Fixture test SSM model for SMC, RMSMC, PMMH and SMC2

monad-bayes.cabal

@@ -162,6 +162,7 @@ test-suite monad-bayes-test
     HMM
     LDA
     LogReg
+    NonlinearSSM
     Sprinkler
     TestAdvanced
     TestBenchmarks
@@ -173,6 +174,7 @@ test-suite monad-bayes-test
     TestPopulation
     TestSampler
     TestSequential
+    TestSSMFixtures
     TestStormerVerlet
     TestWeighted
 

test/Spec.hs

@@ -15,6 +15,7 @@ import TestPipes qualified
 import TestPopulation qualified
 import TestSampler qualified
 import TestSequential qualified
+import TestSSMFixtures qualified
 import TestStormerVerlet qualified
 import TestWeighted qualified
 
@@ -167,3 +168,4 @@ main = hspec do
       passed7 `shouldBe` True
 
   TestBenchmarks.test
+  TestSSMFixtures.test

test/TestSSMFixtures.hs

@@ -0,0 +1,67 @@
+module TestSSMFixtures where
+
+import NonlinearSSM
+import Control.Monad.Bayes.Inference.MCMC
+import Control.Monad.Bayes.Inference.PMMH as PMMH (pmmh)
+import Control.Monad.Bayes.Inference.RMSMC (rmsmcDynamic)
+import Control.Monad.Bayes.Inference.SMC
+import Control.Monad.Bayes.Inference.SMC2 as SMC2 (smc2)
+import Control.Monad.Bayes.Population
+import Control.Monad.Bayes.Sampler.Strict (sampleIOfixed)
+import Control.Monad.Bayes.Weighted (unweighted)
+import Control.Monad.IO.Class (MonadIO (liftIO))
+import Test.Hspec
+import System.IO (readFile')
+import System.IO.Error (catchIOError, isDoesNotExistError)
+import Control.Monad (forM_)
+import Control.Monad.Bayes.Class (MonadDistribution)
+
+data Alg = SMC | RMSMC | PMMH | SMC2
+  deriving (Show, Read, Eq, Ord, Enum, Bounded)
+
+algs :: [Alg]
+algs = [minBound .. maxBound]
+
+fixtureToFilename :: Alg -> FilePath
+fixtureToFilename alg = "test/fixtures/SSM-" ++ show alg ++ ".txt"
+
+type SSMData = [Double]
+
+t = 5
+
+-- FIXME refactor such that it can be reused in ssm benchmark
+runAlgFixed :: MonadDistribution m => SSMData -> Alg -> m String
+
+runAlgFixed ys SMC = fmap show $ population $ smc SMCConfig {numSteps = t, numParticles = 10, resampler = resampleMultinomial} (param >>= model ys)
+
+runAlgFixed ys RMSMC = fmap show $ population $
+      rmsmcDynamic
+        MCMCConfig {numMCMCSteps = 10, numBurnIn = 0, proposal = SingleSiteMH}
+        SMCConfig {numSteps = t, numParticles = 10, resampler = resampleSystematic}
+        (param >>= model ys)
+
+runAlgFixed ys PMMH = fmap show $ unweighted $
+      pmmh
+        MCMCConfig {numMCMCSteps = 2, numBurnIn = 0, proposal = SingleSiteMH}
+        SMCConfig {numSteps = t, numParticles = 3, resampler = resampleSystematic}
+        param
+        (model ys)
+
+runAlgFixed ys SMC2 = fmap show $ population $ smc2 t 3 2 1 param (model ys)
+
+testFixture :: Alg -> SpecWith ()
+testFixture alg = do
+  let filename = fixtureToFilename alg
+  it ("should agree with the fixture " ++ filename) $ do
+    ys <- sampleIOfixed $ generateData t
+    fixture <- catchIOError (readFile' filename) $ \e ->
+      if isDoesNotExistError e
+        then return ""
+        else ioError e
+    sampled <- sampleIOfixed $ runAlgFixed (map fst ys) alg
+    -- Reset in case of fixture update or creation
+    writeFile filename sampled
+    fixture `shouldBe` sampled
+
+test :: SpecWith ()
+test = describe "TestSSMFixtures" $ mapM_ testFixture algs

test/fixtures/SSM-PMMH.txt

@@ -0,0 +1 @@
+[[([74405.69500410178,143777.3515026691,195290.64675632896,483878.28639985673,600603.4104497777],1.0),([74405.69500410178,143777.3515026691,195290.64675632896,483878.28639985673,600603.4104497777],1.0),([74405.69500410178,143777.3515026691,195290.64675632896,483878.28639985673,600603.4104497777],1.0)],[([157620.04097610444,26661.523636563594,321204.4219216401,421274.0528523404,487363.3134055787],1.0),([157620.04097610444,26661.523636563594,321204.4219216401,421274.0528523404,487363.3134055787],1.0),([157620.04097610444,26661.523636563594,321204.4219216401,421274.0528523404,487363.3134055787],1.0)],[([-1.2600621067470811e67,-1.3171618074660135e67,3.55155213532486e66,-9.486041679240111e66,-1.4476178361450074e67],1.0),([-1.2600621067470811e67,-1.3171618074660135e67,3.55155213532486e66,-9.486041679240111e66,-1.4476178361450074e67],1.0),([-1.2600621067470811e67,-1.3171618074660135e67,3.55155213532486e66,-9.486041679240111e66,-1.4476178361450074e67],1.0)]]

test/fixtures/SSM-RMSMC.txt

@@ -0,0 +1 @@
+[([61234.923743603955,79039.83817954235,354024.81636628765,225755.73057039993,-78843.37322818518],0.0),([61234.923743603955,-205024.66324964678,-438520.7645656072,-526045.6062936985,17959.08713788638],0.0),([61234.923743603955,130707.33129683959,260276.7204227042,538891.1815485102,432537.1717560617],0.0),([61234.923743603955,425968.16738967673,72802.89417099475,97062.29318414515,-90904.59187690681],0.0),([61234.923743603955,-80888.00179367141,122235.67304475381,48742.27626015559,-149682.32933231423],0.0),([61234.923743603955,43.833902800088254,-417728.0201965655,49565.634594935604,-303943.3354524304],0.0),([61234.923743603955,350501.69936972257,118986.06426751378,99950.78931739656,-60488.53431816819],0.0),([61234.923743603955,-117376.5868812376,116017.94360094423,378976.39475725644,74865.6296219704],0.0),([61234.923743603955,156368.9791422615,-586653.2615030725,-238480.82081038723,51581.15175237715],0.0),([61234.923743603955,-150776.59937461224,-30862.03908288705,200382.13919586508,-107135.36343350058],0.0)]

test/fixtures/SSM-SMC.txt

@@ -0,0 +1 @@
+[([-1.6946443595984358e8,-2.0398900541476977e8,5.988104418627801e8,5.186441087015647e7,-1.1107580460544899e9],3.747925572660412e-147),([-1.6946443595984358e8,1.762322765772586e8,1.3143034131110222e9,2.917359439754021e7,-4.678360689283452e8],3.747925572660412e-147),([-1.6946443595984358e8,-4.978125179866476e8,-6.568379081060445e8,-1.0039010467494124e9,-4.5194462919398534e8],3.747925572660412e-147),([-1.6946443595984358e8,-2.0398900541476977e8,6.65407483202134e8,-1.3610874802534976e9,1.7804869696064534e9],3.747925572660412e-147),([-1.6946443595984358e8,-4.978125179866476e8,-6.568379081060445e8,-1.0039010467494124e9,-4.5194462919398534e8],3.747925572660412e-147),([-1.6946443595984358e8,-7.848111477226721e8,-1.536250656089418e9,-1.2593852525318892e9,9.33478070563457e8],3.747925572660412e-147),([-1.6946443595984358e8,1.762322765772586e8,1.3143034131110222e9,2.917359439754021e7,-4.678360689283452e8],3.747925572660412e-147),([-1.6946443595984358e8,-4.978125179866476e8,-6.568379081060445e8,7.201669253635451e8,-6.528627637915363e8],3.747925572660412e-147),([-1.6946443595984358e8,-4.978125179866476e8,-6.568379081060445e8,7.201669253635451e8,-6.528627637915363e8],3.747925572660412e-147),([-1.6946443595984358e8,-7.848111477226721e8,-1.536250656089418e9,-1.2593852525318892e9,9.33478070563457e8],3.747925572660412e-147)]

test/fixtures/SSM-SMC2.txt

@@ -0,0 +1 @@
+[([([-9090.483553160731,-18364.240866577857,38447.317849110055,-3829.950678281628,-18689.938602553048],0.3333333333333341),([-9090.483553160731,-18364.240866577857,38447.317849110055,-3829.950678281628,-18689.938602553048],0.3333333333333341),([-9090.483553160731,-18364.240866577857,38447.317849110055,25131.836867847727,47603.03068211828],0.3333333333333341)],9.474658864966518e-180),([([-2.2418721864335723e9,2.4219211687208967e9,5.4463793547824545e9,7.074651672385337e8,2.595090695345872e8],0.3333333333333341),([-2.2418721864335723e9,2.4219211687208967e9,5.4463793547824545e9,7.074651672385337e8,2.595090695345872e8],0.3333333333333341),([-2.2418721864335723e9,2.4219211687208967e9,5.4463793547824545e9,7.074651672385337e8,2.595090695345872e8],0.3333333333333341)],9.474658864966518e-180)]