
// str1tt = str1tt + "*" + str3;
// str1tt1 = new MWCharArray(str1tt);
// argsIn1[0] = str1tt1;
// argsIn1[1] = str2;
// argsIn1[2] = result_p[j, i];
// argsIn1[3] = 0;
// argsIn1[4] = data_range;
// argsOut1[0] = result_p[j, i];
// argsOut1[1] = exitflag;
// fmincon_r.fmincon_r(2, ref argsOut1, argsIn1);
// result_p[j, i] = Result(((MWNumericArray)argsOut1[0]).ToScalarDouble());
// }
//}
MatlabWriter.Write("result_p1.mat", result_p, "result_p1");
QueryPerformanceCounter(ref stop_Value);//获取终止变量值
var times2 = (stop_Value - start_Value) / (double)freq * 1000;
Console.WriteLine("RunTime " + times2 / 1000 + "s");
}
public void RecordInferNETTime()
{
/**Records time by infer.net*/
/**
* Only one W just like in Ali's paper.
* In practice, we typically observe multiple sets of observations
* where we want to do inference on the same model with the same
* parameter.
*/
Rand.Restart(init_fixed_seed);
Vector w = Vector.Zero(d);
Rand.Normal(Vector.Zero(d), PositiveDefiniteMatrix.Identity(d), w);
// Create the Logistic operator instance only one because we want to use the same
// one after a new problem (new seed).
// stopwatch for measuring inference time for each problem
Stopwatch watch = new Stopwatch();
Type logisticOp = typeof(LogisticOp2);
LogisticOp2.Watch = watch;
List <long> allInferTimes = new List <long>();
var allPosteriors = new List <VectorGaussian>();
LogisticOp2.IsCollectLogisticMessages = false;
LogisticOp2.IsCollectProjMsgs = false;
LogisticOp2.IsCollectXMessages = false;
for (int seed = seed_from; seed <= seed_to; seed++)
{
Rand.Restart(seed);
double b = 0;
// combine the bias term into W
Vector[] X;
bool[] Y;
LogisticRegression.GenData(n, w, b, out X, out Y, seed);
Console.Write("Y: ");
StringUtils.PrintArray(Y);
VectorGaussian wPost;
// start the watch
watch.Restart();
LogisticRegression.InferCoefficientsNoBias(X, Y, out wPost, epIter, logisticOp);
// stop the watch
long inferenceTime = watch.ElapsedMilliseconds;
allInferTimes.Add(inferenceTime);
allPosteriors.Add(wPost);
//print
Console.WriteLine("n: {0}", n);
Console.WriteLine("d: {0}", d);
int t = Y.Sum(o => o ? 1 : 0);
Console.WriteLine("number of true: {0}", t);
Console.WriteLine("True bias: {0}", b);
// Vector meanW = wPost.GetMean();
Console.WriteLine("True w: {0}", w);
Console.WriteLine("Inferred w: ");
Console.WriteLine(wPost);
}
string fnameM = string.Format("rec_dnet_n{0}_logistic_iter{1}_sf{2}_st{3}.mat",
n, epIter, seed_from, seed_to);
string recordPathM = Config.PathToSavedFile(fnameM);
MatlabWriter writer = new MatlabWriter(recordPathM);
writer.Write("allInferTimes", MatrixUtils.ToDouble(allInferTimes));
Vector[] postMeans = allPosteriors.Select(vg => vg.GetMean()).ToArray();
Matrix[] postCovs = allPosteriors.Select(vg => vg.GetVariance()).ToArray();
writer.Write("postMeans", postMeans);
writer.Write("postCovs", postCovs);
writer.Write("dim", d);
writer.Write("n", n);
writer.Write("epIter", epIter);
writer.Write("seed_from", seed_from);
writer.Write("seed_to", seed_to);
writer.Write("init_fixed_seed", init_fixed_seed);
writer.Dispose();
}
static void Main(string[] args)
{
#region 保存txt文件格式
//decimal[] myValue = new decimal[] { 1.111111888m, 2.111111888m, 3.111111888m, 4.111111888m };
//double[] myValueDb = new double[myValue.Length];
//for (int i = 0; i < myValue.Length; i++)
//{
// myValueDb[i] = (double)decimal.Round(myValue[i], 6);
//}
//string[] mydateTime = new string[] { DateTime.Now.ToString("F"), DateTime.Now.ToString("F"), DateTime.Now.ToString("F"), DateTime.Now.ToString("F") };
//string fileName = @"C:\Users\asus\Desktop\1.txt";
//using (FileStream fs = File.Open(fileName, FileMode.Create))
//{
// StreamWriter sw = new StreamWriter(fs);
// sw.Write("序号|");
// sw.Write(" 时间 |");
// sw.WriteLine(" 值 ");
// sw.WriteLine();
// for (int i = 0; i < myValue.Length; i++)
// {
// sw.Write(" " + (i + 1) + " |" + mydateTime[i].ToString() + " |");
// sw.WriteLine(" " + myValueDb[i].ToString());
// }
// sw.Flush();
// sw.Close();
//}
#endregion
#region 保存csv文件格式
//string[] mydateTime = new string[] { DateTime.Now.ToString("F"), DateTime.Now.ToString("F"), DateTime.Now.ToString("F"), DateTime.Now.ToString("F") };
//decimal[] myValue = new decimal[] { 1.1111118m, 2.1111118m, 3.1111118m, 4.1111118m };
//double[] myValueDb = new double[myValue.Length];
//for (int i = 0; i < myValue.Length; i++)
//{
// myValueDb[i] = (double)decimal.Round(myValue[i], 6);
//}
//string fileName = @"C:\Users\asus\Desktop\1.csv";
//StreamWriter sw = new StreamWriter(fileName, false, Encoding.UTF8);
//sw.Write("序号" + "," + "时间" + "," + "值");
//sw.Write(Environment.NewLine);
//for (int i = 0; i < myValue.Length; i++)
//{
// sw.Write((i + 1) + "," + mydateTime[i] + "," + myValueDb[i]);
// sw.Write(Environment.NewLine);
//}
//sw.Flush();
//sw.Close();
#endregion
#region 保存mat格式
FileStream fs = File.Create(@"C:\Users\asus\Desktop\collection2.mat");
fs.Close();
double[] X = new double[] { 1.1111118f, 2.1111118f, 3.1111118f, 4.1111118f, 5.1111118f };
double[] Y = new double[] { 9.1111118f, 9.1111118f, 9.1111118f, 9.1111118f, 10.1111118f };
double[,] X_Y = new double[5, 2];
for (int i = 0; i < X.Length; i++)
{
X_Y[i, 0] = Math.Round(X[i], 7);
X_Y[i, 1] = Math.Round(Y[i], 7);
}
var mb = Matrix <double> .Build;
var myMatrix = mb.Dense(X.Length, 2, (i, j) => X_Y[i, j]);
MatlabWriter.Write <double>(@"C:\Users\asus\Desktop\collection2.mat", myMatrix, "a");
Console.WriteLine(myMatrix.ToString("0.000000"));
Console.ReadKey();
#endregion
}
internal void StudentIsPositiveTest2()
{
GaussianOp.ForceProper = false;
double shape = 1;
double mean = -1;
Gamma precPrior = Gamma.FromShapeAndRate(shape, shape);
Gaussian meanPrior = Gaussian.PointMass(mean);
double evExpected;
Gaussian xExpected = StudentIsPositiveExact(mean, precPrior, out evExpected);
Gaussian xF2 = Gaussian.FromMeanAndVariance(-1, 1);
// the energy has a stationary point here (min in both dimensions), even though xF0 is improper
Gaussian xB0 = new Gaussian(2, 1);
xF2 = Gaussian.FromMeanAndVariance(-4.552, 6.484);
//xB0 = new Gaussian(1.832, 0.9502);
//xB0 = new Gaussian(1.792, 1.558);
//xB0 = new Gaussian(1.71, 1.558);
//xB0 = new Gaussian(1.792, 1.5);
Gaussian xF0 = GaussianOp_Slow.SampleAverageConditional(xB0, meanPrior, precPrior);
//Console.WriteLine("xB0 = {0} xF0 = {1}", xB0, xF0);
//Console.WriteLine(xF0*xB0);
//Console.WriteLine(xF2*xB0);
xF2 = new Gaussian(0.8651, 1.173);
xB0 = new Gaussian(-4, 2);
xB0 = new Gaussian(7, 7);
if (false)
{
xF2 = new Gaussian(mean, 1);
double[] xs = EpTests.linspace(0, 100, 1000);
double[] logTrue = Util.ArrayInit(xs.Length, i => GaussianOp.LogAverageFactor(xs[i], mean, precPrior));
Normalize(logTrue);
xF2 = FindxF4(xs, logTrue, xF2);
xF2 = Gaussian.FromNatural(-0.85, 0);
xB0 = IsPositiveOp.XAverageConditional(true, xF2);
Console.WriteLine("xF = {0} xB = {1}", xF2, xB0);
Console.WriteLine("x = {0} should be {1}", xF2 * xB0, xExpected);
Console.WriteLine("proj[T*xB] = {0}", GaussianOp_Slow.SampleAverageConditional(xB0, meanPrior, precPrior) * xB0);
double ev = System.Math.Exp(IsPositiveOp.LogAverageFactor(true, xF2) + GaussianOp_Slow.LogAverageFactor(xB0, meanPrior, precPrior) - xF2.GetLogAverageOf(xB0));
Console.WriteLine("evidence = {0} should be {1}", ev, evExpected);
return;
}
if (false)
{
xF2 = new Gaussian(mean, 1);
xF2 = FindxF3(xExpected, evExpected, meanPrior, precPrior, xF2);
xB0 = IsPositiveOp.XAverageConditional(true, xF2);
Console.WriteLine("xF = {0} xB = {1}", xF2, xB0);
Console.WriteLine("x = {0} should be {1}", xF2 * xB0, xExpected);
//double ev = Math.Exp(IsPositiveOp.LogAverageFactor(true, xF2) + GaussianOp.LogAverageFactor_slow(xB0, meanPrior, precPrior) - xF2.GetLogAverageOf(xB0));
//Console.WriteLine("evidence = {0} should be {1}", ev, evExpected);
return;
}
if (false)
{
xF2 = new Gaussian(-2, 10);
xF2 = FindxF2(meanPrior, precPrior, xF2);
xB0 = IsPositiveOp.XAverageConditional(true, xF2);
xF0 = GaussianOp_Slow.SampleAverageConditional(xB0, meanPrior, precPrior);
Console.WriteLine("xB = {0}", xB0);
Console.WriteLine("xF = {0} should be {1}", xF0, xF2);
return;
}
if (false)
{
xF2 = new Gaussian(-3998, 4000);
xF2 = new Gaussian(0.8651, 1.173);
xB0 = new Gaussian(-4, 2);
xB0 = new Gaussian(2000, 1e-5);
xB0 = FindxB(xB0, meanPrior, precPrior, xF2);
xF0 = GaussianOp_Slow.SampleAverageConditional(xB0, meanPrior, precPrior);
Console.WriteLine("xB = {0}", xB0);
Console.WriteLine("xF = {0} should be {1}", xF0, xF2);
return;
}
if (false)
{
//xF2 = new Gaussian(-7, 10);
//xF2 = new Gaussian(-50, 52);
xB0 = new Gaussian(-1.966, 5.506e-08);
//xF2 = new Gaussian(-3998, 4000);
xF0 = FindxF(xB0, meanPrior, precPrior, xF2);
Gaussian xB2 = IsPositiveOp.XAverageConditional(true, xF0);
Console.WriteLine("xF = {0}", xF0);
Console.WriteLine("xB = {0} should be {1}", xB2, xB0);
return;
}
if (true)
{
xF0 = new Gaussian(-3.397e+08, 5.64e+08);
xF0 = new Gaussian(-2.373e+04, 2.8e+04);
xB0 = new Gaussian(2.359, 1.392);
xF0 = Gaussian.FromNatural(-0.84, 0);
//xF0 = Gaussian.FromNatural(-0.7, 0);
for (int iter = 0; iter < 10; iter++)
{
xB0 = FindxB(xB0, meanPrior, precPrior, xF0);
Gaussian xFt = GaussianOp_Slow.SampleAverageConditional(xB0, meanPrior, precPrior);
Console.WriteLine("xB = {0}", xB0);
Console.WriteLine("xF = {0} should be {1}", xFt, xF0);
xF0 = FindxF0(xB0, meanPrior, precPrior, xF0);
Gaussian xBt = IsPositiveOp.XAverageConditional(true, xF0);
Console.WriteLine("xF = {0}", xF0);
Console.WriteLine("xB = {0} should be {1}", xBt, xB0);
}
Console.WriteLine("x = {0} should be {1}", xF0 * xB0, xExpected);
double ev = System.Math.Exp(IsPositiveOp.LogAverageFactor(true, xF0) + GaussianOp_Slow.LogAverageFactor(xB0, meanPrior, precPrior) - xF0.GetLogAverageOf(xB0));
Console.WriteLine("evidence = {0} should be {1}", ev, evExpected);
return;
}
//var precs = EpTests.linspace(1e-6, 1e-5, 200);
var precs = EpTests.linspace(xB0.Precision / 11, xB0.Precision, 100);
//var precs = EpTests.linspace(xF0.Precision/20, xF0.Precision/3, 100);
precs = EpTests.linspace(1e-9, 1e-5, 100);
//precs = new double[] { xB0.Precision };
var ms = EpTests.linspace(xB0.GetMean() - 1, xB0.GetMean() + 1, 100);
//var ms = EpTests.linspace(xF0.GetMean()-1, xF0.GetMean()+1, 100);
//precs = EpTests.linspace(1.0/10, 1.0/8, 200);
ms = EpTests.linspace(2000, 4000, 100);
//ms = new double[] { xB0.GetMean() };
Matrix result = new Matrix(precs.Length, ms.Length);
Matrix result2 = new Matrix(precs.Length, ms.Length);
//ms = new double[] { 0.7 };
for (int j = 0; j < ms.Length; j++)
{
double maxZ = double.NegativeInfinity;
double minZ = double.PositiveInfinity;
Gaussian maxxF = Gaussian.Uniform();
Gaussian minxF = Gaussian.Uniform();
Gaussian maxxB = Gaussian.Uniform();
Gaussian minxB = Gaussian.Uniform();
Vector v = Vector.Zero(3);
for (int i = 0; i < precs.Length; i++)
{
Gaussian xF = Gaussian.FromMeanAndPrecision(ms[j], precs[i]);
xF = xF2;
Gaussian xB = IsPositiveOp.XAverageConditional(true, xF);
xB = Gaussian.FromMeanAndPrecision(ms[j], precs[i]);
//xB = xB0;
v[0] = IsPositiveOp.LogAverageFactor(true, xF);
v[1] = GaussianOp.LogAverageFactor_slow(xB, meanPrior, precPrior);
//v[1] = GaussianOp_Slow.LogAverageFactor(xB, meanPrior, precPrior);
v[2] = -xF.GetLogAverageOf(xB);
double logZ = v.Sum();
double Z = logZ;
if (Z > maxZ)
{
maxZ = Z;
maxxF = xF;
maxxB = xB;
}
if (Z < minZ)
{
minZ = Z;
minxF = xF;
minxB = xB;
}
result[i, j] = Z;
result2[i, j] = IsPositiveOp.LogAverageFactor(true, xF) + xF0.GetLogAverageOf(xB) - xF.GetLogAverageOf(xB);
//Gaussian xF3 = GaussianOp.SampleAverageConditional_slower(xB, meanPrior, precPrior);
//result[i, j] = Math.Pow(xF3.Precision - xF.Precision, 2);
//result2[i, j] = Math.Pow((xF2*xB).Precision - (xF*xB).Precision, 2);
//result2[i, j] = -xF.GetLogAverageOf(xB);
//Gaussian xF2 = GaussianOp.SampleAverageConditional_slow(xB, Gaussian.PointMass(0), precPrior);
Gaussian xMarginal = xF * xB;
//Console.WriteLine("xF = {0} Z = {1} x = {2}", xF, Z.ToString("g4"), xMarginal);
}
double delta = v[1] - v[2];
//Console.WriteLine("xF = {0} xB = {1} maxZ = {2} x = {3}", maxxF, maxxB, maxZ.ToString("g4"), maxxF*maxxB);
//Console.WriteLine("xF = {0} maxZ = {1} delta = {2}", maxxF, maxZ.ToString("g4"), delta.ToString("g4"));
Console.WriteLine("xF = {0} xB = {1} minZ = {2} x = {3}", minxF, minxB, minZ.ToString("g4"), minxF * minxB);
}
//TODO: change path for cross platform using
using (var writer = new MatlabWriter(@"..\..\..\Tests\student.mat"))
{
writer.Write("z", result);
writer.Write("z2", result2);
writer.Write("precs", precs);
writer.Write("ms", ms);
}
}