From 04a952c5e9d3b9ef7c020370a72b8e65f508dbe6 Mon Sep 17 00:00:00 2001 From: Wolfgang Bangerth Date: Wed, 2 Feb 2022 16:56:11 -0700 Subject: [PATCH] Add a section on testing this program to the readme file. --- MCMC-Laplace/Readme.md | 179 +++++++++++++++++++ MCMC-Laplace/testing/input.0.txt | 1 + MCMC-Laplace/testing/input.1.txt | 1 + MCMC-Laplace/testing/input.2.txt | 1 + MCMC-Laplace/testing/input.3.txt | 1 + MCMC-Laplace/testing/input.4.txt | 1 + MCMC-Laplace/testing/input.5.txt | 1 + MCMC-Laplace/testing/input.6.txt | 1 + MCMC-Laplace/testing/input.7.txt | 1 + MCMC-Laplace/testing/input.8.txt | 1 + MCMC-Laplace/testing/input.9.txt | 1 + MCMC-Laplace/testing/output.0.likelihood.txt | 1 + MCMC-Laplace/testing/output.0.prior.txt | 1 + MCMC-Laplace/testing/output.0.z.txt | 1 + MCMC-Laplace/testing/output.1.likelihood.txt | 1 + MCMC-Laplace/testing/output.1.prior.txt | 1 + MCMC-Laplace/testing/output.1.z.txt | 1 + MCMC-Laplace/testing/output.2.likelihood.txt | 1 + MCMC-Laplace/testing/output.2.prior.txt | 1 + MCMC-Laplace/testing/output.2.z.txt | 1 + MCMC-Laplace/testing/output.3.likelihood.txt | 1 + MCMC-Laplace/testing/output.3.prior.txt | 1 + MCMC-Laplace/testing/output.3.z.txt | 1 + MCMC-Laplace/testing/output.4.likelihood.txt | 1 + MCMC-Laplace/testing/output.4.prior.txt | 1 + MCMC-Laplace/testing/output.4.z.txt | 1 + MCMC-Laplace/testing/output.5.likelihood.txt | 1 + MCMC-Laplace/testing/output.5.prior.txt | 1 + MCMC-Laplace/testing/output.5.z.txt | 1 + MCMC-Laplace/testing/output.6.likelihood.txt | 1 + MCMC-Laplace/testing/output.6.prior.txt | 1 + MCMC-Laplace/testing/output.6.z.txt | 1 + MCMC-Laplace/testing/output.7.likelihood.txt | 1 + MCMC-Laplace/testing/output.7.prior.txt | 1 + MCMC-Laplace/testing/output.7.z.txt | 1 + MCMC-Laplace/testing/output.8.likelihood.txt | 1 + MCMC-Laplace/testing/output.8.prior.txt | 1 + MCMC-Laplace/testing/output.8.z.txt | 1 + MCMC-Laplace/testing/output.9.likelihood.txt | 1 + MCMC-Laplace/testing/output.9.prior.txt | 1 + MCMC-Laplace/testing/output.9.z.txt | 1 + 41 files changed, 219 insertions(+) create mode 100644 MCMC-Laplace/testing/input.0.txt create mode 100644 MCMC-Laplace/testing/input.1.txt create mode 100644 MCMC-Laplace/testing/input.2.txt create mode 100644 MCMC-Laplace/testing/input.3.txt create mode 100644 MCMC-Laplace/testing/input.4.txt create mode 100644 MCMC-Laplace/testing/input.5.txt create mode 100644 MCMC-Laplace/testing/input.6.txt create mode 100644 MCMC-Laplace/testing/input.7.txt create mode 100644 MCMC-Laplace/testing/input.8.txt create mode 100644 MCMC-Laplace/testing/input.9.txt create mode 100644 MCMC-Laplace/testing/output.0.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.0.prior.txt create mode 100644 MCMC-Laplace/testing/output.0.z.txt create mode 100644 MCMC-Laplace/testing/output.1.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.1.prior.txt create mode 100644 MCMC-Laplace/testing/output.1.z.txt create mode 100644 MCMC-Laplace/testing/output.2.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.2.prior.txt create mode 100644 MCMC-Laplace/testing/output.2.z.txt create mode 100644 MCMC-Laplace/testing/output.3.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.3.prior.txt create mode 100644 MCMC-Laplace/testing/output.3.z.txt create mode 100644 MCMC-Laplace/testing/output.4.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.4.prior.txt create mode 100644 MCMC-Laplace/testing/output.4.z.txt create mode 100644 MCMC-Laplace/testing/output.5.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.5.prior.txt create mode 100644 MCMC-Laplace/testing/output.5.z.txt create mode 100644 MCMC-Laplace/testing/output.6.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.6.prior.txt create mode 100644 MCMC-Laplace/testing/output.6.z.txt create mode 100644 MCMC-Laplace/testing/output.7.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.7.prior.txt create mode 100644 MCMC-Laplace/testing/output.7.z.txt create mode 100644 MCMC-Laplace/testing/output.8.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.8.prior.txt create mode 100644 MCMC-Laplace/testing/output.8.z.txt create mode 100644 MCMC-Laplace/testing/output.9.likelihood.txt create mode 100644 MCMC-Laplace/testing/output.9.prior.txt create mode 100644 MCMC-Laplace/testing/output.9.z.txt diff --git a/MCMC-Laplace/Readme.md b/MCMC-Laplace/Readme.md index 094ef22..572c552 100644 --- a/MCMC-Laplace/Readme.md +++ b/MCMC-Laplace/Readme.md @@ -237,3 +237,182 @@ samples. Each line has 66 entries: algorithm. - The remaining 64 numbers are the entries of the current sample vector. + + + +Testing modifications and alternative implementations +----------------------------------------------------- + +In order to verify that modifications made to this code are correct, +or that alternative implementations of the benchmark in other programming +languages produce the expected results, it is useful to have known outputs +for certain inputs. To this end, the `testing/` directory contains ten +files with 64-dimensional input vectors: Each of the files `testing/input.X.txt` +contains a vector of coefficients (_theta_) for which the corresponding +`testing/output.X.z.txt` contains the corresponding output at the evaluation +points (the _z_ vector that corresponds to the _theta_ vector, as described +in the paper linked to at the very top of this page). Furthermore, the +`testing/output.X.likelihood.txt` file contains the corresponding likelihood +value for this _theta_ vector that can be computed from the _z_ vector, and +the `testing/output.X.prior.txt` file contains the prior associated with +this _theta_ vector. The values in these last two files are not normalized, +and so care must be taken when comparing these values between implementations: +An implementation (or a patched version of this program) may compute a different +value, but the ratio of the values between different inputs must be the +same -- in other words, the outputs must be like the ones stored in these +files *up to a constant* for an implementation to be correct. + +The ten inputs are chosen as follows: + +* The `testing/input.0.txt` file corresponds to a 64-dimensional vector of + all ones. +* The `testing/input.1.txt` file corresponds to a 64-dimensional vector of + coefficients _theta_ that are all equal to 10. This implies a membrane + that is ten times as stiff as the one in the first input file, and consequently + the outputs (the _z_ values) must all be exactly one tenth of the ones + for the first input file. +* The `testing/input.2.txt` file corresponds to a 64-dimensional vector of + values that are increasing in integer steps from 1 to 64. +* The remaining input files all have 64-dimensional vectors with random + entries that were chosen as _10^x_ where _x_ is a randomly distributed + number between -1 and 1. In other words, the entries of the vectors stored + in these remaining seven input files are all between 0.1 and 10. (Note that + this choice of randomly generated numbers _does not_ correspond to drawing + from the prior probability distribution used in this program and discussed + in the paper. However, for the purposes of testing, this is of course also + not necessary.) + +The stored output files were generated with the reference implementation of +the solver by replacing the `main()` function with the following code: +``` +int main() +{ + const Vector exact_solution( + { 0.06076511762259369, 0.09601910120848481, + 0.1238852517838584, 0.1495184117375201, + 0.1841596127549784, 0.2174525028261122, + 0.2250996160898698, 0.2197954769002993, + 0.2074695698370926, 0.1889996477663016, + 0.1632722532153726, 0.1276782480038186, + 0.07711845915789312, 0.09601910120848552, + 0.2000589533367983, 0.3385592591951766, + 0.3934300024647806, 0.4040223892461541, + 0.4122329537843092, 0.4100480091545554, + 0.3949151637189968, 0.3697873264791232, + 0.33401826235924, 0.2850397806663382, + 0.2184260032478671, 0.1271121156350957, + 0.1238852517838611, 0.3385592591951819, + 0.7119285162766475, 0.8175712861756428, + 0.6836254116578105, 0.5779452419831157, + 0.5555615956136897, 0.5285181561736719, + 0.491439702849224, 0.4409367494853282, + 0.3730060082060772, 0.2821694983395214, + 0.1610176733857739, 0.1495184117375257, + 0.3934300024647929, 0.8175712861756562, + 0.9439154625527653, 0.8015904115095128, + 0.6859683749254024, 0.6561235366960599, + 0.6213197201867315, 0.5753611315000049, + 0.5140091754526823, 0.4325325506354165, + 0.3248315148915482, 0.1834600412730086, + 0.1841596127549917, 0.4040223892461832, + 0.6836254116578439, 0.8015904115095396, + 0.7870119561144977, 0.7373108331395808, + 0.7116558878070463, 0.6745179049094283, + 0.6235300574156917, 0.5559332704045935, + 0.4670304994474178, 0.3499809143811, + 0.19688263746294, 0.2174525028261253, + 0.4122329537843404, 0.5779452419831566, + 0.6859683749254372, 0.7373108331396063, + 0.7458811983178246, 0.7278968022406559, + 0.6904793535357751, 0.6369176452710288, + 0.5677443693743215, 0.4784738764865867, + 0.3602190632823262, 0.2031792054737325, + 0.2250996160898818, 0.4100480091545787, + 0.5555615956137137, 0.6561235366960938, + 0.7116558878070715, 0.727896802240657, + 0.7121928678670187, 0.6712187391428729, + 0.6139157775591492, 0.5478251665295381, + 0.4677122687599031, 0.3587654911000848, + 0.2050734291675918, 0.2197954769003094, + 0.3949151637190157, 0.5285181561736911, + 0.6213197201867471, 0.6745179049094407, + 0.690479353535786, 0.6712187391428787, + 0.6178408289359514, 0.5453605027237883, + 0.489575966490909, 0.4341716881061278, + 0.3534389974779456, 0.2083227496961347, + 0.207469569837099, 0.3697873264791366, + 0.4914397028492412, 0.5753611315000203, + 0.6235300574157017, 0.6369176452710497, + 0.6139157775591579, 0.5453605027237935, + 0.4336604929612851, 0.4109641743019312, + 0.3881864790111245, 0.3642640090182592, + 0.2179599909280145, 0.1889996477663011, + 0.3340182623592461, 0.4409367494853381, + 0.5140091754526943, 0.5559332704045969, + 0.5677443693743304, 0.5478251665295453, + 0.4895759664908982, 0.4109641743019171, + 0.395727260284338, 0.3778949322004734, + 0.3596268271857124, 0.2191250268948948, + 0.1632722532153683, 0.2850397806663325, + 0.373006008206081, 0.4325325506354207, + 0.4670304994474315, 0.4784738764866023, + 0.4677122687599041, 0.4341716881061055, + 0.388186479011099, 0.3778949322004602, + 0.3633362567187364, 0.3464457261905399, + 0.2096362321365655, 0.1276782480038148, + 0.2184260032478634, 0.2821694983395252, + 0.3248315148915535, 0.3499809143811097, + 0.3602190632823333, 0.3587654911000799, + 0.3534389974779268, 0.3642640090182283, + 0.35962682718569, 0.3464457261905295, + 0.3260728953424643, 0.180670595355394, + 0.07711845915789244, 0.1271121156350963, + 0.1610176733857757, 0.1834600412730144, + 0.1968826374629443, 0.2031792054737354, + 0.2050734291675885, 0.2083227496961245, + 0.2179599909279998, 0.2191250268948822, + 0.2096362321365551, 0.1806705953553887, + 0.1067965550010013 }); + + ForwardSimulator::PoissonSolver<2> laplace_problem( + /* global_refinements = */ 5, + /* fe_degree = */ 1, + ""); + LogLikelihood::Gaussian log_likelihood(exact_solution, 0.05); + LogPrior::LogGaussian log_prior(0, 2); + + const unsigned int n_theta = 64; + for (unsigned int test=0; test<10; ++test) + { + std::cout << "Generating output for test " << test << std::endl; + + // For each test, read the input file... + std::ifstream test_input ("../testing/input." + std::to_string(test) + ".txt"); + Assert (test_input, ExcIO()); + + Vector theta(n_theta); + for (unsigned int i=0; i> theta[i]; + + // ...run it through the forward simulator to get the + // z vector (which we then output to a file)... + const Vector z = laplace_problem.evaluate(theta); + std::ofstream test_output_z ("output." + std::to_string(test) + ".z.txt"); + z.print(test_output_z, 16); + + // ...and then also evaluate prior and likelihood for these + // theta vectors: + std::ofstream test_output_likelihood ("output." + std::to_string(test) + ".likelihood.txt"); + test_output_likelihood.precision(12); + test_output_likelihood << log_likelihood.log_likelihood(z) << std::endl; + + std::ofstream test_output_prior ("output." + std::to_string(test) + ".prior.txt"); + test_output_prior.precision(12); + test_output_prior << log_prior.log_prior(theta) << std::endl; + } +} +``` +This code reads in each of the input files (assuming that the executable is located in a +build directory parallel to the `testing/` directory) and outputs its results into the +current directory. The inputs you get from a modified program should then be compared +against the ones stored in the `testing/` directory. They should match to several digits. diff --git a/MCMC-Laplace/testing/input.0.txt b/MCMC-Laplace/testing/input.0.txt new file mode 100644 index 0000000..dea8b07 --- /dev/null +++ b/MCMC-Laplace/testing/input.0.txt @@ -0,0 +1 @@ +1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 diff --git a/MCMC-Laplace/testing/input.1.txt b/MCMC-Laplace/testing/input.1.txt new file mode 100644 index 0000000..6c90cb9 --- /dev/null +++ b/MCMC-Laplace/testing/input.1.txt @@ -0,0 +1 @@ +10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 diff --git a/MCMC-Laplace/testing/input.2.txt b/MCMC-Laplace/testing/input.2.txt new file mode 100644 index 0000000..ce0d83f --- /dev/null +++ b/MCMC-Laplace/testing/input.2.txt @@ -0,0 +1 @@ +1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 diff --git a/MCMC-Laplace/testing/input.3.txt b/MCMC-Laplace/testing/input.3.txt new file mode 100644 index 0000000..1a7f2d0 --- /dev/null +++ b/MCMC-Laplace/testing/input.3.txt @@ -0,0 +1 @@ +7.424464300151675 5.146949392577792 0.4552998219577289 0.7562929882343709 3.435713677963932 3.346880874881098 0.167400511173001 1.672479474792017 0.1106945670253823 0.6454462101875653 9.497768918283253 0.2726947271251607 1.292187865731028 1.116286443377628 2.946758821388506 0.3016840921758895 2.992302682273326 0.186815657305601 5.446801714025209 0.607052220581344 0.259998934918923 3.3082122929957 0.1302224148858491 9.363310448960325 1.425788538242307 3.560914244377736 1.497533565470953 0.3294871972590255 0.9981552096666537 0.1337600156398106 1.420495164848728 4.397783113634144 0.1007186113793778 1.712302239891422 0.3992239619722109 0.3034171701462479 0.9078517204015203 0.1482097249767184 0.3272030484280278 0.1245993231538066 1.06393855505493 8.955698553537829 0.2453988949471052 2.11156977866123 1.644616917593078 1.742311152601188 5.235343015375949 5.386761161752736 4.102318040972229 2.613728057513296 0.1430899484797824 0.4479741827114062 0.2520372829306234 4.397166459926218 7.833567043979766 0.1292401950332613 2.697939357849716 3.338720443400087 2.824351939194429 0.2018562308080854 0.1905391753352444 0.3683767518794504 0.7725756720768329 0.2858988978666839 diff --git a/MCMC-Laplace/testing/input.4.txt b/MCMC-Laplace/testing/input.4.txt new file mode 100644 index 0000000..a2ab8b0 --- /dev/null +++ b/MCMC-Laplace/testing/input.4.txt @@ -0,0 +1 @@ +0.8192803309656589 3.638176667238537 2.827093228665591 0.6372436582321641 0.1341254546975316 0.1605469770433475 9.264957440604691 1.443760902865249 0.1468243381295022 1.057814613129768 5.528733295303567 0.239286516736003 2.800747303407959 0.1319575611674109 6.698198747762071 0.1482966216824855 2.092743102527656 0.1466957251165379 2.368035518398941 0.3832546697654317 1.820700501260099 0.7373609344953579 8.604354644250911 8.744422177184628 2.936438844102872 1.294031563776594 2.669613300857404 0.1867087440678453 0.6192591955372289 0.2957723778839228 1.675609793567188 0.1813289774517767 5.379563029897009 3.899477159252143 0.5719537257597139 3.482795793657854 5.455771759435906 0.8275451007895783 2.530298141260427 0.7789728628848801 0.5358519118264474 0.862630803593001 4.263674141904191 0.3055089623145412 5.582375555756837 0.534544856438295 0.8239439404579769 0.3299875411663784 0.8806199187089369 0.4777951048085369 2.992570284466547 2.289250442516765 0.3008552198972604 2.495954364514141 6.778016265057047 0.7119458954926688 0.1312660457644184 8.851536884738612 0.2421400391357902 1.207647730932108 3.396589978878624 3.623367539730488 9.679254991757832 7.13862864670367 diff --git a/MCMC-Laplace/testing/input.5.txt b/MCMC-Laplace/testing/input.5.txt new file mode 100644 index 0000000..00ad80c --- /dev/null +++ b/MCMC-Laplace/testing/input.5.txt @@ -0,0 +1 @@ +0.2411188465475554 0.1339289196843292 0.3724086550041963 8.924013607836752 7.504183231955361 0.2735656660718314 0.9564183998744966 0.5944335380980398 0.1621307081865613 0.2960512145590005 5.167046972584426 8.882389577871018 2.643439440348523 1.900538983975122 9.922855292269881 0.1308887307082922 1.055297309145088 0.2399744031343936 0.8849358449457092 2.845947236364728 1.208271048111228 2.147981880360326 1.861228822521825 0.118609377558633 2.219607381377006 8.419789821553358 0.1822214438061836 1.393615592239819 0.3305591096065129 3.540801035529257 0.2512675399274208 0.9896320088828815 1.139064128242495 0.5078486912299506 4.505893401955921 1.014525309471832 3.728040857742244 1.11350222652961 2.684142130455146 0.1271949386036304 0.1660386234350274 2.722139599223707 5.828771112636137 0.4891367042371693 0.2930216510145128 8.811418960918564 2.457359548722979 0.6700036965718361 6.638842413353665 0.3384031220843192 0.6441403124940358 0.8061651369671038 1.995275682224445 1.14908836103874 8.322564899581987 0.1239202873043224 0.1563128545544478 8.295744394542908 1.333787669804525 0.1851153365527704 1.066087253677989 0.1048169241129178 6.482883035122931 0.1994011264419347 diff --git a/MCMC-Laplace/testing/input.6.txt b/MCMC-Laplace/testing/input.6.txt new file mode 100644 index 0000000..c200c10 --- /dev/null +++ b/MCMC-Laplace/testing/input.6.txt @@ -0,0 +1 @@ +2.611651784436803 6.232327027579921 0.2974951876845037 2.245998161817591 0.8965305062881028 0.3927485430389895 3.175839555506137 0.2074413783055002 1.074949742977167 7.19876974437196 0.1448402030556318 1.85556364500018 0.3218180245507304 1.590385928558137 4.475247836041292 1.255027305191694 9.619486989352302 6.965550131944616 1.72428523479255 0.5422656939314425 0.1409943207133022 0.1542469548991672 3.341055442269235 2.229642121906246 0.3330211880972791 8.318446985335298 1.606408669115971 0.4619466493897562 0.1505124347533509 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