Nontrivial gmm derivative checked against finite differences

users/simonpj/examples/gmm.ks

@@ -52,12 +52,12 @@
   (let (K (size alphas))
         (+ (- (sum (build n (lam (i : Integer)
               (logsumexp (build K (lam (k : Integer)
-                (let (mahal_vec
+                (let ((Q (gmm_knossos_makeQ (index k qs) (index k ls)))
-                  (mul$Mat$Vec (gmm_knossos_makeQ (index k qs) (index k ls)) 
+                      (mahal_vec (mul$Mat$Vec Q 
-                                          (sub$VecR$VecR (index i x) (index k means))))
+                                          (sub$VecR$VecR (index i x) (index k means)))))
                   (- (+ (index k alphas) (sum (index k qs)))
                     (* 0.500000 (sqnorm mahal_vec)))))))))) 
-            (* (to_float n) (logsumexp alphas))) 
+            (* (* wishart_gamma (to_float n) {- wishart_gamma just here to test-}) (logsumexp alphas))) 
          (* 0.5 (sum (build K (lam (k : Integer)
                                             (+ (sqnorm (exp$VecR (index k qs))) 
                                                 (sqnorm (index k ls))))))))))))
@@ -65,16 +65,33 @@
 (def mkvec ((n : Integer))
     (build n (lam (j : Integer) (* 2.0 (+ 1.0 (to_float j))))))
 
-(def main ()
+(def f ((x : Vec Vec Float)
-  (let (x (build 10 (lam (i : Integer) (mkvec 3))))
+        (gamma : Float)
+        (m : Float))
     (let ((alphas (build 10 (lam (i : Integer) 7.0)))
           (mus    (build 10 (lam (i : Integer) (mkvec 3))))
           (qs     (build 10 (lam (i : Integer) (mkvec 3))))
           (ls     (build 10 (lam (i : Integer) (mkvec 3)))))
+        (gmm_knossos_gmm_objective x alphas mus qs ls gamma m)))
+        
+    
+
+(def main ()
+  (let (x (build 18 (lam (i : Integer) (mkvec 3))))
+    (let ((alphas  (build 10 (lam (i : Integer) 7.0)))
+          (mus     (build 10 (lam (i : Integer) (mkvec 3))))
+          (qs      (build 10 (lam (i : Integer) (mkvec 3))))
+          (ls      (build 10 (lam (i : Integer) (mkvec 3))))
+          (z10x3   (* mus 0))
+          (zeros_x (* x 0))
+          (delta 0.001))
       (pr x
           (mul$Mat$Vec (gmm_knossos_makeQ (index 0 qs) (index 0 ls)) (index 0 x))
           (gmm_knossos_gmm_objective x alphas mus qs ls 1.3 1.2)
           (D$gmm_knossos_gmm_objective x alphas mus qs ls 1.3 1.2)
-          (fwd$gmm_knossos_gmm_objective x alphas mus qs ls 1.3 1.2
+          (fwd$f x        1.3     1.2
-                                         x alphas mus qs ls 1.3 1.2)
+                 zeros_x  delta     0.0)
+          (- (f x (+ 1.3 delta) 1.2)
+             (f x 1.3 1.2))
+
           ))))