TEST(McmcNuts, instantiaton_test) {
rng_t base_rng(4839294);
std::stringstream output;
stan::callbacks::stream_writer writer(output);
std::stringstream error_stream;
stan::callbacks::stream_writer error_writer(error_stream);
std::fstream empty_stream("", std::fstream::in);
stan::io::dump data_var_context(empty_stream);
gauss3D_model_namespace::gauss3D_model model(data_var_context);
stan::mcmc::unit_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
unit_e_sampler(model, base_rng);
stan::mcmc::diag_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
diag_e_sampler(model, base_rng);
stan::mcmc::dense_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
dense_e_sampler(model, base_rng);
stan::mcmc::adapt_unit_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
adapt_unit_e_sampler(model, base_rng);
stan::mcmc::adapt_diag_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
adapt_diag_e_sampler(model, base_rng);
stan::mcmc::adapt_dense_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
adapt_dense_e_sampler(model, base_rng);
}
TEST(McmcUnitENuts, transition_test) {
rng_t base_rng(4839294);
stan::mcmc::unit_e_point z_init(3);
z_init.q(0) = 1;
z_init.q(1) = -1;
z_init.q(2) = 1;
z_init.p(0) = -1;
z_init.p(1) = 1;
z_init.p(2) = -1;
std::stringstream output_stream;
stan::interface_callbacks::writer::stream_writer writer(output_stream);
std::stringstream error_stream;
stan::interface_callbacks::writer::stream_writer error_writer(error_stream);
std::fstream empty_stream("", std::fstream::in);
stan::io::dump data_var_context(empty_stream);
gauss3D_model_namespace::gauss3D_model model(data_var_context);
stan::mcmc::unit_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
sampler(model, base_rng);
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.set_nominal_stepsize(0.1);
sampler.set_stepsize_jitter(0);
sampler.sample_stepsize();
stan::mcmc::sample init_sample(z_init.q, 0, 0);
stan::mcmc::sample s = sampler.transition(init_sample, writer, error_writer);
EXPECT_EQ(4, sampler.depth_);
EXPECT_EQ((2 << 3) - 1, sampler.n_leapfrog_);
EXPECT_FALSE(sampler.divergent_);
EXPECT_FLOAT_EQ(1.8718261, s.cont_params()(0));
EXPECT_FLOAT_EQ(-0.74208695, s.cont_params()(1));
EXPECT_FLOAT_EQ( 1.5202962, s.cont_params()(2));
EXPECT_FLOAT_EQ(-3.1828632, s.log_prob());
EXPECT_FLOAT_EQ(0.99629009, s.accept_stat());
EXPECT_EQ("", output_stream.str());
EXPECT_EQ("", error_stream.str());
}
/// Find the path to the gene info files, first checking the environment
/// variable GENE_INFO_PATH, then the section BLAST, label
/// GENE_INFO_PATH in the NCBI configuration file. If not found in either
/// location, try the $BLASTDB/gene_info directory. If all fails return the
/// current working directory
/// @sa s_FindPathToWM
static string
s_FindPathToGeneInfoFiles(void)
{
string retval = kEmptyStr;
const string kSection("BLAST");
CNcbiIstrstream empty_stream(kEmptyCStr);
CRef<CNcbiRegistry> reg(new CNcbiRegistry(empty_stream,
IRegistry::fWithNcbirc));
CRef<CSimpleEnvRegMapper> mapper(new CSimpleEnvRegMapper(kSection,
kEmptyStr));
CRef<CEnvironmentRegistry> env_reg(new CEnvironmentRegistry);
env_reg->AddMapper(*mapper, CEnvironmentRegistry::ePriority_Max);
reg->Add(*env_reg, CNcbiRegistry::ePriority_MaxUser);
retval = reg->Get(kSection, GENE_INFO_PATH_ENV_VARIABLE);
// Try the features subdirectory in the BLAST database storage location
if (retval == kEmptyStr) {
if ( (retval = reg->Get(kSection, "BLASTDB")) != kEmptyStr) {
retval = CDirEntry::ConcatPath(retval, "gene_info");
if ( !CDir(retval).Exists() ) {
retval = kEmptyStr;
}
}
}
if (retval == kEmptyStr) {
retval = CDir::GetCwd();
}
#if defined(NCBI_OS_MSWIN)
// We address this here otherwise CDirEntry::IsAbsolutePath() fails
if (NStr::StartsWith(retval, "//")) {
NStr::ReplaceInPlace(retval, "//", "\\\\");
}
#endif
return retval;
}
TEST(McmcUnitENuts, tree_boundary_test) {
rng_t base_rng(4839294);
stan::mcmc::unit_e_point z_init(3);
z_init.q(0) = 1;
z_init.q(1) = -1;
z_init.q(2) = 1;
z_init.p(0) = -1;
z_init.p(1) = 1;
z_init.p(2) = -1;
std::stringstream output;
stan::interface_callbacks::writer::stream_writer writer(output);
std::stringstream error_stream;
stan::interface_callbacks::writer::stream_writer error_writer(error_stream);
std::fstream empty_stream("", std::fstream::in);
stan::io::dump data_var_context(empty_stream);
typedef gauss3D_model_namespace::gauss3D_model model_t;
model_t model(data_var_context);
// Compute expected tree boundaries
typedef stan::mcmc::unit_e_metric<model_t, rng_t> metric_t;
metric_t metric(model);
stan::mcmc::expl_leapfrog<metric_t> unit_e_integrator;
double epsilon = 0.1;
stan::mcmc::unit_e_point z_test = z_init;
metric.init(z_test, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_forward_1 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_forward_2 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_forward_3 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_forward_4 = metric.dtau_dp(z_test);
z_test = z_init;
metric.init(z_test, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_backward_1 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_backward_2 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_backward_3 = metric.dtau_dp(z_test);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
unit_e_integrator.evolve(z_test, metric, -epsilon, writer, error_writer);
Eigen::VectorXd p_sharp_backward_4 = metric.dtau_dp(z_test);
// Check expected tree boundaries to those dynamically geneated by NUTS
stan::mcmc::unit_e_nuts<model_t, rng_t> sampler(model, base_rng);
sampler.set_nominal_stepsize(epsilon);
sampler.set_stepsize_jitter(0);
sampler.sample_stepsize();
stan::mcmc::ps_point z_propose = z_init;
Eigen::VectorXd p_sharp_left = Eigen::VectorXd::Zero(z_init.p.size());
Eigen::VectorXd p_sharp_right = Eigen::VectorXd::Zero(z_init.p.size());
Eigen::VectorXd rho = z_init.p;
double log_sum_weight = -std::numeric_limits<double>::infinity();
double H0 = -0.1;
int n_leapfrog = 0;
double sum_metro_prob = 0;
// Depth 0 forward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(0, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, 1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_1(n), p_sharp_right(n));
// Depth 1 forward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(1, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, 1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_2(n), p_sharp_right(n));
// Depth 2 forward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(2, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, 1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_3(n), p_sharp_right(n));
// Depth 3 forward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(3, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, 1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_forward_4(n), p_sharp_right(n));
// Depth 0 backward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(0, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, -1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_1(n), p_sharp_right(n));
// Depth 1 backward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(1, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, -1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_2(n), p_sharp_right(n));
// Depth 2 backward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(2, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, -1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_3(n), p_sharp_right(n));
// Depth 3 backward
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.build_tree(3, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, -1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_1(n), p_sharp_left(n));
for (int n = 0; n < rho.size(); ++n)
EXPECT_FLOAT_EQ(p_sharp_backward_4(n), p_sharp_right(n));
}
TEST(McmcUnitENuts, build_tree_test) {
rng_t base_rng(4839294);
stan::mcmc::unit_e_point z_init(3);
z_init.q(0) = 1;
z_init.q(1) = -1;
z_init.q(2) = 1;
z_init.p(0) = -1;
z_init.p(1) = 1;
z_init.p(2) = -1;
std::stringstream output;
stan::interface_callbacks::writer::stream_writer writer(output);
std::stringstream error_stream;
stan::interface_callbacks::writer::stream_writer error_writer(error_stream);
std::fstream empty_stream("", std::fstream::in);
stan::io::dump data_var_context(empty_stream);
gauss3D_model_namespace::gauss3D_model model(data_var_context);
stan::mcmc::unit_e_nuts<gauss3D_model_namespace::gauss3D_model, rng_t>
sampler(model, base_rng);
sampler.z() = z_init;
sampler.init_hamiltonian(writer, error_writer);
sampler.set_nominal_stepsize(0.1);
sampler.set_stepsize_jitter(0);
sampler.sample_stepsize();
stan::mcmc::ps_point z_propose = z_init;
Eigen::VectorXd p_sharp_left = Eigen::VectorXd::Zero(z_init.p.size());
Eigen::VectorXd p_sharp_right = Eigen::VectorXd::Zero(z_init.p.size());
Eigen::VectorXd rho = z_init.p;
double log_sum_weight = -std::numeric_limits<double>::infinity();
double H0 = -0.1;
int n_leapfrog = 0;
double sum_metro_prob = 0;
bool valid_subtree = sampler.build_tree(3, z_propose,
p_sharp_left, p_sharp_right, rho,
H0, 1, n_leapfrog, log_sum_weight,
sum_metro_prob,
writer, error_writer);
EXPECT_EQ(0.1, sampler.get_nominal_stepsize());
EXPECT_TRUE(valid_subtree);
EXPECT_FLOAT_EQ(-11.401228, rho(0));
EXPECT_FLOAT_EQ(11.401228, rho(1));
EXPECT_FLOAT_EQ(-11.401228, rho(2));
EXPECT_FLOAT_EQ(-0.022019938, sampler.z().q(0));
EXPECT_FLOAT_EQ(0.022019938, sampler.z().q(1));
EXPECT_FLOAT_EQ(-0.022019938, sampler.z().q(2));
EXPECT_FLOAT_EQ(-1.4131583, sampler.z().p(0));
EXPECT_FLOAT_EQ(1.4131583, sampler.z().p(1));
EXPECT_FLOAT_EQ(-1.4131583, sampler.z().p(2));
EXPECT_EQ(8, n_leapfrog);
EXPECT_FLOAT_EQ(std::log(0.36134657), log_sum_weight);
EXPECT_FLOAT_EQ(0.36134657, sum_metro_prob);
EXPECT_EQ("", output.str());
EXPECT_EQ("", error_stream.str());
}
