fix Java smoke test failure.

h2oai · Oct 21, 2024 · 3d07bcf · 3d07bcf
1 parent e3c6ffe
commit 3d07bcf
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Showing 4 changed files with 52 additions and 45 deletions.
diff --git a/h2o-algos/src/test/java/hex/hglm/HGLMUtilTest.java b/h2o-algos/src/test/java/hex/hglm/HGLMUtilTest.java
@@ -9,6 +9,7 @@
 
 import static hex.hglm.HGLMTask.ComputationEngineTask.sumAfjAfjAfjTYj;
 import static hex.hglm.HGLMUtils.*;
+import static hex.hglm.MetricBuilderHGLM.calHGLMllg;
 import static org.junit.Assert.assertEquals;
 
 @RunWith(H2ORunner.class)
@@ -196,4 +197,35 @@ public void checkCumSum(int numLevel2, int numFixedLength) {
     TestUtil.checkDoubleArrays(sumAfjTAfj, sumAfjTAfjMat.getArray(), 1e-12);
     TestUtil.checkArrays(sumAfjTYj, sumAfjTYjMat.transpose().getArray()[0], 1e-12);
   }
+
+  @Test
+  public void testCalLlg() {
+    checkCalLlg(1, 2, 10, 1);
+    checkCalLlg(10, 20, 100, 3);
+    checkCalLlg(18, 8, 20, 1);
+    checkCalLlg(8, 8, 10, 1);
+  }
+
+  public void checkCalLlg(int numRandomCoeff, int numLevel2, int nobs, int multiplier) {
+    double varResidual = Math.abs(genRandomMatrix(1, 1, 123)[0][0]);
+    double yMinsXFixSquare = Math.abs(genRandomMatrix(1,1, 124)[0][0]);
+    double[][] tmat = genSymPsdMatrix(numRandomCoeff, 124, multiplier);
+    Matrix tmatInv = new Matrix(tmat).inverse();
+    double oneOVar = 1.0/varResidual;
+    double oneOVarSq = oneOVar*oneOVar;
+    double llgManual = nobs*Math.log(2*Math.PI)+oneOVar*yMinsXFixSquare;
+    double[][] yMinusXFixTimesZ = genRandomMatrix(numLevel2, numRandomCoeff, 126);
+    double[][][] zjTimesZj = new double[numLevel2][][];
+
+    for (int ind2=0; ind2<numLevel2; ind2++) {
+      zjTimesZj[ind2] = genSymPsdMatrix(numRandomCoeff, 125+ind2, multiplier);
+      Matrix tInvPZjZ = tmatInv.plus(new Matrix(zjTimesZj[ind2]).times(oneOVar));
+      llgManual += Math.log(varResidual * tInvPZjZ.det() * new Matrix(tmat).det());
+      Matrix yMinusXFTTZj = new Matrix(new double[][]{yMinusXFixTimesZ[ind2]});
+      llgManual -= yMinusXFTTZj.times(tInvPZjZ.inverse()).times(yMinusXFTTZj.transpose()).getArray()[0][0] * oneOVarSq;
+    }
+    llgManual *= -0.5;
+    double llg = calHGLMllg(nobs, tmat, varResidual, zjTimesZj, yMinsXFixSquare, yMinusXFixTimesZ);
+    assertEquals(llg, llgManual, 1e-6);
+  }
 }
diff --git a/h2o-core/src/main/java/water/util/ArrayUtils.java b/h2o-core/src/main/java/water/util/ArrayUtils.java
@@ -1,5 +1,6 @@
 package water.util;
 
+import Jama.Matrix;
 import water.*;
 import water.fvec.*;
 
@@ -23,7 +24,7 @@ public static int[] cumsum(final int[] from) {
     }
     return cumsumR;
   }
-
+  
   /***
    * Given an array with first dimension J and second dimension q, this function will flatten the 2-D array into
    * 1-D array of length J*q.  It basically concates each row of arr into one big 1-D array.

diff --git a/h2o-core/src/test/java/hex/ModelMetricsTest.java b/h2o-core/src/test/java/hex/ModelMetricsTest.java
@@ -8,6 +8,7 @@
 import static org.junit.Assert.assertEquals;
 import static org.junit.Assert.assertTrue;
 import static water.TestUtil.genRandomMatrix;
+import static water.TestUtil.genSymPsdMatrix;
 import static water.util.ArrayUtils.expandMat;
 import static water.util.ArrayUtils.flattenArray;
 
@@ -24,37 +25,6 @@ public void testEmptyModelAUC() {
     assertTrue(Double.isNaN(ModelMetrics.getMetricFromModelMetric(mm, "auc")));
   }
 
-  @Test
-  public void testCalLlg() {
-    checkCalLlg(1, 2, 10, 1);
-    checkCalLlg(10, 20, 100, 3);
-    checkCalLlg(18, 8, 20, 1);
-    checkCalLlg(8, 8, 10, 1);
-  }
-
-  public void checkCalLlg(int numRandomCoeff, int numLevel2, int nobs, int multiplier) {
-    double varResidual = Math.abs(genRandomMatrix(1, 1, 123)[0][0]);
-    double yMinsXFixSquare = Math.abs(genRandomMatrix(1,1, 124)[0][0]);
-    double[][] tmat = genSymPsdMatrix(numRandomCoeff, 124, multiplier);
-    Matrix tmatInv = new Matrix(tmat).inverse();
-    double oneOVar = 1.0/varResidual;
-    double oneOVarSq = oneOVar*oneOVar;
-    double llgManual = nobs*Math.log(2*Math.PI)+oneOVar*yMinsXFixSquare;
-    double[][] yMinusXFixTimesZ = genRandomMatrix(numLevel2, numRandomCoeff, 126);
-    double[][][] zjTimesZj = new double[numLevel2][][];
-
-    for (int ind2=0; ind2<numLevel2; ind2++) {
-      zjTimesZj[ind2] = genSymPsdMatrix(numRandomCoeff, 125+ind2, multiplier);
-      Matrix tInvPZjZ = tmatInv.plus(new Matrix(zjTimesZj[ind2]).times(oneOVar));
-      llgManual += Math.log(varResidual * tInvPZjZ.det() * new Matrix(tmat).det());
-      Matrix yMinusXFTTZj = new Matrix(new double[][]{yMinusXFixTimesZ[ind2]});
-      llgManual -= yMinusXFTTZj.times(tInvPZjZ.inverse()).times(yMinusXFTTZj.transpose()).getArray()[0][0] * oneOVarSq;
-    }
-    llgManual *= -0.5;
-    double llg = calHGLMllg(nobs, tmat, varResidual, zjTimesZj, yMinsXFixSquare, yMinusXFixTimesZ);
-    assertEquals(llg, llgManual, 1e-6);
-  }
-
   // test loglikelihood calculation from ref [1] of the doc.
   @Test
   public void testCalLlg2() {
@@ -110,17 +80,6 @@ public void checkCalICC(int tmatSize) {
     TestUtil.checkArrays(iccManual, calICC(symMatArray, varE), 1e-6);
   }
 
-  public double[][] genSymPsdMatrix(int matSize, long seedValue, int multiplier) {
-    double[][] mat = genRandomMatrix(matSize, matSize, seedValue);
-    // generate symmetric matrix
-    Matrix matT = new Matrix(mat);
-    Matrix symMat = matT.plus(matT.transpose()).times(0.5);
-    for (int index=0; index<matSize; index++) {
-      symMat.set(index, index, Math.abs(genRandomMatrix(1,1,123)[0][0])*multiplier);
-    }
-    return symMat.getArray();
-  }
-
   @Test
   public void testCalVMatrix() {
     checkCalVMatrix(2, 1, 10);

diff --git a/h2o-test-support/src/main/java/water/TestUtil.java b/h2o-test-support/src/main/java/water/TestUtil.java
@@ -1,9 +1,13 @@
 package water;
 
+import Jama.Matrix;
 import hex.CreateFrame;
 import hex.Model;
 import hex.SplitFrame;
-import hex.genmodel.*;
+import hex.genmodel.GenModel;
+import hex.genmodel.ModelMojoReader;
+import hex.genmodel.MojoReaderBackend;
+import hex.genmodel.MojoReaderBackendFactory;
 import hex.genmodel.easy.RowData;
 import org.junit.AfterClass;
 import org.junit.Ignore;
@@ -20,8 +24,8 @@
 import water.parser.DefaultParserProviders;
 import water.parser.ParseDataset;
 import water.parser.ParseSetup;
-import water.util.*;
 import water.util.Timer;
+import water.util.*;
 import water.util.fp.Function;
 
 import java.io.*;
@@ -198,6 +202,17 @@ public static double[][] genRandomMatrix(int row, int col, long seedValue) {
     return randomMat;
   }
 
+  public static double[][] genSymPsdMatrix(int matSize, long seedValue, int multiplier) {
+    double[][] mat = genRandomMatrix(matSize, matSize, seedValue);
+    // generate symmetric matrix
+    Matrix matT = new Matrix(mat);
+    Matrix symMat = matT.plus(matT.transpose()).times(0.5);
+    for (int index=0; index<matSize; index++) {
+      symMat.set(index, index, Math.abs(genRandomMatrix(1,1,123)[0][0])*multiplier);
+    }
+    return symMat.getArray();
+  }
+
   public static double[] genRandomArray(int length, long seedValue) {
     Random random = new Random(seedValue);
     return gaussianVector(length, random);