[mlpack-git] master: fix HMM load/save tests by ensuring covariance is positive definite (cbdfab5)
gitdub at big.cc.gt.atl.ga.us
gitdub at big.cc.gt.atl.ga.us
Mon Jan 26 15:26:48 EST 2015
Repository : https://github.com/mlpack/mlpack
On branch : master
Link : https://github.com/mlpack/mlpack/compare/71a9f87ab29175554507f1592e564063f0452743...9b55e5e4a300972d01cf1cf2802df8bf392a1fd1
>---------------------------------------------------------------
commit cbdfab57a0ce0ab1549bbc11b94406f1f1f14b3e
Author: Stephen Tu <stephent at berkeley.edu>
Date: Tue Jan 20 17:19:17 2015 -0800
fix HMM load/save tests by ensuring covariance is positive definite
>---------------------------------------------------------------
cbdfab57a0ce0ab1549bbc11b94406f1f1f14b3e
src/mlpack/tests/hmm_test.cpp | 4 ++++
1 file changed, 4 insertions(+)
diff --git a/src/mlpack/tests/hmm_test.cpp b/src/mlpack/tests/hmm_test.cpp
index 9ae7016..6ec90b2 100644
--- a/src/mlpack/tests/hmm_test.cpp
+++ b/src/mlpack/tests/hmm_test.cpp
@@ -995,6 +995,8 @@ BOOST_AUTO_TEST_CASE(GMMHMMLoadSaveTest)
arma::mat covariance = arma::randu<arma::mat>(
hmm.Emission()[j].Component(i).Covariance().n_rows,
hmm.Emission()[j].Component(i).Covariance().n_cols);
+ covariance *= covariance.t();
+ covariance += arma::eye<arma::mat>(covariance.n_rows, covariance.n_cols);
hmm.Emission()[j].Component(i).Covariance(std::move(covariance));
}
}
@@ -1054,6 +1056,8 @@ BOOST_AUTO_TEST_CASE(GaussianHMMLoadSaveTest)
arma::mat covariance = arma::randu<arma::mat>(
hmm.Emission()[j].Covariance().n_rows,
hmm.Emission()[j].Covariance().n_cols);
+ covariance *= covariance.t();
+ covariance += arma::eye<arma::mat>(covariance.n_rows, covariance.n_cols);
hmm.Emission()[j].Covariance(std::move(covariance));
}
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