Examples with RandomDataGenerator org.apache.commons.math3.random.RandomDataGenerator used on opensource projects

Example 46 with RandomDataGenerator

use of org.apache.commons.math3.random.RandomDataGenerator in project GDSC-SMLM by aherbert.

the class PoissonGradientProcedureTest method gradientProcedureComputesSameAsGradientCalculator.

private void gradientProcedureComputesSameAsGradientCalculator(int nparams) {
    int iter = 10;
    rdg = new RandomDataGenerator(new Well19937c(30051977));
    ArrayList<double[]> paramsList = new ArrayList<double[]>(iter);
    createFakeParams(nparams, iter, paramsList);
    int n = blockWidth * blockWidth;
    FakeGradientFunction func = new FakeGradientFunction(blockWidth, nparams);
    GradientCalculator calc = GradientCalculatorFactory.newCalculator(nparams, false);
    String name = String.format("[%d]", nparams);
    for (int i = 0; i < paramsList.size(); i++) {
        PoissonGradientProcedure p = PoissonGradientProcedureFactory.create(func);
        p.computeFisherInformation(paramsList.get(i));
        double[][] m = calc.fisherInformationMatrix(n, paramsList.get(i), func);
        // Exactly the same ...
        double[] al = p.getLinear();
        Assert.assertArrayEquals(name + " Observations: Not same alpha @ " + i, al, new DenseMatrix64F(m).data, 0);
        double[][] am = p.getMatrix();
        for (int j = 0; j < nparams; j++) Assert.assertArrayEquals(name + " Observations: Not same alpha @ " + i, am[j], m[j], 0);
    }
}

Example 47 with RandomDataGenerator

use of org.apache.commons.math3.random.RandomDataGenerator in project GDSC-SMLM by aherbert.

the class GradientCalculatorSpeedTest method gradientCalculatorNIsFasterThanGradientCalculator.

private void gradientCalculatorNIsFasterThanGradientCalculator(Gaussian2DFunction func, int nparams, boolean mle) {
    org.junit.Assume.assumeTrue(speedTests || TestSettings.RUN_SPEED_TESTS);
    // Check the function is the correct size
    Assert.assertEquals(nparams, func.gradientIndices().length);
    int iter = 10000;
    rdg = new RandomDataGenerator(new Well19937c(30051977));
    double[][] alpha = new double[nparams][nparams];
    double[] beta = new double[nparams];
    ArrayList<double[]> paramsList = new ArrayList<double[]>(iter);
    ArrayList<double[]> yList = new ArrayList<double[]>(iter);
    int[] x = createData(1, iter, paramsList, yList);
    GradientCalculator calc = (mle) ? new MLEGradientCalculator(beta.length) : new GradientCalculator(beta.length);
    GradientCalculator calc2 = GradientCalculatorFactory.newCalculator(nparams, mle);
    for (int i = 0; i < paramsList.size(); i++) calc.findLinearised(x, yList.get(i), paramsList.get(i), alpha, beta, func);
    for (int i = 0; i < paramsList.size(); i++) calc2.findLinearised(x, yList.get(i), paramsList.get(i), alpha, beta, func);
    long start1 = System.nanoTime();
    for (int i = 0; i < paramsList.size(); i++) calc.findLinearised(x, yList.get(i), paramsList.get(i), alpha, beta, func);
    start1 = System.nanoTime() - start1;
    long start2 = System.nanoTime();
    for (int i = 0; i < paramsList.size(); i++) calc2.findLinearised(x, yList.get(i), paramsList.get(i), alpha, beta, func);
    start2 = System.nanoTime() - start2;
    log("%sLinearised GradientCalculator = %d : GradientCalculator%d = %d : %fx\n", (mle) ? "MLE " : "", start1, nparams, start2, (1.0 * start1) / start2);
    if (TestSettings.ASSERT_SPEED_TESTS)
        Assert.assertTrue(start2 < start1);
    for (int i = 0; i < paramsList.size(); i++) calc.fisherInformationDiagonal(x.length, paramsList.get(i), func);
    for (int i = 0; i < paramsList.size(); i++) calc2.fisherInformationDiagonal(x.length, paramsList.get(i), func);
    start1 = System.nanoTime();
    for (int i = 0; i < paramsList.size(); i++) calc.fisherInformationDiagonal(x.length, paramsList.get(i), func);
    start1 = System.nanoTime() - start1;
    start2 = System.nanoTime();
    for (int i = 0; i < paramsList.size(); i++) calc2.fisherInformationDiagonal(x.length, paramsList.get(i), func);
    start2 = System.nanoTime() - start2;
    log("%sFisher Diagonal GradientCalculator = %d : GradientCalculator%d = %d : %fx\n", (mle) ? "MLE " : "", start1, nparams, start2, (1.0 * start1) / start2);
    if (TestSettings.ASSERT_SPEED_TESTS)
        Assert.assertTrue(start2 < start1);
}

Example 48 with RandomDataGenerator

use of org.apache.commons.math3.random.RandomDataGenerator in project GDSC-SMLM by aherbert.

the class LSQLVMGradientProcedureTest method gradientProcedureUnrolledComputesSameAsGradientProcedure.

private void gradientProcedureUnrolledComputesSameAsGradientProcedure(int nparams) {
    int iter = 10;
    rdg = new RandomDataGenerator(new Well19937c(30051977));
    ArrayList<double[]> paramsList = new ArrayList<double[]>(iter);
    ArrayList<double[]> yList = new ArrayList<double[]>(iter);
    createFakeData(nparams, iter, paramsList, yList);
    FakeGradientFunction func = new FakeGradientFunction(blockWidth, nparams);
    String name = GradientCalculator.class.getSimpleName();
    for (int i = 0; i < paramsList.size(); i++) {
        BaseLSQLVMGradientProcedure p1 = LSQLVMGradientProcedureFactory.create(yList.get(i), func);
        p1.gradient(paramsList.get(i));
        BaseLSQLVMGradientProcedure p2 = new LSQLVMGradientProcedure(yList.get(i), func);
        p2.gradient(paramsList.get(i));
        // Exactly the same ...
        Assert.assertEquals(name + " Result: Not same @ " + i, p1.value, p2.value, 0);
        Assert.assertArrayEquals(name + " Observations: Not same beta @ " + i, p1.beta, p2.beta, 0);
        Assert.assertArrayEquals(name + " Observations: Not same alpha @ " + i, p1.getAlphaLinear(), p2.getAlphaLinear(), 0);
        double[][] am1 = p1.getAlphaMatrix();
        double[][] am2 = p2.getAlphaMatrix();
        for (int j = 0; j < nparams; j++) Assert.assertArrayEquals(name + " Observations: Not same alpha @ " + i, am1[j], am2[j], 0);
    }
}

Example 49 with RandomDataGenerator

use of org.apache.commons.math3.random.RandomDataGenerator in project GDSC-SMLM by aherbert.

the class LSQLVMGradientProcedureTest method gradientProcedureLinearIsFasterThanGradientProcedureMatrix.

private void gradientProcedureLinearIsFasterThanGradientProcedureMatrix(final int nparams, final BaseLSQLVMGradientProcedureFactory factory1, final BaseLSQLVMGradientProcedureFactory factory2, boolean doAssert) {
    org.junit.Assume.assumeTrue(speedTests || TestSettings.RUN_SPEED_TESTS);
    final int iter = 100;
    rdg = new RandomDataGenerator(new Well19937c(30051977));
    final ArrayList<double[]> paramsList = new ArrayList<double[]>(iter);
    final ArrayList<double[]> yList = new ArrayList<double[]>(iter);
    createData(1, iter, paramsList, yList);
    // Remove the timing of the function call by creating a dummy function
    final Gradient1Function func = new FakeGradientFunction(blockWidth, nparams);
    for (int i = 0; i < paramsList.size(); i++) {
        BaseLSQLVMGradientProcedure p = factory1.createProcedure(yList.get(i), func);
        p.gradient(paramsList.get(i));
        p.gradient(paramsList.get(i));
        BaseLSQLVMGradientProcedure p2 = factory2.createProcedure(yList.get(i), func);
        p2.gradient(paramsList.get(i));
        p2.gradient(paramsList.get(i));
        // Check they are the same
        Assert.assertArrayEquals("A " + i, p.getAlphaLinear(), p2.getAlphaLinear(), 0);
        Assert.assertArrayEquals("B " + i, p.beta, p2.beta, 0);
    }
    // Realistic loops for an optimisation
    final int loops = 15;
    // Run till stable timing
    Timer t1 = new Timer() {

        @Override
        void run() {
            for (int i = 0, k = 0; i < paramsList.size(); i++) {
                BaseLSQLVMGradientProcedure p = factory1.createProcedure(yList.get(i), func);
                for (int j = loops; j-- > 0; ) p.gradient(paramsList.get(k++ % iter));
            }
        }
    };
    long time1 = t1.getTime();
    Timer t2 = new Timer(t1.loops) {

        @Override
        void run() {
            for (int i = 0, k = 0; i < paramsList.size(); i++) {
                BaseLSQLVMGradientProcedure p2 = factory2.createProcedure(yList.get(i), func);
                for (int j = loops; j-- > 0; ) p2.gradient(paramsList.get(k++ % iter));
            }
        }
    };
    long time2 = t2.getTime();
    log("Standard %s = %d : Unrolled %s %d = %d : %fx\n", factory1.getClass().getSimpleName(), time1, factory2.getClass().getSimpleName(), nparams, time2, (1.0 * time1) / time2);
    if (doAssert)
        Assert.assertTrue(time2 < time1);
}

Example 50 with RandomDataGenerator

use of org.apache.commons.math3.random.RandomDataGenerator in project GDSC-SMLM by aherbert.

the class FastMLEGradient2ProcedureTest method gradientProcedureIsNotSlowerThanGradientCalculator.

private void gradientProcedureIsNotSlowerThanGradientCalculator(final int nparams) {
    org.junit.Assume.assumeTrue(speedTests || TestSettings.RUN_SPEED_TESTS);
    final int iter = 1000;
    rdg = new RandomDataGenerator(new Well19937c(30051977));
    final ArrayList<double[]> paramsList = new ArrayList<double[]>(iter);
    final ArrayList<double[]> yList = new ArrayList<double[]>(iter);
    createFakeData(nparams, iter, paramsList, yList);
    final FakeGradientFunction func = new FakeGradientFunction(blockWidth, nparams);
    MLEGradientCalculator calc = (MLEGradientCalculator) GradientCalculatorFactory.newCalculator(nparams, true);
    for (int i = 0; i < paramsList.size(); i++) calc.logLikelihood(yList.get(i), paramsList.get(i), func);
    for (int i = 0; i < paramsList.size(); i++) {
        FastMLEGradient2Procedure p = FastMLEGradient2ProcedureFactory.createUnrolled(yList.get(i), func);
        p.computeLogLikelihood(paramsList.get(i));
    }
    // Realistic loops for an optimisation
    final int loops = 15;
    // Run till stable timing
    Timer t1 = new Timer() {

        @Override
        void run() {
            for (int i = 0, k = 0; i < iter; i++) {
                MLEGradientCalculator calc = (MLEGradientCalculator) GradientCalculatorFactory.newCalculator(nparams, true);
                for (int j = loops; j-- > 0; ) calc.logLikelihood(yList.get(i), paramsList.get(k++ % iter), func);
            }
        }
    };
    long time1 = t1.getTime();
    Timer t2 = new Timer(t1.loops) {

        @Override
        void run() {
            for (int i = 0, k = 0; i < iter; i++) {
                FastMLEGradient2Procedure p = FastMLEGradient2ProcedureFactory.createUnrolled(yList.get(i), func);
                for (int j = loops; j-- > 0; ) p.computeLogLikelihood(paramsList.get(k++ % iter));
            }
        }
    };
    long time2 = t2.getTime();
    log("GradientCalculator = %d : FastMLEGradient2Procedure %d = %d : %fx\n", time1, nparams, time2, (1.0 * time1) / time2);
    if (TestSettings.ASSERT_SPEED_TESTS) {
        // Add contingency
        Assert.assertTrue(time2 < time1 * 1.5);
    }
}