public void GradientTest3()
{
HiddenMarkovClassifier hmm = HiddenMarkovClassifierPotentialFunctionTest.CreateModel1();
var function = new MarkovDiscreteFunction(hmm);
var model = new HiddenConditionalRandomField <int>(function);
var target = new ForwardBackwardGradient <int>(model);
target.Regularization = 2;
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters, 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-5);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest4()
{
var hmm = IndependentMarkovClassifierPotentialFunctionTest.CreateModel2();
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField <double[]>(function);
var target = new ForwardBackwardGradient <double[]>(model);
target.Regularization = 0;
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters,
IndependentMarkovClassifierPotentialFunctionTest.sequences,
IndependentMarkovClassifierPotentialFunctionTest.labels);
double[] expected = diff.Compute(function.Weights);
double[] actual = target.Gradient(function.Weights,
IndependentMarkovClassifierPotentialFunctionTest.sequences,
IndependentMarkovClassifierPotentialFunctionTest.labels);
for (int i = 0; i < actual.Length; i++)
{
if (double.IsNaN(expected[i]))
{
continue;
}
Assert.AreEqual(expected[i], actual[i], 1e-5);
Assert.IsFalse(double.IsNaN(actual[i]));
}
}
public void GradientDeoptimizeTest2()
{
double[][][] sequences2;
int[] labels2;
var hmm = CreateModel3(out sequences2, out labels2);
var function = new MarkovMultivariateFunction(hmm);
#pragma warning disable 0618
function.Deoptimize();
#pragma warning restore 0618
var model = new HiddenConditionalRandomField <double[]>(function);
var target = new ForwardBackwardGradient <double[]>(model);
var inputs = sequences2;
var outputs = labels2;
double[] actual = target.Gradient(function.Weights, inputs, outputs);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters, inputs, outputs);
double[] expected = diff.Compute(function.Weights);
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 1e-3);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
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 GradientTest3()
{
double[][][] sequences2;
int[] labels2;
var hmm = CreateModel3(out sequences2, out labels2);
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField <double[]>(function);
var target = new ForwardBackwardGradient <double[]>(model);
target.Regularization = 2;
var inputs = sequences2;
var outputs = labels2;
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++)
{
double e = expected[i];
double a = actual[i];
Assert.AreEqual(e, a, 1e-3);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest_MarkovIndependentNormal_NoPriors()
{
double[][][] observations;
int[] labels;
HiddenMarkovClassifier <Independent <NormalDistribution> > hmm =
IndependentMarkovFunctionTest.CreateModel4(out observations, out labels, usePriors: false);
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField <double[]>(function);
var target = new ForwardBackwardGradient <double[]>(model);
target.Regularization = 0;
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters,
observations,
labels);
double[] expected = diff.Compute(function.Weights);
double[] actual = target.Gradient(function.Weights, observations, labels);
for (int i = 0; i < actual.Length; i++)
{
if (double.IsNaN(expected[i]))
{
continue;
}
Assert.AreEqual(expected[i], actual[i], 1e-5);
Assert.IsFalse(double.IsNaN(actual[i]));
}
}
public void GradientTest_DiscreteMarkov()
{
var function = new MarkovDiscreteFunction(2, 2, 2);
var model = new HiddenConditionalRandomField <int>(function);
var target = new ForwardBackwardGradient <int>(model);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length)
{
StepSize = 1e-5
};
var inputs = QuasiNewtonHiddenLearningTest.inputs;
var outputs = QuasiNewtonHiddenLearningTest.outputs;
diff.Function = parameters => func(model, parameters, inputs, outputs);
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-4);
}
}
public void GradientTest_MarkovMultivariate()
{
// Creates a sequence classifier containing 2 hidden Markov Models
// with 2 states and an underlying Normal distribution as density.
MultivariateNormalDistribution density = new MultivariateNormalDistribution(3);
var hmm = new HiddenMarkovClassifier <MultivariateNormalDistribution>(2, new Ergodic(2), density);
double[][][] inputs =
{
new [] { new double[] { 0, 1, 0 }, new double[] { 0, 1, 0 }, new double[] { 0, 1, 0 } },
new [] { new double[] { 1, 6, 2 }, new double[] { 2, 1, 6 }, new double[] { 1, 1, 0 } },
new [] { new double[] { 9, 1, 0 }, new double[] { 0, 1, 5 }, new double[] { 0, 0, 0 } },
};
int[] outputs =
{
0, 0, 1
};
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField <double[]>(function);
var target = new ForwardBackwardGradient <double[]>(model);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length)
{
StepSize = 1e-5
};
diff.Function = parameters => func(model, parameters, inputs, outputs);
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], 0.05);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest()
{
var function = new MarkovDiscreteFunction(2, 2, 2);
var model = new HiddenConditionalRandomField <int>(function);
var target = new ForwardBackwardGradient <int>(model);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters);
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-4);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest3()
{
var hmm = MultivariateNormalHiddenMarkovClassifierPotentialFunctionTest.CreateModel1();
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField<double[]>(function);
var target = new ForwardBackwardGradient<double[]>(model);
target.Regularization = 2;
var inputs = inputs1;
var outputs = outputs1;
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-3);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest()
{
// Creates a sequence classifier containing 2 hidden Markov Models
// with 2 states and an underlying Normal distribution as density.
MultivariateNormalDistribution density = new MultivariateNormalDistribution(3);
var hmm = new HiddenMarkovClassifier<MultivariateNormalDistribution>(2, new Ergodic(2), density);
double[][][] inputs =
{
new [] { new double[] { 0, 1, 0 }, new double[] { 0, 1, 0 }, new double[] { 0, 1, 0 } },
new [] { new double[] { 1, 6, 2 }, new double[] { 2, 1, 6 }, new double[] { 1, 1, 0 } },
new [] { new double[] { 9, 1, 0 }, new double[] { 0, 1, 5 }, new double[] { 0, 0, 0 } },
};
int[] outputs =
{
0, 0, 1
};
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField<double[]>(function);
var target = new ForwardBackwardGradient<double[]>(model);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters, inputs, outputs);
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], 0.05);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest4()
{
var hmm = IndependentMarkovClassifierPotentialFunctionTest.CreateModel2();
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField<double[]>(function);
var target = new ForwardBackwardGradient<double[]>(model);
target.Regularization = 0;
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters,
IndependentMarkovClassifierPotentialFunctionTest.sequences,
IndependentMarkovClassifierPotentialFunctionTest.labels);
double[] expected = diff.Compute(function.Weights);
double[] actual = target.Gradient(function.Weights,
IndependentMarkovClassifierPotentialFunctionTest.sequences,
IndependentMarkovClassifierPotentialFunctionTest.labels);
for (int i = 0; i < actual.Length; i++)
{
if (double.IsNaN(expected[i]))
continue;
Assert.AreEqual(expected[i], actual[i], 1e-5);
Assert.IsFalse(double.IsNaN(actual[i]));
}
}
public void GradientTest2()
{
HiddenMarkovClassifier hmm = HiddenMarkovClassifierPotentialFunctionTest.CreateModel1();
var function = new MarkovDiscreteFunction(hmm);
var model = new HiddenConditionalRandomField<int>(function);
var target = new ForwardBackwardGradient<int>(model);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters);
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-5);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientTest2()
{
var hmm = CreateModel3();
var function = new MarkovMultivariateFunction(hmm);
var model = new HiddenConditionalRandomField<double[]>(function);
var target = new ForwardBackwardGradient<double[]>(model);
var inputs = sequences2;
var outputs = labels2;
double[] actual = target.Gradient(function.Weights, inputs, outputs);
FiniteDifferences diff = new FiniteDifferences(function.Weights.Length);
diff.Function = parameters => func(model, parameters, inputs, outputs);
double[] expected = diff.Compute(function.Weights);
for (int i = 0; i < actual.Length; i++)
{
Assert.AreEqual(expected[i], actual[i], 1e-3);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}
public void GradientDeoptimizeTest3()
{
double[][][] sequences2;
int[] labels2;
var hmm = CreateModel3(out sequences2, out labels2);
var function = new MarkovMultivariateFunction(hmm);
#pragma warning disable 0618
function.Deoptimize();
#pragma warning restore 0618
var model = new HiddenConditionalRandomField<double[]>(function);
var target = new ForwardBackwardGradient<double[]>(model);
target.Regularization = 2;
var inputs = sequences2;
var outputs = labels2;
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++)
{
double e = expected[i];
double a = actual[i];
Assert.AreEqual(e, a, 1e-3);
Assert.IsFalse(double.IsNaN(actual[i]));
Assert.IsFalse(double.IsNaN(expected[i]));
}
}