Check marginals in addition to ratios for non-uniform mode prior

kartikarcot · Dec 30, 2022 · cec26d1 · cec26d1
1 parent b798f3e
commit cec26d1
Showing 1 changed file with 25 additions and 15 deletions.
diff --git a/python/gtsam/tests/test_HybridFactorGraph.py b/python/gtsam/tests/test_HybridFactorGraph.py
@@ -114,7 +114,7 @@ def tiny(num_measurements: int = 1) -> HybridBayesNet:
         bayesNet.addGaussian(prior_on_x0)
 
         # Add prior on mode.
-        bayesNet.emplaceDiscrete(mode, "6/4")
+        bayesNet.emplaceDiscrete(mode, "4/6")
 
         return bayesNet
 
@@ -136,15 +136,8 @@ def factor_graph_from_bayes_net(bayesNet: HybridBayesNet, sample: HybridValues):
         fg.push_back(bayesNet.atDiscrete(num_measurements+1))
         return fg
 
-    @staticmethod
-    def calculate_ratio(bayesNet: HybridBayesNet,
-                        fg: HybridGaussianFactorGraph,
-                        sample: HybridValues):
-        """Calculate ratio  between Bayes net probability and the factor graph."""
-        return bayesNet.evaluate(sample) / fg.probPrime(sample) if fg.probPrime(sample) > 0 else 0
-
     @classmethod
-    def estimate_marginals(cls, bayesNet: HybridBayesNet, sample: HybridValues, N=1000):
+    def estimate_marginals(cls, bayesNet: HybridBayesNet, sample: HybridValues, N=10000):
         """Do importance sampling to get an estimate of the discrete marginal P(mode)."""
         # Use prior on x0, mode as proposal density.
         prior = cls.tiny(num_measurements=0)  # just P(x0)P(mode)
@@ -174,13 +167,24 @@ def test_tiny(self):
 
         # Estimate marginals using importance sampling.
         marginals = self.estimate_marginals(bayesNet, sample)
-        print(f"True mode: {sample.atDiscrete(M(0))}")
-        print(f"P(mode=0; z0) = {marginals[0]}")
-        print(f"P(mode=1; z0) = {marginals[1]}")
+        # print(f"True mode: {sample.atDiscrete(M(0))}")
+        # print(f"P(mode=0; z0) = {marginals[0]}")
+        # print(f"P(mode=1; z0) = {marginals[1]}")
+
+        # Check that the estimate is close to the true value.
+        self.assertAlmostEqual(marginals[0], 0.4, delta=0.1)
+        self.assertAlmostEqual(marginals[1], 0.6, delta=0.1)
 
         fg = self.factor_graph_from_bayes_net(bayesNet, sample)
         self.assertEqual(fg.size(), 3)
 
+    @staticmethod
+    def calculate_ratio(bayesNet: HybridBayesNet,
+                        fg: HybridGaussianFactorGraph,
+                        sample: HybridValues):
+        """Calculate ratio  between Bayes net probability and the factor graph."""
+        return bayesNet.evaluate(sample) / fg.probPrime(sample) if fg.probPrime(sample) > 0 else 0
+
     def test_ratio(self):
         """
         Given a tiny two variable hybrid model, with 2 measurements,
@@ -196,9 +200,15 @@ def test_ratio(self):
 
         # Estimate marginals using importance sampling.
         marginals = self.estimate_marginals(bayesNet, sample)
-        print(f"True mode: {sample.atDiscrete(M(0))}")
-        print(f"P(mode=0; z0, z1) = {marginals[0]}")
-        print(f"P(mode=1; z0, z1) = {marginals[1]}")
+        # print(f"True mode: {sample.atDiscrete(M(0))}")
+        # print(f"P(mode=0; z0, z1) = {marginals[0]}")
+        # print(f"P(mode=1; z0, z1) = {marginals[1]}")
+
+        # Check marginals based on sampled mode.
+        if sample.atDiscrete(M(0)) == 0:
+            self.assertGreater(marginals[0], marginals[1])
+        else:
+            self.assertGreater(marginals[1], marginals[0])
 
         fg = self.factor_graph_from_bayes_net(bayesNet, sample)
         self.assertEqual(fg.size(), 4)