fixed alpha bug ;)

shogun-toolbox · Jul 4, 2016 · 3009842 · 3009842
1 parent 44a7ba4
commit 3009842
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Showing 5 changed files with 11 additions and 7 deletions.
diff --git a/src/shogun/statistical_testing/internals/mmd/MultiKernelPermutationTestCrossValidation.cpp b/src/shogun/statistical_testing/internals/mmd/MultiKernelPermutationTestCrossValidation.cpp
@@ -232,16 +232,20 @@ void MultiKernelPermutationTestCrossValidation::operator()(const KernelManager&
 
 			// transpose the null_samples matrix for faster access
 			MatrixXd transposed_null_samples=null_samples_map.transpose();
+//			cout << transposed_null_samples << endl;
 #pragma omp parallel for
 			for (size_t k=0; k<kernel_mgr.num_kernels(); ++k)
 			{
 				SGVector<float64_t> null_samples_k(transposed_null_samples.col(k).data(), num_null_samples, false);
 				std::sort(null_samples_k.data(), null_samples_k.data()+null_samples_k.size());
+//				null_samples_k.display_vector("null_samples_k");
 				SG_SDEBUG("statistic=%f\n", statistic[k]);
 				float64_t idx=null_samples_k.find_position_to_insert(statistic[k]);
+				SG_SDEBUG("index=%f\n", idx);
 				auto p_value=1.0-idx/num_null_samples;
-				SG_SDEBUG("p-value=%f, rejected=%d\n", p_value, p_value<alpha);
-				rejections(i*num_folds+j, k)=p_value<alpha;
+				bool rejected=p_value<alpha;
+				SG_SDEBUG("p-value=%f, alpha=%f, rejected=%d\n", p_value, alpha, rejected);
+				rejections(i*num_folds+j, k)=rejected;
 			}
 		}
 	}
@@ -260,7 +264,7 @@ void MultiKernelPermutationTestCrossValidation::set_num_folds(index_t nf)
 	num_folds=nf;
 }
 
-void MultiKernelPermutationTestCrossValidation::set_alpha(index_t alp)
+void MultiKernelPermutationTestCrossValidation::set_alpha(float64_t alp)
 {
 	alpha=alp;
 }

diff --git a/src/shogun/statistical_testing/internals/mmd/MultiKernelPermutationTestCrossValidation.h b/src/shogun/statistical_testing/internals/mmd/MultiKernelPermutationTestCrossValidation.h
@@ -62,7 +62,7 @@ class MultiKernelPermutationTestCrossValidation
 
 	void set_num_runs(index_t nr);
 	void set_num_folds(index_t nf);
-	void set_alpha(index_t alp);
+	void set_alpha(float64_t alp);
 	void set_measure_matrix(SGMatrix<float64_t> measures);
 	void set_distance(CCustomDistance* distance);
 private:

diff --git a/src/shogun/statistical_testing/internals/mmd/PermutationTestCrossValidation.cpp b/src/shogun/statistical_testing/internals/mmd/PermutationTestCrossValidation.cpp
@@ -258,7 +258,7 @@ void PermutationTestCrossValidation::set_num_folds(index_t nf)
 	num_folds=nf;
 }
 
-void PermutationTestCrossValidation::set_alpha(index_t alp)
+void PermutationTestCrossValidation::set_alpha(float64_t alp)
 {
 	alpha=alp;
 }

diff --git a/src/shogun/statistical_testing/internals/mmd/PermutationTestCrossValidation.h b/src/shogun/statistical_testing/internals/mmd/PermutationTestCrossValidation.h
@@ -56,7 +56,7 @@ class PermutationTestCrossValidation
 	template <typename T> void operator()(const SGMatrix<T>& km, index_t k);
 	void set_num_runs(index_t nr);
 	void set_num_folds(index_t nf);
-	void set_alpha(index_t alp);
+	void set_alpha(float64_t alp);
 	void set_measure_matrix(SGMatrix<float64_t> measures);
 private:
 	struct terms_t;

diff --git a/tests/unit/statistical_testing/KernelSelection_unittest.cc b/tests/unit/statistical_testing/KernelSelection_unittest.cc
@@ -238,7 +238,7 @@ TEST(KernelSelectionMaxCrossValidation, quadratic_time_single_kernel_dense)
 	auto mmd=some<CQuadraticTimeMMD>(feats_p, feats_q);
 	mmd->set_statistic_type(ST_BIASED_FULL);
 	mmd->set_null_approximation_method(NAM_PERMUTATION);
-	mmd->set_num_null_samples(1);
+	mmd->set_num_null_samples(10);
 //	mmd->io->set_loglevel(MSG_DEBUG);
 	for (auto i=0, sigma=-5; i<num_kernels; ++i, sigma+=1)
 	{