func TestRandomIntFromDist(t *testing.T) {
dist := []float64{0.1, 0.2, 0.3, 0.4}
r := rand.New(rand.NewSource(33))
res1 := make([]int, 100, 100)
for range res1 {
res1 = append(res1, RandIntFromDist(dist, r))
}
// Checking that experiments are repeatable.
r = rand.New(rand.NewSource(33))
res2 := make([]int, 100, 100)
for range res2 {
res2 = append(res2, RandIntFromDist(dist, r))
}
gjoa.CompareSliceInt(t, res1, res1, "sequence mismatch")
r = rand.New(rand.NewSource(33))
res := make(map[int]float64)
var n float64 = 100000
for i := 0.0; i < n; i++ {
res[RandIntFromDist(dist, r)]++
}
actual := make([]float64, len(dist), len(dist))
for k, v := range res {
p := v / n
t.Log(k, v, p)
actual[k] = p
}
gjoa.CompareSliceFloat(t, dist, actual, "probs don't match, error in RandIntFromDist", 0.02)
// same with log probs
logDist := make([]float64, len(dist), len(dist))
for k, v := range dist {
logDist[k] = math.Log(v)
}
r = rand.New(rand.NewSource(33))
res = make(map[int]float64)
for i := 0.0; i < n; i++ {
res[RandIntFromLogDist(logDist, r)]++
}
for k, v := range res {
p := v / n
t.Log(k, v, p)
actual[k] = p
}
gjoa.CompareSliceFloat(t, dist, actual, "probs don't match, error in RandIntFromLogDist", 0.02)
}
func TestWriteReadGMM(t *testing.T) {
dim := 2
numComp := 2
numIter := 10
numObs := 10000
gmm0 := MakeGMM(t)
gmm := NewModel(dim, numComp)
t.Logf("Initial Weights: \n%+v", gmm.Weights)
mean01 := []float64{2.5, 3}
sd01 := []float64{0.70710678118, 0.70710678118}
gmm = RandomModel(mean01, sd01, numComp, "mygmm", 99)
for iter := 0; iter < numIter; iter++ {
t.Logf("Starting GMM training iteration %d.", iter)
gmm.Clear()
for i := 0; i < numObs; i++ {
rv := gmm0.Sample()
gmm.UpdateOne(rv, 1.0)
}
gmm.Estimate()
t.Logf("Iter: %d", iter)
}
// Write model.
fn := os.TempDir() + "gmm.json"
t.Logf("Wrote to temp file: %s\n", fn)
gmm.WriteFile(fn)
/*
x, e1 := gmm.ReadFile(fn)
if e1 != nil {
t.Fatal(e1)
}
gmm1 := x.(*GMM)
*/
// Create another Gaussian model.
gmm1, e1 := ReadFile(fn)
if e1 != nil {
t.Fatal(e1)
}
// Compare gmm and gmm1
for k, v := range gmm.Components {
CompareGaussians(t, v, gmm1.Components[k], epsilon)
}
gjoa.CompareSliceFloat(t, gmm.Weights, gmm1.Weights, "Weights don't match.", epsilon)
gjoa.CompareSliceFloat(t, gmm.PosteriorSum, gmm1.PosteriorSum, "PosteriorSum doesn't match.", epsilon)
}
func TestCloneGaussian(t *testing.T) {
dim := 8
mean := []float64{0.1, 0.2, 0.3, 0.4, 1, 1, 1, 1}
std := []float64{0.5, 0.5, 0.5, 0.5, 0.1, 0.2, 0.3, 0.4}
g := NewModel(dim, Name("test cloning"))
r := rand.New(rand.NewSource(33))
for i := 0; i < 2000; i++ {
rv := model.RandNormalVector(r, mean, std)
g.UpdateOne(model.F64ToObs(rv, ""), 1.0)
}
g.Estimate()
ng := NewModel(g.ModelDim, Clone(g))
// compare g vs. ng
type table struct {
v1, v2 []float64
name string
}
tab := []table{
table{g.Sumx, ng.Sumx, "Sumx"},
table{g.Sumxsq, ng.Sumxsq, "Sumxsq"},
table{g.Mean, ng.Mean, "Mean"},
table{g.StdDev, ng.StdDev, "StdDev"},
table{g.variance, ng.variance, "variance"},
table{g.varianceInv, ng.varianceInv, "varianceInv"},
table{[]float64{g.const1}, []float64{ng.const1}, "const1"},
table{[]float64{g.const2}, []float64{ng.const2}, "const2"},
}
// compare slices
for _, v := range tab {
gjoa.CompareSliceFloat(t, v.v1, v.v2, "no match: "+v.name, 0.00001)
}
// if ng.BaseModel.Model == g.BaseModel.Model {
// t.Fatalf("Modeler is the same.")
// }
if ng.NSamples != g.NSamples {
t.Fatalf("NSamples doesn't match.")
}
}
func CompareGaussians(t *testing.T, g1 *gaussian.Model, g2 *gaussian.Model, epsilon float64) {
gjoa.CompareSliceFloat(t, g1.Mean, g2.Mean, "Wrong Mean", epsilon)
gjoa.CompareSliceFloat(t, g1.StdDev, g2.StdDev, "Wrong SD", epsilon)
}
func CompareGaussians(t *testing.T, g1 *Model, g2 *Model, tolerance float64) {
gjoa.CompareSliceFloat(t, g1.Mean, g2.Mean, "Wrong Mean", tolerance)
gjoa.CompareSliceFloat(t, g1.StdDev, g2.StdDev, "Wrong SD", tolerance)
}
// should be equivalent to training a single gaussian, great for debugging.
func TestSingleState(t *testing.T) {
// HMM to generate data.
g01 := gm.NewModel(1, gm.Name("g01"), gm.Mean([]float64{0}), gm.StdDev([]float64{1}))
h0 := narray.New(3, 3)
h0.Set(1, 0, 1)
h0.Set(.8, 1, 1)
h0.Set(.2, 1, 2)
h0 = narray.Log(nil, h0.Copy())
ms0, _ := NewSet()
net0, e0 := ms0.NewNet("hmm", h0,
[]model.Modeler{nil, g01, nil})
fatalIf(t, e0)
hmm0 := NewModel(OSet(ms0))
_ = hmm0
// Create gaussian to estimate without using the HMM code.
g := gm.NewModel(1, gm.Name("g1"), gm.Mean([]float64{-1}), gm.StdDev([]float64{2}))
// Create initial HMM and estimate params from generated data.
g1 := gm.NewModel(1, gm.Name("g1"), gm.Mean([]float64{-1}), gm.StdDev([]float64{2}))
h := narray.New(3, 3)
h.Set(1, 0, 1)
h.Set(.5, 1, 1)
h.Set(.5, 1, 2)
h = narray.Log(nil, h.Copy())
ms, _ = NewSet()
net, e := ms.NewNet("hmm", h,
[]model.Modeler{nil, g1, nil})
fatalIf(t, e)
hmm := NewModel(OSet(ms), UpdateTP(true), UpdateOP(true))
iter := 5
// number of sequences
m := 1000
numFrames := 0
t0 := time.Now() // Start timer.
for i := 0; i < iter; i++ {
t.Logf("iter [%d]", i)
// Make sure we generate the same data in each iteration.
r := rand.New(rand.NewSource(33))
gen := newGenerator(r, false, net0)
// Reset all counters.
hmm.Clear()
g.Clear()
// fix the seed to get the same sequence
for j := 0; j < m; j++ {
obs, states := gen.next("oid-" + fi(j))
numFrames += len(states) - 2
hmm.UpdateOne(obs, 1.0)
// Update Gaussian
for _, o := range obs.ValueAsSlice() {
vec := o.([]float64)
gobs := model.NewFloatObs(vec, model.SimpleLabel(""))
g.UpdateOne(gobs, 1.0)
}
}
hmm.Estimate()
g.Estimate()
t.Logf("iter:%d, hmm g1: %+v", i, net.B[1])
t.Logf("iter:%d, direct g1:%+v", i, g)
}
dur := time.Now().Sub(t0)
tp0 := narray.Exp(nil, h0.Copy())
tp := narray.Exp(nil, net.A.Copy())
ns := tp.Shape[0]
for i := 0; i < ns; i++ {
for j := 0; j < ns; j++ {
p0 := tp0.At(i, j)
logp0 := h0.At(i, j)
p := tp.At(i, j)
logp := h.At(i, j)
if p > smallNumber || p0 > smallNumber {
t.Logf("TP: %d=>%d, p0:%5.2f, p:%5.2f, logp0:%8.5f, logp:%8.5f", i, j, p0, p, logp0, logp)
}
}
}
t.Log("")
t.Logf("hmm0 g1:%+v", net0.B[1])
t.Logf("hmm g1: %+v", net.B[1])
t.Log("")
t.Logf("direct g1:%+v", g)
// Print time stats.
t.Log("")
t.Logf("Total time: %v", dur)
t.Logf("Time per iteration: %v", dur/time.Duration(iter))
t.Logf("Time per frame: %v", dur/time.Duration(iter*numFrames*m))
gjoa.CompareSliceFloat(t, tp0.Data, tp.Data,
"error in Trans Probs [0]", .03)
CompareGaussians(t, net0.B[1].(*gm.Model), net.B[1].(*gm.Model), 0.03)
if t.Failed() {
t.FailNow()
}
// Recognize.
sg := ms.SearchGraph()
dec, e := graph.NewDecoder(sg)
if e != nil {
t.Fatal(e)
}
r := rand.New(rand.NewSource(5151))
gen := newGenerator(r, true, net0)
// testDecoder(t, gen, dec, 1000)
testDecoder(t, gen, dec, 10)
}
func TestHMMGauss(t *testing.T) {
// Create reference HMM to generate observations.
g01 := gm.NewModel(1, gm.Name("g01"), gm.Mean([]float64{0}), gm.StdDev([]float64{1}))
g02 := gm.NewModel(1, gm.Name("g02"), gm.Mean([]float64{16}), gm.StdDev([]float64{2}))
h0 := narray.New(4, 4)
h0.Set(.6, 0, 1)
h0.Set(.4, 0, 2)
h0.Set(.9, 1, 1)
h0.Set(.1, 1, 2)
h0.Set(.7, 2, 2)
h0.Set(.3, 2, 3)
h0 = narray.Log(nil, h0.Copy())
ms0, _ := NewSet()
net0, e0 := ms0.NewNet("hmm", h0,
[]model.Modeler{nil, g01, g02, nil})
fatalIf(t, e0)
hmm0 := NewModel(OSet(ms0), UpdateTP(true), UpdateOP(true))
_ = hmm0
// Create random HMM and estimate params from obs.
g1 := gm.NewModel(1, gm.Name("g1"), gm.Mean([]float64{-1}), gm.StdDev([]float64{2}))
g2 := gm.NewModel(1, gm.Name("g2"), gm.Mean([]float64{18}), gm.StdDev([]float64{4}))
h := narray.New(4, 4)
h.Set(.5, 0, 1)
h.Set(.5, 0, 2)
h.Set(.5, 1, 1)
h.Set(.5, 1, 2)
h.Set(.5, 2, 2)
h.Set(.5, 2, 3)
h = narray.Log(nil, h.Copy())
ms, _ = NewSet()
net, e := ms.NewNet("hmm", h,
[]model.Modeler{nil, g1, g2, nil})
fatalIf(t, e)
hmm := NewModel(OSet(ms), UpdateTP(true), UpdateOP(true))
iter := 10
// number of sequences
m := 500
numFrames := 0
t0 := time.Now() // Start timer.
for i := 0; i < iter; i++ {
t.Logf("iter [%d]", i)
// Make sure we generate the same data in each iteration.
r := rand.New(rand.NewSource(33))
gen := newGenerator(r, false, net0)
// Reset all counters.
hmm.Clear()
// fix the seed to get the same sequence
for j := 0; j < m; j++ {
obs, states := gen.next("oid-" + fi(j))
numFrames += len(states) - 2
hmm.UpdateOne(obs, 1.0)
}
hmm.Estimate()
}
dur := time.Now().Sub(t0)
tp0 := narray.Exp(nil, h0.Copy())
tp := narray.Exp(nil, net.A.Copy())
ns := tp.Shape[0]
for i := 0; i < ns; i++ {
for j := 0; j < ns; j++ {
p0 := tp0.At(i, j)
logp0 := h0.At(i, j)
p := tp.At(i, j)
logp := h.At(i, j)
if p > smallNumber || p0 > smallNumber {
t.Logf("TP: %d=>%d, p0:%5.2f, p:%5.2f, logp0:%8.5f, logp:%8.5f", i, j, p0, p, logp0, logp)
}
}
}
t.Log("")
t.Logf("hmm0 g1:%+v, g2:%+v", net0.B[1], net0.B[2])
t.Logf("hmm g1: %+v, g2:%+v", net.B[1], net.B[2])
// Print time stats.
t.Log("")
t.Logf("Total time: %v", dur)
t.Logf("Time per iteration: %v", dur/time.Duration(iter))
t.Logf("Time per frame: %v", dur/time.Duration(iter*numFrames*m))
gjoa.CompareSliceFloat(t, tp0.Data, tp.Data,
"error in Trans Probs [0]", .03)
CompareGaussians(t, net0.B[1].(*gm.Model), net.B[1].(*gm.Model), 0.03)
CompareGaussians(t, net0.B[2].(*gm.Model), net.B[2].(*gm.Model), 0.03)
if t.Failed() {
t.FailNow()
}
// Recognize.
g := ms.SearchGraph()
dec, e := graph.NewDecoder(g)
if e != nil {
t.Fatal(e)
}
r := rand.New(rand.NewSource(5151))
gen := newGenerator(r, true, net0)
testDecoder(t, gen, dec, 1000)
}
func TestSeqObserver(t *testing.T) {
dim := 4
maxSeqLen := 10
numObs := 12
bufSize := 1000000
r := rand.New(rand.NewSource(666))
// Test non sequence data.
reader := makeObsData(r, numObs, dim, 1)
data := reader.(*obsReader).data // use to assert
obs, err := NewSeqObserver(reader)
if err != nil {
t.Fatal(err)
}
c, e2 := obs.ObsChan()
if e2 != nil {
t.Fatal(e2)
}
i := 0
for v := range c {
if len(v.Value().([]float64)) != len(data[i].Vectors[0]) {
t.Fatalf("length mismatch - got %d, expected %d", len(v.Value().([]float64)), len(data[i].Vectors[0]))
}
for j, exp := range data[i].Vectors[0] {
got := v.Value().([]float64)[j]
if exp != got {
t.Logf("got: %5.3f, expected: %5.3f", exp, got)
}
}
i++
}
// Test sequence data.
reader = makeObsData(r, numObs, dim, maxSeqLen)
data = reader.(*obsReader).data // use to assert
bufReader := bufio.NewReaderSize(reader, bufSize)
obs, err = NewSeqObserver(bufReader)
if err != nil {
t.Fatal(err)
}
c, e2 = obs.ObsChan()
if e2 != nil {
t.Fatal(e2)
}
i = 0
for v := range c {
if len(v.Value().([][]float64)) != len(data[i].Vectors) {
t.Fatalf("length mismatch - i:%d, got:%d, expected:%d", i, len(v.Value().([][]float64)), len(data[i].Vectors))
}
for j, exp := range data[i].Vectors {
got := v.Value().([][]float64)[j]
gjoa.CompareSliceFloat(t, exp, got, "value mismatch", 0.001)
}
i++
}
// Write to a file
reader = makeObsData(r, numObs, dim, maxSeqLen)
data = reader.(*obsReader).data // use to assert
fn := filepath.Join(os.TempDir(), "streamobs.json")
w, err := os.Create(fn)
if err != nil {
t.Fatal(err)
}
io.Copy(w, reader)
w.Close()
// Read file.
rr, ee := os.Open(fn)
if ee != nil {
t.Fatal(ee)
}
dec := json.NewDecoder(rr)
for i := 0; ; i++ {
var oe Seq
e := dec.Decode(&oe)
if e == io.EOF {
break
}
if e != nil {
t.Fatal(e)
}
for j, exp := range data[i].Vectors {
got := oe.Vectors[j]
gjoa.CompareSliceFloat(t, exp, got, "value mismatch", 0.001)
}
}
rr.Close()
// Read file and pass reader to stream observer.
rr, ee = os.Open(fn)
if ee != nil {
t.Fatal(ee)
}
obs, err = NewSeqObserver(rr)
if err != nil {
t.Fatal(err)
}
c, e2 = obs.ObsChan()
if e2 != nil {
t.Fatal(e2)
}
i = 0
for v := range c {
if len(v.Value().([][]float64)) != len(data[i].Vectors) {
t.Fatalf("length mismatch - i:%d, got:%d, expected:%d", i, len(v.Value().([][]float64)), len(data[i].Vectors))
}
for j, exp := range data[i].Vectors {
got := v.Value().([][]float64)[j]
gjoa.CompareSliceFloat(t, exp, got, "value mismatch", 0.001)
}
i++
}
err = obs.Close()
if err != nil {
t.Fatal(err)
}
}