Sage 3.1.2.alpha1: ghmm and hmm numerical noise doctest failures

[sagetrac-mabshoff]

NOTE: It might be prudent to wait for #3984 being solved before fixing doctests

John Cremona reported:

sage -t  devel/sage/sage/stats/hmm/hmm.pyx 
********************************************************************** 
File "/home/john/sage-3.1.2.alpha1/tmp/hmm.py", line 678: 
    sage: a.viterbi([1,0,0,1,0,0,1,1]) 
Expected: 
    ([1, 0, 0, 1, 1, 0, 1, 1], -11.062453224772216) 
Got: 
    ([1, 0, 0, 1, 0, 0, 1, 1], -11.062453224772215) 
********************************************************************** 
File "/home/john/sage-3.1.2.alpha1/tmp/hmm.py", line 686: 
    sage: a.viterbi([3/4, 'abc', 'abc'] + [3/4]*10) 
Expected: 
    ([0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0], -25.299405845367794) 
Got: 
    ([0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], -25.299405845367794) 
********************************************************************** 
1 items had failures: 
   2 of   6 in __main__.example_19 
***Test Failed*** 2 failures. 
For whitespace errors, see the file 
/home/john/sage-3.1.2.alpha1/tmp/.doctest_hmm.py 
         [1.8 s] 
exit code: 1024 

William then suggested:

I think the above is just numerical noise.  The Viterbi algorithm
is an approximate numerical algorithm using double precision numbers,
and can give slightly different answers on different hardware.
Can you change the doctest to:

     sage: a.viterbi([1,0,0,1,0,0,1,1])  # numerical instability on
some platforms
    ([1, 0, 0, 1, ..., 0, 1, 1], -11.06245322477221...)

Cheers,

Michael

Component: doctest coverage

Issue created by migration from https://trac.sagemath.org/ticket/3978

[jaapspies]

comment:1

On Fedora 9, 32 bits I get:

jaap@paix sage-3.1.2.alpha1]$ ./sage -t  devel/sage/sage/stats/hmm/chmm.pyx
sage -t  devel/sage/sage/stats/hmm/chmm.pyx                 **********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 392:
    sage: m
Expected:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [0.000368587006957    0.999631412993]
    [              0.1               0.9]
    Emission parameters:
    [(0.0, 1.0), (1.0, 1.0)]
    Initial probabilities: [1.0, 0.0]
Got:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [0.000368587006957    0.999631412993]
    [              0.1               0.9]
    Emission parameters:
    [(0.0, 1.0), (1.0, 1.0)]
    Initial probabilities: [0.99999999999999989, 0.0]
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 579:
    sage: m.log_likelihood([ ([1,0,1,1], 10),  ([1,0,1,20], 0.1)  ])
Expected:
    -72.225116741468781
Got:
    -72.225116741468767
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 599:
    sage: m.log_likelihood(finance.TimeSeries(100).randomize('normal',0,1))
Expected:
    -5275.3082940787635
Got:
    -5275.3082940787644
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 701:
    sage: m
Expected:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [1.0 0.0]
    [0.0 1.0]
    Emission parameters:
    [(1.946539535984342, 0.70508296299241024), (2.0208156913293394, 0.70680033099099593)]
    Initial probabilities: [0.28024729110782109, 0.71975270889217891]
Got:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [1.0 0.0]
    [0.0 1.0]
    Emission parameters:
    [(1.9465395359843407, 0.70508296299241002), (2.0208156913293394, 0.70680033099099593)]
    Initial probabilities: [0.28024729110782109, 0.71975270889217891]
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 713:
    sage: m
Expected:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [1.0 0.0]
    [0.0 1.0]
    Emission parameters:
    [(1.5851786151779879, 0.57264580740105153), (1.5945035666064733, 0.57928632238916189)]
    Initial probabilities: [0.38546857052811945, 0.61453142947188055]
Got:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [1.0 0.0]
    [0.0 1.0]
    Emission parameters:
    [(1.5851786151779879, 0.5726458074010512), (1.5945035666064735, 0.579286322389162)]
    Initial probabilities: [0.38546857052811911, 0.614531429471881]
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/chmm.py", line 1012:
    sage: m
Expected:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [0.000368587006957    0.999631412993]
    [              0.1               0.9]
    Emission parameters:
    [(0.0, 1.0), (1.0, 1.0)]
    Initial probabilities: [1.0, 0.0]
Got:
    Gaussian Hidden Markov Model with 2 States
    Transition matrix:
    [0.000368587006957    0.999631412993]
    [              0.1               0.9]
    Emission parameters:
    [(0.0, 1.0), (1.0, 1.0)]
    Initial probabilities: [0.99999999999999989, 0.0]
**********************************************************************
4 items had failures:
   1 of   9 in __main__.example_11
   2 of  13 in __main__.example_18
   2 of  13 in __main__.example_20
   1 of   9 in __main__.example_27
***Test Failed*** 6 failures.
For whitespace errors, see the file /home/jaap/downloads/sage-3.1.2.alpha1/tmp/.doctest_chmm.py
	 [8.9 s]
exit code: 1024
 
----------------------------------------------------------------------
The following tests failed:


	sage -t  devel/sage/sage/stats/hmm/chmm.pyx
Total time for all tests: 8.9 seconds

sage -t  devel/sage/sage/stats/hmm/hmm.pyx                  **********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/hmm.py", line 678:
    sage: a.viterbi([1,0,0,1,0,0,1,1])
Expected:
    ([1, 0, 0, 1, 1, 0, 1, 1], -11.062453224772216)
Got:
    ([1, 0, 0, 1, 0, 0, 1, 1], -11.062453224772215)
**********************************************************************
File "/home/jaap/downloads/sage-3.1.2.alpha1/tmp/hmm.py", line 686:
    sage: a.viterbi([3/4, 'abc', 'abc'] + [3/4]*10)
Expected:
    ([0, 1, 1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0], -25.299405845367794)
Got:
    ([0, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0], -25.299405845367794)
**********************************************************************
1 items had failures:
   2 of   6 in __main__.example_19
***Test Failed*** 2 failures.
For whitespace errors, see the file /home/jaap/downloads/sage-3.1.2.alpha1/tmp/.doctest_hmm.py
	 [3.2 s]
exit code: 1024
 
----------------------------------------------------------------------
The following tests failed:


	sage -t  devel/sage/sage/stats/hmm/hmm.pyx
Total time for all tests: 3.2 seconds

[sagetrac-mabshoff]

comment:4

Attachment: trac_3978.patch.gz

[rlmill]

comment:5

Looks good to me.

[sagetrac-mabshoff]

comment:6

Merged in Sage 3.1.2.rc2