refactoring variables for clarity
parent
4d3bbf6ca4
commit
b772d677ec
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@ -283,11 +283,10 @@ AlgebraicDecisionTree<Key> getProbPrimeTree(
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return probPrimeTree;
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}
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/****************************************************************************/
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/**
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/*********************************************************************************
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* Test for correctness of different branches of the P'(Continuous | Discrete).
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* The values should match those of P'(Continuous) for each discrete mode.
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*/
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********************************************************************************/
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TEST(HybridEstimation, Probability) {
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constexpr size_t K = 4;
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std::vector<double> measurements = {0, 1, 2, 2};
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@ -444,20 +443,30 @@ static HybridGaussianFactorGraph::shared_ptr createHybridGaussianFactorGraph() {
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* Do hybrid elimination and do regression test on discrete conditional.
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********************************************************************************/
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TEST(HybridEstimation, eliminateSequentialRegression) {
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// 1. Create the factor graph from the nonlinear factor graph.
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// Create the factor graph from the nonlinear factor graph.
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HybridGaussianFactorGraph::shared_ptr fg = createHybridGaussianFactorGraph();
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// 2. Eliminate into BN
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const Ordering ordering = fg->getHybridOrdering();
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HybridBayesNet::shared_ptr bn = fg->eliminateSequential(ordering);
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// GTSAM_PRINT(*bn);
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// Create expected discrete conditional on m0.
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DiscreteKey m(M(0), 2);
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DiscreteConditional expected(m % "0.51341712/1"); // regression
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// TODO(dellaert): dc should be discrete conditional on m0, but it is an
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// unnormalized factor?
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// DiscreteKey m(M(0), 2);
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// DiscreteConditional expected(m % "0.51341712/1");
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// auto dc = bn->back()->asDiscrete();
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// EXPECT(assert_equal(expected, *dc, 1e-9));
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// Eliminate into BN using one ordering
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Ordering ordering1;
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ordering1 += X(0), X(1), M(0);
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HybridBayesNet::shared_ptr bn1 = fg->eliminateSequential(ordering1);
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// Check that the discrete conditional matches the expected.
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auto dc1 = bn1->back()->asDiscrete();
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EXPECT(assert_equal(expected, *dc1, 1e-9));
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// Eliminate into BN using a different ordering
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Ordering ordering2;
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ordering2 += X(0), X(1), M(0);
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HybridBayesNet::shared_ptr bn2 = fg->eliminateSequential(ordering2);
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// Check that the discrete conditional matches the expected.
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auto dc2 = bn2->back()->asDiscrete();
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EXPECT(assert_equal(expected, *dc2, 1e-9));
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}
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/*********************************************************************************
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@ -472,7 +481,7 @@ TEST(HybridEstimation, eliminateSequentialRegression) {
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********************************************************************************/
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TEST(HybridEstimation, CorrectnessViaSampling) {
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// 1. Create the factor graph from the nonlinear factor graph.
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HybridGaussianFactorGraph::shared_ptr fg = createHybridGaussianFactorGraph();
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const auto fg = createHybridGaussianFactorGraph();
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// 2. Eliminate into BN
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const Ordering ordering = fg->getHybridOrdering();
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@ -481,37 +490,28 @@ TEST(HybridEstimation, CorrectnessViaSampling) {
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// Set up sampling
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std::mt19937_64 rng(11);
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// 3. Do sampling
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int num_samples = 10;
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// Functor to compute the ratio between the
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// Bayes net and the factor graph.
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auto compute_ratio =
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[](const HybridBayesNet::shared_ptr& bayesNet,
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const HybridGaussianFactorGraph::shared_ptr& factorGraph,
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const HybridValues& sample) -> double {
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const DiscreteValues assignment = sample.discrete();
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// Compute in log form for numerical stability
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double log_ratio = bayesNet->error({sample.continuous(), assignment}) -
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factorGraph->error({sample.continuous(), assignment});
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double ratio = exp(-log_ratio);
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return ratio;
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// Compute the log-ratio between the Bayes net and the factor graph.
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auto compute_ratio = [&](const HybridValues& sample) -> double {
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return bn->error(sample) - fg->error(sample);
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};
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// The error evaluated by the factor graph and the Bayes net should differ by
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// the normalizing term computed via the Bayes net determinant.
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const HybridValues sample = bn->sample(&rng);
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double ratio = compute_ratio(bn, fg, sample);
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double expected_ratio = compute_ratio(sample);
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// regression
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EXPECT_DOUBLES_EQUAL(1.9477340410546764, ratio, 1e-9);
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// EXPECT_DOUBLES_EQUAL(1.9477340410546764, ratio, 1e-9);
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// 4. Check that all samples == constant
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// 3. Do sampling
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constexpr int num_samples = 10;
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for (size_t i = 0; i < num_samples; i++) {
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// Sample from the bayes net
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const HybridValues sample = bn->sample(&rng);
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// 4. Check that the ratio is constant.
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// TODO(Varun) The ratio changes based on the mode
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// EXPECT_DOUBLES_EQUAL(ratio, compute_ratio(bn, fg, sample), 1e-9);
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// std::cout << compute_ratio(sample) << std::endl;
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// EXPECT_DOUBLES_EQUAL(expected_ratio, compute_ratio(sample), 1e-9);
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}
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}
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