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/*
* Copyright 2008 Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the
* U.S. Government. Redistribution and use in source and binary forms, with
* or without modification, are permitted provided that this Notice and any
* statement of authorship are reproduced on all copies.
*/
// .SECTION Thanks
// Thanks to Philippe Pebay and David Thompson from Sandia National Laboratories
// for implementing this test.
// Test added for Robust PCA by Tristan Coulange, Kitware SAS 2013
#include "vtkDoubleArray.h"
#include "vtkMultiBlockDataSet.h"
#include "vtkNew.h"
#include "vtkPCAStatistics.h"
#include "vtkOrderStatistics.h"
#include "vtkSmartPointer.h"
#include "vtkStringArray.h"
#include "vtkTable.h"
#include "vtkTestUtilities.h"
#include "vtksys/SystemTools.hxx"
//=============================================================================
// When changing this file, change the corresponding file in
// Statistics/Testing/Cxx as well.
//=============================================================================
// Perform a fuzzy compare of floats/doubles
template<class A>
bool fuzzyCompare(A a, A b) {
// return fabs(a - b) < std::numeric_limits<A>::epsilon();
return fabs(a - b) < .0001;
}
int TestPCA(int argc, char* argv[]);
int TestPCARobust(int argc, char* argv[]);
int TestPCAPart(int argc, char* argv[], bool RobustPCA);
int TestPCARobust2();
int TestEigen();
//=============================================================================
int TestPCAStatistics(int argc, char* argv[])
{
int result = EXIT_SUCCESS;
result |= TestPCA(argc, argv);
result |= TestPCARobust(argc, argv);
result |= TestPCARobust2();
result |= TestEigen();
if ( result == EXIT_FAILURE )
{
cout << "FAILURE" << endl;
}
else
{
cout << "SUCCESS" << endl;
}
return result;
}
//=============================================================================
int TestPCA(int argc, char* argv[])
{
return TestPCAPart(argc, argv, false);
}
//=============================================================================
int TestPCARobust(int argc, char* argv[])
{
return TestPCAPart(argc, argv, true);
}
//=============================================================================
int TestPCARobust2()
{
const int nVals = 7;
double mingledData[] =
{
0., 1.,
1., 1.,
2., 1.,
3., 1.,
4., 1.,
5., 1.,
10., 10.
};
const char m0Name[] = "M0";
vtkNew<vtkDoubleArray> dataset1Arr;
dataset1Arr->SetNumberOfComponents( 1 );
dataset1Arr->SetName( m0Name );
const char m1Name[] = "M1";
vtkNew<vtkDoubleArray> dataset2Arr;
dataset2Arr->SetNumberOfComponents( 1 );
dataset2Arr->SetName( m1Name );
for ( int i = 0; i < nVals; ++ i )
{
dataset1Arr->InsertNextValue( mingledData[i * 2] );
dataset2Arr->InsertNextValue( mingledData[i * 2 + 1] );
}
vtkNew<vtkTable> datasetTable;
datasetTable->AddColumn( dataset1Arr.GetPointer() );
datasetTable->AddColumn( dataset2Arr.GetPointer() );
// Set PCA statistics algorithm and its input data port
vtkNew<vtkPCAStatistics> pcas;
// Prepare first test with data
pcas->SetInputData( vtkStatisticsAlgorithm::INPUT_DATA,
datasetTable.GetPointer() );
pcas->MedianAbsoluteDeviationOn();
// -- Select Column Pairs of Interest ( Learn Mode ) --
pcas->SetColumnStatus( m0Name, 1 );
pcas->SetColumnStatus( m1Name, 1 );
// Test all options but Assess
pcas->SetLearnOption( true );
pcas->SetDeriveOption( true );
pcas->SetTestOption( true );
pcas->SetAssessOption( true );
pcas->Update();
vtkTable* outputData = pcas->GetOutput();
double res[] = { -3.0, -2.0, -1.0, 0.0, 1.0, 2.0, 7.0,
0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 9.0 };
for ( vtkIdType j = 0; j < 2; j++ )
{
for ( vtkIdType i = 0; i < 7; i++ )
{
if ( outputData->GetValue(i, j+2) !=
res[ j * outputData->GetNumberOfRows() + i ] )
{
return EXIT_FAILURE;
}
}
}
return EXIT_SUCCESS;
}
//=============================================================================
int TestPCAPart(int argc, char* argv[], bool robustPCA)
{
char* normScheme = vtkTestUtilities::GetArgOrEnvOrDefault(
"-normalize-covariance", argc, argv, "VTK_NORMALIZE_COVARIANCE", "None" );
int testStatus = 0;
/* */
double mingledData[] =
{
46, 45,
47, 49,
46, 47,
46, 46,
47, 46,
47, 49,
49, 49,
47, 45,
50, 50,
46, 46,
51, 50,
48, 48,
52, 54,
48, 47,
52, 52,
49, 49,
53, 54,
50, 50,
53, 54,
50, 52,
53, 53,
50, 51,
54, 54,
49, 49,
52, 52,
50, 51,
52, 52,
49, 47,
48, 48,
48, 50,
46, 48,
47, 47
};
int nVals = 32;
const char m0Name[] = "M0";
vtkDoubleArray* dataset1Arr = vtkDoubleArray::New();
dataset1Arr->SetNumberOfComponents( 1 );
dataset1Arr->SetName( m0Name );
const char m1Name[] = "M1";
vtkDoubleArray* dataset2Arr = vtkDoubleArray::New();
dataset2Arr->SetNumberOfComponents( 1 );
dataset2Arr->SetName( m1Name );
const char m2Name[] = "M2";
vtkDoubleArray* dataset3Arr = vtkDoubleArray::New();
dataset3Arr->SetNumberOfComponents( 1 );
dataset3Arr->SetName( m2Name );
for ( int i = 0; i < nVals; ++ i )
{
int ti = i << 1;
dataset1Arr->InsertNextValue( mingledData[ti] );
dataset2Arr->InsertNextValue( mingledData[ti + 1] );
dataset3Arr->InsertNextValue( i != 12 ? -1. : -1.001 );
}
vtkTable* datasetTable = vtkTable::New();
datasetTable->AddColumn( dataset1Arr );
dataset1Arr->Delete();
datasetTable->AddColumn( dataset2Arr );
dataset2Arr->Delete();
datasetTable->AddColumn( dataset3Arr );
dataset3Arr->Delete();
// Set PCA statistics algorithm and its input data port
vtkPCAStatistics* pcas = vtkPCAStatistics::New();
pcas->SetMedianAbsoluteDeviation( robustPCA );
// First verify that absence of input does not cause trouble
cout << "## Verifying that absence of input does not cause trouble... ";
pcas->Update();
cout << "done.\n";
// Prepare first test with data
pcas->SetInputData( vtkStatisticsAlgorithm::INPUT_DATA, datasetTable );
pcas->SetNormalizationSchemeByName( normScheme );
pcas->SetBasisSchemeByName( "FixedBasisEnergy" );
pcas->SetFixedBasisEnergy( 1. - 1e-8 );
datasetTable->Delete();
// -- Select Column Pairs of Interest ( Learn Mode ) --
pcas->SetColumnStatus( m0Name, 1 );
pcas->SetColumnStatus( m1Name, 1 );
pcas->RequestSelectedColumns();
pcas->ResetAllColumnStates();
pcas->SetColumnStatus( m0Name, 1 );
pcas->SetColumnStatus( m1Name, 1 );
pcas->SetColumnStatus( m2Name, 1 );
pcas->SetColumnStatus( m2Name, 0 );
pcas->SetColumnStatus( m2Name, 1 );
pcas->RequestSelectedColumns();
pcas->RequestSelectedColumns(); // Try a duplicate entry. This should have no effect.
pcas->SetColumnStatus( m0Name, 0 );
pcas->SetColumnStatus( m2Name, 0 );
pcas->SetColumnStatus( "Metric 3", 1 ); // An invalid name. This should result in a request for metric 1's self-correlation.
// pcas->RequestSelectedColumns(); will get called in RequestData()
// Test all options but Assess
pcas->SetLearnOption( true );
pcas->SetDeriveOption( true );
pcas->SetTestOption( true );
pcas->SetAssessOption( false );
pcas->Update();
vtkMultiBlockDataSet* outputMetaDS = vtkMultiBlockDataSet::SafeDownCast( pcas->GetOutputDataObject( vtkStatisticsAlgorithm::OUTPUT_MODEL ) );
vtkTable* outputTest = pcas->GetOutput( vtkStatisticsAlgorithm::OUTPUT_TEST );
cout << "## Calculated the following statistics for data set:\n";
for ( unsigned int b = 0; b < outputMetaDS->GetNumberOfBlocks(); ++ b )
{
vtkTable* outputMeta = vtkTable::SafeDownCast( outputMetaDS->GetBlock( b ) );
if ( b == 0 )
{
cout << "Primary Statistics\n";
}
else
{
cout << "Derived Statistics " << ( b - 1 ) << "\n";
}
outputMeta->Dump();
}
// Check some results of the Test option
cout << "\n## Calculated the following Jarque-Bera-Srivastava statistics for pseudo-random variables (n="
<< nVals;
#ifdef USE_GNU_R
int nNonGaussian = 1;
int nRejected = 0;
double alpha = .01;
cout << ", null hypothesis: binormality, significance level="
<< alpha;
#endif // USE_GNU_R
cout << "):\n";
// Loop over Test table
for ( vtkIdType r = 0; r < outputTest->GetNumberOfRows(); ++ r )
{
cout << " ";
for ( int i = 0; i < outputTest->GetNumberOfColumns(); ++ i )
{
cout << outputTest->GetColumnName( i )
<< "="
<< outputTest->GetValue( r, i ).ToString()
<< " ";
}
#ifdef USE_GNU_R
// Check if null hypothesis is rejected at specified significance level
double p = outputTest->GetValueByName( r, "P" ).ToDouble();
// Must verify that p value is valid (it is set to -1 if R has failed)
if ( p > -1 && p < alpha )
{
cout << "N.H. rejected";
++ nRejected;
}
#endif // USE_GNU_R
cout << "\n";
}
#ifdef USE_GNU_R
if ( nRejected < nNonGaussian )
{
vtkGenericWarningMacro("Rejected only "
<< nRejected
<< " null hypotheses of binormality whereas "
<< nNonGaussian
<< " variable pairs are not Gaussian");
testStatus = 1;
}
#endif // USE_GNU_R
// Test Assess option
vtkMultiBlockDataSet* paramsTables = vtkMultiBlockDataSet::New();
paramsTables->ShallowCopy( outputMetaDS );
pcas->SetInputData( vtkStatisticsAlgorithm::INPUT_MODEL, paramsTables );
paramsTables->Delete();
// Test Assess only (Do not recalculate nor rederive nor retest a model)
pcas->SetLearnOption( false );
pcas->SetDeriveOption( false );
pcas->SetTestOption( false );
pcas->SetAssessOption( true );
pcas->Update();
cout << "\n## Assessment results:\n";
vtkTable* outputData = pcas->GetOutput();
outputData->Dump();
pcas->Delete();
delete [] normScheme;
return testStatus;
}
int TestEigen()
{
const char m0Name[] = "M0";
vtkSmartPointer<vtkDoubleArray> dataset1Arr =
vtkSmartPointer<vtkDoubleArray>::New();
dataset1Arr->SetNumberOfComponents( 1 );
dataset1Arr->SetName( m0Name );
dataset1Arr->InsertNextValue(0);
dataset1Arr->InsertNextValue(1);
dataset1Arr->InsertNextValue(0);
const char m1Name[] = "M1";
vtkSmartPointer<vtkDoubleArray> dataset2Arr =
vtkSmartPointer<vtkDoubleArray>::New();
dataset2Arr->SetNumberOfComponents( 1 );
dataset2Arr->SetName( m1Name );
dataset2Arr->InsertNextValue(0);
dataset2Arr->InsertNextValue(0);
dataset2Arr->InsertNextValue(1);
const char m2Name[] = "M2";
vtkSmartPointer<vtkDoubleArray> dataset3Arr =
vtkSmartPointer<vtkDoubleArray>::New();
dataset3Arr->SetNumberOfComponents( 1 );
dataset3Arr->SetName( m2Name );
dataset3Arr->InsertNextValue(0);
dataset3Arr->InsertNextValue(0);
dataset3Arr->InsertNextValue(0);
vtkSmartPointer<vtkTable> datasetTable =
vtkSmartPointer<vtkTable>::New();
datasetTable->AddColumn( dataset1Arr );
datasetTable->AddColumn( dataset2Arr );
datasetTable->AddColumn( dataset3Arr );
vtkSmartPointer<vtkPCAStatistics> pcaStatistics =
vtkSmartPointer<vtkPCAStatistics>::New();
pcaStatistics->SetInputData( vtkStatisticsAlgorithm::INPUT_DATA, datasetTable );
pcaStatistics->SetColumnStatus("M0", 1 );
pcaStatistics->SetColumnStatus("M1", 1 );
pcaStatistics->SetColumnStatus("M2", 1 );
pcaStatistics->RequestSelectedColumns();
pcaStatistics->SetDeriveOption( true );
pcaStatistics->Update();
vtkSmartPointer<vtkMultiBlockDataSet> outputMetaDS =
vtkMultiBlockDataSet::SafeDownCast(
pcaStatistics->GetOutputDataObject(vtkStatisticsAlgorithm::OUTPUT_MODEL ) );
vtkSmartPointer<vtkTable> outputMeta =
vtkTable::SafeDownCast(outputMetaDS->GetBlock(1));
outputMeta->Dump();
///////// Eigenvalues ////////////
vtkSmartPointer<vtkDoubleArray> eigenvalues =
vtkSmartPointer<vtkDoubleArray>::New();
pcaStatistics->GetEigenvalues(eigenvalues);
double eigenvaluesGroundTruth[3] = {.5, .166667, 0};
vtkIdType eigenvaluesCount = eigenvalues->GetNumberOfTuples();
if (eigenvaluesCount > 3)
{
return EXIT_FAILURE;
}
for(vtkIdType i = 0; i < eigenvaluesCount; i++)
{
std::cout << "Eigenvalue " << i << " = " << eigenvalues->GetValue(i) << std::endl;
if(!fuzzyCompare(eigenvalues->GetValue(i), eigenvaluesGroundTruth[i]))
{
std::cerr << "Eigenvalues (GetEigenvalues) are not correct! (" << eigenvalues->GetValue(i)
<< " vs " << eigenvaluesGroundTruth[i] << ")" << std::endl;
return EXIT_FAILURE;
}
if(!fuzzyCompare(pcaStatistics->GetEigenvalue(i), eigenvaluesGroundTruth[i]) )
{
std::cerr << "Eigenvalues (GetEigenvalue) are not correct! (" << pcaStatistics->GetEigenvalue(i)
<< " vs " << eigenvaluesGroundTruth[i] << ")" << std::endl;
return EXIT_FAILURE;
}
}
std::vector<std::vector<double> > eigenvectorsGroundTruth;
std::vector<double> e0(3);
e0[0] = -.707107;
e0[1] = .707107;
e0[2] = 0;
std::vector<double> e1(3);
e1[0] = .707107;
e1[1] = .707107;
e1[2] = 0;
std::vector<double> e2(3);
e2[0] = 0;
e2[1] = 0;
e2[2] = 1;
eigenvectorsGroundTruth.push_back(e0);
eigenvectorsGroundTruth.push_back(e1);
eigenvectorsGroundTruth.push_back(e2);
vtkSmartPointer<vtkDoubleArray> eigenvectors =
vtkSmartPointer<vtkDoubleArray>::New();
pcaStatistics->GetEigenvectors(eigenvectors);
for(vtkIdType i = 0; i < eigenvectors->GetNumberOfTuples(); i++)
{
std::cout << "Eigenvector " << i << " : ";
double* evec = new double[eigenvectors->GetNumberOfComponents()];
eigenvectors->GetTuple(i, evec);
for(vtkIdType j = 0; j < eigenvectors->GetNumberOfComponents(); j++)
{
std::cout << evec[j] << " ";
vtkSmartPointer<vtkDoubleArray> eigenvectorSingle =
vtkSmartPointer<vtkDoubleArray>::New();
pcaStatistics->GetEigenvector(i, eigenvectorSingle);
if(!fuzzyCompare(eigenvectorsGroundTruth[i][j], evec[j]) ||
!fuzzyCompare(eigenvectorsGroundTruth[i][j], eigenvectorSingle->GetValue(j)) )
{
std::cerr << "Eigenvectors do not match!" << std::endl;
return EXIT_FAILURE;
}
}
delete[] evec;
std::cout << std::endl;
}
return EXIT_SUCCESS;
}
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