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Added unit tests for cca() and svd_fast()

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Davis King 2013-01-14 23:19:52 -05:00
parent e7c770f05b
commit 70360c76b4
3 changed files with 349 additions and 0 deletions
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1
dlib/test/CMakeLists.txt
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@ -25,6 +25,7 @@ set (tests
bridge.cpp bridge.cpp
bsp.cpp bsp.cpp
byte_orderer.cpp byte_orderer.cpp
cca.cpp
clustering.cpp clustering.cpp
cmd_line_parser.cpp cmd_line_parser.cpp
cmd_line_parser_wchar_t.cpp cmd_line_parser_wchar_t.cpp

347
dlib/test/cca.cpp Normal file
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@ -0,0 +1,347 @@
// Copyright (C) 2013 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <dlib/statistics.h>
#include <dlib/sparse_vector.h>
#include <map>
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
logger dlog("test.cca");
dlib::rand rnd;
// ----------------------------------------------------------------------------------------
std::vector<std::map<unsigned long, double> > make_really_big_test_matrix (
)
{
std::vector<std::map<unsigned long,double> > temp(30000);
for (unsigned long i = 0; i < temp.size(); ++i)
{
for (int k = 0; k < 30; ++k)
temp[i][rnd.get_random_32bit_number()%10000] = 1;
}
return temp;
}
std::vector<std::map<unsigned long, double> > mat_to_sparse (
const matrix<double>& A
)
{
std::vector<std::map<unsigned long,double> > temp(A.nr());
for (long r = 0; r < A.nr(); ++r)
{
for (long c = 0; c < A.nc(); ++c)
{
temp[r][c] = A(r,c);
}
}
return temp;
}
// ----------------------------------------------------------------------------------------
void check_correlation (
matrix<double> L,
matrix<double> R,
const matrix<double>& Ltrans,
const matrix<double>& Rtrans,
const matrix<double,0,1>& correlations
)
{
// apply the transforms
L = L*Ltrans;
R = R*Rtrans;
// compute the real correlation values. Store them in A.
matrix<double> A = compute_correlations(L, R);
for (long i = 0; i < correlations.size(); ++i)
{
// compare what the measured correlation values are (in A) to the
// predicted values.
cout << "error: "<< A(i) - correlations(i);
}
}
// ----------------------------------------------------------------------------------------
void test_cca3()
{
print_spinner();
const unsigned long rank = rnd.get_random_32bit_number()%10 + 1;
const unsigned long m = rank + rnd.get_random_32bit_number()%15;
const unsigned long n = rank + rnd.get_random_32bit_number()%15;
const unsigned long n2 = rank + rnd.get_random_32bit_number()%15;
const unsigned long rank2 = rank + rnd.get_random_32bit_number()%5;
dlog << LINFO << "m: " << m;
dlog << LINFO << "n: " << n;
dlog << LINFO << "n2: " << n2;
dlog << LINFO << "rank: " << rank;
dlog << LINFO << "rank2: " << rank2;
matrix<double> L = randm(m,rank, rnd)*randm(rank,n, rnd);
//matrix<double> R = randm(m,rank, rnd)*randm(rank,n2, rnd);
matrix<double> R = L*randm(n,n2);
//matrix<double> L = randm(m,n, rnd);
//matrix<double> R = randm(m,n2, rnd);
matrix<double> Ltrans, Rtrans;
matrix<double,0,1> correlations;
{
correlations = cca(L, R, Ltrans, Rtrans, min(m,n), max(n,n2));
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
dlog << LINFO << "correlations: "<< trans(correlations);
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-13);
const double trans_error = max(abs(L*Ltrans - R*Rtrans));
dlog << LINFO << "trans_error: "<< trans_error;
DLIB_TEST(trans_error < 1e-10);
}
{
correlations = cca(mat_to_sparse(L), mat_to_sparse(R), Ltrans, Rtrans, min(m,n), max(n,n2));
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
dlog << LINFO << "correlations: "<< trans(correlations);
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-12);
const double trans_error = max(abs(L*Ltrans - R*Rtrans));
dlog << LINFO << "trans_error: "<< trans_error;
DLIB_TEST(trans_error < 1e-10);
}
dlog << LINFO << "*****************************************************";
}
void test_cca2()
{
print_spinner();
const unsigned long rank = rnd.get_random_32bit_number()%10 + 1;
const unsigned long m = rank + rnd.get_random_32bit_number()%15;
const unsigned long n = rank + rnd.get_random_32bit_number()%15;
const unsigned long n2 = rank + rnd.get_random_32bit_number()%15;
dlog << LINFO << "m: " << m;
dlog << LINFO << "n: " << n;
dlog << LINFO << "n2: " << n2;
dlog << LINFO << "rank: " << rank;
matrix<double> L = randm(m,n, rnd);
matrix<double> R = randm(m,n2, rnd);
matrix<double> Ltrans, Rtrans;
matrix<double,0,1> correlations;
{
correlations = cca(L, R, Ltrans, Rtrans, min(n,n2), max(n,n2)-min(n,n2));
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
dlog << LINFO << "correlations: "<< trans(correlations);
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-13);
}
{
correlations = cca(mat_to_sparse(L), mat_to_sparse(R), Ltrans, Rtrans, min(n,n2), max(n,n2)-min(n,n2));
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
dlog << LINFO << "correlations: "<< trans(correlations);
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-13);
}
dlog << LINFO << "*****************************************************";
}
void test_cca1()
{
print_spinner();
const unsigned long rank = rnd.get_random_32bit_number()%10 + 1;
const unsigned long m = rank + rnd.get_random_32bit_number()%15;
const unsigned long n = rank + rnd.get_random_32bit_number()%15;
dlog << LINFO << "m: " << m;
dlog << LINFO << "n: " << n;
dlog << LINFO << "rank: " << rank;
matrix<double> T = randm(n,n, rnd);
matrix<double> L = randm(m,rank, rnd)*randm(rank,n, rnd);
//matrix<double> L = randm(m,n, rnd);
matrix<double> R = L*T;
matrix<double> Ltrans, Rtrans;
matrix<double,0,1> correlations;
{
correlations = cca(L, R, Ltrans, Rtrans, rank);
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-13);
const double trans_error = max(abs(L*Ltrans - R*Rtrans));
dlog << LINFO << "trans_error: "<< trans_error;
DLIB_TEST(trans_error < 1e-10);
dlog << LINFO << "correlations: "<< trans(correlations);
}
{
correlations = cca(mat_to_sparse(L), mat_to_sparse(R), Ltrans, Rtrans, rank);
DLIB_TEST(Ltrans.nc() == Rtrans.nc());
const double corr_error = max(abs(compute_correlations(tmp(L*Ltrans), tmp(R*Rtrans)) - correlations));
dlog << LINFO << "correlation error: "<< corr_error;
DLIB_TEST(corr_error < 1e-13);
const double trans_error = max(abs(L*Ltrans - R*Rtrans));
dlog << LINFO << "trans_error: "<< trans_error;
DLIB_TEST(trans_error < 1e-9);
dlog << LINFO << "correlations: "<< trans(correlations);
}
dlog << LINFO << "*****************************************************";
}
// ----------------------------------------------------------------------------------------
void test_svd_fast(
long rank,
long m,
long n
)
{
print_spinner();
matrix<double> A = randm(m,rank,rnd)*randm(rank,n,rnd);
matrix<double> u,v;
matrix<double,0,1> w;
dlog << LINFO << "rank: "<< rank;
dlog << LINFO << "m: "<< m;
dlog << LINFO << "n: "<< n;
svd_fast(A, u, w, v, rank, 2);
DLIB_TEST(u.nr() == m);
DLIB_TEST(u.nc() == rank);
DLIB_TEST(w.nr() == rank);
DLIB_TEST(w.nc() == 1);
DLIB_TEST(v.nr() == n);
DLIB_TEST(v.nc() == rank);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-13);
svd_fast(mat_to_sparse(A), u, w, v, rank, 2);
DLIB_TEST(u.nr() == m);
DLIB_TEST(u.nc() == rank);
DLIB_TEST(w.nr() == rank);
DLIB_TEST(w.nc() == 1);
DLIB_TEST(v.nr() == n);
DLIB_TEST(v.nc() == rank);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-13);
svd_fast(A, u, w, v, rank, 0);
DLIB_TEST(u.nr() == m);
DLIB_TEST(u.nc() == rank);
DLIB_TEST(w.nr() == rank);
DLIB_TEST(w.nc() == 1);
DLIB_TEST(v.nr() == n);
DLIB_TEST(v.nc() == rank);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST_MSG(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-9,max(abs(tmp(A - u*diagm(w)*trans(v)))));
svd_fast(mat_to_sparse(A), u, w, v, rank, 0);
DLIB_TEST(u.nr() == m);
DLIB_TEST(u.nc() == rank);
DLIB_TEST(w.nr() == rank);
DLIB_TEST(w.nc() == 1);
DLIB_TEST(v.nr() == n);
DLIB_TEST(v.nc() == rank);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-11);
svd_fast(A, u, w, v, rank+5, 0);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-11);
svd_fast(mat_to_sparse(A), u, w, v, rank+5, 0);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-11);
svd_fast(A, u, w, v, rank+5, 1);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-12);
svd_fast(mat_to_sparse(A), u, w, v, rank+5, 1);
DLIB_TEST(max(abs(trans(u)*u - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(trans(v)*v - identity_matrix<double>(u.nc()))) < 1e-13);
DLIB_TEST(max(abs(tmp(A - u*diagm(w)*trans(v)))) < 1e-12);
}
void test_svd_fast()
{
for (int iter = 0; iter < 1000; ++iter)
{
const unsigned long rank = rnd.get_random_32bit_number()%10 + 1;
const unsigned long m = rank + rnd.get_random_32bit_number()%10;
const unsigned long n = rank + rnd.get_random_32bit_number()%10;
test_svd_fast(rank, m, n);
}
test_svd_fast(1, 1, 1);
test_svd_fast(1, 2, 2);
test_svd_fast(1, 1, 2);
test_svd_fast(1, 2, 1);
}
// ----------------------------------------------------------------------------------------
class test_cca : public tester
{
public:
test_cca (
) :
tester ("test_cca",
"Runs tests on the cca() and svd_fast() routines.")
{}
void perform_test (
)
{
for (int i = 0; i < 200; ++i)
{
test_cca1();
test_cca2();
test_cca3();
}
test_svd_fast();
}
} a;
}

1
dlib/test/makefile
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@ -41,6 +41,7 @@ SRC += binary_search_tree_mm2.cpp
SRC += bridge.cpp SRC += bridge.cpp
SRC += bsp.cpp SRC += bsp.cpp
SRC += byte_orderer.cpp SRC += byte_orderer.cpp
SRC += cca.cpp
SRC += clustering.cpp SRC += clustering.cpp
SRC += cmd_line_parser.cpp SRC += cmd_line_parser.cpp
SRC += cmd_line_parser_wchar_t.cpp SRC += cmd_line_parser_wchar_t.cpp