use of uk.ac.sussex.gdsc.smlm.function.Gradient1Function in project GDSC-SMLM by aherbert.
the class LvmGradientProcedureTest method gradientProcedureUnrolledComputesSameAsGradientProcedure.
private void gradientProcedureUnrolledComputesSameAsGradientProcedure(RandomSeed seed, int nparams, Type type, boolean precomputed) {
final int iter = 10;
final ArrayList<double[]> paramsList = new ArrayList<>(iter);
final ArrayList<double[]> yList = new ArrayList<>(iter);
createFakeData(RngUtils.create(seed.getSeed()), nparams, iter, paramsList, yList);
Gradient1Function func = new FakeGradientFunction(blockWidth, nparams);
if (precomputed) {
final double[] b = SimpleArrayUtils.newArray(func.size(), 0.1, 1.3);
func = OffsetGradient1Function.wrapGradient1Function(func, b);
}
final FastLog fastLog = type == Type.FAST_LOG_MLE ? getFastLog() : null;
final String name = String.format("[%d] %b", nparams, type);
// Create messages
final IndexSupplier msgR = new IndexSupplier(1, name + "Result: Not same ", null);
final IndexSupplier msgOb = new IndexSupplier(1, name + "Observations: Not same beta ", null);
final IndexSupplier msgOal = new IndexSupplier(1, name + "Observations: Not same alpha linear ", null);
final IndexSupplier msgOam = new IndexSupplier(1, name + "Observations: Not same alpha matrix ", null);
for (int i = 0; i < paramsList.size(); i++) {
final LvmGradientProcedure p1 = createProcedure(type, yList.get(i), func, fastLog);
p1.gradient(paramsList.get(i));
final LvmGradientProcedure p2 = LvmGradientProcedureUtils.create(yList.get(i), func, type, fastLog);
p2.gradient(paramsList.get(i));
// Exactly the same ...
Assertions.assertEquals(p1.value, p2.value, msgR.set(0, i));
Assertions.assertArrayEquals(p1.beta, p2.beta, msgOb.set(0, i));
Assertions.assertArrayEquals(p1.getAlphaLinear(), p2.getAlphaLinear(), msgOal.set(0, i));
final double[][] am1 = p1.getAlphaMatrix();
final double[][] am2 = p2.getAlphaMatrix();
Assertions.assertArrayEquals(am1, am2, msgOam.set(0, i));
}
}
use of uk.ac.sussex.gdsc.smlm.function.Gradient1Function in project GDSC-SMLM by aherbert.
the class PoissonGradientProcedureTest method gradientProcedureIsFasterUnrolledThanGradientProcedure.
private void gradientProcedureIsFasterUnrolledThanGradientProcedure(RandomSeed seed, final int nparams, final boolean precomputed) {
Assumptions.assumeTrue(TestSettings.allow(TestComplexity.MEDIUM));
final int iter = 100;
final ArrayList<double[]> paramsList = new ArrayList<>(iter);
createFakeParams(RngUtils.create(seed.getSeed()), nparams, iter, paramsList);
// Remove the timing of the function call by creating a dummy function
final FakeGradientFunction f = new FakeGradientFunction(blockWidth, nparams);
final Gradient1Function func = (precomputed) ? OffsetGradient1Function.wrapGradient1Function(f, SimpleArrayUtils.newArray(f.size(), 0.1, 1.3)) : f;
final IntArrayFormatSupplier msg = new IntArrayFormatSupplier("M [%d]", 1);
for (int i = 0; i < paramsList.size(); i++) {
final PoissonGradientProcedure p1 = new PoissonGradientProcedure(func);
p1.computeFisherInformation(paramsList.get(i));
p1.computeFisherInformation(paramsList.get(i));
final PoissonGradientProcedure p2 = PoissonGradientProcedureUtils.create(func);
p2.computeFisherInformation(paramsList.get(i));
p2.computeFisherInformation(paramsList.get(i));
// Check they are the same
Assertions.assertArrayEquals(p1.getLinear(), p2.getLinear(), msg.set(0, i));
}
// Realistic loops for an optimisation
final int loops = 15;
// Run till stable timing
final Timer t1 = new Timer() {
@Override
void run() {
for (int i = 0, k = 0; i < paramsList.size(); i++) {
final PoissonGradientProcedure p1 = new PoissonGradientProcedure(func);
for (int j = loops; j-- > 0; ) {
p1.computeFisherInformation(paramsList.get(k++ % iter));
}
}
}
};
final long time1 = t1.getTime();
final Timer t2 = new Timer(t1.loops) {
@Override
void run() {
for (int i = 0, k = 0; i < paramsList.size(); i++) {
final PoissonGradientProcedure p2 = PoissonGradientProcedureUtils.create(func);
for (int j = loops; j-- > 0; ) {
p2.computeFisherInformation(paramsList.get(k++ % iter));
}
}
}
};
final long time2 = t2.getTime();
logger.log(TestLogUtils.getTimingRecord("precomputed=" + precomputed + " Standard " + nparams, time1, "Unrolled", time2));
// Assertions.assertTrue(time2 < time1);
}
use of uk.ac.sussex.gdsc.smlm.function.Gradient1Function in project GDSC-SMLM by aherbert.
the class MleLvmSteppingFunctionSolver method computeLastFisherInformationMatrix.
@Override
protected FisherInformationMatrix computeLastFisherInformationMatrix(double[] fx) {
// The Hessian matrix refers to the log-likelihood ratio.
// Compute and invert a matrix related to the Poisson log-likelihood.
// This assumes this does achieve the maximum likelihood estimate for a
// Poisson process.
Gradient1Function localF1 = (Gradient1Function) function;
// Capture the y-values if necessary
if (fx != null && fx.length == localF1.size()) {
localF1 = new Gradient2FunctionValueStore(localF1, fx);
}
// Add the weights if necessary
if (weights != null) {
localF1 = OffsetGradient1Function.wrapGradient1Function(localF1, weights);
}
final PoissonGradientProcedure p = PoissonGradientProcedureUtils.create(localF1);
p.computeFisherInformation(lastA);
if (p.isNaNGradients()) {
throw new FunctionSolverException(FitStatus.INVALID_GRADIENTS);
}
// Re-use space
p.getLinear(walpha);
return new FisherInformationMatrix(walpha, beta.length);
}
use of uk.ac.sussex.gdsc.smlm.function.Gradient1Function in project GDSC-SMLM by aherbert.
the class MleLvmSteppingFunctionSolver method computeFunctionFisherInformationMatrix.
@Override
protected FisherInformationMatrix computeFunctionFisherInformationMatrix(double[] y, double[] a) {
// Compute and invert a matrix related to the Poisson log-likelihood.
// This assumes this does achieve the maximum likelihood estimate for a
// Poisson process.
// We must wrap the gradient function if weights are present.
Gradient1Function localF1 = (Gradient1Function) function;
if (weights != null) {
localF1 = OffsetGradient1Function.wrapGradient1Function(localF1, weights);
}
final PoissonGradientProcedure p = PoissonGradientProcedureUtils.create(localF1);
p.computeFisherInformation(a);
if (p.isNaNGradients()) {
throw new FunctionSolverException(FitStatus.INVALID_GRADIENTS);
}
return new FisherInformationMatrix(p.getLinear(), function.getNumberOfGradients());
}
use of uk.ac.sussex.gdsc.smlm.function.Gradient1Function in project GDSC-SMLM by aherbert.
the class UnivariateLikelihoodFisherInformationCalculatorTest method computePoissonFisherInformation.
private static void computePoissonFisherInformation(UniformRandomProvider rng, Model model) {
// Create function
final Gaussian2DFunction func = GaussianFunctionFactory.create2D(1, 10, 10, GaussianFunctionFactory.FIT_ERF_CIRCLE, null);
final double[] params = new double[1 + Gaussian2DFunction.PARAMETERS_PER_PEAK];
params[Gaussian2DFunction.BACKGROUND] = nextUniform(rng, 0.1, 0.3);
params[Gaussian2DFunction.SIGNAL] = nextUniform(rng, 100, 300);
params[Gaussian2DFunction.X_POSITION] = nextUniform(rng, 4, 6);
params[Gaussian2DFunction.Y_POSITION] = nextUniform(rng, 4, 6);
params[Gaussian2DFunction.X_SD] = nextUniform(rng, 1, 1.3);
Gradient1Function f1 = func;
FisherInformation fi;
switch(model) {
// Get a variance
case POISSON_GAUSSIAN:
final double var = 0.9 + 0.2 * rng.nextDouble();
fi = new PoissonGaussianApproximationFisherInformation(Math.sqrt(var));
f1 = (Gradient1Function) OffsetFunctionFactory.wrapFunction(func, SimpleArrayUtils.newDoubleArray(func.size(), var));
break;
case POISSON:
fi = new PoissonFisherInformation();
break;
case HALF_POISSON:
fi = new HalfPoissonFisherInformation();
break;
default:
throw new IllegalStateException();
}
// This introduces a dependency on a different package, and relies on that
// computing the correct answer. However that code predates this and so the
// test ensures that the FisherInformationCalculator functions correctly.
final PoissonGradientProcedure p1 = PoissonGradientProcedureUtils.create(f1);
p1.computeFisherInformation(params);
final double[] e = p1.getLinear();
final FisherInformationCalculator calc = new UnivariateLikelihoodFisherInformationCalculator(func, fi);
final FisherInformationMatrix I = calc.compute(params);
final double[] o = I.getMatrix().data;
final boolean emCcd = model == Model.HALF_POISSON;
if (emCcd) {
// Assumes half the poisson fisher information
SimpleArrayUtils.multiply(e, 0.5);
}
Assertions.assertArrayEquals(e, o, 1e-6);
final DoubleDoubleBiPredicate predicate = TestHelper.doublesAreClose(5e-2, 0);
if (model == Model.POISSON || model == Model.HALF_POISSON) {
// Get the Mortensen approximation for fitting Poisson data with a Gaussian.
// Set a to 100 for the square pixel adjustment.
final double a = 100;
final double s = params[Gaussian2DFunction.X_SD] * a;
final double N = params[Gaussian2DFunction.SIGNAL];
final double b2 = params[Gaussian2DFunction.BACKGROUND];
double var = Gaussian2DPeakResultHelper.getMLVarianceX(a, s, N, b2, emCcd);
// Convert expected variance to pixels
var /= (a * a);
// Get the limits by inverting the Fisher information
final double[] crlb = I.crlb();
TestAssertions.assertTest(var, crlb[2], predicate);
TestAssertions.assertTest(var, crlb[3], predicate);
}
}
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