[mlpack-svn] r17092 - mlpack/trunk/src/mlpack/tests

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: rcurtin
Date: Wed Aug 20 17:47:06 2014
New Revision: 17092

Log:
Resurrect Phi tests from gmm_test.cpp.


Modified:
   mlpack/trunk/src/mlpack/tests/distribution_test.cpp

Modified: mlpack/trunk/src/mlpack/tests/distribution_test.cpp
==============================================================================
--- mlpack/trunk/src/mlpack/tests/distribution_test.cpp	(original)
+++ mlpack/trunk/src/mlpack/tests/distribution_test.cpp	Wed Aug 20 17:47:06 2014
@@ -173,6 +173,123 @@
 }
 
 /**
+ * Test GaussianDistribution::Probability() in the univariate case.
+ */
+BOOST_AUTO_TEST_CASE(GaussianUnivariateProbabilityTest)
+{
+  GaussianDistribution g(arma::vec("0.0"), arma::mat("1.0"));
+
+  // Simple case.
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("0.0")), 0.398942280401433, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("1.0")), 0.241970724519143, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("-1.0")), 0.241970724519143,
+      1e-5);
+
+  // A few more cases...
+  g.Covariance().fill(2.0);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("0.0")), 0.282094791773878, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("1.0")), 0.219695644733861, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("-1.0")), 0.219695644733861,
+      1e-5);
+
+  g.Mean().fill(1.0);
+  g.Covariance().fill(1.0);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("1.0")), 0.398942280401433, 1e-5);
+  g.Covariance().fill(2.0);
+  BOOST_REQUIRE_CLOSE(g.Probability(arma::vec("-1.0")), 0.103776874355149,
+      1e-5);
+}
+
+/**
+ * Test GaussianDistribution::Probability() in the multivariate case.
+ */
+BOOST_AUTO_TEST_CASE(GaussianMultivariateProbabilityTest)
+{
+  // Simple case.
+  arma::vec mean = "0 0";
+  arma::mat cov = "1 0; 0 1";
+  arma::vec x = "0 0";
+
+  GaussianDistribution g(mean, cov);
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.159154943091895, 1e-5);
+
+  g.Covariance() = "2 0; 0 2";
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.0795774715459477, 1e-5);
+
+  x = "1 1";
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.0482661763150270, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 0.0482661763150270, 1e-5);
+
+  g.Mean() = "1 1";
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.0795774715459477, 1e-5);
+  g.Mean() *= -1;
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 0.0795774715459477, 1e-5);
+
+  g.Mean() = "1 1";
+  g.Covariance() = "2 1.5; 1 4";
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.0624257046546403, 1e-5);
+  g.Mean() *= -1;
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 0.0624257046546403, 1e-5);
+
+  g.Mean() = "1 1";
+  x = "-1 4";
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 0.00144014867515135, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 0.00133352162064845, 1e-5);
+
+  // Higher-dimensional case.
+  x = "0 1 2 3 4";
+  g.Mean() = "5 6 3 3 2";
+  g.Covariance() = "6 1 1 0 2;"
+                   "0 7 1 0 1;"
+                   "1 1 4 1 1;"
+                   "1 0 1 7 0;"
+                   "2 0 1 1 6";
+
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 1.02531207499358e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 1.06784794079363e-8, 1e-5);
+
+  g.Mean() *= -1;
+  BOOST_REQUIRE_CLOSE(g.Probability(-x), 1.02531207499358e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(g.Probability(x), 1.06784794079363e-8, 1e-5);
+
+}
+
+/**
+ * Test the phi() function, for multiple points in the multivariate Gaussian
+ * case.
+ */
+BOOST_AUTO_TEST_CASE(GaussianMultipointMultivariateProbabilityTest)
+{
+  // Same case as before.
+  arma::vec mean = "5 6 3 3 2";
+  arma::mat cov = "6 1 1 0 2; 0 7 1 0 1; 1 1 4 1 1; 1 0 1 7 0; 2 0 1 1 6";
+
+  arma::mat points = "0 3 2 2 3 4;"
+                     "1 2 2 1 0 0;"
+                     "2 3 0 5 5 6;"
+                     "3 7 8 0 1 1;"
+                     "4 8 1 1 0 0;";
+
+  arma::vec phis;
+  GaussianDistribution g(mean, cov);
+  g.Probability(points, phis);
+
+  BOOST_REQUIRE_EQUAL(phis.n_elem, 6);
+
+  BOOST_REQUIRE_CLOSE(phis(0), 1.02531207499358e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(phis(1), 1.82353695848039e-7, 1e-5);
+  BOOST_REQUIRE_CLOSE(phis(2), 1.29759261892949e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(phis(3), 1.33218060268258e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(phis(4), 1.12120427975708e-6, 1e-5);
+  BOOST_REQUIRE_CLOSE(phis(5), 4.57951032485297e-7, 1e-5);
+}
+
+/**
  * Make sure random observations follow the probability distribution correctly.
  */
 BOOST_AUTO_TEST_CASE(GaussianDistributionRandomTest)