adding weight support for mean accumulator (#212)

changed type of sum to RealType for mean and added serialization tests for builtin accumulators
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Hans Dembinski 2019-09-12 08:08:39 +02:00 committed by GitHub
parent 14f36ea932
commit 0d893d4eff
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12 changed files with 226 additions and 12 deletions

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@ -28,12 +28,19 @@ public:
: sum_(n), mean_(mean), sum_of_deltas_squared_(variance * (sum_ - 1)) {}
void operator()(const RealType& x) {
sum_ += 1;
sum_ += static_cast<RealType>(1);
const auto delta = x - mean_;
mean_ += delta / sum_;
sum_of_deltas_squared_ += delta * (x - mean_);
}
void operator()(const RealType& w, const RealType& x) {
sum_ += w;
const auto delta = x - mean_;
mean_ += w * delta / sum_;
sum_of_deltas_squared_ += w * delta * (x - mean_);
}
template <class T>
mean& operator+=(const mean<T>& rhs) {
const auto tmp = mean_ * sum_ + static_cast<RealType>(rhs.mean_ * rhs.sum_);
@ -60,7 +67,7 @@ public:
return !operator==(rhs);
}
std::size_t count() const noexcept { return sum_; }
const RealType& count() const noexcept { return sum_; }
const RealType& value() const noexcept { return mean_; }
RealType variance() const { return sum_of_deltas_squared_ / (sum_ - 1); }
@ -68,8 +75,7 @@ public:
void serialize(Archive&, unsigned /* version */);
private:
std::size_t sum_ = 0;
RealType mean_ = 0, sum_of_deltas_squared_ = 0;
RealType sum_ = 0, mean_ = 0, sum_of_deltas_squared_ = 0;
};
} // namespace accumulators

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@ -32,6 +32,7 @@
#include <boost/serialization/string.hpp>
#include <boost/serialization/throw_exception.hpp>
#include <boost/serialization/vector.hpp>
#include <boost/serialization/version.hpp>
#include <tuple>
#include <type_traits>
@ -44,6 +45,18 @@
#ifndef BOOST_HISTOGRAM_DOXYGEN_INVOKED
namespace boost {
namespace serialization {
// version 1 for boost::histogram::accumulators::mean<RealType>
template <class RealType>
struct version<::boost::histogram::accumulators::mean<RealType>> {
typedef mpl::int_<1> type;
typedef mpl::integral_c_tag tag;
BOOST_STATIC_CONSTANT(int, value = version::type::value);
};
} // namespace serialization
} // namespace boost
namespace std {
template <class Archive, class... Ts>
void serialize(Archive& ar, tuple<Ts...>& t, unsigned /* version */) {
@ -72,8 +85,14 @@ void weighted_sum<RealType>::serialize(Archive& ar, unsigned /* version */) {
template <class RealType>
template <class Archive>
void mean<RealType>::serialize(Archive& ar, unsigned /* version */) {
ar& serialization::make_nvp("sum", sum_);
void mean<RealType>::serialize(Archive& ar, unsigned version) {
if (version == 0 && Archive::is_loading::value) {
std::size_t sum;
ar& serialization::make_nvp("sum", sum);
sum_ = static_cast<RealType>(sum);
} else {
ar& serialization::make_nvp("sum", sum_);
}
ar& serialization::make_nvp("mean", mean_);
ar& serialization::make_nvp("sum_of_deltas_squared", sum_of_deltas_squared_);
}

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@ -8,6 +8,8 @@ boost_test(SOURCES check_cmake_version.cpp ARGUMENTS ${PROJECT_VERSION}
# keep in sync with Jamfile, this should be automatized...
boost_test(TYPE compile-fail SOURCES make_histogram_fail0.cpp)
boost_test(TYPE compile-fail SOURCES make_histogram_fail1.cpp)
boost_test(TYPE run SOURCES accumulators_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES algorithm_project_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES algorithm_reduce_test.cpp
@ -78,8 +80,6 @@ boost_test(TYPE run SOURCES histogram_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES indexed_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES internal_accumulators_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES storage_adaptor_test.cpp
LIBRARIES Boost::histogram Boost::core)
boost_test(TYPE run SOURCES unlimited_storage_test.cpp

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@ -22,6 +22,7 @@ project
;
alias cxx14 :
[ run accumulators_test.cpp ]
[ run algorithm_project_test.cpp ]
[ run algorithm_reduce_test.cpp ]
[ run algorithm_sum_test.cpp ]
@ -57,7 +58,6 @@ alias cxx14 :
[ run histogram_operators_test.cpp ]
[ run histogram_test.cpp ]
[ run indexed_test.cpp ]
[ run internal_accumulators_test.cpp ]
[ run storage_adaptor_test.cpp ]
[ run unlimited_storage_test.cpp ]
[ run utility_test.cpp ]
@ -86,6 +86,7 @@ alias accumulators : [ run boost_accumulators_support_test.cpp ] : <warnings>off
alias range : [ run boost_range_support_test.cpp ] : <warnings>off ;
alias units : [ run boost_units_support_test.cpp ] : <warnings>off ;
alias serialization :
[ run accumulators_serialization_test.cpp libserial : $(THIS_PATH) ]
[ run axis_variant_serialization_test.cpp libserial : $(THIS_PATH) ]
[ run histogram_serialization_test.cpp libserial : $(THIS_PATH) ]
[ run storage_adaptor_serialization_test.cpp libserial : $(THIS_PATH) ]

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@ -0,0 +1,90 @@
// Copyright 2019 Hans Dembinski
//
// Distributed under the Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt
// or copy at http://www.boost.org/LICENSE_1_0.txt)
#include <boost/assert.hpp>
#include <boost/core/lightweight_test.hpp>
#include <boost/histogram/accumulators.hpp>
#include <boost/histogram/serialization.hpp>
#include "throw_exception.hpp"
#include "utility_serialization.hpp"
using namespace boost::histogram;
int main(int argc, char** argv) {
BOOST_ASSERT(argc == 2);
// mean v0
{
const auto filename = join(argv[1], "accumulators_serialization_test_mean_v0.xml");
accumulators::mean<> a;
load_xml(filename, a);
BOOST_TEST_EQ(a.count(), 3);
BOOST_TEST_EQ(a.value(), 2);
BOOST_TEST_EQ(a.variance(), 0.5);
}
// mean
{
const auto filename = join(argv[1], "accumulators_serialization_test_mean.xml");
accumulators::mean<> a;
a(1);
a(0.5, 2);
a(3);
print_xml(filename, a);
accumulators::mean<> b;
BOOST_TEST_NOT(a == b);
load_xml(filename, b);
BOOST_TEST(a == b);
}
// sum
{
const auto filename = join(argv[1], "accumulators_serialization_test_sum.xml");
accumulators::sum<> a;
a += 1e100;
a += 1;
print_xml(filename, a);
accumulators::sum<> b;
BOOST_TEST_NOT(a == b);
load_xml(filename, b);
BOOST_TEST(a == b);
}
// weighted_mean
{
const auto filename =
join(argv[1], "accumulators_serialization_test_weighted_mean.xml");
accumulators::weighted_mean<> a;
a(1);
a(0.5, 2);
a(3);
print_xml(filename, a);
accumulators::weighted_mean<> b;
BOOST_TEST_NOT(a == b);
load_xml(filename, b);
BOOST_TEST(a == b);
}
// weighted_sum
{
const auto filename =
join(argv[1], "accumulators_serialization_test_weighted_sum.xml");
accumulators::weighted_sum<> a;
a += 1;
a += 10;
print_xml(filename, a);
accumulators::weighted_sum<> b;
BOOST_TEST_NOT(a == b);
load_xml(filename, b);
BOOST_TEST(a == b);
}
return boost::report_errors();
}

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@ -0,0 +1,17 @@
<!--
Copyright 2019 Hans Dembinski
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt
or copy at http://www.boost.org/LICENSE_1_0.txt)
-->
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
<!DOCTYPE boost_serialization>
<boost_serialization signature="serialization::archive" version="17">
<item class_id="0" tracking_level="0" version="1">
<sum>2.50000000000000000e+00</sum>
<mean>2.00000000000000000e+00</mean>
<sum_of_deltas_squared>2.00000000000000000e+00</sum_of_deltas_squared>
</item>
</boost_serialization>

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@ -0,0 +1,17 @@
<!--
Copyright 2019 Hans Dembinski
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt
or copy at http://www.boost.org/LICENSE_1_0.txt)
-->
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
<!DOCTYPE boost_serialization>
<boost_serialization signature="serialization::archive" version="17">
<item class_id="0" tracking_level="0" version="0">
<sum>3</sum>
<mean>2.00000000000000000e+00</mean>
<sum_of_deltas_squared>1.00000000000000000e+00</sum_of_deltas_squared>
</item>
</boost_serialization>

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@ -0,0 +1,16 @@
<!--
Copyright 2019 Hans Dembinski
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt
or copy at http://www.boost.org/LICENSE_1_0.txt)
-->
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
<!DOCTYPE boost_serialization>
<boost_serialization signature="serialization::archive" version="17">
<item class_id="0" tracking_level="0" version="0">
<large>1.00000000000000002e+100</large>
<small>1.00000000000000000e+00</small>
</item>
</boost_serialization>

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@ -0,0 +1,18 @@
<!--
Copyright 2019 Hans Dembinski
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt
or copy at http://www.boost.org/LICENSE_1_0.txt)
-->
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
<!DOCTYPE boost_serialization>
<boost_serialization signature="serialization::archive" version="17">
<item class_id="0" tracking_level="0" version="0">
<sum_of_weights>2.50000000000000000e+00</sum_of_weights>
<sum_of_weights_squared>2.25000000000000000e+00</sum_of_weights_squared>
<weighted_mean>2.00000000000000000e+00</weighted_mean>
<sum_of_weighted_deltas_squared>2.00000000000000000e+00</sum_of_weighted_deltas_squared>
</item>
</boost_serialization>

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@ -0,0 +1,16 @@
<!--
Copyright 2019 Hans Dembinski
Distributed under the Boost Software License, Version 1.0.
(See accompanying file LICENSE_1_0.txt
or copy at http://www.boost.org/LICENSE_1_0.txt)
-->
<?xml version="1.0" encoding="UTF-8" standalone="yes" ?>
<!DOCTYPE boost_serialization>
<boost_serialization signature="serialization::archive" version="17">
<item class_id="0" tracking_level="0" version="0">
<sum_of_weights>1.10000000000000000e+01</sum_of_weights>
<sum_of_weights_squared>1.01000000000000000e+02</sum_of_weights_squared>
</item>
</boost_serialization>

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@ -11,9 +11,9 @@
#include <boost/histogram/accumulators/thread_safe.hpp>
#include <boost/histogram/accumulators/weighted_mean.hpp>
#include <boost/histogram/accumulators/weighted_sum.hpp>
#include "throw_exception.hpp"
#include <sstream>
#include "is_close.hpp"
#include "throw_exception.hpp"
using namespace boost::histogram;
using namespace std::literals;
@ -98,6 +98,15 @@ int main() {
BOOST_TEST_EQ(c.count(), 8);
BOOST_TEST_EQ(c.value(), 10);
BOOST_TEST_IS_CLOSE(c.variance(), 25.714, 1e-3);
// also same as feeding all samples twice
m_t d;
d(2, 4);
d(2, 7);
d(2, 13);
d(2, 16);
BOOST_TEST_EQ(d, c);
}
{

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@ -241,7 +241,7 @@ void run_tests() {
BOOST_TEST_EQ(h, h2);
}
// 1D with samples
// 1D profile with samples
{
auto h = make_s(Tag(), profile_storage(), in(1, 3));
auto h2 = h;
@ -253,9 +253,14 @@ void run_tests() {
h2.fill(x, sample(x));
BOOST_TEST_EQ(h, h2);
for (auto&& xi : x) h(xi, sample(xi), weight(xi));
h2.fill(x, sample(x), weight(x));
BOOST_TEST_EQ(h, h2);
}
// 2D with samples and weights
// 2D weighted profile with samples and weights
{
auto h = make_s(Tag(), weighted_profile_storage(), in(1, 3), in0(1, 3));
auto h2 = h;