Merge pull request #694 from karlnapf/master

added test for HSIC bootstrapping
shogun-toolbox · Aug 8, 2012 · 5bb8506 · 5bb8506
2 parents be0b772 + 9296faf
commit 5bb8506
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Showing 4 changed files with 58 additions and 2 deletions.
diff --git a/examples/undocumented/libshogun/statistics_hsic.cpp b/examples/undocumented/libshogun/statistics_hsic.cpp
@@ -89,13 +89,17 @@ void test_hsic_fixed()
 
 	index_t m=features_p->get_num_vectors();
 
+	/* unref features since convienience constructor is HSIC was used */
 	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
+	SG_UNREF(features_p);
+	SG_UNREF(features_q);
 
 	/* assert matlab result, note that compute statistic computes m*hsic */
 	float64_t difference=hsic->compute_statistic();
 	SG_SPRINT("hsic fixed: %f\n", difference);
 	ASSERT(CMath::abs(difference-m*0.164761446385339)<10E-16);
 
+
 	SG_UNREF(hsic);
 }
 
@@ -107,16 +111,57 @@ void test_hsic_gamma()
 	CKernel* kernel_q=NULL;
 	create_fixed_data_kernel_big(features_p, features_q, kernel_p, kernel_q);
 
+	/* unref features since convienience constructor is HSIC was used */
 	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
-	hsic->set_null_approximation_method(HSIC_GAMMA);
+	SG_UNREF(features_p);
+	SG_UNREF(features_q);
 
+	hsic->set_null_approximation_method(HSIC_GAMMA);
 	float64_t p=hsic->compute_p_value(0.05);
 	SG_SPRINT("p-value: %f\n", p);
 	ASSERT(CMath::abs(p-0.172182287884256)<10E-15);
 
 	SG_UNREF(hsic);
 }
 
+void test_hsic_bootstrap()
+{
+	CFeatures* features_p=NULL;
+	CFeatures* features_q=NULL;
+	CKernel* kernel_p=NULL;
+	CKernel* kernel_q=NULL;
+	create_fixed_data_kernel_big(features_p, features_q, kernel_p, kernel_q);
+
+	/* unref features since convienience constructor is HSIC was used */
+	CHSIC* hsic=new CHSIC(kernel_p, kernel_q, features_p, features_q);
+	SG_UNREF(features_p);
+	SG_UNREF(features_q);
+
+	/* do bootstrapping */
+	hsic->set_null_approximation_method(BOOTSTRAP);
+	float64_t p=hsic->compute_p_value(0.05);
+	SG_SPRINT("p-value: %f\n", p);
+
+	/* ensure that bootstrapping of hsic leads to same results as using
+	 * CKernelIndependenceTestStatistic */
+	CMath::init_random(1);
+	float64_t mean1=CStatistics::mean(hsic->bootstrap_null());
+	float64_t var1=CStatistics::variance(hsic->bootstrap_null());
+	SG_SPRINT("mean1=%f, var1=%f\n", mean1, var1);
+
+	CMath::init_random(1);
+	float64_t mean2=CStatistics::mean(
+			hsic->CKernelIndependenceTestStatistic::bootstrap_null());
+	float64_t var2=CStatistics::variance(hsic->bootstrap_null());
+	SG_SPRINT("mean2=%f, var2=%f\n", mean2, var2);
+
+	/* assert than results are the same from bot bootstrapping impl. */
+	ASSERT(CMath::abs(mean1-mean2)<10E-8);
+	ASSERT(CMath::abs(var1-var2)<10E-8);
+
+	SG_UNREF(hsic);
+}
+
 int main(int argc, char** argv)
 {
 	init_shogun_with_defaults();
@@ -125,6 +170,7 @@ int main(int argc, char** argv)
 
 	test_hsic_fixed();
 	test_hsic_gamma();
+	test_hsic_bootstrap();
 
 	exit_shogun();
 	return 0;

diff --git a/src/shogun/statistics/HSIC.cpp b/src/shogun/statistics/HSIC.cpp
@@ -290,6 +290,8 @@ SGMatrix<float64_t> CHSIC::get_kernel_matrix_L()
 
 SGVector<float64_t> CHSIC::bootstrap_null()
 {
+	SG_DEBUG("entering CHSIC::bootstrap_null()\n");
+
 	/* replace current kernel via precomputed custom kernel and call superclass
 	 * method */
 
@@ -322,5 +324,7 @@ SGVector<float64_t> CHSIC::bootstrap_null()
 	SG_UNREF(precomputed_p);
 	SG_UNREF(precomputed_q);
 
+
+	SG_DEBUG("leaving CHSIC::bootstrap_null()\n");
 	return null_samples;
 }
diff --git a/src/shogun/statistics/KernelIndependenceTestStatistic.cpp b/src/shogun/statistics/KernelIndependenceTestStatistic.cpp
@@ -63,6 +63,8 @@ void CKernelIndependenceTestStatistic::init()
 
 SGVector<float64_t> CKernelIndependenceTestStatistic::bootstrap_null()
 {
+	SG_DEBUG("entering CKernelIndependenceTestStatistic::bootstrap_null()\n");
+
 	/* compute bootstrap statistics for null distribution */
 	SGVector<float64_t> results;
 
@@ -113,6 +115,8 @@ SGVector<float64_t> CKernelIndependenceTestStatistic::bootstrap_null()
 		results=CTwoDistributionsTestStatistic::bootstrap_null();
 	}
 
+
+	SG_DEBUG("leaving CKernelIndependenceTestStatistic::bootstrap_null()\n");
 	return results;
 }
 
diff --git a/src/shogun/statistics/TwoDistributionsTestStatistic.cpp b/src/shogun/statistics/TwoDistributionsTestStatistic.cpp
@@ -60,6 +60,8 @@ void CTwoDistributionsTestStatistic::init()
 
 SGVector<float64_t> CTwoDistributionsTestStatistic::bootstrap_null()
 {
+	SG_DEBUG("entering CTwoDistributionsTestStatistic::bootstrap_null()\n");
+
 	/* compute bootstrap statistics for null distribution */
 	SGVector<float64_t> results(m_bootstrap_iterations);
 
@@ -84,7 +86,7 @@ SGVector<float64_t> CTwoDistributionsTestStatistic::bootstrap_null()
 	/* clean up */
 	m_p_and_q->remove_subset();
 
-	/* clean up and return */
+	SG_DEBUG("leaving CTwoDistributionsTestStatistic::bootstrap_null()\n");
 	return results;
 }