merge

keanu-examples/stationSim/src/main/java/SimpleModel/SimpleModel.java

@@ -19,19 +19,12 @@ public class SimpleModel {
     private ArrayList<Integer> history = new ArrayList<Integer>();
     private static int modelCount = 0 ; // Count the number of models that are created (just for info)
 
-    private ArrayList<Double> randomNumbers ; // TEMPORARY (while we can't get the random numbers from keanu)
-
-
     /* Constructors */
 
     public SimpleModel(double threshold, RandomGenerator random ) {
         SimpleModel.modelCount++;
         this.threshold = threshold;
         this.random = random;
-        this.randomNumbers = new ArrayList<Double>();
-        for (int i=0; i<SimpleWrapper.NUM_RAND_DOUBLES; i++) {
-            this.randomNumbers.add(this.random.nextDouble());
-        }
         //System.out.println("SimpleModel contstuctor: "+SimpleModel.modelCount++ + ". Threshold: "+threshold
         //    +". Random numbers: "+this.randomNumbers.toString());
     }
@@ -44,7 +37,7 @@ public SimpleModel(double threshold, RandomGenerator random ) {
      */
     public void step() {
         //this.counter = this.random.nextDouble() > this.threshold ? this.counter+1 : this.counter-1;
-        if (this.random.nextDouble() > this.threshold) {
+        if (this.random.nextGaussian() > this.threshold) {
             this.counter = this.counter+1;
         }
         else {
@@ -71,10 +64,6 @@ public void printHistory() {
         System.out.println();
     }
 
-    public List<Double> getRandomNumbers() {
-        return this.randomNumbers;
-    }
-
     public static int getNumModelsCreated() {
         return SimpleModel.modelCount;
     }

keanu-examples/stationSim/src/main/java/SimpleModel/SimpleWrapper.java

@@ -27,9 +27,9 @@
 public class SimpleWrapper {
 
     /* Model parameters */
-    private static final double threshold = 0.5;
-    public static final int NUM_RAND_DOUBLES = 10;
-    private static final int NUM_ITER = 100;
+    private static final double threshold = 0.0;
+    public static final int NUM_RAND_DOUBLES = 50;
+    private static final int NUM_ITER = 10000;
 
     /* Hyperparameters */
     private static final double SIGMA_NOISE = 0.1;
@@ -80,7 +80,7 @@ public static void run() {
 
         // Store the random numbers used (for comparison later)
         List<Double> truthRandomNumbers = new ArrayList<>(NUM_RAND_DOUBLES);
-        for (int i=0; i<NUM_RAND_DOUBLES; i++) truthRandomNumbers.add(truthRandom.nextDouble());
+        for (int i=0; i<NUM_RAND_DOUBLES; i++) truthRandomNumbers.add(truthRandom.nextGaussian());
 
         // Run the model
         Integer[] truth = SimpleWrapper.runModel(truthRandom);
@@ -89,8 +89,7 @@ public static void run() {
         System.out.println("Truth data: "+Arrays.asList(truth).toString() + "\n\n");
         System.out.println("Truth random numbers:");
         System.out.println(truthRandomNumbers.toString());
-
-        (new ArrayList<String>(NUM_RAND_DOUBLES)).forEach(i -> System.out.print(truthRandom.nextDouble()+", "));
+        (new ArrayList<String>(NUM_RAND_DOUBLES)).forEach(i -> System.out.print(truthRandom.nextGaussian()+", "));
         System.out.println();
 
 
@@ -164,6 +163,23 @@ public static void run() {
             parameters,         // The vertices to include in the returned samples
             NUM_SAMPLES);       // The number of samples
 
+        // Sample using a stream.
+        /*
+        NetworkSamples sampler = MetropolisHastings.generatePosteriorSamples(
+            net,                // The bayes net with latent variables (the random numbers?)
+            parameters          // The vertices to include in the returned samples
+        )
+            .dropCount(DROP_SAMPLES)
+            .downSampleInterval(DOWN_SAMPLE)
+            .stream()
+            .limit(NUM_SAMPLES)
+            .map(networkState -> {
+                for()
+                    networkState.get(x)
+            })
+            .average().getAsDouble();
+            */
+
         System.out.println("Finished running MCMC.");
 
         // Downsample etc

results/simple/ResultsSummary-Simple.Rmd

@@ -40,7 +40,7 @@ if (length(samples.files) != length(rands.files)) {
        This is weird so I'm not continuing.")
 }
 
-if (length(samples.files) != 1) {
+if (length(samples.files) != 1) {ç
   message("Found multiple samples files. Using the most recent one.")
   samples.files <- samples.files[-1]
   rand.files  <- rand.files[-1]
@@ -130,9 +130,24 @@ density_plot(samples, truth.results)
 
 # Plot random numbers
 
-XXXX Look at how the random numbers changed
+Look at how the random numbers changed.
 
-_(For now just make a table)_
+Start with a histogram.
+
+```{r randPosterior, fig.width=15, fig.height=15}
+
+par(mfrow=c(ncol(rands)/3, 3))
+i <- 1
+for (column in names(rands)) {
+  #print(column)
+  hist(rands[,column][[1]], xlim=c(-3,3))
+  abline(v=truth.rands[i[[1]]], col="red")
+  abline(v=0.0, col="blue", lty="dashed")
+  i <- i + 1
+}
+
+# XXXX Add vertical lines showing where the true values rae
+```
 
 ## 'True' random numbers