[mlpack-svn] r16155 - in mlpack/trunk/src/mlpack/tests: . data

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

Author: rcurtin
Date: Wed Jan 22 11:36:23 2014
New Revision: 16155

Log:
Add tests when the data matrix has linearly dependent features.


Added:
   mlpack/trunk/src/mlpack/tests/data/lars_dependent_x.csv
   mlpack/trunk/src/mlpack/tests/data/lars_dependent_y.csv
Modified:
   mlpack/trunk/src/mlpack/tests/lars_test.cpp

Added: mlpack/trunk/src/mlpack/tests/data/lars_dependent_x.csv
==============================================================================
--- (empty file)
+++ mlpack/trunk/src/mlpack/tests/data/lars_dependent_x.csv	Wed Jan 22 11:36:23 2014
@@ -0,0 +1,200 @@
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Added: mlpack/trunk/src/mlpack/tests/data/lars_dependent_y.csv
==============================================================================
--- (empty file)
+++ mlpack/trunk/src/mlpack/tests/data/lars_dependent_y.csv	Wed Jan 22 11:36:23 2014
@@ -0,0 +1,200 @@
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Modified: mlpack/trunk/src/mlpack/tests/lars_test.cpp
==============================================================================
--- mlpack/trunk/src/mlpack/tests/lars_test.cpp	(original)
+++ mlpack/trunk/src/mlpack/tests/lars_test.cpp	Wed Jan 22 11:36:23 2014
@@ -106,4 +106,54 @@
   LassoTest(100, 10, true, false);
 }
 
+// Ensure that LARS doesn't crash when the data has linearly dependent features
+// (meaning that there is a singularity).  This test uses the Cholesky
+// factorization.
+BOOST_AUTO_TEST_CASE(CholeskySingularityTest)
+{
+  arma::mat X;
+  arma::mat Y;
+
+  data::Load("lars_dependent_x.csv", X);
+  data::Load("lars_dependent_y.csv", Y);
+
+  arma::vec y = Y.row(0).t();
+
+  // Test for a couple values of lambda1.
+  for (double lambda1 = 0.0; lambda1 < 1.0; lambda1 += 0.1)
+  {
+    LARS lars(true, lambda1, 0.0);
+    arma::vec betaOpt;
+    lars.Regress(X, y, betaOpt);
+
+    arma::vec errCorr = (X * X.t()) * betaOpt - X * y;
+
+    LARSVerifyCorrectness(betaOpt, errCorr, lambda1);
+  }
+}
+
+// Same as the above test but with no cholesky factorization.
+BOOST_AUTO_TEST_CASE(NoCholeskySingularityTest)
+{
+  arma::mat X;
+  arma::mat Y;
+
+  data::Load("lars_dependent_x.csv", X);
+  data::Load("lars_dependent_y.csv", Y);
+
+  arma::vec y = Y.row(0).t();
+
+  // Test for a couple values of lambda1.
+  for (double lambda1 = 0.0; lambda1 < 1.0; lambda1 += 0.1)
+  {
+    LARS lars(false, lambda1, 0.0);
+    arma::vec betaOpt;
+    lars.Regress(X, y, betaOpt);
+
+    arma::vec errCorr = (X * X.t()) * betaOpt - X * y;
+
+    LARSVerifyCorrectness(betaOpt, errCorr, lambda1);
+  }
+}
+
 BOOST_AUTO_TEST_SUITE_END();